The lack of capital charges on securitisations does not account for the variation in risk in these assets under Solvency II.
Fitch, Solvency II
Fitch: Solvency II charges ignore rating differences
17-10-2014
17-10-2014
The lack of capital charges on securitisations does not account for the variation in risk in these assets under Solvency II.
Fitch, Solvency II
