Regulation 4
SCHEDULE 3U.K.Provisions deemed to be PRA rules
1. The correlation coefficients for non-life underwriting risk contained in the correlation matrix in Article 114(3).U.K.
Commencement Information
I1Sch. 3 para. 1 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
2. The correlation coefficients for life underwriting risk contained in the correlation matrix set out in Article 136(3).U.K.
Commencement Information
I2Sch. 3 para. 2 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
3. The correlation coefficients for health underwriting risk contained in the correlation matrix set out in Article 144(3).U.K.
Commencement Information
I3Sch. 3 para. 3 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
4. The correlation coefficients for SLT health underwriting risk sub-module contained in the correlation matrix set out in Article 151(3).U.K.
Commencement Information
I4Sch. 3 para. 4 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
5. The correlation coefficients for market risk contained in the correlation matrix in Article 164(3).U.K.
Commencement Information
I5Sch. 3 para. 5 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
6. Annex 2 - Segmentation Of Non-Life Insurance And Reinsurance Obligations And Standard Deviations For The Non-Life Premium And Reserve Risk Sub-Module.U.K.
Commencement Information
I6Sch. 3 para. 6 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
7. Annex 3 - Factor For Geographical Diversification Of Premium And Reserve Risk.U.K.
Commencement Information
I7Sch. 3 para. 7 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
8. Annex 4 - Correlation Matrix For Non-Life Premium And Reserve Risk.U.K.
Commencement Information
I8Sch. 3 para. 8 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
9. Annex 5 - Parameters For The Windstorm Risk Sub-Module.U.K.
Commencement Information
I9Sch. 3 para. 9 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
10. Annex 6 - Parameters For The Earthquake Risk Sub-Module.U.K.
Commencement Information
I10Sch. 3 para. 10 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
11. Annex 7 - Parameters For The Flood Risk Sub-Module.U.K.
Commencement Information
I11Sch. 3 para. 11 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
12. Annex 8 - Parameters For The Hail Risk Sub-Module.U.K.
Commencement Information
I12Sch. 3 para. 12 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
13. Annex 9 - The Geographical Division Of Regions Set Out In Annex V Into Risk Zones.U.K.
Commencement Information
I13Sch. 3 para. 13 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
14. Annex 10 - Risk Weights For Catastrophe Risk Zones.U.K.
Commencement Information
I14Sch. 3 para. 14 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
15. Annex 11 - Liability Risk Groups, Risk Factors And Correlation Coefficients For The Liability Risk Sub-Module.U.K.
Commencement Information
I15Sch. 3 para. 15 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
16. Annex 12 - Groups Of Obligations And Risk Factors For The Sub-Module For Other Non-Life Catastrophe Risk.U.K.
Commencement Information
I16Sch. 3 para. 16 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
17. Annex 13 - List Of Regions For Which Natural Catastrophe Risk Is Not Calculated Based On Premiums.U.K.
Commencement Information
I17Sch. 3 para. 17 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
18. Annex 14 - Segmentation Of NSLT Health Insurance And Reinsurance Obligations And Standard Deviations For The NSLT Health Premium And Reserve Risk Sub-Module.U.K.
Commencement Information
I18Sch. 3 para. 18 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
19. Annex 15 - Correlation Matrix For NSLT Health Premium And Reserve Risk.U.K.
Commencement Information
I19Sch. 3 para. 19 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
20. Annex 16 - Health Catastrophe Risk Sub-Module Of The Solvency Capital Requirement Standard Formula.U.K.
Commencement Information
I20Sch. 3 para. 20 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
21. Annex 19 - MCR Risk Factors For Non-Life And Health Insurance Or Reinsurance Obligations.U.K.
Commencement Information
I21Sch. 3 para. 21 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
22. Annex 22 - Correlation Coefficients For Windstorm Risk.U.K.
Commencement Information
I22Sch. 3 para. 22 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
23. Annex 23 - Correlation Coefficients For Earthquake Risk.U.K.
Commencement Information
I23Sch. 3 para. 23 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
24. Annex 24 - Correlation Coefficients For Flood Risk.U.K.
Commencement Information
I24Sch. 3 para. 24 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
25. Annex 25 - Correlation Coefficients For Hail Risk.U.K.
Commencement Information
I25Sch. 3 para. 25 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)
26. Annex 26 - Correlation Coefficients For Subsidence Risk.U.K.
Commencement Information
I26Sch. 3 para. 26 in force at 31.12.2020 on IP completion day (in accordance with 2020 c. 1, Sch. 5 para. 1(1)), see reg. 1(2)