Risk Dashboards - Previous Publications

Previous Publications

Risk Dashboard - First quarter 2017

Risk categoriesLevelTrend
1. Macro risksHighConstant 
2. Credit risksMediumConstant 
3. Market risksMediumConstant 
4. Liquidity and funding risksMediumDecrease
5. Profitability and solvencyMediumIncrease
6. Interlinkages and imbalancesMediumConstant
7. Insurance (underwriting) risksLowConstant
Market perceptionsLevelTrend
8. Market perceptionsMediumConstant 


The results show that the risk exposure of the insurance sector in the European Union remained overall stable in the first quarter 2017 with Solvency II ratios remaining strong and stable for groups whereas a slight deterioration has been observed particularly for solo non-life insurance undertakings. Volatility has decreased and global inflation rates are fluctuating near the 2% medium-term inflation target. Despite these positive signs, the continuing low-yield environment and the observation that market fundamentals might not properly reflect the underlying credit risk are still important concerns for the European insurance industry. Nevertheless, market perception is relatively stable with some signs of improvement in the Credit Default Swap spreads.

This Risk Dashboard based on Solvency II data summarises the main risks and vulnerabilities in the European Union insurance sector through a set of risk indicators of the first quarter of 2017. This data is based on financial stability and prudential reporting collected from 93 insurance groups and 3,076 solo insurance undertakings.


Note:

  • Reference date for company data is Q1-2017, while the cut-off date for most other indicators is end-June 2017
  • Risk Levels are based on a 4-level scale from Low (green) to Very high (red). Risk trend reports the quarter on quarter variation of the risk based on a 5-level scale from Substantial Decrease to Large Increase. For a thorough description of the methodology and of the presentation refer to the Background Note

EIOPA Risk Dashboard - July 2017

EIOPA Risk Dashboard - Background Note - July 2017


Risk Dashboard - May 2017

Risk categoriesLevelTrend
1. Macro risksHighConstant 
2. Credit risksMediumConstant 
3. Market risksMediumDecrease
4. Liquidity and funding risksMediumConstant
5. Profitability and solvencyMediumSubstantial Decrease
6. Interlinkages and imbalancesMediumConstant
7. Insurance (underwriting) risksLowConstant
Market perceptionsLevelTrend
8. Market perceptionsMediumIncrease


The results show the risk exposure of the insurance sector remained overall stable and some positive market developments were identified. Solvency II ratios are stronger due to higher market values of assets and the increase of the risk free curve used for discounting the technical provisions. Volatility has decreased and inflation rates have slowly started to converge to desired target levels. 

Despite these positive signs, the continuing low-yield environment and the observation that market fundamentals might not properly reflect the underlying credit risk, are still important concerns for the European Union insurance industry. This is also reflected in the slightly deteriorating market perception and the recent underperformance of insurance stock prices. 

This Risk Dashboard based on Solvency II data summarises the main risks and vulnerabilities in the European Union insurance sector through a set of risk indicators of the fourth quarter of 2016. This data is based on financial stability and prudential reporting collected from 93 insurance groups and 3,076 solo insurance undertakings.

Note:

  • Reference date for company data is Q4-2016, while the cut-off date for market-based data is end-March 2017. 
  • Risk Levels are based on a 4-level scale from Low (green) to Very high (red). Risk trend reports the quarter on quarter variation of the risk based on a 5-level scale from Substantial Decrease to Large Increase. For a thorough description of the methodology and of the presentation refer to theBackground Note


February 2017 Release

Risk categoriesLevelTrend
1. Macro risksHighConstant 
2. Credit risksMediumConstant 
3. Market risksHighConstant 
4. Liquidity and funding risksMediumDecrease
5. Profitability and solvencyMediumConstant
6. Interlinkages and imbalancesMediumConstant
7. Insurance (underwriting) risksLowConstant
Market perceptionsLevelTrend
8. Market perceptionsMediumConstant

Note:

  • Reference date for company data is Q3-2016, while the cut-off date for market-based data is end-December 2016.
  • Risk Levels are based on a 4-level scale from Low (green) to Very high (red). Risk trend reports the quarter on quarter variation of the risk based on a 5-level scale from Substantial Decrease to Large Increase. For a thorough description of the methodology and of the presentation refer to the Background Note

EIOPA Risk Dashboard - February 2017


​​​​​​​Date​Publication
​03.2016 ​EIOPA Risk Dashboard March 2016
​12.2015EIOPA Risk Dashboard December 2015 
​09.2015 EIOPA Risk Dashboard September 2015
​06.2015 ​EIOPA Risk Dashboard June 2015​​
​03.2015 EIOPA Risk Dashboard March 2015​
​12.2014​​EIOPA Risk Dashboard December 2014
Eiopa Risk Dashboard December 2014 - Background Note
​09.2014EIOPA Risk Dashboard September 2014
06.2014 Eiopa Risk Dashboard June 2014
03.2014 Eiopa Risk Dashboard March 2014
Eiopa Risk Dashboard March 2014 - Background Note
12.2013 EIOPA Risk Dashboard December 2013 
09.2013 EIOPA Risk Dashboard September 2013
06.2013 EIOPA Risk Dashboard June 2013
EIOPA Risk Dashboard June 2013 – Background Note
03.2013 EIOPA Risk Dashboard March 2013
EIOPA Risk Dashboard March 2013 -Background Note
12.2012 EIOPA Risk Dashboard December 2012
10.2012 EIOPA Risk Dashboard September 2012