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I have a simple and quick question. It is more a "language issue".Par 4, Article 182 suggest calculating weighted average CQS as a "rounded-up average". I was wondering what does "rounded-up" means. I will show my understanding on example:roundup of 3.2 = 4roundup of 3.7 = 4roundup of 3 = 3roundup...

§134(4) states that for recession risk the basis for calculation is "the premiums earned by the insurance or reinsurance undertaking....".Usually, it is clearly indicated whether premiums are gross premiums (before deduction of ceded premiums) or net premums (after such deduction).Could you please...

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...

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?

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...

With regards to the operational solution for the Danish market of covered bonds based on the Nykredit Realkreditindeks.Could you please confirm the duration you are applying in the VA calculation. The aforementioned document specifies that the maturity used for YdkkRFR shall correspond to the...

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...