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RSSThe requirements to be met for the purposes of point (a) of Article 176a(3) by an insurance or reinsurance undertaking's own internal credit assessment of a bond or loan...
capital requirement for type 1 equities and capital requirement for type 2 equities formula
capital requirement for spread risk on type 1 securitisation positions; capital requirement for spread risk on type 2 securitisation position; capital requirement for spread risk on resecuritisation positions formulas
Application of the spread risk scenarios to matching adjustment portfolios
Equity investments of a strategic nature definition
Transitional provisions concerning spread risk on securitisation positions
1. The features referred to in Article 69 shall be the following: (a) the basic own fund item: (i) in the case of items referred to in points (a) (i) and (ii) of Article 69, ranks after all other claims in the event of winding-up proceedings regarding the insurance or reinsurance undertaking; (ii)...
1. The boundaries of an insurance or reinsurance contract shall be defined in accordance with paragraphs 2 to 7.2. All obligations relating to the contract, including obligations relating to unilateral rights of the insurance or reinsurance undertaking to renew or extend the scope of the contract...
Requirements for investments in securitisation that no longer comply with the risk-retention and qualitative
requirements
1. The rates of the basic risk-free interest rate term structure shall meet all of the following criteria:(a) insurance and reinsurance undertakings are able to earn the rates in a risk-free manner in practice;(b) the rates are reliably determined based on financial instruments traded in a deep...