Fitch: G-SII Regulation - Still a Long Way to Go
In 2015 the IAIS announced the Higher Loss Absorbency (HLA) requirements for G-SIIs. Fitch believes that this is likely to have a minimal, if any, impact on ratings. Based on 2013 and 2014 results, the G-SIIs, on average, already held capital at 260% of the new required levels and Fitch does not expect G-SIIs to need to raise further capital in response to the new requirements.
For HLA calculations, G-SIIs are placed into one of three buckets: 'Low,' 'Mid' or 'High', depending on their G-SII designation score. Fitch believes that the bucketing system may deter G-SIIs from becoming larger and more complex. Fitch believes that the G-SIIs may have some reputational concerns about being in the highest risk bucket. This bucket is currently empty and insurers would be wary of the potential negative connotations of being the only one included in this bucket.
In November 2015, the Financial Stability Board (FSB) removed Assicurazioni Generali S.p.A. and added Aegon N.V. to the list of G-SIIs. The FSB did not explain why it made the switch, but Fitch believes it could have been driven by changes in both companies' exposure to non-traditional and non-insurance business. This highlights the uncertainty and lack of transparency surrounding the G-SII identification process.
The impact of evolving international insurance regulation on the industry's operating and capital management strategies is still unknown. MetLife Inc's recently announced restructuring plan was driven in part by management's concerns about the evolving regulatory framework.
Комментарии