Publications

The report supplements information provided in EIOPA's annual reports on long-term guarantee measures and is published in response to a request from the European Commission in the context of the 2020 Review of Solvency II.The report provides information on:insurance liabilities;the asset...

Madam Chair, Honourable members of the European Parliament,I would like to share with you EIOPA’s work in strengthening supervisory convergence, the impact of the current financial and economic environment on the sectors and on our current focus on climate change, cyber risk and the completion of...

Potential undue short-term pressure from financial markets

YE2018 Comparative Study on Market and Credit Risk Modelling

​IRSG response to EIOPA’s Consultation Paper on an opinion on sustainability within Solvency II

Climate risk assessment of the sovereign bond portfolio of European insurers

Impact of variation margining on EU insurers' liquidity: an analysis of interest rate swaps positions

The Solvency II Directive requires a review of the long-term guarantees measures (LTG) and the measures on equity risk until 1 January 2021. As part of this review, EIOPA reports annually on the impact of the application of the LTG measures and the measures on equity risk to the European...

This analysis is based on 2018 year-end Solvency II data collected under Directive2009/138/EC as reported by the undertakings and insurance groups complemented by asurvey that entailed both qualitative and quantitative questions.