The report provides background information on the testing proposals for QIS4. It further explores the role of proxies, and discusses application and admissibility criteria in the valuation of technical provisions under Solvency II.
The report gives a comparative description of national proxy methods for the evaluation of technical provisions in Solvency II. On the basis of this work, harmonised proxy proposals are being tested in the fourth quantitative impact study (QIS4).
The report provides background information on the Co-ordination Group's work and on the testing proposals for QIS4. The report further explores the role of proxies, and discusses application and admissibility criteria in the valuation of technical provisions under Solvency II.
Final report
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