EIOPA · 1550
1550
- Regulation
- (EU) No 2015/35 - supplementing Dir 2009/138/EC - taking up & pursuit of the business of Insurance and Reinsurance (SII)
- Article
- 184
- Submitted
- 2018-05-14
- Answered
- 2019-09-06
Question
Do bonds from EU member states have to be included in the "Assets" calculation base for market risk concentration despite them carrying a concentration risk of 0?
Answer
Bonds referred to in Article 187(3)(b) of Commission Delegated Regulation (EU) 2015/35 should be included in the calculation of Assets referred to in Article 184(2).
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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