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The Fatal Error Of Solvency Ii

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  • Jesús Huerta de Soto

Abstract

The introduction of the Solvency II insurance company regulatory regime is based on a flawed application of scientific ideas to areas to which they are simply not applicable. The new regime will endanger the solvency of the insurance industry in the long run.

Suggested Citation

  • Jesús Huerta de Soto, 2009. "The Fatal Error Of Solvency Ii," Economic Affairs, Wiley Blackwell, vol. 29(2), pages 74-77, June.
    • Handle: RePEc:bla:ecaffa:v:29:y:2009:i:2:p:74-77
    DOI: 10.1111/j.1468-0270.2009.01900.x
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    References listed on IDEAS

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    1. Lea Zicchino, 2006. "A Model Of Bank Capital, Lending And The Macroeconomy: Basel I Versus Basel Ii," Manchester School, University of Manchester, vol. 74(s1), pages 50-77, September.
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    Cited by:

    1. Eling, Martin & Pankoke, David, 2013. "Basis Risk, Procylicality, and Systemic Risk in the Solvency II Equity Risk Module," Working Papers on Finance 1306, University of St. Gallen, School of Finance.
    2. Basse, Tobias, 2020. "Solvency II and sovereign credit risk: Additional empirical evidence and some thoughts about implications for regulators and lawmakers," International Review of Law and Economics, Elsevier, vol. 64(C).
    3. Marcos Escobar & Paul Kriebel & Markus Wahl & Rudi Zagst, 2019. "Portfolio optimization under Solvency II," Annals of Operations Research, Springer, vol. 281(1), pages 193-227, October.

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