CEIOPS issued the second set of documents of its QIS 3 package. Next to the spreadsheets and their instructions, a helpful document on guidance to the QIS 3 package is included, which facilitates the handling of the various documents.
This QIS exercise further contains a calibration paper, explaining the rationale behind the calibration of specific risk modules, and a document with the term structures for discounting purposes. Qualitative questionnaires for solo undertakings and groups are included to ask the participants’ views on the exercise in general and on more specific issues. Finally, an errata document, where some (important) corrections to the technical specifications are being noted, is being attached. Whenever needed, this document can be updated. All questions on QIS 3 can be addressed to the supervisory authorities of the relevant member states.
Deadline for contributions is 29 June 2007.
Cover note
Technical Specifications - Part 1
Technical Specifications - Part 2
Technical Specifications - Annexes
List of contact persons
QIS3 Calibration Papers
QIS3 Spreadsheet
QIS3 Spreadsheet Instructions
QIS3 Term Structures
QIS3 Qualitative Questionnaire for Solo Undertakings
QIS3 Qualitative Questionnaire for Groups
QIS3 Guidance paper
Errata to the QIS3 Technical Specifications
© Graham Bishop
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