The core reading states: "It is also likely to impact on optimal asset mix for the company, since some asset classes have become relatively more attractive as a result of their lower capital requirements" What are these "some asset classes" for which the capital requirements have changed?
Capital requirements have changed for all asset classes when moving from Solvency I to Solvency II. The market risk stresses applied under the Solvency II SCR are quite different from those that applied under Solvency I. This may therefore make some asset classes more or less attractive than they were previously - but you don't need to know details about specifically which ones are impacted in which direction. Asset classes with lower capital requirements will be those with lower inherent risk (eg cash, bonds with good credit ratings) and those with higher capital requirements will be those with higher inherent risk.
