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This question concerns the treatment of the risk margin in the context of an internal model.In the case of the standard formula, the Solvency II regulation explicitly requires that the risk margin remains constant when calculating the SCR.For internal models, on the other hand, there seem no explicit regulatory requirements.Yet, are there supervisory expectations as to the treatment of the risk margin in the context of an internal model (for instance: Should it remain constant? If it is modelled dynamically, should certain aspects certainly be covered by the model?)