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Commission Delegated Regulation (EU) 2015/35

◷ New version from 30/01/2027 (not yet in force) · 173 changes · View as of 30/01/2027

Preamble
Recitals 151
Title I - VALUATION AND RISK-BASED CAPTAL REQUIREMENTS (PILLAR I), ENHANCED GOVERNANCE (PILLAR II) AND INCREASED TRANPARENCY (PILLAR III) (Article 1-327) 327
- Chapter I - GENERAL PROVISIONS (Article 1-6) 6
- Chapter II - VALUATION OF ASSETS AND LIABILITIES (Article 7-16) 10
- Chapter III - RULES RELATING TO TECHNICAL PROVISIONS (Article 17-61) 45
- Chapter IV - OWN FUNDS (Article 62-82) 21
- Chapter V - SOLVENCY CAPITAL REQUIREMENT STANDARD FORMULA (Article 83-221) 139
  - Section 1 - General provisions (Article 83-113) 31
  - Section 2 - Non-life underwriting risk module (Article 114-135) 22
  - Section 3 - Life underwriting risk module (Article 136-143) 8
  - Section 4 - Health underwriting risk module (Article 144-163) 20
  - Section 5 - Market risk module (Article 164-188) 25
  - Section 6 - Counterparty default risk module (Article 189-202) 14
  - Section 7 - Intangible asset module (Article 203) 1
  - Section 8 - Operational risk (Article 204) 1
  - Section 9 - Adjustment for the loss-absorbing capacity of technical provisions and deferred taxes (Article 205-207) 3
  - Section 10 - Risk mitigation techniques (Article 208-215) 8
  - Section 11 - Ring fenced funds (Article 216-217) 2
  - Section 12 - Undertaking-specific parameters (Article 218-220) 3
  - Section 13 - Procedure for updating correlation parameters (Article 221) 1
    
    Article 221
- Chapter VI - SOLVENCY CAPITAL REQUIREMENT — FULL AND PARTIAL INTERNAL MODELS (Article 222-247) 26
- Chapter VII - MINIMUM CAPITAL REQUIREMENT (Article 248-253) 6
- Chapter VIII - INVESTMENTS IN SECURITISATION POSITIONS (Article 254-257) 4
- Chapter IX - SYSTEM OF GOVERNANCE (Article 258-275) 18
- Chapter X - CAPITAL ADD-ON (Article 276-287) 12
- Chapter XI - EXTENSION OF THE RECOVERY PERIOD (Article 288-289) 2
- Chapter XII - PUBLIC DISCLOSURE (Article 290-303) 14
- Chapter XIII - REGULAR SUPERVISORY REPORTING (Article 304-314) 11
- Chapter XIV - TRANSPARENCY AND ACCOUNTABILITY OF SUPERVISORY AUTHORITIES (Article 315-317) 3
- Chapter XV - SPECIAL PURPOSE VEHICLES (Article 318-327) 10
Title II - INSURANCE GROUPS (Article 328-377) 50
Title III - THIRD COUNTRY EEQUIVALENCE AND FINAL PROVISIONS (Article 378-381) 4
Annexes 26
- Annex I
- Annex II
- Annex III
- Annex IV
- Annex V
- Annex VI
- Annex VII
- Annex VIII
- Annex IX
- Annex X
- Annex XI
- Annex XII
- Annex XIII
- Annex XIV
- Annex XV
- Annex XVI
- Annex XVII
- Annex XVIII
- Annex XIX
- Annex XX
- Annex XXI
- Annex XXII
- Annex XXIII
- Annex XXIV
- Annex XXV
- Annex XXVI
Amending acts 13

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New version applies from 02/04/2016 — introduced by Commission Delegated Regulation (EU) 2016/467, Commission Delegated Regulation (EU) 2016/2283. 363 provisions change. Later versions: 15/09/2017, 01/01/2019, 08/07/2019, 01/01/2020, 30/07/2020, 15/04/2021, 02/08/2022, 14/11/2024, 30/01/2027. Article 221 changes in this version: compare with the current text.

View as of 02/04/2016 What changes

Article 221

1. Supervisory authorities shall collect the quantitative undertaking-specific data necessary for determining dependencies between risks referred to in Article 309(8) and shall provide them on an annual basis to EIOPA for the purposes of updating correlation parameters.

2. EIOPA may analyse the data referred to in paragraph 1 for the purposes of providing an opinion on the update of correlation parameters.

Official text · the act as published Open full page ↗