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Commission Delegated Regulation (EU) 2016/467 of 30 September 2015 amending Commission Delegated Regulation (EU) 2015/35 concerning the calculation of regulatory capital requirements for several categories of assets held by insurance and reinsurance undertakings

This regulation amends the Solvency II framework (Delegated Regulation 2015/35) by updating the standard formula for calculating the Solvency Capital…

What Commission Delegated Regulation (EU) 2016/467 of 30 September 2015 amending Commission Delegated Regulation (EU) 2015/35 concerning the calculation of regulatory capital requirements for several categories of assets held by insurance and reinsurance undertakings requires

This regulation amends the Solvency II framework (Delegated Regulation 2015/35) by updating the standard formula for calculating the Solvency Capital Requirement (SCR) for non-life premium and reserve risk. It specifically revises the correlation parameters and standard deviations for various lines of business, as detailed in the amended Annexes II and IV.

Pillar: Insurance & Risk · Authority: European Commission · Version: 1.0.0 · Last updated:

Primary source: https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX%3A32016R0467

SHA-256 integrity: 32d929cb90d780066dc030c0ffd4d3bc78fa2e3116efcb03e390bfde97e7004b

Primary Citations — 7 traced to source

  • Commission Delegated Regulation (EU) 2016/467, Article 1(1): Amendment to Annex II to Regulation (EU) 2015/35
  • Commission Delegated Regulation (EU) 2016/467, Article 1(2): Amendment to Annex IV to Regulation (EU) 2015/35

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