Zurich’s economic capital ratio strengthened year-on-year in response to benign market conditions and strong profit generation.
The Zurich economic capital model (Z-ECM) ratio stood at 133% at the end of March 2018, up from 129% the year before.
This is above the group’s 100–120% target range, meaning management may consider taking on increased risk in future quarters.
Z-ECM capital consumption as of January 1 was split 49% for insurance risk, 44% for market risk, 4% for other credit risks,
The week on Risk.net, September 8-14, 2018Receive this by email