Einde inhoudsopgave
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)
Article 186 Risk factor for market risk concentration
Geldend
Geldend vanaf 08-07-2019
- Bronpublicatie:
08-03-2019, PbEU 2019, L 161 (uitgifte: 18-06-2019, regelingnummer: 2019/981)
- Inwerkingtreding
08-07-2019
- Bronpublicatie inwerkingtreding:
08-03-2019, PbEU 2019, L 161 (uitgifte: 18-06-2019, regelingnummer: 2019/981)
- Vakgebied(en)
Financieel recht / Europees financieel recht
Financieel recht / Financieel toezicht (juridisch)
Verzekeringsrecht / Europees verzekeringsrecht
Verzekeringsrecht / Bijzondere onderwerpen
Each single name exposure i shall be assigned, in accordance with the following table, a risk factor gi for market risk concentration depending on the weighted average credit quality step of the single name exposure i, calculated in accordance with Article 182(4).
Weighted average credit quality step of single name exposure i | 0 | 1 | 2 | 3 | 4 | 5 | 6 |
---|---|---|---|---|---|---|---|
Risk factor gi | 12 % | 12 % | 21 % | 27 % | 73 % | 73 % | 73 % |