Solvency II capital charges concentrated in two key risks

Market and underwriting risks form the largest component of the solvency capital requirements (SCR) for six of Europe’s biggest insurers, accounting for more than four-fifths of their total regulatory obligations, Risk Quantum analysis shows.

Data from 2017 and 2016 Quantitative Reporting Templates (QRTs), mandated under the European Union’s Solvency II framework, show the largest chunk of capital that large insurers have to put aside under the regulatory requirements relate to these two risk c

To continue reading...

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 indvidual account here: