External Risk Frameworks
These questions cover regulatory risk frameworks and the approaches used by credit rating agencies
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Question 1 of 5
Which of the following must an insurer do as part of the Pwn Risk and Solvency Assessment (ORSA)?Correct
Whilst many risk frameworks require the context to be assessed, this is not the case for Solvency II, for which the context is already well-defined.Incorrect
Question 2 of 5
Which one of the following is the correct definition of the Liquidity Coverage Ratio (LCR) under Basel III?Correct
Question 3 of 5
Which one of the following is the Solvency II target for the Solvency Capital Requirement (SCR)?Correct
Question 4 of 5
Which one of the following is the target for tier 1 capital under Basel III?Correct
The total capital requirement is 8% of risk-weighted assets, of which up to 2% can be met by tier 2 capitalIncorrect
Question 5 of 5
What is the name given to the additional capital intended to give banks breathing room in times of financial stress?Correct
From 1 January 2019, this will be 2.5% of risk-weighted assets, that can come from common equityIncorrect