1. European
  2. Legislation (EU)
  3. EU Regulations
  4. 2015
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  1. Regulation 2015/35/EU - Solvency II Delegated Regulation
  2. Title I Valuation and risk-based capital requirements (pillar I), enhanced governance (pillar II) and increased transparency (pillar III) (arts. 1-327)
  3. Chapter V Solvency Capital Requirement Standard Formula (arts. 83-221)
  4. Section 2 Non-life underwriting risk module (arts. 114-135)
  5. Article 115 Non-life premium and reserve risk sub-module
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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 115 Non-life premium and reserve risk sub-module

The capital requirement for non-life premium and reserve risk shall be equal to the following:

SCRnl prem res = 3 • σnl • Vnl

where:

(a) σnl denotes the standard deviation for non-life premium and reserve risk determined in accordance with Article 117;

(b) Vnl denotes the volume measure for non-life premium and reserve risk determined in accordance with Article 116.

Comparing proposed amendment...
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