Search QAs

Subsection 2, Look-through approach, Article 84 (3)In relation to the above topic, can you please explain clearly the meaning of 'on the basis of the target underlying asset allocation of the collective investment.......and that they do not apply to more than 20% of the total value of the assets...

How should a receivable from the tax authority of an EU member state be treated in the Counterparty default risk module?

How is capital requirement for type 1 equities calculated for long-short equity portfolios where short positions are not taken for the purpose of risk mitigation?For instance, for a portfolio comrised of a EUR 100 long position in Stock A and EUR 100 position in Stock B, is capital charge (for a 0...

Do bonds from EU member states have to be included in the "Assets" calculation base for market risk concentration despite them carrying a concentration risk of 0?

- 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...

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

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;

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...

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...