Edhec develops framework for Solvency II equity risk management

Formula for risk control framework can optimise equity risk capital costs, claims research body

market volatility

Edhec-Risk Institute, the risk and asset management research centre, has developed an investment framework that it claims will enable insurers to invest in equities at a lower Solvency II capital cost compared to a static equity allocation.

The Solvency II benchmarks, which have been developed in conjunction with asset management firm Russell Investments, provide an objective, systematic set of rules for implementing a risk-controlled investment programme to manage the risk of equity investments

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


Want to know what’s included in our free membership? Click here

This address will be used to create your account

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