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.