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Solvency Capital Requirement calculation method for ring-fenced funds and matching adjustment portfolios

subset of standard parameters in different scenarios.

Data criteria to compute undertaking-specific parameters

Calculation of undertaking-specific parameters methods adopted

Quantitative undertaking-specific data collection to provide an opinion on the update of correlation parameters

Materiality

Use of the internal model

Ensuring that the design of the internal model is aligned with insurance and reinsurance undertakings' activities.

Knowledge and description of internal models