Commission Delegated Regulation (EU) 2015/35
08/07/2019 → 01/01/2020: 0 inserted · 0 removed · 98 amended · 0 moved · 0 renamed · 477 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 13 - Valuation methods for related undertakings Title I › Chapter II
- amended Article 18 - Boundary of an insurance or reinsurance contract Title I › Chapter III › Section 1
- amended Article 19 - Data used in the calculation of technical provisions Title I › Chapter III › Section 2
- amended Article 37 - Calculation of the risk margin Title I › Chapter III › Section 3 › Subsection 4
- amended Article 38 - Reference undertaking Title I › Chapter III › Section 3 › Subsection 4
- amended Article 48 - Basic risk-free interest rate term structure of currencies pegged to the euro Title I › Chapter III › Section 4 › Subsection 2
- amended Article 49 - Reference portfolios Title I › Chapter III › Section 4 › Subsection 3
- amended Article 56 - Proportionality Title I › Chapter III › Section 6
- amended Article 62 - Assessment of the application Title I › Chapter IV › Section 1 › Subsection 1
- amended Article 69 - Tier 1 — List of own-fund items Title I › Chapter IV › Section 2
- amended Article 70 - Reconciliation Reserve Title I › Chapter IV › Section 2
- amended Article 71 - Tier 1 — Features determining classification Title I › Chapter IV › Section 2
- amended Article 72 - Tier 2 Basic own-funds — List of own-fund items 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 76 - Tier 3 Basic own-funds– List of own-fund items 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 86 Title I › Chapter V › Section 1 › Subsection 4
- amended Article 87 Title I › Chapter V › Section 1 › Subsection 5
- amended Article 88 - Proportionality Title I › Chapter V › Section 1 › Subsection 6
- amended 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
- amended Article 93 - Simplified calculation of the capital requirement for life disability-morbidity risk Title I › Chapter V › Section 1 › Subsection 6
- amended Article 96 - Simplified calculation of the capital requirement for life-catastrophe risk 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
- amended Article 100 - Simplified calculation of the capital requirement for income protection disability-morbidity risk Title I › Chapter V › Section 1 › Subsection 6
- amended Article 106 - Simplified calculation of the capital requirement for market risk concentration for captive insurance or reinsurance undertakings Title I › Chapter V › Section 1 › Subsection 6
- amended Article 109 - Simplified calculations for pooling arrangements Title I › Chapter V › Section 1 › Subsection 6
- amended Article 111a - Simplified calculation of the risk-mitigating effect on underwriting risk Title I › Chapter V › Section 1 › Subsection 6
- amended Article 112a - Simplified calculation of the loss-given-default for reinsurance Title I › Chapter V › Section 1 › Subsection 6
- amended 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 119 - Non-life catastrophe risk sub-module Title I › Chapter V › Section 2
- amended Article 127 - Sub-module for catastrophe risk of non-proportional property reinsurance 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 133 - Liability risk sub-module Title I › Chapter V › Section 2
- amended Article 142 - Lapse risk sub-module Title I › Chapter V › Section 3
- amended Article 147 - Volume measure for NSLT health premium and reserve risk Title I › Chapter V › Section 4
- amended Article 149 - Health risk equalisation systems Title I › Chapter V › Section 4
- amended Article 151 - SLT health underwriting risk sub-module Title I › Chapter V › Section 4
- amended Article 161 - Mass accident risk sub-module Title I › Chapter V › Section 4
- amended Article 163 - Pandemic risk sub-module Title I › Chapter V › Section 4
- amended Article 164a - Qualifying infrastructure investments Title I › Chapter V › Section 5 › Subsection 1A
- amended Article 164b - Qualifying infrastructure corporate investments Title I › Chapter V › Section 5 › Subsection 1A
- amended Article 168 - General provisions Title I › Chapter V › Section 5 › Subsection 3
- amended Article 168a - Qualifying unlisted equity portfolios Title I › Chapter V › Section 5 › Subsection 3
- amended Article 171 - Strategic 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
- amended Article 176a - Internal assessment of credit quality steps of bonds and loans Title I › Chapter V › Section 5 › Subsection 5
- amended Article 176b - Requirements for an undertaking's own internal credit assessment of bonds and loans Title I › Chapter V › Section 5 › Subsection 5
- amended 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 178 - Spread risk on securitisation positions: calculation of the capital requirement Title I › Chapter V › Section 5 › Subsection 5
- amended Article 180 - Specific exposures Title I › Chapter V › Section 5 › Subsection 5
- amended Article 181 - Application of the spread risk scenarios to matching adjustment portfolios Title I › Chapter V › Section 5 › Subsection 5
- amended Article 184 - Excess exposure Title I › Chapter V › Section 5 › Subsection 6
- amended Article 188 Title I › Chapter V › Section 5 › Subsection 7
- amended Article 192 - Loss-given-default Title I › Chapter V › Section 6 › Subsection 1
- amended Article 192a - Exposure to clearing members Title I › Chapter V › Section 6 › Subsection 1
- amended Article 193 - Loss-given-default for pool exposures of type A Title I › Chapter V › Section 6 › Subsection 1
- amended Article 194 - Loss-given-default for pool exposures of type B Title I › Chapter V › Section 6 › Subsection 1
- amended Article 195 - Loss-given-default for pool exposures of type C Title I › Chapter V › Section 6 › Subsection 1
- amended Article 207 - Adjustment for the loss-absorbing capacity of deferred taxes Title I › Chapter V › Section 9
- amended Article 214 - Collateral Arrangements Title I › Chapter V › Section 10
- amended Article 215 - Guarantees 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 219 - Data criteria Title I › Chapter V › Section 12
- amended Article 231 - Data used in the internal model Title I › Chapter VI › Section 3
- amended Article 234 - Diversification effects Title I › Chapter VI › Section 3
- amended Article 244 - Minimum content of the documentation Title I › Chapter VI › Section 8
- amended Article 251 - Linear formula component for life insurance and reinsurance obligations Title I › Chapter VII
- amended Article 260 - Risk management areas Title I › Chapter IX › Section 1
- amended Article 267 - Internal control of valuation of assets and liabilities Title I › Chapter IX › Section 1
- amended Article 294 - System of governance Title I › Chapter XII › Section 1
- amended Article 296 - Valuation for solvency purposes Title I › Chapter XII › Section 1
- amended Article 297 - Capital management Title I › Chapter XII › Section 1
- amended Article 309 - Risk profile Title I › Chapter XIII › Section 1
- amended Article 311 - Capital management Title I › Chapter XIII › Section 1
Title I · 264 unchanged
Article 2 · Article 3 · Article 4 · Article 5 · Article 6 · Article 7 · Article 8 · Article 9 · Article 10 · Article 11 · Article 12 · Article 14 · Article 15 · Article 16 · Article 17 · 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 39 · Article 40 · Article 41 · Article 42 · Article 43 · Article 44 · Article 45 · Article 46 · Article 47 · Article 50 · Article 51 · Article 52 · Article 53 · Article 54 · Article 55 · Article 57 · Article 58 · Article 59 · Article 60 · Article 61 · Article 63 · Article 64 · Article 65 · Article 66 · Article 67 · Article 68 · Article 74 · Article 75 · Article 78 · Article 79 · Article 80 · Article 81 · Article 82 · Article 83 · Article 85 · Article 89 · Article 90 · Article 90a · Article 90b · Article 92 · Article 94 · Article 95 · Article 95a · Article 96a · Article 98 · Article 99 · Article 101 · Article 102 · Article 102a · Article 103 · Article 104 · Article 105 · Article 105a · Article 107 · Article 108 · Article 110 · Article 111 · Article 112 · Article 113 · Article 114 · Article 115 · Article 117 · Article 118 · Article 120 · Article 121 · Article 122 · Article 123 · Article 124 · Article 125 · Article 126 · Article 128 · Article 129 · Article 132 · Article 134 · Article 135 · Article 136 · Article 137 · Article 138 · Article 139 · Article 140 · Article 141 · Article 143 · Article 144 · Article 145 · Article 146 · Article 148 · Article 150 · Article 152 · Article 153 · Article 154 · Article 155 · Article 156 · Article 157 · Article 158 · Article 159 · Article 160 · Article 162 · Article 164 · Article 165 · Article 166 · Article 167 · Article 169 · Article 170 · Article 171a · Article 172 · Article 173 · Article 174 · Article 175 · Article 178a · Article 179 · Article 182 · Article 183 · Article 185 · Article 186 · Article 187 · Article 189 · Article 190 · Article 191 · Article 196 · Article 197 · Article 198 · Article 199 · Article 200 · Article 201 · Article 202 · Article 203 · Article 204 · Article 205 · Article 206 · Article 208 · Article 209 · Article 210 · Article 211 · Article 212 · Article 213 · Article 216 · Article 217 · Article 220 · Article 221 · Article 222 · Article 223 · Article 224 · Article 225 · Article 226 · Article 227 · Article 228 · Article 229 · Article 230 · Article 232 · Article 233 · Article 235 · Article 236 · Article 237 · Article 238 · Article 239 · Article 240 · Article 241 · Article 242 · Article 243 · Article 245 · Article 246 · Article 247 · Article 248 · Article 249 · Article 250 · Article 252 · Article 253 · Article 257 · Article 258 · Article 259 · Article 261 · Article 261a · Article 262 · Article 263 · Article 264 · Article 265 · Article 266 · 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 295 · Article 298 · Article 299 · Article 300 · Article 301 · Article 302 · Article 303 · Article 304 · Article 305 · Article 306 · Article 307 · Article 308 · 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 323 · Article 324 · Article 325 · Article 326 · Article 327
Title II - INSURANCE GROUPS
- amended Article 331 - Classification of own-fund items of related insurance and reinsurance undertakings at group level Title II › Chapter I › Section 2
- amended Article 332 - Classification of own-fund items of related third-country insurance or reinsurance undertakings at group level Title II › Chapter I › Section 2
- amended Article 343 - Application for the use of an internal model to calculate only the consolidated group Solvency Capital Requirement Title II › Chapter II › Section 1
- amended Article 357 - Information to be exchanged on a systematic basis Title II › Chapter IV › Section 2
- amended Article 359 - Structure and contents Title II › Chapter V › Section 1
- amended Article 372 - Elements and contents Title II › Chapter VI › Section 1
Title II · 44 unchanged
Article 328 · Article 329 · Article 330 · Article 333 · Article 334 · Article 335 · Article 336 · Article 337 · Article 338 · Article 339 · Article 340 · Article 341 · Article 342 · 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 358 · 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 373 · Article 374 · Article 375 · Article 376 · Article 377
Title III - THIRD COUNTRY EEQUIVALENCE AND FINAL PROVISIONS
- amended Article 378 - Criteria for assessing third country equivalence Title III › Chapter I
- amended Article 379 - Criteria for assessing third country equivalence Title III › Chapter II
- amended Article 380 - Criteria for assessing third country equivalence Title III › Chapter III
Title III · 1 unchanged
Annexes
- amended Annex II - SEGMENTATION OF NON-LIFE INSURANCE AND REINSURANCE OBLIGATIONS AND STANDARD DEVIATIONS FOR THE NON-LIFE PREMIUM AND RESERVE RISK SUB-MODULE
- amended Annex III - FACTOR FOR GEOGRAPHICAL DIVERSIFICATION OF PREMIUM AND RESERVE RISK
- amended Annex IX - THE GEOGRAPHICAL DIVISION OF REGIONS SET OUT IN ANNEXES V-VIII INTO RISK ZONES
- amended Annex X - RISK WEIGHTS FOR CATASTROPHE RISK ZONES
- amended Annex XI - LIABILITY RISK GROUPS, RISK FACTORS AND CORRELATION COEFFICIENTS FOR THE LIABILITY RISK SUB-MODULE
- amended Annex XIII - LIST OF REGIONS FOR WHICH NATURAL CATASTROPHE RISK IS NOT CALCULATED BASED ON PREMIUMS
- amended Annex XIV - SEGMENTATION OF NSLT HEALTH INSURANCE AND REINSURANCE OBLIGATIONS AND STANDARD DEVIATIONS FOR THE NSLT HEALTH PREMIUM AND RESERVE RISK SUB-MODULE
- amended Annex XVII - METHOD-SPECIFIC DATA REQUIREMENTS AND METHOD SPECIFICATIONS FOR UNDERTAKING-SPECIFIC PARAMETERS OF THE STANDARD FORMULA
- amended Annex XVIII - INTEGRATION TECHNIQUES FOR PARTIAL INTERNAL MODELS
- amended Annex XXI - AGGREGATE STATISTICAL DATA
Annexes · 16 unchanged
Annex I · Annex IV · Annex V · Annex VI · Annex VII · Annex VIII · Annex XII · Annex XV · Annex XVI · Annex XIX · Annex XX · Annex XXII · Annex XXIII · Annex XXIV · Annex XXV · Annex XXVI