Skip to main content
European Insurance and Occupational Pensions Authority

Procedure for updating correlation parameters

Path
TITLE I > CHAPTER V > SECTION 13

Article number:  221

1. Supervisory authorities shall collect the quantitative undertaking-specific data necessary for determining dependencies between risks referred to in Article 309(8) and shall provide them on an annual basis to EIOPA for the purposes of updating correlation parameters.

2. EIOPA may analyse the data referred to in paragraph 1 for the purposes of providing an opinion on the update of correlation parameters.

Metadata

RULEBOOK TOPIC:  SECTION 13 - Procedure for updating correlation parameters

RULEBOOK CATEGORY:  DELEGATED REGULATION (EU) 2015/35

Last update on:  11 Apr 2024