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As a privately owned Asset Manager with a long-term view and mainly conservative institutional clients we intend to launch a new Infrastructure Equity fund.The Fund would be invested mainly in regulated or “defensive” infrastructure companies as our aim is to give investors the possibility to...

In a situation where an insurer has an asset that perfectly hedges a liability, is it acceptable to exclude both the said liability and hedging asset from the SCR calculation?Our thoughts relate to the situation when counterparty for the liability/asset is the same, and whether in this case would...

What is the rationale behind the coefficient (1.5 for flood, 5 for hail) used to increse sum insured on LoB5?Flood: SI(motor,r,t) is multiplied by coefficient 1.5;Hail: SI(motor,r,t) is multiplied by coefficient 5;

How LGD on REINSURANCE RECEIVABLES is calculated? Does paragraph 6 of Article 192 apply?

- Is it currently a requirement under Solvency ii legislation that windstorm clustering must be taken into account when estimating exposure to aggregate European wind risk through European windstorm catastrophe models?- If so, from what date did it become a requirement? And where is this published...

For one-year renewable contracts, could you clarify what is the scope of premiums to be accounted for in Ps, FP_existing and FP_future, in particular where the date of recognition of the contract does not coincide with the date of inception and where the contract includes an automatic renewal...

For Concentration risk ScR,when i calculate the amount of each counterparty, Do I have to consider 'Market Value (of assets) + Accrued Interest' or just 'market Value' (without Accrued Interest)?So basically, do I have to stress 'accrued interest' under concentration risk?What about interest rate...

We have a doubt related to the treatment of covered bonds in the concentration risk module. (art.187 Delegated Acts 2015/35). The article fixes a threshold of 15% to these exposures provided that they have a credit quality step 0 or 1. In this case the covered bonds should be considered as a...

TP(life,4) denotes the technical provisions without a risk margin for all other life insurance and reinsurance obligations, after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles, with a floor equal to zero;Imagine following situation:Net BEL + net TP as...