Borrowers fear Solvency II will hit demand for corporate paper

Solvency II and credit: A change in appetite

Changed appetite: Solvency II may reduce the appeal of credit

During the many years that Solvency II has been debated, the working assumption in the insurance industry 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

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