EIOPA’s Market and Credit Risk Comparative Study: Key takeaways
Key takeaways from EIOPA’s comparative study on market and credit risk modelling.
This briefing note looks at the year-end 2019 Solvency and Financial Condition Reports (SFCRs) of a sample of non-life insurers based in Luxembourg. We have analyzed the SFCRs of 10 nationwide non-life insurers selected based on gross premium written in 2019. It includes analysis of key information included in the Quantitative Reporting Templates (QRTs) published with the SFCRs, such as a look at premiums, investments, solvency capital requirements and solvency coverage.