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QIS5 Solvency 2
Posted: April 20th, 2011, 8:58 am
by CRMsquared
Has anybody outside of insurance analysed QIS5 for SCR impacts on investing in different asset classes?
QIS5 Solvency 2
Posted: April 20th, 2011, 7:18 pm
by Polysena
No but it is a very interesting issue you raise.
QIS5 Solvency 2
Posted: April 21st, 2011, 12:21 pm
by srioae
Similarly interested!
QIS5 Solvency 2
Posted: April 28th, 2011, 8:32 am
by CRMsquared
The kind of things I'm thinking of are ...What kind of asset classes will the insurance industry be pushed towards buying?What assets are on their balance sheets at the moment that they will need to get rid of?What will the time horizons be of their FCF investing? Will they be subject to increased capital charges for investing spare cash in larger time horizons?Is there a gap for creating a new product which manages to meet the insurance industries risk/return requirement and lower their SCR?Anyone any thoughts?
QIS5 Solvency 2
Posted: May 1st, 2011, 1:15 pm
by SolvencyIIWire
@CRMsquared Some are suggesting a shift into property, private equity and commodities. Meanwhile there is an interesting development on the horizon because Basel III is requiring banks to issue more long dated debt while Solvency II is about to penalize insurers for holding long dated bonds. As I understand it, 60% of all long dated bonds are held by insurers.
http://solvencyiiwire.com/tag/asset-allocation/