Q&A

Question ID:
1500
Regulation Reference:
(EU) No 2015/35 - supplementing Dir 2009/138/EC - taking up & pursuit of the business of Insurance and Reinsurance (SII)
Article:
192
Status:
Final
Date of submission
14 May 2018

Question

How LGD on REINSURANCE RECEIVABLES is calculated? Does paragraph 6 of Article 192 apply?

EIOPA answer

The approach suggested in the answer is correct (i.e. the loss-given-default for reinsurance receivables should be equal to its value in accordance with Article 75 of Directive 2009/138/EC.

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