INHALT

Commission Implementing Regulation (EU) 2017/1421 of 2 August 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2017 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) 2017/1421
of 2 August 2017
laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 June until 29 September 2017 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
Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
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