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DCAT (Reporting (Capital Adequacy Measurement (Explain regulatory test…
DCAT
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Definition
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A process to project and analyze the trends of an insurer's capital position, given its current, past and projected scenarios
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Process
- Run base and plausible adverse scenarios; Projection is 5 years
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- Review recent and current financial condition
Modelling
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Approaches
Stochastic
suitable for risks that are related to capital markets because of easier statistical loss distribution
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