Aggregation of scenarios in the SST for nonlife insurers
(The aggregation for life and health insurers is integrated in the SST-template.)
Most recent changes 30.04.2008 | Size: 6960 kb | Type: XLS

Structure of the SST report

Guidance for the SST report (available in German and French)
Most recent changes 14.03.2008 | Size: 104 kb | Type: DOC

Credit Risk Standard Model 2008

Guidance for the Credit Risk Standard Model according to Basel II
Most recent changes 09.05.2008 | Size: 169 kb | Type: ZIP

Eigenmittelverordnung der Eidgenössischen Bankenkomission (ERV)

Rundschreiben der Eidg. Bankenkommission: Kreditrisiken

International Convergence of Capital Measurement and Capital Standards, Basel Committee on Banking Supervision

SST Reporting Review Process

Annual process of SST reporting
Most recent changes 01.07.2008 | Size: 15 kb | Type: PDF

Specialist staff: thomas.luder@bpv.admin.ch
Last updated on: 18.12.2008

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Documents

Circular RS 14/2008 of 17 December 2008 (available in German and French)

Rundschreiben betreffend Eingabefristen für künftige Berichte zum Schweizer Solvenztest SST sowie für die Genehmigung interner Modelle
18.12.2008 | 61 kb | PDF

Circular RS 8/2008 of 28 June 2008 (available in German and French)

Circular concerning the SST
27.06.2008 | 48 kb | PDF

Circular RS 1/2008 of 28 January 2008 (available in German and French)

SST 2008 bis Ende Juli 2008 einzureichen
19.02.2008 | 40 kb | PDF