EIOPA’s Market and Credit Risk Comparative Study: Key takeaways
Key takeaways from EIOPA’s comparative study on market and credit risk modelling.
This report recaps the state of the local and global markets at month's end. The report includes graphs, tables and commentary on the equity, bond, and currency markets both domestically and globally. There’s also information on Solvency II discount rates for the pound and euro, fundamental spreads for financial and non-financial, and an update on inflation. Also included is a recap of volatility and hedging costs.