EIOPA · 2914

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)
Topic: Solvency Capital Requirement (SCR)
Submitted: 2023-12-01
Answered: 2024-02-01

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Question

I'm looking for the table with factors per duration, rating etc for all the sub_modules of the market risk calculations.

Background

I want to calculate a CSR rate for a Fund investing in fixed rate instruments and floating rate instruments.

Answer

This question has been rejected because the issue it deals with is already addressed in Articles 164 to 188 of Commission Delegated Regulation (EU) 2015/35.

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