Nematrian Reference Library
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Set out below is information (held by the Nematrian website) on the reference you have selected
| Reference | Title | Link |
| EIOPA website (Symmetric adjustment of the equity capital charge) | Symmetric adjustment of the equity capital charge | here |
Web page introduction
"This page provides the following information to support EU insurance and reinsurance undertakings during the preparatory phase of Solvency II:
The calculation of the symmetric adjustment based on the behaviour of an equity index built by EIOPA exclusively for that purpose. The legal requirements on the determination of the symmetric adjustment and of the EIOPA equity index are set out in the Directive 2009/138/EC (as amended by Directive 2014/51/EU), the Implementing Measures of that Directive, and also in the Implementing Technical Standard on the EIOPA equity index." |
Additional Nematrian Commentary
This page identifies the symmetric adjustment applied to the equity sub-module of the market risk module of the standard formula SCR under Solvency II. |
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