The Latest Solvency II Draft Calibration May Not Go Far Enough To Keep Insurers Interested In European Securitizations

Summary: In December 2013, the European Insurance and Occupational Pensions Authority released its latest draft of standardized capital charges for insurers' securitization exposures under the Solvency II regulatory framework. In this CreditMatters TV segment, S&P Rating's Mark Boyce discusses what's changed in the latest draft, and what it means for the European securitization market.