Comparing equity investing strategies under Solvency II

Kennisbank •
Gerard Moerman, dr. ir. David van Bragt RBA

The Solvency II capital charge is an important aspect in portfolio construction and asset allocation for insurance companies, next to the traditional trade-off between risk and return.

Comparing equity investing strategies under Solvency II

For most assets, the capital charge is fixed and known upfront. However, for equities several approaches are possible. For standard equity portfolios the capital charge is high and has a variable component – the symmetric adjustment. For long-term equity portfolios a much lower and fixed capital charge applies, but at the cost of a much more constrained portfolio. Protected equity portfolios use a protective layer via options, which can lead to a capital-adjusted excess return, depending on several factors. We discuss and compare these different approaches to guide an equity investor under Solvency II.


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