EIOPA · 1028
1028
- Regulation
- (EU) No 2015/35 - supplementing Dir 2009/138/EC - taking up & pursuit of the business of Insurance and Reinsurance (SII)
- Article
- 180, 164, 77
- Submitted
- 2017-10-27
- Answered
- 2019-09-05
Question
In Article 180, section 12, what are the risk factors assigned to an exposure that: - relates to a qualifying infrastructure investment that meets the criteria set out in Article 164a - is assigned to a matching adjustment portfolio in accordance with Article 77b(2) of Directive 2009/138/EC - has been assigned a credit quality step between 0 and 2;
In other words, what are the risk factors to apply for exposures that satisfy 12.a, 12.c and 12.d, but not 12.b?
Answer
Where the conditions set out in Article 180(12) DA are not met, the risk factors in Article 180(11) DA are not applicable and the spread risk charge has to be determined based on the applicable provisions set out in Article 176 to 181 DA.
This Q&A is published by European Insurance and Occupational Pensions Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.
Similar Q&As
📋 Track EU financial regulation continuously
Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.
14-day free trial. No credit card required.