🇩🇪Germany

Solvency II Kapitalanforderungen und unrealisierte Verluste

1 verified sources

Definition

Bei Investment Fund Performance Monitoring in Versicherungen entstehen durch manuelle Überwachung Duration-Mismatches, verstärkt durch Solvency II TMTP-Recalculations, die unrealisierte Verluste verursachen und Solvabilität belasten.

Key Findings

  • Financial Impact: Unrealisierte Verluste in Höhe von Milliarden € auf Bilanzen; SCR stark korreliert mit Zinsen, TMTPs auf Null gefallen[5]
  • Frequency: Kontinuierlich durch Marktzinsänderungen
  • Root Cause: Manuelle Performance-Überwachung ohne Echtzeit ALM-Tools

Why This Matters

This pain point represents a significant opportunity for B2B solutions targeting Insurance and Employee Benefit Funds.

Affected Stakeholders

CFOs, Risikomanager, Fund-Manager

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Financial Impact

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Current Workarounds

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Methodology & Sources

Data collected via OSINT from regulatory filings, industry audits, and verified case studies.

Evidence Sources:

Related Business Risks

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