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所在平台: Udemy |
课程主页: https://www.udemy.com/course/solvency-ii-the-market-risk-module-of-the-standard-formula/
课程评论：没有评论
**课程名称：** Solvency II：标准公式的市场风险模块 **课程概述：** 本系列课程旨在详细讲解在Solvency II监管框架下，保险公司如何通过“标准公式”计算监管资本。“标准公式”是一种标准化的平均模型，大多数受Solvency II监管的保险公司都会使用它。与此相对，集团旗下的保险公司通常会开发“内部模型”来更精确地反映其风险状况所需的资本。 标准公式包含6个模块，共27个子模块。本课程将全面介绍“市场风险模块”，该模块又细分为6个子模块：利率风险、股权风险、信用息差风险、市场集中风险、货币风险以及房地产风险。 **目标学员：** 本课程主要面向保险行业的从业人员，如保险业务高管、风险经理和外部审计师，希望清晰、全面地了解监管资本的规定。同时，对于希望进入保险行业、打下坚实基础的大学生来说，也是一个很好的入门介绍。 **课程亮点：** 保险公司监管资本的计算依据是法律文本“授权条例2015/35”。该条例信息详尽，但语言严谨，信息分散，理解起来颇具挑战。本课程将以清晰、简洁但并非浅显的方式，将知识点梳理到位，帮助学员从正确的角度理解。 此外，课程在每个部分都设置了简单的示例，便于学员理解实际操作。课程还包含多项选择测试和练习题。学完本课程，您不仅能理解并参与到公司内部关于“监管资本”的讨论中，还能熟练运用Excel进行相关计算，从而提升您的专业声誉。
What is this course about? This series of lectures deals with the calculation of regulatory capital for insurance undertakings, under the Solvency II regulatory framework, through the so-called ‘Standard Formula'. The latter is a standardized average model for calculating regulatory capitals. Most insurance companies, under the Solvency II regime, use that. In contrast, insurance companies belonging to a group tend to develop ‘internal models', to better capture the need for capital, according to their risk profile.The Standard Formula consists of 6 modules that lead to 27 submodules. This course includes a comprehensive presentation for the ‘Market Risk Module', which consists of 6 submodules: The interest rate risk submodule, the equity risk submodule, the credit spread risk submodule, the market concentrations risk submodule, the currency risk submodule and the property risk submodule.To whom is this course for? The course is mainly addressed to people already working in the insurance industry (for example, insurance business executives, risk managers and external auditors) who would like to obtain a clear and comprehensive view of the Regulation regarding regulatory capitals. College students will find it interesting too, as it is a great introduction to the Regulation, which constitutes essential knowledge for someone to start their career in the insurance industry.Why choose this course? The calculation of regulatory capital for insurance undertakings is based on a legal text named ‘the Delegated Regulation 2015/35'. This text contains all the relevant information, but in a rigid language. Very often, things are mixed, oddly placed in various locations of the text, making comprehensive understanding difficult. This course places things in the right position by using a clear, simple, but not simple-minded presentation of the topic. Last but not least: In every section a simple example is used to let you eventually understand how things work, while multiple-choice tests and practice assignments follow. At the end of the course, you will be able to not only understand and participate in discussions within your business environment about ‘regulatory capitals', but also set up Excel files and participate in calculations, upgrading by that way your professional reputation.
