cuadernosgestion
 2014
DOI: 10.5295/cdg.110314lo
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Counterparty risk analysis using Merton's structural model under Solvency II

Luís Otero González1,
Pablo Durán Santomil2,
Sara Fernández López3
et al.

Abstract: Resumen:La entrada en vigor del proyecto de Solvencia II transformará por completo el sistema de Abstract:The new solvency regulation in the European insurance sector, denominated Solvency II, will completely transform the system of capital requirements estimation. Recently it has introduced the latest quantitative im-

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