About CPD: Solvency II Advanced - Pillar I: Reinsurance/Collateral (01/06/2026) - 2 CPD

Reinsurance and collateral arrangements are powerful tools for managing risk and optimising capital under Solvency II but their recognition in the SCR calculation comes with specific technical requirements that are often underestimated in practice. This session covers the impact of proportional and non-proportional reinsurance on the underwriting risk modules, the calculation of reinsurance recoverables in the technical provisions, and the counterparty default risk (CDR) module for reinsurance exposures. You will examine how loss given default (LGD) is determined for reinsurance counterparties and how collateral arrangements can reduce CDR capital charges, including the eligibility requirements for collateral to qualify for SCR reduction. The session also addresses common pitfalls in applying the standard formula to complex reinsurance programmes, supervisory expectations around documentation and governance, and the implications of the 2026 Solvency II review.

This session is suited for actuaries and insurance professionals involved in SCR calculations, reinsurance structuring or risk management at Belgian insurers or reinsurers who want to deepen their technical understanding of reinsurance and collateral recognition under Solvency II.

Practical info

The session will be delivered in English, and a Teams link will be shared two days prior to the session.