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Conditions for application of widely used internal model
simplified calculation of the Solvency Capital Requirement
probability distribution forecast underlying the internal model computation.
Actuarial and statistical techniques conditions to be considered adequate, applicable and relevant.
Information and assumptions used for the calculation of the probability distribution forecast
Data used in the internal model and applicable conditions.
Ability to rank risk
assessment on whether the internal model covers all material quantifiable risks
within its scope
Conditions to consider the system used for measuring diversification effects adequate
Risks properly reflected in the internal model and in which situations they shall not be included.