Papers published by Insurance Europe, to support lobbying – in the context of the SII 2020 review

Papers published by Insurance Europe, to support  lobbying – in the context of the SII 2020 review

Risk Margin:

•           Assessment of EIOPA’s analysis of the Cost of Capital used in the calculation of the Solvency II risk margin

•           Solvency II Presentation on Risk Margin and Risk Free Rates

VA Risk Correction:

•           Presentation on SII Risk Correction and liquidity adjustment

DVA 

•           Implementation of a dynamic volatility adjustment in the standard formula for spread risk SCR

Extrapolation:

•           Insurance Europe’s views on EIOPA’s alternative extrapolation methodology

Stress test Q&A

•           EIOPA stress tests – Q&A: Why individual publication is neither necessary nor appropriate