Q&A: Eiopa approach wrong on government bonds, says Ivass director

Modelling sovereign risk should not be a Pillar 1 requirement, says Alberto Corinti, member of the board of directors of Italian regulator Ivass, in an exclusive interview with Risk.net


In April, Eiopa published an opinion saying insurers should account for sovereign risk in their internal models. In this exclusive interview with Risk.net, Alberto Corinti of Italian regulator the Istituto Per La Vigilanza Sulle Assicurazioni (Ivass) explains his differences with Eiopa's position.

Corinti is a member of both the board of directors at Ivass and the managing board at the European Insurance and Occupational Pensions Authority (Eiopa). He is also head of financial stability at the

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