EU insurers increase derivatives holdings
Exposures to derivatives ballooned at some European Union insurers in Q3, likely reflecting efforts by top firms to hedge duration against a backdrop of rock-bottom interest rates.
Data from the European Insurance and Occupational Pensions Authority (Eiopa) shows that on aggregate, firms reporting under the EU’s Solvency II framework had €220.4 billion ($243.2 billion) of derivatives outstanding at end-September, up +41% on Q2 and +120% on the year-ago quarter.
Derivatives accounted for 1.75%
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
Derivatives
Axes that matter: PCA with a difference
Differential PCA is introduced to reduce the dimension in derivative pricing problems
Receive this by email