Question ID: 2914
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)
Status: Rejected
Date of submission: 01 Dec 2023
Question
I'm looking for the table with factors per duration, rating etc for all the sub_modules of the market risk calculations.
Background of the question
I want to calculate a CSR rate for a Fund investing in fixed rate instruments and floating rate instruments.
EIOPA answer
This question has been rejected because the issue it deals with is already addressed in Articles 164 to 188 of Commission Delegated Regulation (EU) 2015/35.