Paragraph 59
Specifying quantitative limits and asset eligibility criteria where the risks of particular asset classes or financial instruments are not adequately covered by a standard formula sub-module. Those technical standards must apply to assets covering technical provisions, excluding assets held in respect of life insurance contracts where the investment risk is borne by the policy holdersf1.
Annotations
Footnotes
- f1
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Article 111 of the Solvency 2 Directive.