Eiopa cuts matching adjustment risk margin

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

Louie Woodall
03 Dec 2014

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email info@risk.net

You already have an account with us*. Sign in below to continue.