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Risk requirement for the C2 asset risk module consists of: Equity investment, Interest rate mismatch, Credit spread, Property investment, Foreign currency mismatch and Counterparty default risk. Calculation of risk exposures remains the same as those prescribed in the Insurance Regulations of 2004.
The solid current account balance reflects a surplus in trade in goods and services, partly offset by a deficit in the income account, on the back of repatriation of profits by foreign firms and interest payments on external debt.
discount curves that are based on the market risk-free rates, although other forms of discount rate are used for certain classes of business (such as for participating fund policies, which are described below). Entities may apply IP or matching adjustment (MA) on the risk-free rates when discounting
9 kwi 2014 · On the other hand, there will be some offsetting impacts from the potentially lower mortality risk charges (removal of references to standard mortality tables) and the diversification benefits (albeit limited) proposed under the new regime.
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The solid current account balance reflects a surplus in trade in goods and services, partly offset by a deficit in the income account, on the back of repatriation of profits by foreign firms and interest payments on external debt.
in determining the risk-free discount rate. MAS now proposes to explore using an extrapolated yield curve to determine the risk-free discount rate in light of industry concerns that the 30-year SGS bond market was not deep and liquid enough. MAS further proposes, in relation to general insurance business, that no
