Solvency Capital Requirement (SCR)

Generally, the undertaking should have a policy setting out the actions to be taken by the undertaking to ensure that its investments take into account among others, its solvency position, approved risk tolerance limits or long term exposure (Art. 260 Commission Delegated Regulation (EU) 2015/35).For qualifying infrastructure investments, the ongoing monitoring requirements in Art. 261a(2)-(4) would apply.Where proportionate, it may be relevant upon recalculation of the SCR or upon the occurrence of relevant changes (e.g. based on the additional data after holding the investment for a year), to review the assessment.