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Asset repricing key threat for EU markets

EU to cut Solvency II securitisation charges "before summer"

Draft rules suggest the capital charges of securitisations could be significantly cut this year as the European Commission takes steps to bring Solvency II in line with the STS framework. So will this spur future securitisation investment? Aggelos Andreou reports.

Stress tests must include yield curve change and cross-sector correlations, say ESAs

Insurers exposure to banking sector and asset valuation risks stemming from yield curve change highlighted in report