The European Insurance and Occupational Pensions Authority (EIOPA) recently published its Technical Report on Standard Formula Design and Calibration for Certain Long Term Investments under Solvency II. Asset classes analysed by EIOPA in that context included infrastructure financing, private equity/venture capital, socially responsible investments and securitisations. Arising out of its examination, EIOPA's key recommendations include introduction of a more granular treatment of securitisations. The report advises that differing capital charges should apply for securitisations with higher and lower risk profiles. Risk capital charges for other asset classes were confirmed as appropriate.