Swiss Solvency Test SST

The following documents are primarly directed at insurance companies and conglomerates that have to conduct the Swiss Solvency Test (SST). They comprise the annual SST report, other additional reports, and reports on internal models.

Processes
Guidelines on SST modalities (01.03.2012; German)
Archives

Basic documents
FINMA Circular on concerning the Swiss Solvency Test (SST) (28.11.2008)
Technical document on the Swiss Solvency Test (02.10.2006)
Guideline on the SST credit risk standard model (13.12.2010; German)
Guideline on the SST market risk standard model (26.10.2011; German)
Guideline on health insurance: ageing reserves in SST (17.12.2009; German)
Guideline on estimating process variance (01.02.2010; German)
FAQ: SST - full implementation (13.12.2010)
Archives

Yearly SST: Tools and additional information
SST report template (03.02.2011; German)
Inputdaten für den SST 2012 per 1. Januar 2012 und CHF-Zinshistorie (06.01.2012; German and French)
Inflationsannahmen für den SST 2012 (06.01.2012; German)
Excel template SST 2012 with list of fundamental data (09.02.2012)
List of fundamental data (31.10.2011)
Credit risks: Excel template Basel II for the SST (31.10.2011)
Life and non-life: Excel template for scenario aggregation (31.10.2011, German)
Lebensversicherung: Excel-Template für aktuarielle Datenanforderung SST 2012 (31.10.2011)
Guidelines for SST 2012 reporting purposes (09.02.2012; German)
Auszufüllende SST-Checkliste (31.10.2011)
Wegleitung Schaden: Schätzung Anzahl Grossschäden (16.12.2011; German)
Wegleitung Nichtleben: Schätzung Parameter SST-Standardmodell (16.12.2011; German)
Archives

Examining internal risk models
Guidelines on examining internal risk models (05.03.2010; German)
Review criteria for real estate risk models
Results
SST 2011 - Results (18.10.2011)
SST 2009 - Results (30.04.2010)
SST 2008 - Results (21.04.2009)
Archives

Presentations
SST for Insurance Groups (CEIOPS; 14.05.2009)
SST - The Group Structure Model (EPFZ à Zurich; 26.02.2008)
SST - General Overview (Association Geneva in Geneva; 22.03.2007)
SST for Health Insurers (01.06.2007; French)
SST for Life Companies (26.02.2007)
Proxies & Simplifications for the Risk Margin (05.12.2008)
Archives

Development and Working Groups
Market risk: On the Neglected Non-linarities (15.12.2007)
Archives