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 5 Market risk module (arts. 164-188)
  5. Subsection 5 Spread risk sub-module (arts. 175-181)
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Subsection 5 Spread risk sub-module (arts. 175-181)

Comparing proposed amendment...
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
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