Top 50 European insurers with highest exposure to derivative

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

A financial instrument or other contract with all three of the following characteristics:
  1. (a)  Its value changes in response to the change in a specified interest rate, financial instrument price, commodity price, foreign exchange rate, in­ dex of prices or rates, credit rating or credit index, or other variable, provided in the case of a non–financial variable that the variable is not specific to a party to the contract (sometimes called the ‘underlying’).
  2. (b)  It requires no initial net investment or an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors.
  3. (c)  It is settled at a future date.
Solvency II value, only if positive, of the derivative as of the reporting date is reported here (in case of negative value, see C0010/R0790).
Primary axis: Amount of derivatives in EUR million, Solvency II QRT template S.02.01 row R0190 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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