Please enable JavaScript.

Coggle requires JavaScript to display documents.

Capital management (2) (uses of internal models (calculate economic…

- - - - Minimum Capital Requirement (MCR) is the threshold at which companies will no longer be permitted to trade.
      - Solvency Capital Requirement (SCR) is the target level of capital below which companies may need to discuss remedies with their regulators.
- - - - risk profile of individual assets and liabilities in portfolio
      - correlation of the risks
      - desired level of overall credit deterioration that the provider wishes to be able to withstand