Workshop on the treatment of unrated debt and unlisted equities in the standard formula
Date: 08/06/2017 00:00
Location: EIOPA premises, Westhafenplatz 1, 60327 Frankfurt am Main, Germany

EIOPA will organise a workshop for stakeholders as part of the process of drafting technical advice to the European Commission 

EIOPA received a request from the European Commission to provide technical advice on the review of the standard formula. As part of its work EIOPA is exploring the following two areas:

  1. Possible mechanisms and criteria for the identification of debt without a rating by an External Credit Assessment Institution that could be treated as debt with a credit quality step of 1, 2 or 3.
  2. Possible mechanisms and criteria for the identification of unlisted equities that could receive the type 1 equity risk charge.

In order to gather information EIOPA issued a Call for Evidence on 26 April 2017.

The workshop will allow for a discussion with stakeholders on the responses to the Call for Evidence as well as the analysis EIOPA has performed so far. It will also provide the opportunity to collect further ideas and input.

The workshop is addressed to professionals with technical expertise or involved in the risk assessment and investment decisions for unrated debt or unlisted equities.

The participation of experts from (smaller) insurers is particularly welcome. For unrated debt, expertise in the assignment of a risk assessment to individual credit exposures or portfolios of credit exposures would be particularly useful.

Potential participants are requested to provide a short description of their relevant expertise when filling in the registration form.

The workshop will take place between 10.00 and 16.30 CET at the EIOPA premises.

Details of the programme will be published in due course.

In the meantime, should you have any questions, please contact EIOPA's events team at training&events@eiopa.europa.eu


Registration can be completed via the online form: https://ec.europa.eu/eusurvey/runner/EIOPA_Workshop_08062017_FFM

The event is free of charge. Please note that the number of participants is limited and that a selection based on the relevant expertise will be made.

Deadline for registrations is 16 May 2017.