TS.V.C. Ring-fenced structures................................................................................94
TS.V.D. Classification of own funds into tiers and list of capital items..................96
TS.V.E. Ancillary own funds....................................................................................98
TS.V.F. Examples.....................................................................................................99
TS.V.G. Intangible assets.......................................................................................101
TS.V.H. Participations and subsidiaries in the own funds of the parent company at
solo level...................................................................................................101
TS.V.I. Group support............................................................................................101
TS.V.J. Optional reporting.....................................................................................101
SECTION 3 - SOLVENCY CAPITAL REQUIREMENT: THE STANDARD
FORMULA.....................................................................................................................112
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TS.VI.A. Overview..................................................................................................112
TS.VI.B Segmentation of risks for non-life and health insurance business...........113
TS.VI.C. Market risk on assets in excess of the SCR (“free assets”).....................114
TS.VI.D. Valuation of intangible assets for solvency purposes.............................114
TS.VI.E. Intra-group participations.......................................................................114
TS.VI.F. Undertaking-specific parameters............................................................114
TS.VI.G. Simplifications in SCR.............................................................................115
TS.VI.H. Adjustments for the risk absorbing properties of future profit sharing. .116
TS.VI.I. Adjustments for the risk absorbing properties of deferred taxation.........118
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TS.VII.A. General approach to risk mitigation......................................................120
TS.VII.B. Requirements on the recognition of risk mitigation tools......................120
TS.VII.C. Principle 1: Economic effect over legal form........................................121
TS.VII.D. Principle 2: Legal certainty, effectiveness and enforceability..............121
TS.VII.E. Principle 3: Liquidity and ascertainability of value..............................121
TS.VII.F. Principle 4: Credit quality of the provider of the risk mitigation
instrument.................................................................................................122
TS.VII.G. Principle 5: Direct, explicit, irrevocable and unconditional features...122
TS.VII.H. Special features regarding credit derivatives........................................123
TS.VII.I. Collateral.................................................................................................123
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TS.VIII.A. Overall SCR calculation.......................................................................124
TS.VIII.B. SCR
op
operational risk..........................................................................125
TS.VIII.C. Basic SCR calculation and the adjustment for risk absorbing effect of
future profit sharing and deferred taxes...................................................127
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