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| | Section 1 General provisions (arts. 83-113) |
| | Subsection 1 Scenario based calculations (art. 83) |
Entered into force | Article 83 |
| | Subsection 2 Look-through approach (art. 84) |
Amended | Article 84 |
| | Subsection 3 Regional governments and local authorities (art. 85) |
Entered into force | Article 85 |
| | Subsection 4 Material basis risk (art. 86) |
Entered into force | Article 86 |
| | Subsection 5 Calculation of the basic solvency capital requirement (art. 87) |
Entered into force | Article 87 |
| | Subsection 6 Proportionality and simplifications (arts. 88-112) |
Amended | Article 88 Proportionality |
Entered into force | Article 89 General provisions for simplifications for captives |
Entered into force | Article 90 Simplified calculation for captive insurance and reinsurance undertakings of the capital requirement for non-life premium and reserve risk |
Inserted | Article 90a Simplified calculation for discontinuance of insurance policies in the non-life lapse risk sub-module |
Inserted | Article 90b Simplified calculation of the sum insured for natural catastrophe risks |
Inserted | Article 90c Simplified calculation of the capital requirement for fire risk |
Amended | Article 91 Simplified calculation of the capital requirement for life mortality risk |
Entered into force | Article 92 Simplified calculation of the capital requirement for life longevity risk |
Entered into force | Article 93 Simplified calculation of the capital requirement for life disability-morbidity risk |
Entered into force | Article 94 Simplified calculation of the capital requirement for life-expense risk |
Entered into force | Article 95 Simplified calculation of the capital requirement for permanent changes in lapse rates |
Inserted | Article 95a Simplified calculation of the capital requirement for risks in the life lapse risk sub-module |
Entered into force | Article 96 Simplified calculation of the capital requirement for life-catastrophe risk |
Inserted | Article 96a Simplified calculation for discontinuance of insurance policies in the NSLT health lapse risk sub-module |
Amended | Article 97 Simplified calculation of the capital requirement for health mortality risk |
Entered into force | Article 98 Simplified calculation of the capital requirement for health longevity risk |
Entered into force | Article 99 Simplified calculation of the capital requirement for medical expense disability-morbidity risk |
Entered into force | Article 100 Simplified calculation of the capital requirement for income protection disability-morbidity risk |
Entered into force | Article 101 Simplified calculation of the capital requirement for health expense risk |
Entered into force | Article 102 Simplified calculation of the capital requirement for SLT health lapse risk |
Inserted | Article 102a Simplified calculation of the capital requirement for risks in the SLT health lapse risk sub-module |
Entered into force | Article 103 Simplified calculation of the capital requirement for interest rate risk for captive insurance or reinsurance undertakings |
Entered into force | Article 104 Simplified calculation for spread risk on bonds and loans |
Entered into force | Article 105 Simplified calculation for captive insurance or reinsurance undertakings of the capital requirement for spread risk on bonds and loans |
Inserted | Article 105a Simplified calculation for the risk factor in the spread risk sub-module and the market risk concentration sub-module |
Entered into force | Article 106 Simplified calculation of the capital requirement for market risk concentration for captive insurance or reinsurance undertakings |
Amended | Article 107 Simplified calculation of the risk mitigating effect for reinsurance arrangements or securitisation |
Amended | Article 108 Simplified calculation of the risk mitigating effect for proportional reinsurance arrangements |
Entered into force | Article 109 Simplified calculations for pooling arrangements |
Amended | Article 110 Simplified calculation - grouping of single name exposures |
Amended | Article 111 Simplified calculation of the risk mitigating effect |
Inserted | Article 111a Simplified calculation of the risk-mitigating effect on underwriting risk |
Entered into force | Article 112 Simplified calculation of the risk adjusted value of collateral to take into account the economic effect of the collateral |
Inserted | Article 112a Simplified calculation of the loss-given-default for reinsurance |
Inserted | Article 112b Simplified calculation of the capital requirement for counterparty default risk on type 1 exposures |
| | Subsection 7 Scope of the under writing risk modules (art. 113) |
Entered into force | Article 113 |
| | Section 2 Non-life underwriting risk module (arts. 114-135) |
Entered into force | Article 114 Non-life underwriting risk module |
Entered into force | Article 115 Non-life premium and reserve risk sub-module |
Amended | Article 116 Volume measure for non-life premium and reserve risk |
Entered into force | Article 117 Standard deviation for non-life premium and reserve risk |
Entered into force | Article 118 Non-life lapse risk sub-module |
Entered into force | Article 119 Non-life catastrophe risk sub-module |
Entered into force | Article 120 Natural catastrophe risk sub-module |
Amended | Article 121 Windstorm risk sub-module |
Amended | Article 122 Earthquake risk sub-module |
Amended | Article 123 Flood risk sub-module |
Amended | Article 124 Hail risk sub-module |
Amended | Article 125 Subsidence risk sub-module |
Entered into force | Article 126 Interpretation of catastrophe scenarios |
Entered into force | Article 127 Sub-module for catastrophe risk of non-proportional property reinsurance |
Entered into force | Article 128 Man-made catastrophe risk sub-module |
Entered into force | Article 129 Motor vehicle liability risk sub-module |
Amended | Article 130 Marine risk sub-module |
Amended | Article 131 Aviation risk sub-module |
Amended | Article 132 Fire risk sub-module |
Entered into force | Article 133 Liability risk sub-module |
Entered into force | Article 134 Credit and suretyship risk sub-module |
Entered into force | Article 135 Sub-module for other non-life catastrophe risk |
| | Section 3 Life underwriting risk module (arts. 136-143) |
Entered into force | Article 136 Correlation coefficients |
Entered into force | Article 137 Mortality risk sub-module |
Entered into force | Article 138 Longevity risk sub-module |
Entered into force | Article 139 Disability-morbidity risk sub-module |
Entered into force | Article 140 Life-expense risk sub-module |
Entered into force | Article 141 Revision risk sub-module |
Entered into force | Article 142 Lapse risk sub-module |
Entered into force | Article 143 Life-catastrophe risk sub-module |
| | Section 4 Health underwriting risk module (arts. 144-163) |
Entered into force | Article 144 Health underwriting risk module |
Entered into force | Article 145 NSLT health underwriting risk sub-module |
Entered into force | Article 146 NSLT health premium and reserve risk sub-module |
Amended | Article 147 Volume measure for NSLT health premium and reserve risk |
Entered into force | Article 148 Standard deviation for NSLT health premium and reserve risk |
Entered into force | Article 149 Health risk equalisation systems |
Entered into force | Article 150 NSLT health lapse risk sub-module |
Entered into force | Article 151 SLT health underwriting risk sub-module |
Entered into force | Article 152 Health mortality risk sub-module |
Entered into force | Article 153 Health longevity risk sub-module |
Entered into force | Article 154 Health disability-morbidity risk sub-module |
Entered into force | Article 155 Capital requirement for medical expense disability-morbidity risk |
Entered into force | Article 156 Capital requirement for income protection disability-morbidity risk |
Entered into force | Article 157 Health expense risk sub-module |
Entered into force | Article 158 Health revision risk sub-module |
Entered into force | Article 159 SLT health lapse risk sub-module |
Entered into force | Article 160 Health catastrophe risk sub-module |
Entered into force | Article 161 Mass accident risk sub-module |
Entered into force | Article 162 Accident concentration risk sub-module |
Entered into force | Article 163 Pandemic risk sub-module |
| | Section 5 Market risk module (arts. 164-188) |
| | Subsection 1 Correlation coefficients (art. 164) |
Entered into force | Article 164 |
| | Subsection 1a Qualifying infrastructure investments (arts. 164a-164b) |
Amended | Article 164a Qualifying infrastructure investments |
Inserted | Article 164b Qualifying infrastructure corporate investments |
| | Subsection 2 Interest rate risk sub-module (arts. 165-167) |
Entered into force | Article 165 General provisions |
Entered into force | Article 166 Increase in the term structure of interest rates |
Entered into force | Article 167 Decrease in the term structure of interest rates |
| | Subsection 3 Equity risk sub-module (arts. 168-173) |
Amended | Article 168 General provisions |
Inserted | Article 168a Qualifying unlisted equity portfolios |
Amended | Article 169 Standard equity risk sub-module |
Amended | Article 170 Duration-based equity risk sub-module |
Amended | Article 171 Strategic equity investments |
Inserted | Article 171a Long-term equity investments |
Entered into force | Article 172 Symmetric adjustment of the equity capital charge |
Amended | Article 173 Criteria for the use of transitional measure for standard equity risk |
| | Subsection 4 Proper ty risk sub-module (art. 174) |
Entered into force | Article 174 |
| | Subsection 5 Spread risk sub-module (arts. 175-181) |
Entered into force | Article 175 Scope of the spread risk sub-module |
Amended | Article 176 Spread risk on bonds and loans |
Inserted | Article 176a Internal assessment of credit quality steps of bonds and loans |
Inserted | Article 176b Requirements for an undertaking's own internal credit assessment of bonds and loans |
Inserted | Article 176c Assessment of credit quality steps of bonds and loans based on an approved internal model |
Deleted | Article 177 Spread risk on securitisation positions: general provisions |
Amended | Article 178 Spread risk on securitisation positions: calculation of the capital requirement |
Inserted | Article 178a Spread risk on securitisation positions: transitional provisions |
Amended | Article 179 Spread risk on credit derivatives |
Amended | Article 180 Specific exposures |
Amended | Article 181 Application of the spread risk scenarios to matching adjustment portfolios |
| | Subsection 6 Market risk concentrations sub-module (arts. 182-187) |
Amended | Article 182 Single name exposure |
Entered into force | Article 183 Calculation of the capital requirement for market risk concentration |
Amended | Article 184 Excess exposure |
Entered into force | Article 185 Relative excess exposure thresholds |
Amended | Article 186 Risk factor for market risk concentration |
Amended | Article 187 Specific exposures |
| | Subsection 7 Currency risk sub-module (art. 188) |
Entered into force | Article 188 |
| | Section 6 Counterparty default risk module (arts. 189-202) |
| | Subsection 1 General provisions (arts. 189-198) |
Amended | Article 189 Scope |
Entered into force | Article 190 Single name exposures |
Entered into force | Article 191 Mortgage loans |
Amended | Article 192 Loss-given-default |
Inserted | Article 192a Exposure to clearing members |
Entered into force | Article 193 Loss-given-default for pool exposures of type A |
Entered into force | Article 194 Loss-given-default for pool exposures of type B |
Entered into force | Article 195 Loss-given-default for pool exposures of type C |
Amended | Article 196 Risk-mitigating effect |
Amended | Article 197 Risk-adjusted value of collateral |
Entered into force | Article 198 Risk-adjusted value of mortgage |
| | Subsection 2 Type 1 exposures (arts. 199-201) |
Amended | Article 199 Probability of default |
Entered into force | Article 200 Type 1 exposures |
Amended | Article 201 Variance of the loss distribution of type 1 exposures |
| | Subsection 3 Type 2 exposures (art. 202) |
Entered into force | Article 202 Type 2 exposures |
| | Section 7 Intangible asset module (arts. 203) |
Entered into force | Article 203 |
| | Section 8 Operational risk (art. 204) |
Entered into force | Article 204 |
| | Section 9 Adjustment for the loss-absorbing capacity of technical provisions and deferred taxes (arts. 205-207) |
Entered into force | Article 205 General provisions |
Entered into force | Article 206 Adjustment for the loss-absorbing capacity of technical provisions |
Amended | Article 207 Adjustment for the loss-absorbing capacity of deferred taxes |
| | Section 10 Risk mitigation techniques (arts. 208-215) |
Amended | Article 208 Methods and Assumptions |
Amended | Article 209 Qualitative Criteria |
Amended | Article 210 Effective Transfer of Risk |
Amended | Article 211 Risk-Mitigation techniques using reinsurance contracts or special purpose vehicles |
Amended | Article 212 Financial Risk-Mitigation techniques |
Amended | Article 213 Status of the counterparties |
Entered into force | Article 214 Collateral Arrangements |
Entered into force | Article 215 Guarantees |
| | Section 11 Ring fenced funds (arts. 216-217) |
Entered into force | Article 216 Calculation of the Solvency Capital Requirement in the case of ring-fenced funds and matching adjustment portfolios |
Entered into force | Article 217 Solvency Capital Requirement calculation method for ring-fenced funds and matching adjustment portfolios |
| | Section 12 Undertaking-specific parameters (arts. 218-220) |
Amended | Article 218 Subset of standard parameters that may be replaced by undertaking-specific parameters |
Entered into force | Article 219 Data criteria |
Amended | Article 220 Standardised methods to calculate the undertaking-specific parameters |
| | Section 13 Procedure for updating correlation parameters (art. 221) |
Entered into force | Article 221 |
