International Solvency Requirements – Towards more Risk-based Regimes

From Principle-Based Risk Management to Solvency Requirements

Towards More Efficient Requirements Formalization: A Study

[Context and motivation] Validating natural language requirements is an important but difficult task. Although there are techniques available for validating formalized requirements, the gap between natural language requirements and formalism is huge. [Question/problem] As part of a larger piece of work on temporal requirements consistency checking, we developed a front end to semi-automatically...

Risk-Based Capital Requirements for Banks and International Trade

We provide the first evidence that changes in risk-based capital requirements for banks affect the real economy through international trade. Using a natural experiment – mandatory Basel II adoption in its Standardized Approach by all banks in Turkey on July 1, 2012 – we investigate the impact of new risk-weights applied to commercial letters of credit (CLC) on that country’s exports to 174 coun...

Risk-Based Capital and Solvency Screening: Hypotheses and Empirical Tests

This paper is a substantially revised and extended version of a preliminary paper presented at the 1993 ARIA Meeting in San Francisco. This research was funded in part by the National Association of Insurance Commissioners. The conclusions expressed here are the authors' and do not necessarily reflect the opinion of the National Association of Insurance Commissioners. Introduction The National ...

Towards a Risk-Based Security Requirements Engineering Framework

Information Systems (IS), particularly e-business systems, are required to be more secure in order to resist to the increasing number of attacks. Security is no longer just a desirable quality of IT systems, but is required for compliance to international regulations. The Requirements Engineering (RE) community has started to make successful contributions in the domain of security engineering. ...