YÜKÜMLÜLÜK KARŞILAMA YETERLİLİĞİ VE RİSKE MARUZ DEĞERİN BELİRLENMESİ

Öz

Anahtar Kelimeler

• Avrupa Sigorta düzenlemeleri, riske maruz değer, içsel model ve standart formül uygulaması

Kaynakça

1. $&$5 2 $YUXSD %LUOLğL QGH <NPOON .DUşıODPD
2. ARTZNER P., Application of CoherentRisk Measures to capital Requiremnts in Insurance, North American Actuarial Journal, 1999
3. BEASLEY, M. S. , Clune, R., Hermanson, D. R., Enterprise risk management: An empirical analysis of factors associated with the extent of implementation, 2005
4. %(5. & %|ONEDşı $ ,QWHJUDWHG 5LVN 0DQDJHPHQW LQ &RQVWUXFWLRQ &RPSDQLHV International Finance Symposium 2006 “Financial Sector Integration: Review and Steps Ahead”- Marmara University –:LUWVFKDIWV 8QıYHUVıWDW (Wien),
5. %(5. 1 6LJRUWD ùLUNHWOHULQGH 0DOL
6. %(5. 1 6LJRUWDFıOıNWD 5LVN <|QHWLPL (PHN 6LJRUWD
7. %(5. 1 6LJRUWDFıOıNWD )RQ <|QHWLPL İ0.% \D\ıQı İVWDQEXO
8. BERK, N., Berk C., Estimating Loss Given Default(LGD) in Insurance Companies: Evidence from Turkish Insurance Market, Helors 2010 9th Special Conference of the Hellenic Operational Research Society,Crete-Greece, May 27-29 2010.

9. %(51$5'İ12 * (8523($1 &200,66,21 ,QWHUQDO 0DUNHW DQG 6HUYLFHV DG
10. %2571İ&. 5LFKDUG - DQG 3DWULFN 0 .HQQHOO $PHULFDQ %DU $VVRFLDWLRQ 6ection of Litigation, "Impediments to Coverage for Subprime Litigation," 2008.
11. %86İ1(66 :LUH )LWFK VHHV PRXQWLQJ SUHVVXUH RQ LQVXUDQFH UDWLQJV globally",October 16, 2008.
12. CEA Solvency II Introductory Guide, June 2006
13. CEA_CRO Forum Paper: Solutions to Major Issues for Solvency II, February 2006
14. CEA Solvency II Introductory Guide, June 2006
15. CEIOPS answers to the European Commission on the first wave of calls for advice in the framework of the Solvency II Project, June 2005
16. CEIOPS answers to the European Commission on the second wave of calls for advice in the framework of the Solvency II Project, October 2005
17. CEIOPS answers to the European Commission on the third wave of calls for advice in the framework of the Solvency II Project, May 2006
18. CEIOPS / Groupe Consultatif QIS 5 workshop, November 2010
19. DOUGLAS McLeod, "Investment Woes Widen for Insurers; More Companies Reveal Big Credit Market Losses," October 13, 2008.
20. )İ/İ332 0 7KH EHJLQQLQJ RI WKH HQG RU WKH HQG RI WKH EHJLQQLQJ 'HFHPEHU
21. *İ/$1İ 6KDK 7KH &UHGLW &ULVLV DQG WKH 5HDO 6WRU\ %HKLQG WKH &ROODSVH RI $,* September 22, 2008.
22. GUTTERMAN S., The Evolving Role of The Actuary in Financial Reporting of Insurance, North American Actuarial Journal, 2002, Vol.6, S: 2
23. +$57:İ* 5REHUW 3 ,QVXUDQFH ,QIRUPDWLRQ ,QVWLWXWH 7KH )LQDQFLDO &ULVLV DQG WKH P/C Insurance Industry: Challenges Amid the Economic Storm," September 23, 2008.
24. KATHLEEN, M. Bianco, J.D., "The Subprime Lending Crisis: Causes and Effects of the Mortgage Meltdown",t.y.
25. NEKTARIOS, M., Deregulation, Insurance Supervision and Guaranty Funds, 2010.
26. $FDU $YUXSD %LUOLğL QGH <NPOON .DUşıODPD
27. ÖZGEN Burak, Solvency Capital Requirement & Quantative Impact Study, Tsrsb 6ROYHQF\ İKWLVDV .RPLWHVLQH
28. Solvency II Expert Group, CEIOPS, June 2007.
29. Solvency II Newsletter No. 12/en August 2008.
30. Standard & Poor's Industry Surveys, "Insurance: Property-Casualty," July 10, 2008.
31. STEFFEN,T., Solvency II and the Work of CEIOPS, 2008,
32. Technical Specifications QIS 4, http://www.ceiops.eu/p f Q , p p content/view/118/124.
33. VAUGHAN, T. M., The Implications of Solvency II for U.S. Insurance Regulation, February , 2009.
34. =İ%(/ $ODQ $VVRFLDWHG 3Uess, "US Foreclosure Filings Up 71 Percent," October 23, 2008.