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Subsection 1 Scenario based calculations (art. 83) |
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Article 83 |
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Subsection 2 Look-through approach (art. 84) |
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Article 84 |
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Subsection 3 Regional governments and local authorities (art. 85) |
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Article 85 |
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Subsection 4 Material basis risk (art. 86) |
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Article 86 |
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Subsection 5 Calculation of the basic solvency capital requirement (art. 87) |
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Article 87 |
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Subsection 6 Proportionality and simplifications (arts. 88-112b) |
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Article 88 Proportionality |
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Article 89 General provisions for simplifications for captives |
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Article 90 Simplified calculation for captive insurance and reinsurance undertakings of the capital requirement for non-life premium and reserve risk |
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Article 90a Simplified calculation for discontinuance of insurance policies in the non-life lapse risk sub-module |
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Article 90b Simplified calculation of the sum insured for natural catastrophe risks |
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Article 90c Simplified calculation of the capital requirement for fire risk |
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Article 91 Simplified calculation of the capital requirement for life mortality risk |
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Article 92 Simplified calculation of the capital requirement for life longevity risk |
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Article 93 Simplified calculation of the capital requirement for life disability-morbidity risk |
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Article 94 Simplified calculation of the capital requirement for life-expense risk |
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Article 95 Simplified calculation of the capital requirement for permanent changes in lapse rates |
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Article 95a Simplified calculation of the capital requirement for risks in the life lapse risk sub-module |
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Article 96 Simplified calculation of the capital requirement for life-catastrophe risk |
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Article 96a Simplified calculation for discontinuance of insurance policies in the NSLT health lapse risk sub-module |
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Article 97 Simplified calculation of the capital requirement for health mortality risk |
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Article 98 Simplified calculation of the capital requirement for health longevity risk |
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Article 99 Simplified calculation of the capital requirement for medical expense disability-morbidity risk |
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Article 100 Simplified calculation of the capital requirement for income protection disability-morbidity risk |
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Article 101 Simplified calculation of the capital requirement for health expense risk |
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Article 102 Simplified calculation of the capital requirement for SLT health lapse risk |
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Article 102a Simplified calculation of the capital requirement for risks in the SLT health lapse risk sub-module |
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Article 103 Simplified calculation of the capital requirement for interest rate risk for captive insurance or reinsurance undertakings |
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Article 104 Simplified calculation for spread risk on bonds and loans |
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Article 105 Simplified calculation for captive insurance or reinsurance undertakings of the capital requirement for spread risk on bonds and loans |
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Article 105a Simplified calculation for the risk factor in the spread risk sub-module and the market risk concentration sub-module |
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Article 106 Simplified calculation of the capital requirement for market risk concentration for captive insurance or reinsurance undertakings |
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Article 107 Simplified calculation of the risk mitigating effect for reinsurance arrangements or securitisation |
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Article 108 Simplified calculation of the risk mitigating effect for proportional reinsurance arrangements |
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Article 109 Simplified calculations for pooling arrangements |
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Article 110 Simplified calculation - grouping of single name exposures |
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Article 111 Simplified calculation of the risk mitigating effect |
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Article 111a Simplified calculation of the risk-mitigating effect on underwriting risk |
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Article 112 Simplified calculation of the risk adjusted value of collateral to take into account the economic effect of the collateral |
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Article 112a Simplified calculation of the loss-given-default for reinsurance |
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Article 112b Simplified calculation of the capital requirement for counterparty default risk on type 1 exposures |
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Subsection 7 Scope of the under writing risk modules (art. 113) |
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Article 113 |
