xmlns:atom="http://www.w3.org/2005/Atom"

ANNEX IV CORRELATION MATRIX FOR NON-LIFE PREMIUM AND RESERVE RISK

The correlation parameter CorrS(s,t) referred to in Article 117(1) shall be equal to the item set out in row s and in column t of the following correlation matrix. The headings of the rows and columns denote the numbers of the segments set out Annex II:

t s123456789101112
110,50,50,250,50,250,50,250,50,250,250,25
20,510,250,250,250,250,50,50,50,250,250,25
30,50,2510,250,250,250,250,50,50,250,50,25
40,250,250,2510,250,250,250,50,50,250,50,5
50,50,250,250,2510,50,50,250,50,50,250,25
60,250,250,250,250,510,50,250,50,50,250,25
70,50,50,250,250,50,510,250,50,50,250,25
80,250,50,50,50,250,250,2510,50,250,250,5
90,50,50,50,50,50,50,50,510,250,50,25
100,250,250,250,250,50,50,50,250,2510,250,25
110,250,250,50,50,250,250,250,250,50,2510,25
120,250,250,250,50,250,250,250,50,250,250,251