Asset reallocation predicted as Dutch life companies move to Solvency 1.5

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Dutch life insurers could be forced to adjust their asset allocation strategies and hedging programmes to maintain their solvency ratios in the wake of a new capital standard intended to bridge the transition to Solvency II.

From January 1, 2014, the capital position of mid-sized and large life insurers will be gauged against a so-called theoretical solvency criterion (TSC), which applies stress scenarios similar to those set in Solvency II's standard formula.

Firms with exposures to risky asset

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