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Prudential Supervision (Solvency II (Key aims (Reduce risk to meet claims,…
Prudential Supervision
Basel Committee
Basel Accord
Basel II
Three Pillars
Pillar 1
Capital requirements
Credit risk
Operational risk
Market risk
Pillar 2
Effective supervisory tools
Assess Individual component risk
Pillar 3
Disclosure requirements
Capital adequacy assessed
Basel III
Regulatory capital
min 7% solvency ratio
Tier 1 Capital
Share
Disclosed reserves
Minimum leverage ratio
Tier 2 Capital
Supplementary
Asset and liability management
Liquidity Coverage Ratio (LCR)
High liquid assets/deposit outgoings
Net stable funding ratio
Long term resources/ long term commitments
Capital Requirement Directive
Implementation of Basel I,II,III
Capital Adequacy
Regulation
Sufficient capital risk
Solvency ratio
Capital % of risk-adjusted assets
Liquidity
Regulation
Liquidity risk
Ease convert assets to cash
Operational Risk
Failed/inadequate processes
People and systems
External events
Solvency II
EU insurance industry regulation
Three Pillars
Capital requirements/valuation of assets
Governance/risk-management
Disclosure/transparency rules
Key aims
Reduce risk to meet claims
Disclose information to identify problems
Promote confidence of insurance sector
PRA and FCA Handbook
Prudential Standards
Sourcebooks
GENPRU (General)
Requirements for maintain/value resources
Minimum amount of capital
Cross-sector group rules
BIPRU (Banks/B.Societies/Investment
Capital requirements
Credit risk
Credit risk mitgation
Market risk
Group risk
Liquidity
IFPRU (Investment)
Credit risk
Operational risk
Market risk
Liquidity risk
Capital requirements
Recovery and resolution
MIPRU (Mortgages)