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European Insurance and Occupational Pensions Authority
 

2530

Q&A

Question ID: 2530

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: 201(2)

Status: Final

Date of submission: 20 Nov 2022

Question

The calculation for Vinter requires a sum over all combination of Probability of Default for single name exposures an insurer has (as per Art 199).

However, in some cases the PoD can be 0 but this results in the associated Vinter formula for PoD j and k of 0 with a division calculation with denominator of 0 and hence an invalid mathematical result.

We presume the Vinter calculation should exclude this case i.e. Article 200(2)(a) could read:

"the sum covers all possible combinations (j,k) of probabilities of default on single name exposures in accordance with Article 199, excluding the case where j and k = 0;" (i.e. with ", excluding the case where j and k = 0" appended to that sentence).

EIOPA answer

When calculating the term Vinter of the variance of the loss distribution of type 1 exposures in accordance with Article 201 of the Delegated Regulation (EU) 2015/35, the terms (PDk * (1-PDk) * PDj * (1-PDj) )/ (1,25 * (PDk + PDj) – PDk * PDj ) where both PDk and PDj are zero should be considered to be equal to zero.