Regulação e Supervisão de Seguros e de Banca

Objectives

Knowing the importance of the concepts of Enterprise Risk Management, Capital Economic and Regulatory Capital. Understanding the risks associated with the Banking and Insurance industry. To understand the European institutional architecture in the supervision of the financial services. To obtain a global view of the European solvency regime for the insurance sector (Solvency II). To obtain a global view of the International solvency regime for the banking sector (Basel III Accord). Measurement of risks associated with the Banking and Insurance industry. Study of risk measures such as VaR and TVAR. Examples of application of the Standard Model.