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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...

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;

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

- 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...

For one-year renewable contracts, could you clarify what is the scope of premiums to be accounted for in Ps, FP_existing and FP_future, in particular where the date of recognition of the contract does not coincide with the date of inception and where the contract includes an automatic renewal...

Is the concept of contract boundaries relevant to determine the scope of premiums to be accounted for in Ps, FP_existing and FP_future?

For Concentration risk ScR,when i calculate the amount of each counterparty, Do I have to consider 'Market Value (of assets) + Accrued Interest' or just 'market Value' (without Accrued Interest)?So basically, do I have to stress 'accrued interest' under concentration risk?What about interest rate...

We have a doubt related to the treatment of covered bonds in the concentration risk module. (art.187 Delegated Acts 2015/35). The article fixes a threshold of 15% to these exposures provided that they have a credit quality step 0 or 1. In this case the covered bonds should be considered as a...

TP(life,4) denotes the technical provisions without a risk margin for all other life insurance and reinsurance obligations, after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles, with a floor equal to zero;Imagine following situation:Net BEL + net TP as...