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
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