Final Report on draft RTS on macroprudential analyses in ORSA and PPP

The draft RTS details which (re)insurers must integrate macroprudential analyses into their Own Risk and Solvency Assessments (ORSA) and their application of the prudent person principle (PPP). Supervisors will study these analyses in aggregate and provide feedback to enhance future assessments.

The selection criteria for macroprudential analyses combine a quantitative threshold (€20 billion in assets) with risk-based criteria, giving supervisors sufficient leeway in decision-making.