Basel III vs Solvency II

Basel III and Solvency II [15]

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Bullet points include: Solvency II: absolute and minimum risk-based capital requirements SCR and MCR Explicit probabilistic basis (for SCR) Standardised approach or internal model, stress tests ORSA (Pillar 2): serves several purposes, including model risk Greater public disclosure if SCR not covered, and more explicit deferral of payments on capital instruments qualifying for Tier 2

Bullet points include: Solvency II: absolute and minimum risk-based capital requirements SCR and MCR Explicit probabilistic basis (for SCR) Standardised approach or internal model, stress tests ORSA (Pillar 2): serves several purposes, including model risk Greater public disclosure if SCR not covered, and more explicit deferral of payments on capital instruments qualifying for Tier 2

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