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This question concerns the treatment of the risk margin in the context of an internal model.In the case of the standard formula, the Solvency II regulation explicitly requires that the risk margin remains constant when calculating the SCR.For internal models, on the other hand, there seem no...

Article 163 of COMMISSION DELEGATED REGULATION (EU) 2015/35 of 10 October 2014 refers to «Nc [which] denotes the number of insured persons of insurance and reinsurance undertakings ».This article does not specify when the number of insured persons should be counted (at the end of the financial...

Could you please explain how Premiums Earned should be calculated in case of the merger of 2 undertakings (t.i. one company takes over all business of another company and continues to operate, another company ceases operations)?

I have a question which relates to on what grounds a credit exposure which is insured irrevocably and unconditionally can be regarded to constitute a counterparty exposure under the counterparty module towards the insurance company providing the insurance policy and not be regarded as spreadrisk...

In which cases are material basis risks or other risks reflected in the calculation of the Solvency Capital Requirements (SCR) according to the Standard Formula (SF)?

With regards to the the Commission Delegated Regulation EU/2015/35 of October 2014 (Solvency ii). I have a question with regards to the treatment of financial guarantees as a risk mitigating technique.Could you please help me in understanding the treatment of risk for the following example:1. An...

How the policies for which an increase in mortality rates (and analogically this applies to other life underwriting risk sub-modules) leads to an increase in technical provisions without the risk margin are chosen? Should ASSUMPTION from article 83(1)(c) (scenario does not change the value of...

As per regulation 'Type 1 exposures shall consist of exposures'1) Cash at bank and in hand. Meaning all items with CIC CODE 71?2) Deposits with ceding undertakings. Meaning all items with CIC CODE 72?3) Shall the look-through assets with CIC codes 71 & 72, be inlcuded in the Counterparty default...

We are about to invest in a mutual fund which invest on life insurance policies. This fund make its yield from buying policies from third parties in the US at a discount and they get the right from the policy holder to recieve the payment in the future.