メインコンテンツに移動

Commission slashes ABS charges in delegated acts

The final version of the Solvency II delegated acts includes much-reduced capital charges for securitisation, despite a lack of clarity on the empirical data used to justify them

european-commission

The European Commission is seeking to encourage insurers to invest in infrastructure and securitisations with a range of concessions featured in the Solvency II delegated acts, published today.

The acts slash the standard formula capital charge for Type 1 BBB rated securitisations to 3% per year of modified duration. This is a substantial reduction from the 5% floated in a draft version of the

コンテンツを印刷またはコピーできるのは、有料の購読契約を結んでいるユーザー、または法人購読契約の一員であるユーザーのみです。

これらのオプションやその他の購読特典を利用するには、info@risk.net にお問い合わせいただくか、こちらの購読オプションをご覧ください: http://subscriptions.risk.net/subscribe

現在、このコンテンツをコピーすることはできません。詳しくはinfo@risk.netまでお問い合わせください。

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

Most read articles loading...

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

ログイン
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