Eiopa to revisit standard formula calibrations in ‘recurring exercise’

Authority considering periodical reviews to preserve Solvency II’s risk sensitivity

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The European Union’s insurance watchdog is looking to revisit more regularly some of the assumptions used in calculating firms’ capital requirements under Solvency II.

Speaking at the Insurance Risk Nordics conference in Stockholm on May 10, Manuela Zweimueller, head of policy at the European Insurance and Occupational Pensions Authority (Eiopa), told delegates the body was working on a “recurring recalibration exercise” to follow a first review of capital calculations that is taking place now.

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