Updating the Risk Margin Calculation

Published January 2021
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Malcolm Kemp
Chairperson AAE Risk Management Committee

 

At an AAE Risk Management Committee Webinar on 8 December 2020, Malcolm explored how best to recognise multi-year risk dependencies in the Solvency II risk margin calculation. This blog summarises the material covered in his presentation.

 

The Solvency II risk margin is an integral part of the capital structure of EEA insurers. It is included in the Solvency II review currently being undertaken by the Commission. It also features in the UK Government review of how UK insurers should be regulated after Brexit.

 

Read the full blog here.

 

This blog is written in a personal capacity.

7 January 2021

The European Actuary Magazine