EU divided over Solvency II's dynamic volatility adjustment

Published in: Longevity - mortality, Capital, Capital Models, Solvency II, UK, Rest of Europe

Companies: Aegon, Prudential Regulation Authority, PRA, De Nederlandsche Bank, DNB, Finanstilsynet, Autorité de Contrôle Prudentiel, ACPR,

Whether internal model firms can assume changes in the value of the volatility adjustment under stress depends on where they are based and Eiopa's attempts to issue guidance are fraught by disagreements. Hugo Coelho reports

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