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Solvency II Standard Formula SCR: Life Underwriting Risk Module – Expense Risk Sub-module

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The stress originally recommended by CEIOPS and finally adopted in the Solvency II Delegated Act (see Article 140) involves:

 

-          An increase in 10% in the amount of expenses included in the technical provisions; and

 

-          An increase of 1 percentage point to the future expense inflation rate

 

Version dated 7 December 2015

 


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