Delegated Regulation (EU) 2015/35 supplementing Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II)

Sluit

Article 333 Classification of own-fund items of insurance holding companies, mixed financial holding companies, and subsidiary ancillary services undertakings at group level

Article 334 Classification of own-fund items of residual related undertakings

Article 335 Method 1: determination of consolidated data

Article 336 Method 1: Calculation of the consolidated group Solvency Capital Requirement

Article 337 Method 1: determination of the local currency for the purposes of the currency risk calculation

Article 338 Method 1: group-specific parameters

Article 339 Method 1: best estimate

Article 340 Method 1: Risk margin

Article 341 Combination of methods 1 and 2: minimum consolidated group Solvency Capital Requirement

Article 342 Method 2: Elimination of intra-group creation of capital in relation to the best estimate

Chapter II Internal models for the calculation of the consolidated group Solvency Capital Requirement

Chapter III Supervision of group solvency for groups with centralised risk management

Chapter IV Coordination of group supervision

Chapter V Public disclosure

Chapter VI Group supervisory reporting

Title III Third country eequivalence and final provisions

Slotformulier en ondertekening

Annex I Lines of business

Annex II Segmentation of non-life insurance and reinsurance obligations and standard deviations for the non-life premium and reserve risk sub-module

Annex III Factor for geographical diversification of premium and reserve risk

Annex IV Correlation matrix for non-life premium and reserve risk

Annex V Parameters for the windstorm risk sub-module

Annex VI Parameters for the earthquake risk sub-module

Annex VII Parameters for the flood risk sub-module

Annex VIII Parameters for the hail risk sub-module

Annex IX The geographical division of regions set out in Annex V into risk zones

Annex X Risk weights for catastrophe risk zones

Annex XI Liability risk groups, risk factors and correlation coefficients for the liability risk sub-module

Annex XII Groups of obligations and risk factors for the sub-module for other non-life catastrophe risk

Annex XIII List of regions for which natural catastrophe risk is not calculated based on premiums

Annex XIV Segmentation of NSLT health insurance and reinsurance obligations and standard deviations for the NSLT health premium and reserve risk sub-module

Annex XV Correlation matrix for NSLT health premium and reserve risk

Annex XVI Health catastrophe risk sub-module of the solvency capital requirement standard formula

Annex XVII Method-specific data requirements and method specifications for undertaking-specific parameters of the standard formula

Annex XVIII Integration techniques for partial internal models

Annex XIX MCR risk factors for non-life and health insurance or reinsurance obligations

Annex XX Structure of the solvency and financial condition report and regular supervisory report

Annex XXI Aggregate statistical data

Annex XXII Correlation coefficients for windstorm risk

Annex XXIII Correlation coefficients for earthquake risk

Annex XXIV Correlation coefficients for flood risk

Annex XXV Correlation coefficients for hail risk

Annex XXVI Correlation coefficients for subsidence risk

Einde inhoudsopgave

Titelblad

Aanhef

Title I Valuation and risk-based captal requirements (pillar I), enhanced governance (pillar II) and increased transparency (pillar II)

Title II Insurance groups

Chapter I Solvency calculation at group level

Section 1 Group solvency: choice of calculation method and general principles

Section 2 Group solvency: calculation methods

Article 331 Classification of own-fund items of related insurance and reinsurance undertakings at group level

Article 332 Classification of own-fund items of related third-country insurance or reinsurance undertakings at group level