Equity Investing under Solvency II: Approaches and Comparisons

By 👤Aegon Asset Management March 21, 2023 16:33

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This report discusses the importance of the Solvency II capital charge in portfolio construction and asset allocation for insurance companies.

It compares different approaches to guide equity investors under Solvency II, including standard equity portfolios, long-term equity portfolios, and protected equity portfolios using options. The report also explains how the required capital for equity investments depends on the composition of an insurer’s assets and liabilities and the evolution of equity markets in the past three years. Read the full report to learn more about equity investing under Solvency II.

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