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Precision in Protection: Enhancing Capital Reserve Accuracy for Credit Insurance

This white paper explores imminent regulatory changes by the European Banking Authority (EBA) and the Prudential Regulation Authority (PRA), focusing on banks and financial institutions employing credit insurance for risk mitigation and capital relief.

It scrutinizes the ramifications of proposed increases to the conversion factor (CF) and loss given default (LGD), stressing potential constraints on lending capabilities. It also assesses current insurance sector practices and technologies, suggesting enhancements to reinforce regulator confidence.

The paper advocates for strategic updates in system capabilities and processes, ensuring credit insurance maintains its pivotal role in supporting the trade finance market.


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