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Could you please explain how to calculate correctly the spread SCR for a not rated bond with duration = 1? If we understand the regulation correctly, it would mean that not rated credit institutions and insurance companies are assumed to be more risky thank corporates? (Despite the far tougher...

We are referring to the formula V_prem,s=max(P_s; P_last,s)+FP_existing,s+FP_future,s and would like to clarify the recognition of an additional reinsurance treaty for the next 12 months:Example: P_last,s = 100 P_s = 110 Result of max(P_s; P_last,s) = 110New Quota 50 % for the next 12 month...

When calculating the SCR, for bond funds that are leveraged, are there any additional penalties for the SCR or does a 2 to 1 leverage simply mean there is twice the SCR?

We run a timber fund, investing in forests (not leveraged). Our investors want to know whether timber can be treated the same way as real estate with a capital charge of 25%.Would this also apply to agricultural land?

1) Article 187(1) of Delegated Regulation 2015/35 states:Exposures in the form of covered bonds (CB) shall be considered as single name exposures, regardless of other exposures to the same counterparty as the issuer of the covered bonds, which constitute a distinct single name exposure.CB =...

When the look through approach is possible on an Alternative Investment Fund:should the equity SCR for a Leverage Alternative Investment Fund be equal to (non Look Through Approach) MTM of Alternative Investment Fund x (49% + plus the symmetric adjustment), orshould the SCR be equal to (Look...

Should property investments for the own use of the insurance undertaking be included in the calculation of capital requirement for concentration risk?

Could you please help me with the explanation on how to treat non-life premiums earned for the 12 months prior to the last 12 monts in case of the business transfer?The situation was, that Baltic branch of Polish company was establishing as a separate company with the headquarter in Lithuania...

I am looking for a bit of clarity on the language in Article 5, Issuers and issue credit assessments. In point 2. it states that in the case where a bond is unrated but an "issuer rating" exists for that issuer or for a specific program which this bond is not a part of then one can follow a or b...