Top 50 European insurers with highest exposure to collateralised securities

Chart title: Top 50 European insurers with highest exposure to collateralised securities – solo Description: List of 50 solo European insures with highest exposure to collateralised securities on their balance sheet (Solvency II balance sheet). Definition: collateralised securities, ITS 2015/2452, page 54

Securities whose value and payments are derived from a portfolio of under­ lying assets. Includes Asset Backed Securities (‘ABS’), Mortgage Backed secu­ rities (‘MBS’), Commercial Mortgage Backed securities (‘CMBS’), Collatera­ lised Debt Obligations (‘CDO’), Collateralised Loan Obligations (‘CLO’), Col­ lateralised Mortgage Obligations (‘CMO’).
Primary axis: Amount of collateralised securities in EUR million, Solvency II QRT template S.02.01 row R0170 column C0010 Secondary axis: SCR ratio, Solvency II QRT template S.23.01 row R0620 column C0010 Notes: Solvency II figures, based available data on Solvency II Wire Data — 6 February 2018. Further information available here.  ]]>

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