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European Insurance and Occupational Pensions Authority
 

1550

Q&A

Question ID: 1550

Regulation Reference: (EU) No 2015/35 - supplementing Dir 2009/138/EC - taking up & pursuit of the business of Insurance and Reinsurance (SII)

Article: 184

Status: Final

Date of submission: 14 May 2018

Question

Do bonds from EU member states have to be included in the "Assets" calculation base for market risk concentration despite them carrying a concentration risk of 0?

EIOPA answer

Bonds referred to in Article 187(3)(b) of Commission Delegated Regulation (EU) 2015/35 should be included in the calculation of Assets referred to in Article 184(2).