EIOPA · 2607
Solvency Capital Requirement (SCR)
- Regulation
- Symmetric adjustment of the equity capital charge
- Article
- N/A
- Topic
- Solvency Capital Requirement (SCR)
- Submitted
- 2023-03-16
- Answered
- 2023-03-24
Question
I would like to know how to calculate "Dampener Equity" for actions in the context of Solvency 2, as well as the information and calculation methods used to determine this coefficient. If possible, I would also like to obtain a file or documentation on the calculation methods and data used to calculate "Dampener Equity". Background of the question: As a risk analyst at an insurance company, if possible, I would like to obtain information on the calculation method for "Dampener Equity" used in the Solvency Capital Requirement (SCR) for actions in the context of Solvency 2.
Answer
This question has been rejected because the issue it deals with is addressed on EIOPA's website:
Symmetric adjustment of the equity capital charge (europa.eu)
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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