Governance | Risk management | Investment risk

The investment risk is defined as the risk of loss as a consequence of volatility in the financial markets.

In overall terms, Tryg’s investment portfolio is divided into a match portfolio and a free portfolio.

The match portfolio corresponds to the value of the discounted claims provisions and is designed to hedge the interest rate sensitivity of these to the widest possible extent.

The free portfolio is subject to the framework defined by the Supervisory Board through the investment policy. Tryg’s largest investment risks pertain to its shareholdings, property investments as well as high yield bonds.

The Supervisory Board defines the framework for the investment risk.