Solvency II – quo vadis

Bc. David Kopečný

Master's thesis

Abstract:

Regulace kapitálu a požadavek na schopnost dostát závazkům z vlastních zdrojů je jedním ze základních principů fungování pojišťovny. Podoba tohoto požadavku se v průběhu let měnila, až vyústila v rozsáhlý evropský regulatorní projekt Solvency II. Tato práce si klade za cíl popsat základní principy Solvency II a prakticky demonstrovat a analyzovat implementaci v malé neživotní pojišťovně. V závěru práce je posouzen smysl a rozsah Solvency II a jeho dopady na pojistný trh.

Abstract:

Capital controls and the requirement for the ability to meet obligations from their own resources is one of the basic principles of insurance companies. The form of this requirement had been changing throughout the years until it result in an extensive European regulatory project called Solvency II. This thesis aims to describe the basic principles of Solvency II and practically demonstrate and analyze the implementation in a small non-life insurance company. At the end of the thesis, it consider the meaning and the size of Solvency II and its impact on the insurance market.

Keywords

Solvency II implementace, QRT (Quantitative Reporting Templates), kvalita dat, QIS (Quantitative Impact Studies), EIOPA, Solvency II implementation, Data Quality

Language used: Czech

Date on which the thesis was submitted / produced: 16. 4. 2015

Thesis defence

• Date of defence: 16. 6. 2015
• Supervisor: Ing. Václav Křivohlávek, CSc.
• Reader: prof. Ing. Jaroslav Daňhel, CSc.

University of Finance and Administration

Master programme / field:
Economic Policy and Administration / Insurance Industry