Commission Implementing Regulation (EU) 2021/1964 of 11 November 2021 laying down... (32021R1964)
INHALT
Commission Implementing Regulation (EU) 2021/1964 of 11 November 2021 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2021 until 30 December 2021 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Text with EEA relevance)
- COMMISSION IMPLEMENTING REGULATION (EU) 2021/1964
- of 11 November 2021
- laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2021 until 30 December 2021 in accordance with Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance
- (Text with EEA relevance)
- Article 1
- Article 2
- ANNEX I
- ANNEX II
- Fundamental spreads for the calculation of the matching adjustment
- 1.
- Exposures to central governments and central banks
- 2.
- Exposures to financial institutions
- 2.1
- Euro
- 2.2
- Czech koruna
- 2.3
- Danish krone
- 2.4
- Forint
- 2.5
- Krona
- 2.6
- Kuna
- 2.7
- Lev
- 2.8
- Pound sterling
- 2.9
- Romanian leu
- 2.10
- Zloty
- 2.11
- Norwegian krone
- 2.12
- Swiss franc
- 2.13
- Australian dollar
- 2.14
- Baht
- 2.15
- Canadian dollar
- 2.16
- Chilean peso
- 2.17
- Colombian peso
- 2.18
- Hong Kong dollar
- 2.19
- Indian rupee
- 2.20
- Mexican peso
- 2.21
- New Taiwan dollar
- 2.22
- New Zealand dollar
- 2.23
- Rand
- 2.24
- Real
- 2.25
- Renminbi-yuan
- 2.26
- Ringgit
- 2.27
- Russian rouble
- 2.28
- Singapore dollar
- 2.29
- South Korean won
- 2.30
- Turkish lira
- 2.31
- US dollar
- 2.32
- Yen
- 3.
- Other exposures
- 3.1
- Euro
- 3.2
- Czech koruna
- 3.3
- Danish krone
- 3.4
- Forint
- 3.5
- Krona
- 3.6
- Kuna
- 3.7
- Lev
- 3.8
- Pound sterling
- 3.9
- Romanian leu
- 3.10
- Zloty
- 3.11
- Norwegian krone
- 3.12
- Swiss franc
- 3.13
- Australian dollar
- 3.14
- Baht
- 3.15
- Canadian dollar
- 3.16
- Chilean peso
- 3.17
- Colombian peso
- 3.18
- Hong Kong dollar
- 3.19
- Indian rupee
- 3.20
- Mexican peso
- 3.21
- New Taiwan dollar
- 3.22
- New Zealand dollar
- 3.23
- Rand
- 3.24
- Real
- 3.25
- Renminbi-yuan
- 3.26
- Ringgit
- 3.27
- Russian rouble
- 3.28
- Singapore dollar
- 3.29
- South Korean won
- 3.30
- Turkish lira
- 3.31
- US dollar
- 3.32
- Yen
- ANNEX III
- Volatility adjustment to the relevant risk-free interest rate term structure
Feedback