Europejski Urząd Nadzoru Ubezpieczeń i Pracowniczych Programów Emerytalnych (European Insurance and Occupational Pensions Authority - EIOPA), Badanie porównawcze dywersyfikacji w modelach wewnętrznych

PROJECT GROUP

24 January 2024

Study on Diversification in Internal Models

Public Report

EXECUTIVE SUMMARY

With Solvency II, the European single market provides a unique principle-based prudential supervisory framework allowing undertakings to assess a specific risk profile with an internal model. European wide comparative studies are a joint effort of the European supervisory community and promote a common supervisory culture and consistent supervisory practices across the European Union (EU) Member States and the European Economic Area (EEA) in order to ensure a high, effective and consistent level of supervision, safeguarding a similar level of protection to all European policyholders and beneficiaries.

In 2020, EIOPA launched the first study on Diversification in Internal Models (DivIM) which aims to gain an overview of current market approaches, analyse and compare the levels of diversification on a best effort basis, facilitate a better understanding of modelling dependencies,...