
QIS 5 results demonstrate significant capital advantages for internal models

Results from the fifth round of testing the calibration of Solvency II (QIS 5), released by the European Insurance and Occupational Pensions Authority (Eiopa) this morning, demonstrate a significant capital advantage for firms opting to implement an internal model.
Previous iterations have led to complaints from the industry that there was no capital advantage to constructing an internal model and, in some cases, these could have been even higher than using the standard formula. However, this
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