EIOPA proposes changes to capital requirements for debt
DECEMBER 20, 2013
- EIOPA advises different risk charges for securitisations with higher and lower risk profiles;
- Instead of the currently proposed uniform 7% spread risk charge for AAA rated securitisations, EIOPA recommends to decrease the charges for less risky issues to 4.30% while increasing them for riskier ones to 12.50%;
- Risk charges for other investments analysed by EIOPA are confirmed.
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