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Set out below are suggested references for the Page you have come from. Alternatively, select category and sub-category to see a table of references, i.e. external material referred to by Nematrian website, relating to your choice (and in some cases hyperlinks to and/or abstracts or summaries of these references)

References and other external resources for: PossibleUnintendedConsequencesB2S2Refs

Author(s)Title
Akkizidis, I and K. Luyten (2009)Solvency II and Liquidity Risk in Insurance Companies
BCBS (2006)Basel II: International Convergence of Capital Measurement and Capital Standards: A Revised Framework – Comprehensive Version
BCBS (2009b)Consultative Document: Strengthening the resilience of the banking sector
BCBS (2011a)Revision to the Basel II Market Risk Framework
BCBS (2011b)Basel III: A Global Regulatory Framework for More Resilient Banks and Banking Systems. Revised Version 2011
BCBS (2011c)Interpretive issues with respect to the revisions to the market risk framework
Bhimalingam, M. and N. Burns (2011)Basel III and Solvency II - Impact on Credit Markets
Bourdeau, M. (2009)Market Risk Measurement Under Solvency II
CEA (2010)Insurance: a Unique Sector. Why Insurers Differ From Banks.
Solvency II Directive (2009/138/EEC)Directive 2009/138/EC on the taking up and pursuit of the business of Insurance
EIOPA (2010)Report on the Fifth Quantitative Impact Study (QIS5) for Solvency II
Geneva Association (2010)Systemic Risk in Insurance: An Analysis of Insurance and Financial Stability
Jaffee D. and J. Walden (2010)The Impact of Basel III and Solvency II on Swedish Banks and Insurers - An Equilibrium Analysis
Kemp, M.H.D. (2009)Market consistency: Model calibration in imperfect markets
Yogarajah, J. (2011)Risk Weights on the Skinny Side?

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