Solvency II Final L2 Advice

In its letter of 12 June 2009, the European Commission requested CEIOPS to provide final, fully consulted advice on the vast majority of Solvency II Level 2 implementing measures for October 2009 and agreed on a third set to be finalized by January 2010 on other areas where changes had been made to the Level 1 text in the last stages of negotiation.

Date

Document title

15.04.2010

CEIOPS main background document for Level 2 advice as to calibration

08.04.2010

CEIOPS Cover Letter on final set of Solvency II final L2 advice to ECCEIOPS Feedback statement on the final set of Solvency II final L2 advice to EC

CEIOPS' Advice for L2 Implementing Measures on SII: Calibration of the MCRCEIOPS' Resolutions on Comments Received

CEIOPS' Advice for L2 Implementing Measures on SII: Calibration of Health Underwriting RiskCEIOPS' Resolutions on Comments Received

CEIOPS' Advice for L2 Implementing Measures on SII: Calibration of Non-life Underwriting RiskCEIOPS' Resolutions on Comments Received

01.04.2010

CEIOPS Cover Letter to ECCEIOPS' Advice for L2 Implementing Measures on SII: Technical Criteria for assessing 3rd country equivalence in relation to art. 172, 227 and 260CEIOPS' Resolutions on comments received

29.01.2010

CEIOPS Cover Letter on 3rd set of Solvency II final L2 advice to ECCEIOPS Feedback statement on the 3rd set of Solvency II final L2 advice to EC

CEIOPS' Advice for L2 Implementing Measures on SII: Simplifications/Specifications for captivesCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 79)

CEIOPS' Advice for L2 Implementing Measures on SII: Simplified calculations in the standard formulaCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 77)

CEIOPS' Advice for L2 Implementing Measures on SII: Simplified methods and techniques to calculate technical provisionsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 76)

CEIOPS' Advice for L2 Implementing Measures on SII: Undertaking specific parametersCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 75)

CEIOPS' Advice for L2 Implementing Measures on SII: SCR Standard Formula - CorrelationsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 74)
Annex - IA

CEIOPS' Advice for L2 Implementing Measures on SII:Calibration of Market Risk ModuleCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 70)

CEIOPS' Advice for L2 Implementing Measures on SII: Equity risk sub-moduleCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 69)
Annex - IA

CEIOPS' Advice for L2 Implementing Measures on SII:Ring-Fenced FundsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 68)

CEIOPS' Advice for L2 Implementing Measures on SII: Treatement of participationsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 67)
Annex - IA

CEIOPS' Advice for L2 Implementing Measures on SII: Supervision of Group Solvency for Groups with Centralised Risk ManagementCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 66)

CEIOPS' Advice for L2 Implementing Measures on SII: Partial internal models /   CEIOPS' Resolutions on Comments Received (former Consultation Paper no. 65)
Annex - IA

CEIOPS' Advice for L2 Implementing Measures on SII: Extension of the Recovery Period  / CEIOPS' Resolutions on Comments Received (former Consultation Paper no. 64)
Annex - IA

CEIOPS' Advice for L2 Implementing Measures on SII: Repackaged Loans InvestmentCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 63)

10.11.2009

CEIOPS Cover Letter on Solvency II final L2 advice to ECCEIOPS Feedback statement on the 1st and 2nd set of Solvency II final L2 advice to EC

CEIOPS' Advice for L2 Implementing Measures on SII: cooperation and colleges of supervisorsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 62)
Annex 2 - IA / Annex 3

CEIOPS' Advice for L2 Implementing Measures on SII: Intra-group transactions and risk concentrationCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 61)

CEIOPS' Advice for L2 Implementing Measures on SII: Group solvency assessmentCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 60)

CEIOPS' Advice for L2 Implementing Measures on SII: RemunerationCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 59)

CEIOPS' Advice for L2 Implementing Measures on SII: Supervisory reporting and disclosureCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 58 )
Annex - IA Supervisory ReportingAnnex - IA Public Disclosure

CEIOPS' Advice for L2 Implementing Measures on SII: Capital add-onsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 57)
Annex 3 - IA

CEIOPS' Advice for L2 Implementing Measures on SII: Tests and standards for internal model approvalCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 56)
Annex 1 - IA Use test / Annex 2 - IA Data Quality and Expert Judgement

CEIOPS' Advice for L2 Implementing Measures on SII: MCR CalculationCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 55)

CEIOPS' Advice for L2 Implementing Measures on SII: SCR - Standard formula - loss absorbing capacity of technical provisionsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 54)
Annex - IA

CEIOPS' Advice for L2 Implementing Measures on SII: SCR - Standard formula - Operational RiskCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 53)

CEIOPS' Advice for L2 Implementing Measures on SII: SCR - Standard formula - Reinsurance mitigationCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 52)

CEIOPS' Advice for L2 Implementing Measures on SII: SCR - Standard formula - Health underwriting riskCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 50)

CEIOPS' Advice for L2 Implementing Measures on SII: SCR - Standard formula - Life underwriting riskCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 49)
Annex - IA

CEIOPS' Advice for L2 Implementing Measures on SII: SCR - Standard formula - Non-life underwriting riskCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 48)
Annex - IA Catastrophe riskAnnex - IA Non-Life Geographical Diversification  /  Annex - IA Non-Life Underwriting Risk

CEIOPS' Advice for L2 Implementing Measures on SII: SCR - Standard formula -  Market riskCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 47)

CEIOPS' Advice for L2 Implementing Measures on SII: Classification and eligibility of own fundsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 46)
Annex - IA

CEIOPS' Advice for L2 Implementing Measures on SII: Technical Provisions - Counterparty default adjustmentCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 44)

CEIOPS' Advice for L2 Implementing Measures on SII: Technical Provisions - Standard for data qualityCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 43)

CEIOPS' Advice for L2 Implementing Measures on SII: Risk MarginCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 42)
Annex 1 - IA Risk Margin CoC / Annex 2 - IA Risk Margin diversification

CEIOPS' Advice for L2 Implementing Measures on SII:  Calculation of Technical Provisions as a wholeCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 41)

CEIOPS' Advice for L2 Implementing Measures on SII: Technical Provisions - Risk free interest rateCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 40)
Annex - IA

CEIOPS' Advice for L2 Implementing Measures on SII: Technical Provisions - Actuarial and statistical methodologies to calculate the best estimateCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 39)

CEIOPS' Advice for L2 Implementing Measures on SII: Procedure to be followed for the approval of an internal model, including the addendum on group specificitiesCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 37)

CEIOPS' Advice for L2 Implementing Measures on SII: Special Purpose VehiclesCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 36)

CEIOPS' Advice for L2 Implementing Measures on SII:  Valuation of assets and "other liabilities"CEIOPS' Resolutions on Comments Received (former Consultation Paper no. 35)

CEIOPS' Advice for L2 Implementing Measures on SII:  Transparency and accountabilityCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 34)

CEIOPS' Advice for L2 Implementing Measures on SII: System of GovernanceCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 33)
Annex B - IA

CEIOPS' Advice for L2 Implementing Measures on SII: Technical Provisions - Assumptions about future management actionsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 32)

CEIOPS' Advice for L2 Implementing Measures on SII: SCR - Standard formula - allowance of risk mitigation techniquesCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 31)

CEIOPS' Advice for L2 Implementing Measures on SII: Technical Provisions - Treatment of future premiumsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 30)

CEIOPS' Advice for L2 Implementing Measures on SII: Supervisory approval of ancillary own fundsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 29)

CEIOPS' Advice for L2 Implementing Measures on SII: SCR - Standard formula -  Counterparty default riskCEIOPS' Resolutions on Comments Received on CP 28 and  CEIOPS' Resolutions on Comments Received on CP 51 (former Consultation Paper no. 28 and Consultation Paper no. 51)

CEIOPS' Advice for L2 Implementing Measures on SII: Segmentation for the calculations of technical provisionsCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 27)

CEIOPS' Advice for L2 Implementing Measures on SII:  Elements of actuarial and statistical methodologies for the calculation of the best estimateCEIOPS' Resolutions on Comments Received (former Consultation Paper no. 26)

 

EIOPAPublicationsSII - Final L2 Advice

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