Insurance industry hits out at Ceiops’ equity risk methodology


The methodology behind the Committee of European Insurance and Occupational Pensions Supervisors’ (Ceiops) recommendations for the equity risk capital charge in its final advice to the European Commission for the Solvency II implementation measures is unsound, according to industry figures.

Industry figures have told Life & Pension Risk that the 45% stress level for listed equity, and 55% for unlisted, used in the solvency capital requirement (SCR) standard formula are politically motivated

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