Market risks push up top EU insurers’ capital charges

Regulatory capital charges to cover market risk leapt up at top European insurers in 2019, largely in reaction to tumbling interest rates.

Data from the risk reports of nine large insurers headquartered in the eurozone show the market risk component of their solvency capital requirements (SCR) increased almost 20% on average between end-2018 and end-2019.

Allianz, Europe’s largest insurer, saw its market risk SCR climb 28% over the year, to €28.1 billion ($31.6 billion). French rival Axa

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