Risk-sensitive update for Solvency 2

Pic© Keith S Brown

Category: ABS Regulation


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The European Commission has launched a consultation on its proposed new risk-sensitive treatment of securitisations under Solvency 2. The proposal – which seeks to harmonise existing legislation with the STS framework - has been welcomed for its potential to attract insurers back into the ABS market.

The Commission proposes replacing the existing Solvency 2 classification of securitisation positions as either Type 1 or Type 2 with one that specifically references whether a position is STS or non-STS.

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