New Solvency II capital charges still threat to ABS demand

European insurer demand for debt securitisations could vanish despite proposals for lower capital charges

Two camels in a desert
Insurer demand for ABS could dry up

Proposals to reduce Solvency II's capital charges on debt securitisations are insufficient and could lead to European insurers' demand for such assets drying up, according to analysts and investment managers.

The European Insurance and Occupational Pensions Authority (Eiopa) last week proposed a more granular treatment of securitisations.

Under the proposals, the capital charges for less risky issues would be reduced to 4.30% while those for riskier ones would rise to 12.50%. Current draft rules

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