EIOPA · 3402
Other
- Regulation
- (EU) No 2015/35 - supplementing Dir 2009/138/EC - taking up & pursuit of the business of Insurance and Reinsurance (SII)
- Topic
- Other
- Submitted
- 2025-08-06
- Answered
- 2025-09-16
Question
In order to assess the effect of the Solvency II review, we are currently attempting to determine the volatility adjustment in accordance with the current draft of the Delegated Regulation. Could you please send us the risk-adjusted spread (RCS) as of December 31, 2024, in accordance with the draft?
Background
Currently, the result of our own calculation of the VA in force differ by 1bp from the official volatility adjustment. In order to avoid errors in calculating the VA according to the draft, we would appreciate it if you could provide us with the RCS as of December 31, 2024.
Answer
This question has been rejected because the matter it refers to is related to the draft Commission Delegated Regulation amending Delegated Regulation (EU) 2015/35 as regards technical provisions, long-term guarantee measures, own funds, equity risk, spread risk on securitisation positions, other standard formula capital requirements, reporting and disclosure, proportionality and group solvency, which is not yet in force and currently under public consultation.
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.
Similar Q&As
More Q&As on this topic
📋 Track EU financial regulation continuously
Forseti monitors EU financial regulation and delivers personalised alerts anchored to verified official sources.
14-day free trial. No credit card required.