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European Insurance and Occupational Pensions Authority

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  • General publications

Investment behaviour report

Documents type
  • Report
Topics type
  • Financial stability
  • General publications

This report outlines the EIOPA's analysis of the first supervisory experiences regarding the application of the regulation on the Own Risk and Solvency Assessment (ORSA) by (re)insurance undertakings. This assessment is part of the undertakings' risk management and regulated by Article 45 of the...

Documents type
  • Supervisory statement
Topics type
  • Risk assessment
  • Solvency II
  • General publications

According to Art 73 of the Regulation of EBA, EIOPA and ESMA (the ESAs) referring to language arrangements, the ESAs issue their Guidelines in all EU official languages (with the exception of Irish, according to Council Regulation (EU) No 1257/2010).

Documents type
  • Guidelines
Topics type
  • Supervision
  • General publications

Motivated by the recent introduction of regulatory stress tests in the Solvency II framework, we study the impact of the re-estimation of the tail risk and of loss absorbing capacities on post-stress solvency ratios. Our contribution is threefold. First, we build the first stylised model for re...

Documents type
  • Thematic article
Topics type
  • Financial stability