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Version status: Entered into force | Document consolidation status: Updated to reflect all known changes
Version date: 18 January 2015 - onwards
Version 2 of 2

Article 105 Simplified calculation for captive insurance or reinsurance undertakings of the capital requirement for spread risk on bonds and loans

Where Articles 88 and 89 are complied with, captive insurance or captive reinsurance undertakings may base the calculation of the capital requirement for spread risk to in Article 176 on the assumption that all assets are assigned to credit quality step 3.

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