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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