EIOPA Issues an Expanded Set of Solvency II Statistics on EU Insurers
EIOPA published a new set of statistical information on the European insurance sector, based on Solvency II regulatory reporting for the fourth quarter of 2017. From now onward, the new exposure data will become a regular part of the EIOPA insurance statistics.
EIOPA publishes statistics based on quantitative Solvency II reporting from insurance undertakings and groups in the EU and the European Economic Area. These statistics are published on a quarterly basis. The statistics contain aggregated country-level information about the balance sheet; own funds; capital requirements; asset exposures; and premiums, claims, and expenses and refer to the latest information available at the extraction date. The statistics follow the respective Solvency II templates. The new data set contains:
- Detailed statistics on types of exposure as well as location of exposure both at the European Economic Area and the individual country levels
- Clear asset classifications, including government bonds, commercial bonds, and equity
- Real estate exposures with a distinction between commercial and residential exposures
- Raw aggregated exposure data to enable more in-depth analysis by end-users
Related Links
Keywords: Europe, EU, Insurance, Solvency II, Statistics, Reporting Data, EIOPA
Featured Experts
Adam Koursaris
Asset and liability management expert; capable modeler; risk and capital specialist
Cassandra Hannibal
IFRS 17 subject matter expert; actuary; risk management and capital projection specialist
Jerome Ogrodzki
Insurance asset and liabilities modeling specialist; stochastic modeling expert
Previous Article
ESMA Chair on Achievements and Priorities of MiFID II ImplementationRelated Articles
BCBS Amends Guidelines on Sound Management of AML/CFT Risks
BCBS amended the guidelines on sound management of risks related to money laundering and financing of terrorism (ML/FT).
US Agencies Finalize Amendments to Swap Margin Rule
US Agencies (Farm Credit Administration, FDIC, FED, FHFA, and OCC) finalized changes to the swap margin rule to facilitate implementation of prudent risk management strategies at banks and other entities with significant swap activities.
PRA Letter Sets Expectations on Approach to Managing Climate Risks
PRA published a letter that builds on the expectations set out in the supervisory statement (SS3/19) on enhancing banks' and insurers' approaches to managing the financial risks from climate change.
EBA Guidelines on Treatment of Structural Foreign Exchange Under CRR
EBA finalized the guidelines on treatment of structural foreign-exchange (FX) positions under Article 352(2) of the Capital Requirements Regulation (CRR).
FSB Issues Statement on Impact of COVID-19 Crisis on Benchmark Reform
FSB published a statement on the impact of COVID-19 pandemic on global benchmark transition.
IAIS Publishes List of Internationally Active Insurance Groups
IAIS published the list of Internationally Active Insurance Groups (IAIGs) publicly disclosed by group-wide supervisors.
FED Temporarily Revises FR Y-9C With Respect to PPPLF and CARES Act
FED has temporarily revised the reporting form on consolidated financial statements for holding companies (FR Y-9C; OMB No. 7100-0128).
EC Launches Consultation on Review of Solvency II Directive
EC launched a consultation on the review of the key elements of Solvency II Directive, with the comment period ending on October 21, 2020.
ECB Consults on Supervisory Approach to Consolidation in Banking
ECB launched a consultation on the guide that sets out supervisory approach to consolidation projects in the banking sector.
IAIS on Package for 2020 Data Collection on ICS and Aggregation Method
IAIS published technical specifications, questionnaires, and templates for 2020 Insurance Capital Standard (ICS) and Aggregation Method data collections.
