Firms struggle to replicate Eiopa volatility calculations

Insurers unable to accurately forecast key regulatory numbers

technical blocks

European insurers are struggling to replicate regulatory calculations that are necessary to forecast capital requirements under Solvency II, even with implementation of the directive just months away.

The European Insurance and Occupational Pensions Authority (Eiopa) started publishing monthly figures for its risk-free rate term structure and volatility adjustment from February. But firms say gaps in Eiopa's published data and methodology mean they are unable to work out how the authority genera

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