CIOs working under Solvency II 'triangulate' the value of every investment they plan to make, by its return, its volatility and its 'cost' of Solvency II capital. While insurers' investments can, therefore, be viewed through the lens of capital consumption, they can also be seen in more 'traditional' terms, by asset classes.
This webinar draws on analysis found in Insurance Risk Data's research, "Insurance Investment Outsourcing Opportunities - EEA, UK & Switzerland 2024", which studied how Europe's insurance CIOs allocated €1.6 trillion worth of general account money each year since 2016 – viewed through the lens of capital consumption, overall risk-appetite and asset classes.
At the end of this webinar viewers will be able to reflect on unrivalled, proprietary insight into the key elements by which European insurance CIOs measure the various investment opportunities, and challenges that they face every day.
How has the appetite for investment risk changed in the industry each year since 2016
How do CIOs “divide up” their annual regulatory capital budgets to spend on equity, property, interest rate, capital spread, currency and concentration risks, each year since 2016.
Where and how do the respective contributions from each of the 6 risk sub-modules differ, depending on the type, geography and general account size of insurance groups.
Examine the importance of ‘investment capital budgeting’ by CIOs under Solvency II, and what drives CIOs to ‘spend’ in particular ways.
Is there a variation in investment risk-appetites of CIOs depending on the type of insurer and their location?
