EIOPA · 2013

Solvency Capital Requirement (SCR)

Name: Solvency Capital Requirement (SCR): EIOPA Q&A — EU Financial Regulatory Q&A
Creator: European Insurance and Occupational Pensions Authority
License: https://creativecommons.org/licenses/by/4.0/

Regulation: (EU) No 2015/35 - supplementing Dir 2009/138/EC - taking up & pursuit of the business of Insurance and Reinsurance (SII)
Article: 100
Topic: Solvency Capital Requirement (SCR)
Submitted: 2019-08-01
Answered: 2020-01-15

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Question

Can you provide detailed information on how the treat the risks associated to SPV notes held by an undertaking? Can you confirm that the treatment as set out in the Technical Specifications for the Preparatory Phase (SCR.5.148) is still applicable?

Answer

We confirm that the treatment as set out in the Technical Specifications for the Preparatory Phase (SCR.5.148.) has to be applied.

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