Solvency II drives changing appetite for fixed income

Changing appetites

salt and pepper pots

The working assumption in the insurance industry during the many years that Solvency II has been debated has broadly been that its implementation will have major implications for asset allocation. In particular, the inclusion of insurers' investment policy, in terms of asset allocation and asset duration, in capital requirement calculations under Solvency II is broadly anticipated to be negative for the credit market.

"Solvency II provisions on corporate bonds, as stipulated in the fifth

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