Generali expands scope of internal model

Over two-thirds of Italian insurance group Generali’s solvency capital requirement (SCR) was calculated using internal models in 2018, its largest share under the Solvency II regime to date.

Prior to the application of diversification effects across risk categories, 68% of the firm’s SCR of €24.7 billion ($27.6 billion) was generated using internal models. In 2017, the share was 61% of €27.2 billion and in 2016, 64% of €28.3 billion.  

Generali’s models were used to calculate 69% of its

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