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adjustment for the loss-absorbing capacity of technical provisions formula
adjustment for the loss-absorbing capacity of deferred taxes formula
Methods and assumptions
The requirements to be met for the purposes of point (a) of Article 176a(3) by an insurance or reinsurance undertaking's own internal credit assessment of a bond or loan...
Assessment of credit quality steps of bonds and loans based on an approved internal model
Exposure to clearing members
When identifying, measuring, monitoring, managing, controlling, reporting and assessing risks arising from investments, as referred to in the first subparagraph of Article 132(2) of Directive 2009/138/EC...