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 190 Single name exposures
Geldend
Geldend vanaf 18-01-2015
- Bronpublicatie:
10-10-2014, PbEU 2015, L 12 (uitgifte: 17-01-2015, regelingnummer: 2015/35)
- Inwerkingtreding
18-01-2015
- Bronpublicatie inwerkingtreding:
10-10-2014, PbEU 2015, L 12 (uitgifte: 17-01-2015, regelingnummer: 2015/35)
- Vakgebied(en)
Financieel recht / Europees financieel recht
Financieel recht / Financieel toezicht (juridisch)
Verzekeringsrecht / Europees verzekeringsrecht
Verzekeringsrecht / Bijzondere onderwerpen
1.
The capital requirement for counterparty default risk shall be calculated on the basis of single name exposures. For that purpose exposures to undertakings which belong to the same corporate group shall be treated as a single name exposure.
2.
The insurance or reinsurance undertaking may consider exposures which belong to different members of the same legal or contractual pooling arrangement as different single name exposures where the probability of default of the single name exposure is calculated in accordance with Article 199 and the loss-given-default is calculated in accordance with Article 193 if it is a pool exposure of type A, in accordance with Article 194 if it is a pool exposure of type B and in accordance with Article 195 if it is a pool exposure of type C. Alternatively exposures to the undertakings which belong to the same pooling arrangement shall be treated as a single name exposure.