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1. The Solvency Capital Requirement shall be calculated on the basis of each of the underlying assets of collective investment undertakings and other investments packaged as funds (look-through approach). 2. The look-through approach referred to in paragraph 1 shall also apply to the following: (a...

Where the consolidated group Solvency Capital Requirement is calculated, wholly or in part, on the basis of the standard formula, the local currency referred to in the first paragraph of Article 188 shall be the currency used for the preparation of the consolidated accounts. Notwithstanding...

The consolidated group Solvency Capital Requirement shall be calculated as the sum of the following: (a) a Solvency Capital Requirement calculated on the basis of consolidated data as referred to in points (a), (b) and (c) of Article 335(1), data of collective investment undertakings and...

Consolidated data for the calculation of group solvency according to method 1 shall consist of all of the following: (a) full consolidation of data of all the insurance or reinsurance undertakings, third-country insurance or reinsurance undertakings, insurance holding companies, mixed financial...

In order to be considered fully funded special purpose vehicles shall satisfy all of the following requirements: (a) the assets of the special purpose vehicle are valued in accordance with Article 75 of Directive 2009/138/EC; (b) the special purpose vehicle has at all times assets the value of...

The regular supervisory report shall include all of the following information regarding the own funds of the insurance or reinsurance undertaking: (a) information on the material terms and conditions of the main items of own funds held by the undertaking(b) the expected developments of the...

Capital management.

Calculation of undertaking-specific parameters methods adopted

subset of standard parameters in different scenarios.