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Posts feedCompare and contrast: VaR v. CTE
Insurance reserving in many countries looks at extreme scenarios over a single year.
What — and when — is a 1:200 event?
The concept of a "one in two hundred" (1:200) event over a one-year time horizon is well established as a reserving standard for insurance in several territories: the ICA in the United Kingdom, the SST in Switzerland and the forthcoming Solvency II standard for the entire European Union.