Insurers call for clarity on US agency risk weightings

Capital treatment under Solvency II unclear, say firms


Securitisation specialists and insurers say they are uncertain how US agency mortgage-backed securities will be treated under Solvency II, with requests for clarification from regulators being met with silence.

Insurers, asset managers and bank analysts say they are unclear whether different types of agency bonds will be treated by supervisors as securitisations or corporate bonds after January 1, 2016, when the directive takes effect.

Market participants are calling for regulators to clarify

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 [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: