Question ID: 2607
Regulation Reference: Symmetric adjustment of the equity capital charge
Topic: Solvency Capital Requirement (SCR)
Date of submission: 16 Mar 2023
I would like to know how to calculate "Dampener Equity" for actions in the context of Solvency 2, as well as the information and calculation methods used to determine this coefficient. If possible, I would also like to obtain a file or documentation on the calculation methods and data used to calculate "Dampener Equity". Background of the question: As a risk analyst at an insurance company, if possible, I would like to obtain information on the calculation method for "Dampener Equity" used in the Solvency Capital Requirement (SCR) for actions in the context of Solvency 2.
This question has been rejected because the issue it deals with is addressed on EIOPA's website:
Symmetric adjustment of the equity capital charge (europa.eu)