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European Insurance and Occupational Pensions Authority

2013

Q&A

Question ID: 2013

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

Topic: Solvency Capital Requirement (SCR)

Article: 100

Status: Final

Date of submission: 01 Aug 2019

Question

Can you provide detailed information on how the treat the risks associated to SPV notes held by an undertaking?

Can you confirm that the treatment as set out in the Technical Specifications for the Preparatory Phase (SCR.5.148) is still applicable?

EIOPA answer

We confirm that the treatment as set out in the Technical Specifications for the Preparatory Phase (SCR.5.148.) has to be applied.