
Comment: Practical considerations are compromising Solvency II methodology
Fudging the issue
Solvency II (SII) is intended to be an economically rigorous, principle-based capital requirements framework. It aspires to apply market-consistent valuation methods to an insurer’s liabilities and principle-based stochastic methods for assessing one-year 99.5th Value-at-Risk solvency capital. However, the process of transforming Solvency II from a set of high-level principles into a workable regulatory system now appear to have resulted in compromises in the emerging methodology. As a
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