{
  "node_id": "eu-delegated-regulation-2016-2067-spread-market-risk",
  "title": "Commission Delegated Regulation (EU) 2016/2067 of 2 September 2016 amending Delegated Regulation (EU) 2015/35 concerning the calculation of regulatory capital requirements for several categories of assets held by insurance and reinsurance undertakings",
  "domain": "Insurance & Risk",
  "version": "1.0.0",
  "last_updated": "2026-04-19",
  "bluf": "This regulation amends the Solvency II framework (Delegated Regulation 2015/35) by specifying updated standard parameters for calculating the Solvency Capital Requirement (SCR) for spread risk on bonds and loans, and for market risk concentrations. It primarily impacts insurance and reinsurance undertakings by adjusting the risk factors they must apply to their asset portfolios, particularly for qualifying infrastructure investments and European Long-Term Investment Funds (ELTIFs), as detailed in the amended Annexes.",
  "paywall": {
    "status": "LOCKED",
    "unlock_cost_usd": "0.01",
    "skyfire_id": "41779894-ece2-4163-9761-b3b1b76e19b0"
  },
  "crosswalks": {
    "_available_keys": [
      "nist_framework",
      "iso_standard",
      "industry_mapping",
      "ai_overlay_2026"
    ],
    "_note": "Full crosswalk values included in vault response"
  },
  "dependencies": [
    "ifrs-17-contracts"
  ],
  "primary_citations_count": 6
}