EIOPA · 3498
Other, Other
- Regulation
- (EU) No 2015/35 - supplementing Dir 2009/138/EC - taking up & pursuit of the business of Insurance and Reinsurance (SII)
- Article
- 51
- Topic
- Other, Other
- Submitted
- 2026-01-19
- Answered
- 2026-02-09
Question
Will EIOPA publish risk corrected spreads used for the calculation of the volatility adjustment or is it up to each insurance company to calculate risk corrected spreads in phase with their business?
Background
Article 51 of the of the new amended Delegated Regulation (EU) 2015/35 (2020 Solvency II review) explains the new way to calculate the Risk-corrected spread but I don't understand if EIOPA will deliver it or not?
Answer
In compliance with Article 77e(1)(c) of the Solvency II Directive, EIOPA will publish a risk-corrected spread for each relevant currency and national insurance market. Please refer to Directive (EU) 2025/2 of the European Parliament and of the Council of 27 November 2024 for this and other amendments to the Solvency II Directive.
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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