Skip to main content
European Insurance and Occupational Pensions Authority
ConsultationClosed

Study on Diversification in Internal Models - phase 2

Details

Status
Closed
Opening date
Deadline

Target audience

On 5 October 2021, EIOPA launched the second phase of the 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

10 January 2022: Deadline for insurance undertakings to submit results to their group national supervisory authority
22 January 2022: 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

31 JANUARY 2023
Technical specifications.docx
English
(92.92 KB - DOCX)
Download
31 JANUARY 2023
Qualitative questionnaire.docx
English
(54.12 KB - DOCX)
Download
31 JANUARY 2023
quantitative_reporting_and_validation_templates_-_en.zip
English
(64.18 KB - ZIP)
Download