EIOPA · 1134
1134
- Regulation
- Symmetric adjustment of the equity capital charge
- Submitted
- 2017-01-26
- Answered
- 2019-10-18
Question
Which index is used as the feed to calculate the dampener. I am aware EIROPA is publishing on the website the equity dampener, but I would like to understand which market data is used as feed.
Answer
The calculation of the technical information on the symmetric adjustment of the equity capital charge for Solvency II (equity dampener) EIOPA is publishing on a monthly basis is based on an Equity Index regulated in “EIOPA’s Final report on ITS on the equity index for the symmetric adjustment of the equity capital charge” you can find in the following link: https://goo.gl/FlVLV4
On that document you will find market data are used as feed for calculations.
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.
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