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Consolidated data for the calculation of group solvency according to method 1 shall consist of all of the following: (a) full consolidation of data of all the insurance or reinsurance undertakings, third-country insurance or reinsurance undertakings, insurance holding companies, mixed financial...

In order to be considered fully funded special purpose vehicles shall satisfy all of the following requirements: (a) the assets of the special purpose vehicle are valued in accordance with Article 75 of Directive 2009/138/EC; (b) the special purpose vehicle has at all times assets the value of...

For the purposes of this Regulation, the following definitions shall apply:1. alternative valuation methods' means valuation methods that are consistent with Article 75 of Directive 2009/138/EC, other than those which solely use the quoted market prices for the same or similar assets or...

1. The Solvency Capital Requirement shall be calculated on the basis of each of the underlying assets of collective investment undertakings and other investments packaged as funds (look-through approach). 2. The look-through approach referred to in paragraph 1 shall also apply to the following: (a...