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Please could you give me any links or guidance on SCR models for non life reinsurance under IFRS 17

In order to assess the effect of the Solvency II review, we are currently attempting to determine the volatility adjustment in accordance with the current draft of the Delegated Regulation. Could you please send us the risk-adjusted spread (RCS) as of December 31, 2024, in accordance with the draft?

I am writing to follow up on Question ID 3276, submitted on March 3, 2025, concerning the application of guarantor rating in the calculation of the Basic Solvency Capital Requirement (SCR). We seek clarification on whether the guarantor rating can be applied in a specific case. The issuer Company A, a wholly owned subsidiary of Company B, operates as a special purpose vehicle (SPV) with no material assets or business operations, established solely for the purpose of issuing debt on behalf of Company B.

We would like to request clarification on the application of Article 68 of Commission Delegated Regulation (EU) 2015/35 regarding the treatment of participations for the determination of basic own funds of insurance and reinsurance undertakings.

Paragraph 5 of article 3 states that "financial entities, other than microenterprises, shall establish a role in order to monitor the arrangements concluded with ICT third-party service providers on the use of ICT services, or shall designate a member of senior management as responsible for overseeing the related risk exposure and relevant documentation". Given the Article 3, paragraph 5, of Delegated Regulation 2024/1773, what are the roles and responsabilities that are expected to be covered by the role/member of senior management?

I would like to clarify whether this regulation applies to ICT suppliers in Hong Kong and China, as well as to branches located outside of Europe.

Pursuant to IDD art. 24 nr. 3, first sentence, it follows that: “Where an insurance product is ancillary to a good or a service which is not insurance, as part of a package or the same agreement, the insurance distributor shall offer the customer the possibility of buying the good or service separately.” Is the phrase “insurance product is ancillary to a good or service which is not insurance”, and specifically the use of the word ancillary, meant as a reference to the definition of ancillary insurance intermediary in art. 2 nr. 1 (4) (b)? Is it thusly a requirement that the insurance product is sold as both compulsory and as a complementary product to the “main product” in order for the sale to be within the scope of the cross sales prohibition In art. 24 nr. 3?

Can one take account of the off-setting effect of inflation linked bonds and swaps on the asset side when calculating the SCR for life expense risk?

Should the volatility adjustment to the relevant risk-free interest rate term structure - and by extension, the dynamic volatility adjustment in internal models - be used exclusively for liability discounting, or also for projecting asset returns in the context of future simulated reinvestments?