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Let's assume that there is an undertaking which acquired in December 2014 and February 2015 securitisation positions issued in November 2014 and January 2015. In 2016 insurance undertaking still holds securitisation positions in its portfolio.Is undertaking oblige to meet requirements from...

"A stakeholder, who is a supplier of Cyber Security Services indicated that in negotiating the supply of such services for it, to an Insurer, the issue is whether Article 274 of the Commission Delegated Regulation 2015/35 applies. And, If Article 274 does apply to a Cyber Security Services supply...

Intercompany loans should be stressed within the market risk module.Where intercompany loans are repayable on demand, that is the loan does not have a defined term, is it still appropriate to stress within the market risk module? For example, where two companies (Company A and Company B)...

Should reserves relating to claims incurred (e.g. Incurred But Not Reported and Reported But Not Settled etc.) be included in the calculation of SCR stresses?(Mortality, Morbidity, Longevity risk)

The parameters specified in article 180 (14) of (EU) 2015/35 introduces jumps at at some of the kinks of the parameter funtion. For instance, a qulifying corporate infrastructure investment with CQS 2 and duration of 15 could have a stress factor of 9.78 when calculated as 7.88 + (15-10)*0.38 or a...

My question is about the "Exp UL" item within the Operational risk formula set in Art. 204 of the delegated regulation 2015/35.In managing our unit-linked business, we use to withdraw regular management fees from the units value and, at the same time, we release a certain percentage of theese...

For an issuer there may exist a several types of credit assessments, most typically short-term issuer rating and long-term issuer rating.Which one should be used to derive credit quality step in accordance with COMMISSION IMPLEMENTING REGULATION (EU) 2016/1800? Is there any rule or reccomendation...

Where should be calculated the impact of mortage loan, if the amount of loan provided is 1 500 000 (is greater than 1 000 000) the duration is 5 years the callateral is 2 000 000.The amount of this mortgage loan is greater than 1 000 000 and according to Article 191, p.4 can not be treated under...

When calculating the capital requirement for Mass Lapse risk should the per-policy expenses remain unchanged, resulting in the overall expenses falling proportionally?