Centro de Documentacion de Fundación MAPFRE - Methodological paper : on potential inclusion of climate change in the Nat Cat standard formula

MAP20210022326

Methodological paper : on potential inclusion of climate change in the Nat Cat standard formula. — Frankfurt : EIOPA, 2021

62 p . — (EIOPA-BoS-21/253)

Sumario: This Discussion Paper is a follow-up to EIOPA's Opinion on Sustainability within Solvency II (EIOPA, 2019). The opinion highlighted that further work is needed to investigate whether additional climate change-related perils such as droughts and wildfire could be better captured in the Solvency II framework under the natural catastrophe risk submodule. The Opinion also mentioned that a regular recalibration of the standard parameters for the natural catastrophe risk module of the standard formula should take into account future developments, as well as the potential effect of climate change

1. Cambio climático . 2. Investigación . 3. Catástrofes naturales . I. Autoridad Europea de Seguros y Planes de Pensiones . II. Título.