EIOPA performs an
annual Europe-wide comparative study on the modelling of market and credit risk. The objective of the study is to compare risk charges for a selection of asset portfolios to be used as a tool for the supervisory review of internal models. Additionally, the study aims to highlight the causes of potential differences between internal models by analysing risk charges for individual asset classes such as fixed income or equity.
Insurance undertakings are requested to follow the instructions for filling out the data request and submit the relevant documentation to the respective national supervisory authorities by 30 June 2018.
30 June 2018
Deadline for insurance undertakings to submit results to their national supervisory authorities
31 July 2018
Deadline for national supervisory authorities to report to EIOPA