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):artikel 202

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 202 Type 2 exposures

Geldend

Deze functie is alleen te gebruiken als je bent ingelogd.Deze functie is alleen te gebruiken als je bent ingelogd.Deze functie is alleen te gebruiken als je bent ingelogd.Deze functie is alleen te gebruiken als je bent ingelogd.Deze functie is alleen te gebruiken als je bent ingelogd.

The capital requirement for counterparty default risk on type 2 exposures shall be equal to the loss in the basic own funds that would result from an instantaneous decrease in value of type 2 exposures by the following amount:

VO15-35_202-01

where:

(a)

LGDreceivables>3months denote the total losses-given-default on all receivables from intermediaries which have been due for more than three months

(b)

the sum is taken on all type 2 exposures other than receivables from intermediaries which have been due for more than three months;

(c)

LGDi denotes the loss-given-default on the type 2 exposure i.

Deze functie is alleen te gebruiken als je bent ingelogd.