Commission Implementing Regulation (EU) 2017/2015 of 9 November 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 30 September 2017 until 30 December 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) (c. 2015)

1. Introductory Text

2. Article 1. (1) Insurance and reinsurance undertakings shall use the technical information...

3. Article 2. This Regulation shall enter into force on the day following...

4. Signature

5. 1. ANNEX I

      Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment

   2. ANNEX II

      Fundamental spreads for the calculation of the matching adjustment

      1. The fundamental spreads set out in this Annex are expressed...

      2. 1. Exposures to central governments and central banks

      3. 2. Exposures to financial institutions

         1. 2.1 Euro

         2. 2.2 Czech koruna

         3. 2.3 Danish krone

         4. 2.4 Forint

         5. 2.5 Krona

         6. 2.6 Kuna

         7. 2.7 Lev

         8. 2.8 Pound sterling

         9. 2.9 Romanian leu

         10. 2.10 Zloty

         11. 2.11 Norwegian krone

         12. 2.12 Swiss franc

         13. 2.13 Australian dollar

         14. 2.14 Baht

         15. 2.15 Canadian dollar

         16. 2.16 Chilean peso

         17. 2.17 Colombian peso

         18. 2.18 Hong Kong dollar

         19. 2.19 Indian rupee

         20. 2.20 Mexican peso

         21. 2.21 New Taiwan dollar

         22. 2.22 New Zealand dollar

         23. 2.23 Rand

         24. 2.24 Real

         25. 2.25 Renminbi-yuan

         26. 2.26 Ringgit

         27. 2.27 Russian rouble

         28. 2.28 Singapore dollar

         29. 2.29 South Korean won

         30. 2.30 Turkish lira

         31. 2.31 US dollar

         32. 2.32 Yen

      4. 3. Other exposures

         1. 3.1 Euro

         2. 3.2 Czech koruna

         3. 3.3 Danish krone

         4. 3.4 Forint

         5. 3.5 Krona

         6. 3.6 Kuna

         7. 3.7 Lev

         8. 3.8 Pound sterling

         9. 3.9 Romanian leu

         10. 3.10 Zloty

         11. 3.11 Norwegian krone

         12. 3.12 Swiss franc

         13. 3.13 Australian dollar

         14. 3.14 Baht

         15. 3.15 Canadian dollar

         16. 3.16 Chilean peso

         17. 3.17 Colombian peso

         18. 3.18 Hong Kong dollar

         19. 3.19 Indian rupee

         20. 3.20 Mexican peso

         21. 3.21 New Taiwan dollar

         22. 3.22 New Zealand dollar

         23. 3.23 Rand

         24. 3.24 Real

         25. 3.25 Renminbi-yuan

         26. 3.26 Ringgit

         27. 3.27 Russian rouble

         28. 3.28 Singapore dollar

         29. 3.29 South Korean won

         30. 3.30 Turkish lira

         31. 3.31 US dollar

         32. 3.32 Yen

   3. ANNEX III

      Volatility adjustment to the relevant risk-free interest rate term structure