knight
5 May 2015 Insurance

The European securitisation saga

The treatment of securitisations in Europe has gained some publicity recently with updates coming from the European Commission (EC) and the European Insurance and Occupational Pensions Authority (EIOPA) on Solvency II. In this article we review the changes and provide additional comments on our interpretation of the regulatory requirements of holding such assets on the balance sheet of an insurance firm.

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