Eiopa developing early-warning indicators to monitor internal models

Indicators needed to identify situations where a firm's model no longer meets Solvency II calibrations, saya Eiopa


The European Insurance and Occupational Pensions Authority (Eiopa) is developing early-warning indicators to identify threats to a firm's solvency that are not picked up by the company's internal model.

Eiopa has put together a working group to develop non-modelled indicators that national supervisors can use. The authority's internal models committee is expected to discuss the proposals in the autumn.

An Eiopa spokesperson says the work will develop quantitative and qualitative indicators to

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