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Does section 3.102. of the December 2009 document still hold? More specifically, in the determination of the adjustment for market risk, should the interest rate risk and the concentration risk on the collateral be neglected?

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...

According to article 186 of the Delegated Acts,i) if Company "C" is exposed to the Insurance Group "G_I", the Group’s SOLVENCY RATIO of "G_I" is one of the inputs to be considered by “C” in order to determinate the Capital Charge for the concentration risk with reference to the exposure of "C" in...

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...