A cross-border reinsurance spiral

Solvency II and equity price valuation

Tracking shifts in counterparty default risk

Tracking shifts in counterparty default risk

SCR components comparison of European insurance groups

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

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

Experimental financial statistics for UK insurance sector using Solvency II data

Experimental financial statistics for UK insurance sector using Solvency II data

Model change impacts on the solvency of European insurers

Shifts in SCR ratios 2016-2017

Shifts in SCR ratios 2016-2017, 200+ European insurers

Insurance groups early publication of Solvency II disclosures

Dutch insurance groups and other insurers publish first Solvency II SFCRs and QRTs 2017

Dutch insurance groups and other insurers publish first Solvency II SFCRs and QRTs 2017

Reinsurance and the Solvency II public disclosures

NN Group published SFCR and QRT for 2017

SCR components of firms with SCR ratio less than 120%

Insurance run-off and Solvency II, more firms sail close to the wind

SFCR comparison tools – Solvency II Wire Data

Top 50 European insurers with highest exposure to loans and mortgages to individuals

Top 50 European insurers with highest exposure to structured notes

Top 50 European insurers with highest exposure to collateralised securities

Top 50 European insurers with highest exposure to property

Top 50 European insurers with highest exposure to derivative

Deconstructing Internal Model SCR components