1653

We would like confirmation if our below approach for calculation of R0300 “Linear MCR” in QRT S.28.02.01 is correct (only the use of the split in life and non-life activity is in question): First we take the Linear formula component for Non-Life obligations as in Article 250 of Delegated Regulation where the sum is only taken over the different segments and there is no segmentation between life and non-life activity. Meaning that for TP(nl,s) and Ps the floor equal to zero applies on the total of life and non-life activity (and can therefore be different from the sum of respectively C0030+C0050 and C0040+C0060 for a segment s). Second we take the Linear formula component for Life obligations as in Article 251 of Delegated regulation where all 4 components TP(life,.) are taken without segmentation between life and non-life activity. Meaning that each component again can be different from the sum of C0090 + C0110. Third step: add up above two items.