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Quantitative Impact Studies Print

In this section you will find all public documents related to CEIOPS' Quantitative Studies in the Framework of the Solvency II project.


Quantitative Impact Study 4

A.Call for Advice, Guidance and Specifications: Manual
1icon Letter EC
2icon Call for Advice from EC to CEIOPS
3icon Technical Specifications QIS4
4icon CEIOPS Guidance Note (revision 2)
5icon Processing QIS4 groups results at an EU level (revised after consultation)
6icon Errata to the Technical Specifications QIS4
B.Spreadsheets and IT Tools: Workbook
1.aicon  Spreadsheet Solo Entities (revised  27 June)
1.a-1icon Solo Patching Tool (revised 4 July) 
1.a-2icon Spreadsheet Patch Documentation (revised 27 June)
1.a-3icon Spreadsheet Satellites Patch Documentation (revised 27 June)  (for updates outside core spreadsheet)
1.a.4icon Patching tool - omitted cells NEW 4 July
1.a.5icon Tool to fix lacking_extension 20080704 NEW 4 July
1.bicon QIS4 Helper tabs (revised 27 June)
1.b-1icon Patching Tool for Helper Tabs 
1.cicon Adapted Technical Specifications linked to spreadsheet Solo
1.dicon Simplification Tabs  (revised 27 June)
1.d-1icon Patching Tool for Simplification Tabs 
1.eicon Spreadsheet plug-in for the Internal Models (revised 18 June 2008)
1.e.1icon Patching tool for Internal Model plug in
1.e.2icon Guidance document for handling internal model plug in
1.ficon Best Estimate Valuation Tool (revised)
1.gicon QIS4 Best Estimate Valuation Tool - Explanatory Note to Revision
1.hicon QIS4 Best Estimate Valuation Tool User's Guide (revised)
2icon Group spreadsheet model 8 July (revised 8 July)
2.aicon Spreadsheet Plug-in for the Internal Models (groups) (NEW)
2.a.1icon QIS4 Patching tool Groups 20080704 revised (Revised)
Note regarding 2.a.1: To be used with original groups spreadsheet as a source (model 20080604) only!
2.a.2icon Group Spreadsheet Patch Documentation (revised 8 July)
2.a.3 icon Add-on to QIS4 Group Spreadsheet patching tool 20080704  (NEW)
Note regarding 2.a.3: Add on: To be used if 2.a.1. Group Spreadsheet patching tool, version 4 July, was applied. Do NOT directly patch such a version with 2.a.1 again.
3.aicon Spreadheet Instructions for solo
3.bicon Spreadsheet Instructions for Groups ( revised 10 July)
4icon Term Structures (revised)
5icon Qualitative Questionnaire Solo
6icon Qualitative Questionnaire Groups
7icon Operational risk questionnaire QIS4
C.Background Papers
1icon Cost of Capital Reference Undertaking
2icon Calibration
3icon Groups example
4icon Treatment of with-profit funds in groups
D.Questions and Answers
1icon Questions and Answers procedure
2icon Questions and Answers Document  (updated version 8 July)
3.icon Submission checklist for QIS4 solo participants (New, 25 June)
E.National Guidance
Please note that National Guidance Papers are papers which are provided under the responsibility of the Supervisory Authority.
icon QIS4 National Guidance France
icon QIS4 National Guidance Lux Ire Malta rev 
icon BE National Guidance on Catastrophe risks
icon BE Market development patterns Belgium
icon ES national guidance on regional CAT scenarios in Spain
icon PL National Guidance on proxy
icon UK announcement on spreadsheet key data
icon UK announcement on the collection of additional information on equity risk 
icon QIS4_National_Guidance_Norway
icon QIS4_Market_Parameters_Norway_Revised
icon QIS4 National guidance the Netherlands
icon DE National Guidance on Deferred Taxes
icon National Guidance QIS 4 - Italy
F.Final  report
G.icon QIS4 Contactpersons Supervisors (revised 23 July)

Quantitative Impact Study 3

A. Specifications, Spreadsheets, Guidance
1. Cover Note  QIS3 Cover Note
2.  Draft QIS2 Specifications QIS3 Technical Specifications - Part 1
3. Qualitative Questionnaire  QIS3 Technical Specifications - Part 2
4. QIS2 Spreadsheet Instructions QIS3 Technical Specifications - Annexes
5.QIS3CalibrationPapers.pdf QIS3 Calibration Papers
6. QIS3SpreadsheetInstructionsFinal.pdf QIS3 Spreadsheet Instructions (updated: 08.05.2007)
7a.QIS3spreadsheetFinal.xls QIS3 Spreadsheets (updated: 25.06.2007) / List of spreadsheets' changes  List of spreadsheets' changes of the 25.06.2007 version
7b.QIS3PatchingTool_20070523.xls QIS3 Patching Tool (updated: 25.06.2007)
8.QIS3TermStructures.xls QIS3 Term Structures
9.QIS3QuestionnaireSolo.pdf QIS3 Qualitative Questionnaire for Solo Undertakings
10.QIS3QuestionnaireGroups.pdf QIS3 Qualitative Questionnaire for Groups
11. QIS3GuidancePaper.pdf QIS3 Guidance Paper
12. QIS3ErratatotheQIS3TechnicalSpecifications.pdf Errata to the QIS3 Technical Specifications  (updated: 15.06.2007)
13. QIS3 Calibration of the Credit Risk QIS3 Calibration of the Credit Risk
14. QIS3 Groups Analysis QIS3 Groups Analysis
 B. Questions and Answers
 Questions and Answers  Questions and Answers (updated: 26.06.2007)
 ListofcontactpersonsQIS 3.pdf List of Contact Persons for QIS 3
C.Final report
icon QIS3 - Summary Report
icon QIS3 - MCR Pros and Cons Paper

Quantitative Impact Study 2

A. Specifications, Spreadsheets, Guidance
1. Cover Note QIS2 Cover Note
2.  Draft QIS2 Specifications QIS2 Technical Specifications
3. Qualitative Questionnaire QIS2 Additional Information Requests
4. QIS2 Spreadsheet Instructions QIS2 Spreadsheet Instructions
5.QIS2 Spreadsheet QIS2 Spreadsheets
6. QIS2 Term Structures QIS2 Term Structures
7.Letter of the CEA to the CEIOPS' Chair on the QIS2 Specification Letter of the CEA to the CEIOPS' Chair on the QIS2 Specification
8.Letter of the CEIOPS’ Chair to the CEA on the QIS2 Specification Letter of the CEIOPS' Chair to the CEA on the QIS2 Specification
9.

Letter of the CEIOPS’ Chair to the CEA on the QIS2 Specification Letter of FFSA to CEIOPS Chair on QIS2

060720-FFSA-NoteEquityforCEIOPS.pdf Annex to Letter of FFSA to CEIOPS Chair on QIS2
B. References to the Swiss Solvency Test
1.The Swiss Experience with Market Consistent Technical Provisions – the Cost of Capital Approach The Swiss Experience with Market Consistent Technical Provisions – the Cost of Capital Approach
2. A Primer for Calculating the Swiss Solvency Test A Primer for Calculating the Swiss Solvency Test
3. Spreadsheet Spreadsheet
C. Questions and Answers
 QIS2 List of Methodological Questions and Answers QIS2 List of Methodological Questions and Answers
D. Final report
 QIS2 List of Methodological Questions and Answers QIS2 Summary Report

11.01.2007 Comments from the Mutuelles de France Comments from the Mutuelles de France /Note Note


Quantitative Impact Study 1

A.Specifications, Spreadsheets, Guidance
1 QIS1 cover note QIS1 Cover Note
2QIS1 specification QIS1 Specification
3 QIS1 qualitative questions QIS1 Qualitative Questions
4 QIS1 spreadsheet guidance QIS1 Spreadsheet Guidance
5 QIS1 Term structures QIS1 Life and Non-life
6 QIS1 Term structures QIS1 Life and Non-life Locked
7QIS1 life and non-life tracked changes QIS1 Life and Non-life Tracked Changes
8 QIS1 Term structures QIS1 Term Structures
B. Questions and Answers
 QIS1 List of Methodological Questions and Answers QIS1 List of Methodological Questions and Answers
C.Final report
 QIS1 Summary report QIS1 Summary report


Preparatory Field Study

 2005 Summary report 2005 Summary Report



 

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