Solvency II News: 1st large European insurance group published 2018 SFCR

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

Solvency II News: Survey shows improvement in Solvency II QRT data

Solvency II News: Survey shows improvement in Solvency II QRT data

Model change impacts on the solvency of European insurers

The average ratio for the sample (which excludes outliers above 10,000% and below 0%) was 247% in 2017 compared to 258% in 2017

Solvency II Wire News: SCR ratio analysis of over half of the European Solvency II market

Shifts in SCR ratios 2016-2017

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

SCR components of firms with SCR ratio less than 120%

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

Solvency II News: 1st 2017 SFCRs and QRTs reveal picture of Solvency II shifts

Deconstructing Internal Model SCR components

MCR shock - testing the strength of the SCR coverage ratio

MCR shock – testing the strength of the SCR coverage ratio

99 insurers sailing close to the wind

blic disclosures

Topsy-turvy SCR ratios

An emerging picture of Solvency II coverage ratios across Europe

Three-chart ‘peek’ into QRTs from Luxembourg

Solvency II Wire Regular Meeting Group report, September 2016

Solvency II Wire Regular Meeting Group report, December 2015

The hard edge of the ORSA

Solvency II News: Stop “fetishizing” calibration of assets – Special Feature