Continual Learning addresses the challenge of learning a number of different tasks sequentially. The goal of maintaining knowledge of earlier tasks without re-accessing them starkly conflicts with standard SGD training for artificial neural networks. An influential method to tackle this problem without storing old data are so-called regularisation approaches. They measure the importance of each parameter for solving a given task and subsequently protect important parameters from large changes. In the literature, three ways to measure parameter importance have been put forward and they have inspired a large body of follow-up work. Here, we present strong theoretical and empirical evidence that these three methods, Elastic Weight Consolidation (EWC), Synaptic Intelligence (SI) and Memory Aware Synapses (MAS), are surprisingly similar and are all linked to the same theoretical quantity. Concretely, we show that, despite stemming from very different motivations, both SI and MAS approximate the square root of the Fisher Information, with the Fisher being the theoretically justified basis of EWC. Moreover, we show that for SI the relation to the Fisher -- and in fact its performance -- is due to a previously unknown bias. On top of uncovering unknown similarities and unifying regularisation approaches, we also demonstrate that our insights enable practical performance improvements for large batch training.