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Commission Implementing Regulation (EU) 2017/812Show full title

Commission Implementing Regulation (EU) 2017/812 of 15 May 2017 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 31 March until 29 June 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)

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  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

    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

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