Details
- Status
- Closed
- Opening date
- Deadline
Target audience
On 1 October 2020, EIOPA launched a study on diversification in internal models.
Objectives:
- to gain an overview of the current approaches in the market and, on best effort basis, analyse and compare the levels of diversification,
- to facilitate a better understanding of modelling dependencies, aggregation and resulting diversification benefits,
- to enhance quality and convergence of supervision on diversification in internal models.
Timeline
15 January 2021: Deadline for insurance undertakings to submit results to their group national supervisory authority
22 January 2021: Deadline for national supervisory authorities to report to EIOPA
Respond to the consultation
The response period for this consultation has ended. Thank you for your input.
Reference documents
Related documents
Quantitative reporting template
Technical specification
Qualitative questionnaire