Eiopa cuts matching adjustment risk margin

sign-macro — European regulator U-turns on capital requirement

Louie Woodall
03 Dec 2014

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The European Insurance and Occupational Pensions Authority (Eiopa) has reversed its position on the calculation of the Solvency II risk margin for matching adjustment portfolios, ending months of uncertainty about the amount of capital benefit the adjustment would bring for insurers.

In a consultation paper published on December 2, the authority recommends that insurers do not factor in market risk in the projected solvency capital requirement (SCR) calculation used to define the risk margin for

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