EIOPA · 457
457
- Regulation
- Guidelines on valuation of technical provisions
- Article
- 37
- Submitted
- 2015-10-05
- Answered
- 2019-10-17
Question
Article 37 of the level 2 delegated act has the risk margin calculated annually. Is it possible for this calculation to be done monthly using monthly risk free rates and monthly SCR ?
Answer
Article 37 requires the risk margin is calculated using SCR calculated for each year and for all the years (of current liability) remaining. It is not based on monthly SCR.
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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