Open on EUR-Lex ↗

Article 87

Comparing 18/01/2015 → 02/04/2016: 0 added, 0 removed, 3 changed Close comparison

The Basic Solvency Capital Requirement shall include a risk module for intangible asset risk. and shall be equal to the following:

$$\mathrm{BasicSCR} = \sqrt{\sum_{i,j} \mathrm{Corr}_{i,j} \cdot \mathrm{SCR}_i \cdot \mathrm{SCR}_j\mathrm{SCR}_j} + \mathrm{SCR}_{\mathrm{int\ angibles}}}$$angibles}}$$

where:

(a)((a)) the summation, Corr_{i,j}, SCR_{i} and SCR_{j} are specified as set out in point (1) of Annex IV to Directive 2009/138/EC;

(b)((b)) SCR_{intangibles} denotes the capital requirement for intangible asset risk referred to in Article 203.

Official text · consolidated version 02/04/2016 (no longer in force) Open full page ↗
11 queries · page built in 52 msInventory f82bbfa3