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According to article 182 et seq of the Delegated Acts, a Company "C" which owns (and / or lends money to) subsidiaries which are not consolidated in accordance with Article 335(1)(a) seems to be required to:i) Sum the fair value of all its exposures (equity, debt etc.) to non consolidated...

I work at Barclays and I am covering some insurers on the fixed income markets. I was wondering what would be the SCR Ratio for the agency issuer “European Atomic Energy Community” (EURAT) rated Aaa/AA/AAA?More generally speaking is there an exhaustive live of Solvency capital ratio for all SSA...

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?

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 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 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...

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...

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

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 =...