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Article number: 87
The Basic Solvency Capital Requirement shall include a risk module for intangible asset risk. and shall be equal to the following:
BasicSCR = sqrt ((sum_ij Corr ij · SCR i · SCR j) + SCR intangibles)
where:
(a) the summation, Corr i,j , SCR i and SCR j are specified as set out in point (1) of Annex IV to Directive 2009/138/EC;
(b) SCR intangibles denotes the capital requirement for intangible asset risk referred to in Article 203.
Metadata
RULEBOOK TOPIC: SUBSECTION 5 - Calculation of the basic Solvency Capital Requirement
RULEBOOK CATEGORY: DELEGATED REGULATION (EU) 2015/35
Last update on: 03 May 2021