Eiopa: Internal models beneficial under Solvency II

Victoria Tozer-Pennington
01 Apr 2011

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Results from the fifth round of testing of the calibration of Solvency II (QIS 5), released by the European Insurance and Occupational Pensions Authority (Eiopa), demonstrate a capital advantage for firms opting to implement an internal model.

Previous iterations have led to complaints from the industry that there was no capital advantage to constructing an internal model and that, in some cases, required capital holdings could have been even higher than using the standard formula. However, this

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