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: Manual1a Letter EC March 2008 1b Letter EC February 20081c Letter EC January 20082 Call for Advice from EC to CEIOPS3 Technical Specifications QIS44 CEIOPS Guidance Note (revision 2)5 Processing QIS4 groups results at an EU level (revised after consultation)6 Errata to the Technical Specifications QIS4 B.Spreadsheets and IT Tools: Workbook1.a QIS4 Solo Spreadsheet (revised 31 July)1.a-1 Solo Patching Tool (revised 4 July) 1.a-2 QIS4 Spreadsheet Patch Documentation (revised 31 July)1.a-3 Spreadsheet Satellites Patch Documentation (revised 27 June) (for updates outside core spreadsheet)1.a.4 Patching tool - omitted cells NEW 4 July1.a.5 Tool to fix lacking_extension 20080704 NEW 4 July1.b QIS4 Helper tabs (revised 27 June) 1.b-1 Patching Tool for Helper Tabs 1.c Adapted Technical Specifications linked to spreadsheet Solo1.d Simplification Tabs (revised 27 June)1.d-1 Patching Tool for Simplification Tabs 1.e Spreadsheet plug-in for the Internal Models (revised 18 June 2008)1.e.1 Patching tool for Internal Model plug in1.e.2 Guidance document for handling internal model plug in1.f Best Estimate Valuation Tool (revised)1.g QIS4 Best Estimate Valuation Tool - Explanatory Note to Revision1.h QIS4 Best Estimate Valuation Tool User's Guide (revised)2 Groups spreadsheet 20080812 (revised 12 August)2.a Spreadsheet Plug-in for the Internal Models (groups) (NEW)2.a.1 QIS4 all-in-one group-patches 20080812 (Revised 12 August)2.a.2 QIS4 Group Spreadsheet Patch Documentation 20080812 (revised 12 August) 3.a Spreadheet Instructions for solo3.b Spreadsheet Instructions for Groups ( revised 10 July)4 Term Structures (revised)5 Qualitative Questionnaire Solo6 Qualitative Questionnaire Groups 7 Operational risk questionnaire QIS4C.Background Papers1 Cost of Capital Reference Undertaking2 Calibration3 Groups example4 Treatment of with-profit funds in groupsD.Questions and Answers1 Questions and Answers procedure2 Questions and Answers Document (updated version 8 July)3. Submission checklist for QIS4 solo participants (New, 25 June)E.National GuidancePlease note that National Guidance Papers are papers which are provided under the responsibility of the Supervisory Authority. QIS4 National Guidance France QIS4 National Guidance Lux Ire Malta rev BE National Guidance on Catastrophe risks BE Market development patterns Belgium ES national guidance on regional CAT scenarios in Spain PL National Guidance on proxy UK announcement on spreadsheet key data UK announcement on the collection of additional information on equity risk QIS4_National_Guidance_Norway QIS4_Market_Parameters_Norway_Revised QIS4 National guidance the Netherlands DE National Guidance on Deferred Taxes National Guidance QIS 4 - ItalyF.Final report CEIOPS' Report on its Fourth Quantitative Impact Study (QIS4) for Solvency II CEIOPS' Report on its Fourth Quantitative Impact Study (QIS4) for Solvency II - Annex of Selected TablesLetter to the EC Quantitative Impact Study 4 Summary Results and Main MessagesG. QIS4 Contactpersons Supervisors (revised 23 July)
Quantitative Impact Study 3
Quantitative Impact Study 2
Letter of FFSA to CEIOPS Chair on QIS2
Quantitative Impact Study 1
Preparatory Field Study