Solvens II Framtagande av riskregister

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Solvens IIFramtagande av riskregister

• SWERMA 2013-11-28
• Thomas Hallqvist
• Confidentiality - None (C1)

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Framtagande av riskregister

• Uppfinner inte hjulet!
• Plockar de delar som passar in på vår verksamhet
• Samarbetar med koncernens Risk Management-organisa
  tion och konsulter
• Förbereder styrelseseminarium för en diskussion
  tillsamannas med styrelsen
• Anpassar annan riskrapportering i koncernen (t ex
  Enterprise Risk Management)

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Kategorier
Liquidity Concentration Risk

• Operational Risk

ALM Risk

• Change in price or rate
• Investments credit risk
• Liquidity planning
• Concentration risk

• Matching risks

• Board of Directors
• Managing Director
• Internal fuctions
• Reporting
• IT
• Etc

Underwriting Reserving Risk
Reinsurance Risk
Strategic Reputational Risk

• Reveiw agreements
• Renewals
• Premiums
• Claims and loss adjustment
• Exposure estimation

• Reinsurers
• Lack of reactivity

• External
• Internal

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Exempel
RISK DESCRIPTION RISK DESCRIPTION RISK DESCRIPTION   INHERENT RISK EXPOSURE INHERENT RISK EXPOSURE INHERENT RISK EXPOSURE MITIGATION ACTIONS ALREADY IN PLACE   RESIDUAL RISK EXPOSURE RESIDUAL RISK EXPOSURE RESIDUAL RISK EXPOSURE   TARGET RISK EXPOSURE   EFFECTIVENESS OF THE ACTIONS EFFECTIVENESS OF THE ACTIONS   ADDITIONAL MITIGATION ACTIONS ADDITIONAL MITIGATION ACTIONS ADDITIONAL MITIGATION ACTIONS PILLAR I RELATIONSHIP
Risk category Critical element Comments   Cons. Freq. Risk       Cons. Freq. Risk   TARGET RISK EXPOSURE   Evaluation Comments   Description Deadline Responsible PILLAR I RELATIONSHIP

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