Open on EUR-Lex ↗

Recital 60

Recital 60

(60)When a matching adjustment is applied in the calculation of the best estimate of insurance or reinsurance obligations, the calculation of the Solvency Capital Requirement in the spread risk sub-module should capture the impact of changes in asset spreads on the matching adjustment and thus on the value of technical provisions.

Official text · the act as publishedFrom the act as published (consolidated texts do not carry recitals or the preamble). Open full page ↗
9 queries · page built in 32 msInventory f82bbfa3