Supervisors split over Solvency II standard model


Divisions still remain over which method to use for calculating solvency risk margins under the standard formula framework in Pillar I of Solvency II, with regulators from less sophisticated insurance markets favouring the simpler factor-based approach and those who regulate more advanced insurers calling for greater risk-sensitivity in the calculating method.

The factor-based approach relies on a standard calculation method, which then applies to all risk portfolios. Because of its universal

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