Danish FSA has “substantial concerns” over longevity calibration for Solvency II

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The Danish Financial Services Authority (FSA) has "substantial concerns" over the Committee of European Insurance and Occupational Pensions Supervisors' (Ceiops) proposal to impose a 25% longevity stress as part of the calibrations of the standard formula in Solvency II. It argued that this will result in excessive capital requirements for companies that update their mortality projections on an annual basis.

Jan Parner, deputy director-general of the Danish FSA and chair of Ceiops' internal

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