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六姑娘 · 2021年11月04日

这道题在讲义的哪里?

NO.PZ2019070901000142

问题如下:

How is the minimum capital requirement (MCR) best described in Solvency II?

选项:

A.

Target capital, to handle unexpected losses.

B.

Two-level regulatory capital requirement.

C.

Designed to ensure a low one-year default probability

D.
Final threshold, between 25-45% of the solvency capital requirement (SCR).

解释:

D is correct.

考点:Solvency II Framework

解析:Pillar 1 of Solvency II specifies a minimum capital requirement (MCR)and a solvency capital requirement (SCR). The MCR will typically be between 25% and 45% of the SCR.

这道题在讲义的哪里?麻烦贴一下

1 个答案

李坏_品职助教 · 2021年11月04日

嗨,从没放弃的小努力你好:


讲义P314:


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