Top 50 European insurers with highest exposure to structured notes

Chart title: Top 50 European insurers with highest exposure to structured notes – solo Description: List of 50 solo European insures with highest exposure to structured notes on their balance sheet (Solvency II balance sheet). Definition: Structured notesITS 2015/2452, page 53

Hybrid securities, combining a fixed income (return in a form of fixed pay­ ments) instrument with a series of derivative components. Excluded from this category are fixed income securities that are issued by sovereign gov­ ernments. Concerns securities that have embedded any categories of deriva­ tives, including Credit Default Swaps (‘CDS’), Constant Maturity Swaps (‘CMS’), Credit Default Options (‘CDOp’). Assets under this category are not subject to unbundling
Primary axis: Amount of structured notes in EUR million, Solvency II QRT template S.02.01 row R0160 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.  ]]>

Print Friendly, PDF & Email
Share:

Leave a Reply

Your email address will not be published. Required fields are marked *