Solvency II News: Market sensitivity disclosure in first 2020 SFCRs

A sample of 45 early reporters of the 2020 Solvency II public disclosures shows that all but one firm published information about the impact of various sensitivities on their solvency position.

SFCRs and QRTs processed by Solvency II Wire Data also reveal that 17 of the insurers included in the sample published one or more tables detailing the impact of market sensitivities in the SFCR.

By comparison only 33 firms in the sample published market sensitivity data in 2019.

Additional information about the breakdown of the SCR, the so called SCR Components, was published by 39 firms this year, compared to less than half of firms in 2019.

Solvency II Wire Data collects all available public QRT templates for group and solo.