Solvency II IMAP investigates the internal model approval process for Solvency II and the specific challenge this presents for General Insurance actuaries
The role of the Solvency II IMAP group is to discuss the challenges and practical solutions for the following questions:
- what level of documentation is sufficient for a third party actuary to gain comfort over the model?
- how are the requirements for risk ranking and calibration being interpreted in practice?
- what level/extent of use are firms targeting?
Recent outputs:
- IMAP Working Party Update (GIRO, 2013)
- Practical Issues in the Solvency II Internal Model Approval Process (GIRO, 2012, Brian Hey Prize)
- MAP Working Party Presentation (GIRO, 2012)
- Solvency II IMAP presentation (Momentum, 2010)
- Solvency II: Internal Model Approval Process – Making it Simple (GIRO, 2009).
Chair: | Gavin Dunkerley |
---|---|
Membership: | 6 |
Established: | 2011 |
Related documents
-
Guidance for Member-Led Research Working Parties
9 November 2017 -
C04 - IMAP Working Party update
7 October 2013 -
Brian Hey Prize - Practical Issues in the Solvency II Internal Model Approval Process (IMAP) for General Insurance Actuaries 08/2012
22 August 2012 -
D10: iMAP Working Party Presetnation
30 September 2012 -
D02: Solvency II IMAP
8 December 2010 -
Solvency II: Internal model approval process (IMAP) - making it simple (slides)
5 October 2009
Contact Details
If you want more information about this research working party please contact the Communities Team.
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