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Commission Delegated Regulation (EU) 2015/35Dangos y teitl llawn
Commission Delegated Regulation (EU) 2015/35 of 10 October 2014 supplementing 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 (Solvency II) (Text with EEA relevance)
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This legislation may since have been updated - see the latest available (revised) version
Article 183Calculation of the capital requirement for market risk concentration
1.The capital requirement for market risk concentration shall be equal to the following:
where:
(a)
the sum covers all single name exposures i;
(b)
Conci denotes the capital requirement for market risk concentration on a single name exposure i.
2.For each single name exposure i, the capital requirement for market risk concentration Conci shall be equal to the loss in the basic own funds that would result from an instantaneous decrease in the value of the assets corresponding to the single name exposure i equal to the following:
where:
(a)
XSi is the excess exposure referred to in Article 184;
(b)
gi is the risk factor for market risk concentration referred to in Articles 186 and 187;
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