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Internal Models Reduce Solvency II Capital05-04-2011

Internal Models Reduce Solvency II Capital

The application of internal models of Actuarial demonstrates a significant reduction in the level of capital of insurers and banks in terms of risk pooling.

Only in this way reductions achieved can be very significant at the aggregate Value at Risk. This effect also join possible reductions in modeling the market risks, credit and subscription business (the latter only on insurers).

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