Eiopa cuts matching adjustment risk margin

New guidelines clarify that market risk need not be included in projected SCR for long-term guarantee and transitional portfolios

European regulator U-turns on capital requirement

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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