A deep-dive into the Solvency II SCR ratios

ANALYSIS In November EIOPA published the second set of annual Solvency II statistics. The figures show that the SCR ratio for the EEA has increased…

Continue Reading

Putting the Solvency II QRTs to the test

The Solvency II public disclosures have been held up as an essential mechanism for enforcing market discipline on the European insurance industry.  Solvency II Wire and…

Continue Reading

A cross-border reinsurance spiral

Solvency II Wire and LCP have teamed up to investigate these early failures in order to assess the value and quality of the Solvency II…

Continue Reading

Solvency II and equity price valuation

ANALYSIS The industry is still at the early stages of making sense of Solvency II figures. This article reviews two alternative ways of using Solvency…

Continue Reading

 #resist

Continue Reading

Tracking shifts in counterparty default risk

Continue Reading

SCR comparison of large European insurance groups

Continue Reading

‘Shareholder view’ biggest driver of deviation from QRT Solvency II ratio

Continue Reading

Solvency II News: Survey shows improvement in Solvency II QRT data

Continue Reading

Experimental financial statistics for UK insurance sector using Solvency II data

Continue Reading