Question ID: 2449
Regulation Reference: (EU) No 2009/138 - Solvency II Directive (Insurance and Reinsurance)
Topic: Solvency Capital Requirement (SCR)
Article: N/A
Status: Rejected
Date of submission: 15 Jun 2022
Question
clarify the treatment of a credit linked note (CLN) in the computation of the SCR requeriment. in which cases it is evaluated as a derivative instrument under article 179 of delegated acts?
Background of the question
Q&A EIOPA QUESTION ID: 1138 EIOPA ARTICLE 179 DELEGATED ACT
EIOPA answer
This question has been rejected because the matter it refers to has been answered in Q&A 1138:
“As credit linked notes can have widely different features the treatment no general answer is possible and the treatment has to be determined on a case by case basis.”