Dynamic future for post-Solvency II asset allocation



The progress of Solvency II has so far been characterised by a series of passionate debates – swaps versus government bonds? Liquidity premium or market consistency? – that have centred on the impact the directive will make on liabilities. But attention is now focusing on the asset side of the balance sheet.

Solvency II’s impact on asset allocation is likely to be felt most strongly by property and casualty (P&C) firms. The inclusion of a diversification credit provides opportunities for a

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

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

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