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

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)

Chapter I General provisions

Chapter II Valuation of assets and liabilities

Chapter III Rules relating to technical provisions

Chapter IV Own funds

Chapter V Solvency capital requirement standard formula

Section 1 General provisions

Section 2 Non-life underwriting risk module

Section 3 Life underwriting risk module

Section 4 Health underwriting risk module

Section 5 Market risk module

Subsection 1 Correlation coefficients

Subsection 1a Qualifying infrastructure investments

Subsection 2 Interest rate risk sub-module

Subsection 3 Equity risk sub-module

Subsection 4 Property risk sub-module

Subsection 5 Spread risk sub-module

Article 175 Scope of the spread risk sub-module

Article 176 Spread risk on bonds and loans

Article 176a Internal assessment of credit quality steps of bonds and loans

Article 176b Requirements for an undertaking's own internal credit assessment of bonds and loans

Article 176c Assessment of credit quality steps of bonds and loans based on an approved internal model

Article 177 [vervallen]

Article 178 Spread risk on securitisation positions: calculation of the capital requirement

Article 178a Spread risk on securitisation positions: transitional provisions

Article 179 Spread risk on credit derivatives

Article 180 Specific exposures

Article 181 Application of the spread risk scenarios to matching adjustment portfolios

Subsection 6 Market risk concentrations sub-module

Subsection 7 Currency risk sub-module

Section 6 Counterparty default risk module

Section 7 Intangible asset module

Section 8 Operational risk

Section 9 Adjustment for the loss-absorbing capacity of technical provisions and deferred taxes

Section 10 Risk mitigation techniques

Section 11 Ring fenced funds

Section 12 Undertaking-specific parameters

Section 13 Procedure for updating correlation parameters

Chapter VI Solvency Capital Requirement—Full and partial internal models

Chapter VII Minimum Capital Requirement

Chapter VIII Investments in securitisation positions

Chapter IX System of governance

Chapter X Capital add-on

Chapter XI Extension of the recovery period

Chapter XII Public disclosure

Chapter XIII Regular supervisory reporting

Chapter XIV Transparency and accountability of supervisory authorities

Chapter XV Special purpose vehicles

Title II Insurance groups

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

Subsection 5 Spread risk sub-module

Geldend

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Documentgegevens:

Geldend vanaf 08-07-2019

Redactionele toelichting: Art. 176a t/m 176c zijn ingevoegd.
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

Artikel 175

Artikel 176

Artikel 176a

Artikel 176b

Artikel 176c

Artikel 177

Artikel 178

Artikel 178a

Artikel 179

Artikel 180

Artikel 181

Deze functie is alleen te gebruiken als je bent ingelogd.