Insurance industry hits out at Ceiops’ equity risk methodology

johnhibbert-b-hibbert

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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

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

Sign in
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: