Rulebook search

Simplified calculation of the capital requirement for fire risk and formulas

Where Article 88 is complied with, insurance and reinsurance undertakings may calculate the capital requirement for life mortality risk as follows: SCR mortality= 0,15 * q* sum_(k=1 to n)CAR k * CAR((1-q)^(k-1)/(1+ i_k)^ (k-0,5)) where, with respect to insurance and reinsurance policies with a...

Where Article 88 is complied with, insurance and reinsurance undertakings may calculate the capital requirement for health mortality risk as follows: SCR_health-mortality = 0,15 * q * sum^n _k=1 CAR_k * ((1-q)^(k-1))/((1+i_k)^(k-0,5))where with respect to insurance and reinsurance policies with a...

Where Article 88 is complied with, insurance and reinsurance undertakings may assign a bond other than those to be included in the calculations under paragraphs (2) to (16) of Article 180...

Where both Article 88 is complied with and the best estimate of amounts recoverable from a reinsurance arrangement or securitisation and the corresponding debtors is not negative, insurance and reinsurance undertakings may calculate the risk-mitigating effect on underwriting risk of that...

Where Article 88 is complied with, insurance and reinsurance undertakings may calculate each of the following capital requirements on the basis of groups of policies, provided that the grouping complies with the requirements...

Simplified calculation of the capital requirement for risks in the life lapse risk sub-module

Simplified calculation for discontinuance of insurance policies in the NSLT health lapse risk sub-module

The capital requirement for windstorm risk shall be equal to the following: SCR_windstorm = sqrt ((Sum_r,s CorrWS_(r,s) * SCR_(windstorm,r) * SCR_(windstorm,s) + SCR^2_(windstorm,other)))where:(a) the sum includes all possible combinations (r,s) of the regions set out in Annex V; (b) CorrWS (r,s)...