Solvency II - Lloyd's

1. Internal Model SCR
Workstream overview
The main objective of this workstream is to ensure submission of robust SCR numbers supported by adequate processes, together with sufficient information to calibrate
the LIM.
IMSCR
Internal Model
SCR
Workshop/Briefing Date: Topics to be covered:
Workshop 8 & 11 May 2012 Further detail and discussion on 2013 SCR guidance and LCR review process.
Lloyd’s Publication Date: Content:
2013 SCR Guidance 30 April 2012 Guidance to be issued ahead of the LCR submissions required later in the year.
Agent Deliverable Date:
Draft SCR via LCR 19 July 2012 BAU
Final SCR via LCR
January february march april may june july august september october November december
20 September
2012
30 April
2013 SCR
Guidance
Project or BAU
Deliverable?
BAU
8 & 11 May
Workshop
Description:
19 July
Draft SCR via LCR
(incl projected TPs)
20 September
Final SCR via LCR
(incl projected TPs)
Key Workshop/Briefing Lloyd's Publication Agent Deliverable - Dry Run / Project Agent Deliverable - BAU shaded boxes Thematic Review
A draft 2013 SCR which should be submitted via the Lloyd’s Capital Return (LCR) and accompanied by a
full SCR document explaining methodology used.
A final 2013 SCR which should be submitted via the Lloyd’s Capital Return (LCR) and accompanied by an
analysis of change document covering any changes from the 19 July submission.
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