Germany shifts towards market valuation
In what many believe will be a decisive step among European insurance supervisors, BaFin, the German financial services regulator, has signalled a shift away from its current book value capital framework towards market-consistent valuation. However, the shift is likely to be initially made not at the Pillar I or quantitative capital requirement level, but rather via the Pillar II or supervisory review process. This cautious approach seems to reflect a German drive for consensus amid signs of a
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