At the EIOPA public event on 6 December, the secretariat of Insurance Europe presented on the VA (including dynamic VA) and interest rate risk and contributed to the discussion throughout the event. It also coordinated in advance with the other industry representatives so that, as far as possible, the presentations and positions from the industry were aligned to the key messages agreed so far.
The event was well-attended with about 60 attendees in person and over a hundred by Webex. A number of areas of review were covered including extrapolation of risk-free interest rates, volatility adjustment, risk margin, market risk SCR calibrations, non-proportional reinsurance and proportionality.
The secretariat has uploaded the presentations from last week’s EIOPA public event on the 2020 Review to sharepoint.
Please have a look at :
EIOPA Workshop Dec19_industry presentations.pdf
Please have a look at the supporting documents at :
EIOPA Workshop Dec19_EIOPA slides.pdf