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Chapter 1 Valuation of assets and liabilities (reg. 82) |
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Regulation 82 Valuation of assets and liabilities |
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Chapter 2 Technical provisions (regs. 83-101) |
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Regulation 83 General provisions |
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Regulation 84 Calculation of technical provisions |
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Regulation 85 Extrapolation of relevant risk-free interest rate term structure |
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Regulation 86 Matching adjustment to relevant risk-free interest rate term structure |
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Regulation 87 Calculation of matching adjustment |
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Regulation 88 Volatility adjustment to relevant risk-free interest rate term structure |
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Regulation 89 Technical information produced by EIOPA |
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Regulation 90 Review of long-term guarantee measures and measures on equity risk |
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Regulation 91 Other elements to be taken into account in calculation of technical provisions |
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Regulation 92 Valuation of financial guarantees and contractual options included in insurance and reinsurance contracts |
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Regulation 93 Segmentation |
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Regulation 94 Recoverables from reinsurance contracts and special purpose vehicles |
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Regulation 95 Data quality and application of approximations, including case-by-case approaches, for technical provisions |
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Regulation 96 Comparison against experience |
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Regulation 97 Appropriateness of level of technical provisions |
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Regulation 98 Increase of technical provisions |
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Regulation 99 Transitional measure on risk-free interest rates |
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Regulation 100 Transitional deduction |
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Regulation 101 Phasing-in plan on transitional measures |
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Chapter 3 Own funds (regs. 102-112) |
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Determination of own funds (regs. 102-106) |
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Regulation 102 Own funds |
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Regulation 103 Basic own funds |
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Regulation 104 Ancillary own funds |
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Regulation 105 Supervisory approval of ancillary own funds |
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Regulaion 106 Surplus funds |
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Classification of own funds (regs. 107-111) |
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Regulation 107 Characteristics and features used to classify own funds into tiers |
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Regulation 108 Main criteria for classification into tiers |
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Regulation 109 Transitional provision for own funds |
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Regulation 110 Classification of own funds into tiers |
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Regulation 111 Classification of specific insurance own-fund items |
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Eligibility of own funds (reg. 112) |
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Regulation 112 Eligibility and limits applicable to Tiers 1, 2 and 3 |
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Chapter 4 Solvency Capital Requirement (regs. 113-138) |
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General provisions (regs. 113-115) |
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Regulation 113 General |
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Regulation 114 Calculation of Solvency Capital Requirement |
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Regulation 115 Frequency of calculation etc |
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Standard formula (regs. 116-124) |
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Regulation 116 Structure of standard formula |
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Regulation 117 Design of Basic Solvency Capital Requirement |
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Regulation 118 Transitional provisions on standard parameters |
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Regulation 119 Calculation of Basic Solvency Capital Requirement |
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Regulation 120 Calculation of equity risk sub-module: symmetric adjustment mechanism |
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Regulation 121 Capital requirement for operational risk |
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Regulation 122 Adjustment for loss-absorbing capacity of technical provisions and deferred taxes |
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Regulation 123 Simplifications in standard formula |
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Regulation 124 Significant deviations from assumptions underlying standard formula calculation |
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Internal model (regs. 125-138) |
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Regulation 125 General provisions for approval of full and partial internal models |
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Regulation 126 Specific provisions for approval of partial internal models |
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Regulation 127 Policy for changing full and partial internal models |
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Regulation 128 Responsibilities of board of directors |
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Regulation 129 Reversion to standard formula |
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Regulation 130 Non-compliance |
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Regulation 131 Significant deviations from assumptions underlying standard formula calculation |
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Regulation 132 Use test |
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Regulation 133 Statistical quality standards |
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Regulation 134 Calibration standards |
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Regulation 135 Profit and loss attribution |
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Regulation 136 Validation standards |
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Regulation 137 Documentation standards |
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Regulation 138 External models and data |
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Chapter 5 Minimum Capital Requirement (regs. 139-140) |
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Regulation 139 General provisions |
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Regulation 140 Calculation of Minimum Capital Requirement |
