20.500.12556/DKUM-71083 Primerjava poenostavljenega in popolnega pristopa vpogleda kolektivnih naložbenih podjemov Comparison of the simplified and full look-through approach of collective investment undertakings S Solvetnostjo II je za sklade prišla v veljavo nova zakonska zahteva, ki govori o nadziranju tržnih tveganj skladov z izračunavanjem solventnostnih kapitalskih zahtev tržnega modula ob upoštevanju strukture skladov in njihovih naložb, ki pripomore k znižanju solventnostnih kapitalskih zahtev zavarovalnic. V magistrskem delu nas je zanimalo, ali je za zavarovalnico dovolj dobro, da za izračun solventnostnih kapitalskih zahtev uporabi poenostavljen pristop vpogleda ali pa da z dodatnimi stroški pridobi podatke, ki so potrebni za izvedbo popolnega pristopa vpogleda. Raziskava je pokazala, da lahko postavljeno hipotezo, da s popolnim pristopom vpogleda dosežemo nižjo solventnostno kapitalsko zahtevo tržnega modula, zavrnemo. Postavljeno hipotezo, da je poenostavljen pristop vpogleda zadosten za izračun solventnostne kapitalske zahteve tržnega modula pa lahko potrdimo, saj se nam je v primeru popolnega pristopa vpogleda zaradi tujih naložb le še dodatno umetno povečala kapitalska zahteva valutnega tveganja. With Solvency II, new article about the monitoring of market risks of funds came into force. With the new regulation, when calculating the solvency capital requirement of the market risk module, the structure of funds and their investments is taken into account. This helps to reduce the solvency capital requirements of insurance companies. In the master's thesis, we were interested in whether it is sufficient for the insurance company to use a simplified look-through approach for the calculation of solvency capital requirements or should they use the full look-through approach that brings additional costs to obtain required data. The research has shown that the hypothesis, that the full look through approach can achieve lower solvency capital requirements of the market risk module, can be rejected. The hypothesis, that the simplified look-through approach is sufficient to calculate the solvency capital requirements of the market risk module can be confirmed since, in the case of a full look-through approach, foreign investments additionally increase the capital requirement for currency risk. pristop vpogleda kolektivni naložbeni podjemi zahtevani solventnostni kapital tržnega tveganja look-through approach collective investment undertakings solvency capital requirement of market risk module true true false [A. Valenti] Slovenski jezik Angleški jezik Magistrsko delo/naloga 2018-07-09 20:15:50 2019-07-18 14:57:57 2022-08-01 20:21:02 2019-07-26 11:33:14 2019 0 Maribor 0 0000-00-00 NiDoloceno NiDoloceno NiDoloceno 0000-00-00 0000-00-00 0000-00-00 368 13356316 URN:SI:UM:DK:H4PUXI0T MAG_Valenti_Alja_2019.pdf MAG_Valenti_Alja_2019.pdf 1 2DCD4B0BA6AFEECCA7A4D9FC67929C8B a0ae939ed44db24e98fdac3d3f8ee650513d0e9500e531f38f82f73347b0f80e aecad5b7-7c10-11eb-bb7a-00155d0001ca 20.500.12556/dkum/6bebb740-f4be-4660-bb19-efe3b04dd70a https://dk.um.si/Dokument.php?lang=slv&id=133733 Ekonomsko-poslovna fakulteta 0 0 0