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Article 87

Comparing 02/08/2022 → 14/11/2024: 0 added, 0 removed, 1 changed Close comparison

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

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

where:

(a)the summation, Corri,j, SCRi and SCRj are specified as set out in point (1) of Annex IV to Directive 2009/138/EC;

(b)SCRintangibles denotes the capital requirement for intangible asset risk referred to in Article 203.

Official text · consolidated version 14/11/2024 (in force) Open full page ↗
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