QIS3

AcronymDefinition
QIS3Quantitative Impact Study 3
References in periodicals archive ?
We first calibrate our model to the average portfolio of an European Economic Area nonlife insurer taken from the Quantitative Impact Study 3 (QIS3) Benchmarking Study of Chief Risk Officer Forum (2007).
(17) These figures are derived from the proportion splits of QIS3 capital charges as shown on pages 39, 41, 43 in the document of the Chief Risk Officer Forum (2007).
This was confirmed by the results of the "QIS3" impact study carried out earlier this year.