Commission Delegated Regulation (EU) 2015/35
01/01/2019 → 08/07/2019: 16 inserted · 0 removed · 67 amended · 0 moved · 2 renamed · 492 unchanged
Position-only shifts inside the same heading are not changes. Amended = the printed text changed.
Preamble
Preamble · 1 unchanged
Recitals
Recitals · 151 unchanged
Recital 1 · Recital 2 · Recital 3 · Recital 4 · Recital 5 · Recital 6 · Recital 7 · Recital 8 · Recital 9 · Recital 10 · Recital 11 · Recital 12 · Recital 13 · Recital 14 · Recital 15 · Recital 16 · Recital 17 · Recital 18 · Recital 19 · Recital 20 · Recital 21 · Recital 22 · Recital 23 · Recital 24 · Recital 25 · Recital 26 · Recital 27 · Recital 28 · Recital 29 · Recital 30 · Recital 31 · Recital 32 · Recital 33 · Recital 34 · Recital 35 · Recital 36 · Recital 37 · Recital 38 · Recital 39 · Recital 40 · Recital 41 · Recital 42 · Recital 43 · Recital 44 · Recital 45 · Recital 46 · Recital 47 · Recital 48 · Recital 49 · Recital 50 · Recital 51 · Recital 52 · Recital 53 · Recital 54 · Recital 55 · Recital 56 · Recital 57 · Recital 58 · Recital 59 · Recital 60 · Recital 61 · Recital 62 · Recital 63 · Recital 64 · Recital 65 · Recital 66 · Recital 67 · Recital 68 · Recital 69 · Recital 70 · Recital 71 · Recital 72 · Recital 73 · Recital 74 · Recital 75 · Recital 76 · Recital 77 · Recital 78 · Recital 79 · Recital 80 · Recital 81 · Recital 82 · Recital 83 · Recital 84 · Recital 85 · Recital 86 · Recital 87 · Recital 88 · Recital 89 · Recital 90 · Recital 91 · Recital 92 · Recital 93 · Recital 94 · Recital 95 · Recital 96 · Recital 97 · Recital 98 · Recital 99 · Recital 100 · Recital 101 · Recital 102 · Recital 103 · Recital 104 · Recital 105 · Recital 106 · Recital 107 · Recital 108 · Recital 109 · Recital 110 · Recital 111 · Recital 112 · Recital 113 · Recital 114 · Recital 115 · Recital 116 · Recital 117 · Recital 118 · Recital 119 · Recital 120 · Recital 121 · Recital 122 · Recital 123 · Recital 124 · Recital 125 · Recital 126 · Recital 127 · Recital 128 · Recital 129 · Recital 130 · Recital 131 · Recital 132 · Recital 133 · Recital 134 · Recital 135 · Recital 136 · Recital 137 · Recital 138 · Recital 139 · Recital 140 · Recital 141 · Recital 142 · Recital 143 · Recital 144 · Recital 145 · Recital 146 · Recital 147 · Recital 148 · Recital 149 · Recital 150 · Recital 151
Title I - VALUATION AND RISK-BASED CAPITAL REQUIREMENTS (PILLAR I), ENHANCED GOVERNANCE (PILLAR II) AND INCREASED TRANSPARENCY (PILLAR III)
- amended Article 1 - Definitions Title I › Chapter I › Section 1
- amended Article 4 - General requirements on the use of credit assessments Title I › Chapter I › Section 2
- amended Article 18 - Boundary of an insurance or reinsurance contract Title I › Chapter III › Section 1
- amended Article 43 - General provisions Title I › Chapter III › Section 4 › Subsection 1
- amended Article 71 - Tier 1 — Features determining classification Title I › Chapter IV › Section 2
- amended Article 73 - Tier 2 Basic own-funds — Features determining classification Title I › Chapter IV › Section 2
- amended Article 77 - Tier 3 Basic own-funds– Features determining classification Title I › Chapter IV › Section 2
- amended Article 84 Title I › Chapter V › Section 1 › Subsection 2
- amended Article 88 - Proportionality Title I › Chapter V › Section 1 › Subsection 6
- inserted Article 90a - Simplified calculation for discontinuance of insurance policies in the non-life lapse risk sub-module Title I › Chapter V › Section 1 › Subsection 6
- inserted Article 90b - Simplified calculation of the sum insured for natural catastrophe risks Title I › Chapter V › Section 1 › Subsection 6
- inserted Article 90c - Simplified calculation of the capital requirement for fire risk Title I › Chapter V › Section 1 › Subsection 6
- amended Article 91 - Simplified calculation of the capital requirement for life mortality risk Title I › Chapter V › Section 1 › Subsection 6
- inserted Article 95a - Simplified calculation of the capital requirement for risks in the life lapse risk sub-module Title I › Chapter V › Section 1 › Subsection 6
- inserted Article 96a - Simplified calculation for discontinuance of insurance policies in the NSLT health lapse risk sub-module Title I › Chapter V › Section 1 › Subsection 6
- amended Article 97 - Simplified calculation of the capital requirement for health mortality risk Title I › Chapter V › Section 1 › Subsection 6
- inserted Article 102a - Simplified calculation of the capital requirement for risks in the SLT health lapse risk sub-module Title I › Chapter V › Section 1 › Subsection 6
- inserted Article 105a - Simplified calculation for the risk factor in the spread risk sub-module and the market risk concentration sub-module Title I › Chapter V › Section 1 › Subsection 6
- amended Article 107 - Simplified calculation of the risk mitigating effect for reinsurance arrangements or securitisation Title I › Chapter V › Section 1 › Subsection 6
- amended Article 108 - Simplified calculation of the risk mitigating effect for proportional reinsurance arrangements Title I › Chapter V › Section 1 › Subsection 6
- amended Article 110 - Simplified calculation — grouping of single name exposures Title I › Chapter V › Section 1 › Subsection 6
- amended Article 111 - Simplified calculation of the risk mitigating effect Title I › Chapter V › Section 1 › Subsection 6
- inserted Article 111a - Simplified calculation of the risk-mitigating effect on underwriting risk Title I › Chapter V › Section 1 › Subsection 6
- inserted Article 112a - Simplified calculation of the loss-given-default for reinsurance Title I › Chapter V › Section 1 › Subsection 6
- inserted Article 112b - Simplified calculation of the capital requirement for counterparty default risk on type 1 exposures Title I › Chapter V › Section 1 › Subsection 6
- amended Article 116 - Volume measure for non-life premium and reserve risk Title I › Chapter V › Section 2
- amended Article 121 - Windstorm risk sub-module Title I › Chapter V › Section 2
- amended Article 122 - Earthquake risk sub-module Title I › Chapter V › Section 2
- amended Article 123 - Flood risk sub-module Title I › Chapter V › Section 2
- amended Article 124 - Hail risk sub-module Title I › Chapter V › Section 2
- amended Article 125 - Subsidence risk sub-module Title I › Chapter V › Section 2
- amended Article 130 - Marine risk sub-module Title I › Chapter V › Section 2
- amended Article 131 - Aviation risk sub-module Title I › Chapter V › Section 2
- amended Article 132 - Fire risk sub-module Title I › Chapter V › Section 2
- amended Article 147 - Volume measure for NSLT health premium and reserve risk Title I › Chapter V › Section 4
- amended Article 168 - General provisions Title I › Chapter V › Section 5 › Subsection 3
- inserted Article 168a - Qualifying unlisted equity portfolios Title I › Chapter V › Section 5 › Subsection 3
- amended Article 169 - Standard equity risk sub-module Title I › Chapter V › Section 5 › Subsection 3
- inserted Article 171a - Long-term equity investments Title I › Chapter V › Section 5 › Subsection 3
- amended Article 176 - Spread risk on bonds and loans Title I › Chapter V › Section 5 › Subsection 5
- inserted Article 176a - Internal assessment of credit quality steps of bonds and loans Title I › Chapter V › Section 5 › Subsection 5
- inserted Article 176b - Requirements for an undertaking's own internal credit assessment of bonds and loans Title I › Chapter V › Section 5 › Subsection 5
- inserted Article 176c - Assessment of credit quality steps of bonds and loans based on an approved internal model Title I › Chapter V › Section 5 › Subsection 5
- amended Article 180 - Specific exposures Title I › Chapter V › Section 5 › Subsection 5
- amended Article 182 - Single name exposure Title I › Chapter V › Section 5 › Subsection 6
- amended Article 184 - Excess exposure Title I › Chapter V › Section 5 › Subsection 6
- amended Article 186 - Risk factor for market risk concentration Title I › Chapter V › Section 5 › Subsection 6
- amended Article 187 - Specific exposures Title I › Chapter V › Section 5 › Subsection 6
- amended Article 189 - Scope Title I › Chapter V › Section 6 › Subsection 1
- amended Article 192 - Loss-given-default Title I › Chapter V › Section 6 › Subsection 1
- inserted Article 192a - Exposure to clearing members Title I › Chapter V › Section 6 › Subsection 1
- amended Article 196 - Risk-mitigating effect Title I › Chapter V › Section 6 › Subsection 1
- amended Article 197 - Risk-adjusted value of collateral Title I › Chapter V › Section 6 › Subsection 1
- amended Article 199 - Probability of default Title I › Chapter V › Section 6 › Subsection 2
- amended Article 201 - Variance of the loss distribution of type 1 exposures Title I › Chapter V › Section 6 › Subsection 2
- amended Article 208 - Methods and Assumptions Title I › Chapter V › Section 10
- amended Article 209 - Qualitative Criteria Title I › Chapter V › Section 10
- amended Article 210 - Effective Transfer of Risk Title I › Chapter V › Section 10
- amended Article 211 - Risk-Mitigation techniques using reinsurance contracts or special purpose vehicles Title I › Chapter V › Section 10
- amended Article 212 - Financial Risk-Mitigation techniques Title I › Chapter V › Section 10
- amended Article 213 - Status of the counterparties Title I › Chapter V › Section 10
- amended Article 218 - Subset of standard parameters that may be replaced by undertaking-specific parameters Title I › Chapter V › Section 12
- amended Article 220 - Standardised methods to calculate the undertaking-specific parameters Title I › Chapter V › Section 12
- amended Article 311 - Capital management Title I › Chapter XIII › Section 1
- amended Article 323 - Fit and proper requirements for shareholders or members with a qualifying holding Title I › Chapter XV › Section 3
- amended Article 326 - Solvency requirements Title I › Chapter XV › Section 5
Title I · 277 unchanged
Article 2 · Article 3 · Article 5 · Article 6 · Article 7 · Article 8 · Article 9 · Article 10 · Article 11 · Article 12 · Article 13 · Article 14 · Article 15 · Article 16 · Article 17 · Article 19 · Article 20 · Article 21 · Article 22 · Article 23 · Article 24 · Article 25 · Article 26 · Article 27 · Article 28 · Article 29 · Article 30 · Article 31 · Article 32 · Article 33 · Article 34 · Article 35 · Article 36 · Article 37 · Article 38 · Article 39 · Article 40 · Article 41 · Article 42 · Article 44 · Article 45 · Article 46 · Article 47 · Article 48 · Article 49 · Article 50 · Article 51 · Article 52 · Article 53 · Article 54 · Article 55 · Article 56 · Article 57 · Article 58 · Article 59 · Article 60 · Article 61 · Article 62 · Article 63 · Article 64 · Article 65 · Article 66 · Article 67 · Article 68 · Article 69 · Article 70 · Article 72 · Article 74 · Article 75 · Article 76 · Article 78 · Article 79 · Article 80 · Article 81 · Article 82 · Article 83 · Article 85 · Article 86 · Article 87 · Article 89 · Article 90 · Article 92 · Article 93 · Article 94 · Article 95 · Article 96 · Article 98 · Article 99 · Article 100 · Article 101 · Article 102 · Article 103 · Article 104 · Article 105 · Article 106 · Article 109 · Article 112 · Article 113 · Article 114 · Article 115 · Article 117 · Article 118 · Article 119 · Article 120 · Article 126 · Article 127 · Article 128 · Article 129 · Article 133 · Article 134 · Article 135 · Article 136 · Article 137 · Article 138 · Article 139 · Article 140 · Article 141 · Article 142 · Article 143 · Article 144 · Article 145 · Article 146 · Article 148 · Article 149 · Article 150 · Article 151 · Article 152 · Article 153 · Article 154 · Article 155 · Article 156 · Article 157 · Article 158 · Article 159 · Article 160 · Article 161 · Article 162 · Article 163 · Article 164 · Article 164a · Article 164b · Article 165 · Article 166 · Article 167 · Article 170 · Article 171 · Article 172 · Article 173 · Article 174 · Article 175 · Article 178 · Article 178a · Article 179 · Article 181 · Article 183 · Article 185 · Article 188 · Article 190 · Article 191 · Article 193 · Article 194 · Article 195 · Article 198 · Article 200 · Article 202 · Article 203 · Article 204 · Article 205 · Article 206 · Article 207 · Article 214 · Article 215 · Article 216 · Article 217 · Article 219 · Article 221 · Article 222 · Article 223 · Article 224 · Article 225 · Article 226 · Article 227 · Article 228 · Article 229 · Article 230 · Article 231 · Article 232 · Article 233 · Article 234 · Article 235 · Article 236 · Article 237 · Article 238 · Article 239 · Article 240 · Article 241 · Article 242 · Article 243 · Article 244 · Article 245 · Article 246 · Article 247 · Article 248 · Article 249 · Article 250 · Article 251 · Article 252 · Article 253 · Article 257 · Article 258 · Article 259 · Article 260 · Article 261 · Article 261a · Article 262 · Article 263 · Article 264 · Article 265 · Article 266 · Article 267 · Article 268 · Article 269 · Article 270 · Article 271 · Article 272 · Article 273 · Article 274 · Article 275 · Article 276 · Article 277 · Article 278 · Article 279 · Article 280 · Article 281 · Article 282 · Article 283 · Article 284 · Article 285 · Article 286 · Article 287 · Article 288 · Article 289 · Article 290 · Article 291 · Article 292 · Article 293 · Article 294 · Article 295 · Article 296 · Article 297 · Article 298 · Article 299 · Article 300 · Article 301 · Article 302 · Article 303 · Article 304 · Article 305 · Article 306 · Article 307 · Article 308 · Article 309 · Article 310 · Article 312 · Article 313 · Article 314 · Article 315 · Article 316 · Article 317 · Article 318 · Article 319 · Article 320 · Article 321 · Article 322 · Article 324 · Article 325 · Article 327
Title II - INSURANCE GROUPS
- amended Article 335 - Method 1: determination of consolidated data Title II › Chapter I › Section 2
- amended Article 336 - Method 1: Calculation of the consolidated group Solvency Capital Requirement Title II › Chapter I › Section 2
- amended Article 337 - Method 1: determination of the local currency for the purposes of the currency risk calculation Title II › Chapter I › Section 2
Title II · 47 unchanged
Article 328 · Article 329 · Article 330 · Article 331 · Article 332 · Article 333 · Article 334 · Article 338 · Article 339 · Article 340 · Article 341 · Article 342 · Article 343 · Article 344 · Article 345 · Article 346 · Article 347 · Article 348 · Article 349 · Article 350 · Article 351 · Article 352 · Article 353 · Article 354 · Article 355 · Article 356 · Article 357 · Article 358 · Article 359 · Article 360 · Article 361 · Article 362 · Article 363 · Article 364 · Article 365 · Article 366 · Article 367 · Article 368 · Article 369 · Article 370 · Article 371 · Article 372 · Article 373 · Article 374 · Article 375 · Article 376 · Article 377
Title III - THIRD COUNTRY EEQUIVALENCE AND FINAL PROVISIONS
Title III · 4 unchanged
Annexes
- amended Annex III - FACTOR FOR GEOGRAPHICAL DIVERSIFICATION OF PREMIUM AND RESERVE RISK
- amended Annex V - PARAMETERS FOR THE WINDSTORM RISK SUB-MODULE
- amended Annex VI - PARAMETERS FOR THE EARTHQUAKE RISK SUB-MODULE
- amended Annex VII - PARAMETERS FOR THE FLOOD RISK SUB-MODULE
- amendedrenamed Annex VIII - PARAMETERS FOR THE HAIL RISK SUB-MODULE was “Annex VIII - PARAMETETERS FOR THE HAIL RISK SUB-MODULE”
- amendedrenamed Annex IX - THE GEOGRAPHICAL DIVISION OF REGIONS SET OUT IN ANNEXES V-VIII INTO RISK ZONES was “Annex IX - THE GEOGRAPHICAL DIVISION OF REGIONS SET OUT IN ANNEX V INTO RISK ZONES”
- amended Annex X - RISK WEIGHTS FOR CATASTROPHE RISK ZONES
- amended Annex XVI - HEALTH CATASTROPHE RISK SUB-MODULE OF THE SOLVENCY CAPITAL REQUIREMENT STANDARD FORMULA
- amended Annex XVII - METHOD-SPECIFIC DATA REQUIREMENTS AND METHOD SPECIFICATIONS FOR UNDERTAKING-SPECIFIC PARAMETERS OF THE STANDARD FORMULA
- amended Annex XXI - AGGREGATE STATISTICAL DATA
- amended Annex XXII - CORRELATION COEFFICIENTS FOR WINDSTORM RISK
- amended Annex XXIII - CORRELATION COEFFICIENTS FOR EARTHQUAKE RISK
- amended Annex XXIV - CORRELATION COEFFICIENTS FOR FLOOD RISK
- amended Annex XXV - CORRELATION COEFFICIENTS FOR HAIL RISK
Annexes · 12 unchanged
Annex I · Annex II · Annex IV · Annex XI · Annex XII · Annex XIII · Annex XIV · Annex XV · Annex XVIII · Annex XIX · Annex XX · Annex XXVI