Subsection 6 Proportionality and simplificationsF1

United Kingdom Repealed

1. 88Proportionality
2. 89General provisions for simplifications for captives
3. 90Simplified calculation for captive insurance and reinsurance undertakings of the capital requirement for non-life premium and reserve risk
4. 90aSimplified calculation for discontinuance of insurance policies in the non-life lapse risk sub-module
5. 90bSimplified calculation of the sum insured for natural catastrophe risks
6. 90cSimplified calculation of the capital requirement for fire risk
7. 91Simplified calculation of the capital requirement for life mortality risk
8. 92Simplified calculation of the capital requirement for life longevity risk
9. 93Simplified calculation of the capital requirement for life disability-morbidity risk
10. 94Simplified calculation of the capital requirement for life-expense risk
11. 95Simplified calculation of the capital requirement for permanent changes in lapse rates
12. 95aSimplified calculation of the capital requirement for risks in the life lapse risk sub-module
13. 96Simplified calculation of the capital requirement for life-catastrophe risk
14. 96aSimplified calculation for discontinuance of insurance policies in the NSLT health lapse risk sub-module
15. 97Simplified calculation of the capital requirement for health mortality risk
16. 98Simplified calculation of the capital requirement for health longevity risk
17. 99Simplified calculation of the capital requirement for medical expense disability-morbidity risk
18. 100Simplified calculation of the capital requirement for income protection disability-morbidity risk
19. 101Simplified calculation of the capital requirement for health expense risk
20. 102Simplified calculation of the capital requirement for SLT health lapse risk
21. 102aSimplified calculation of the capital requirement for risks in the SLT health lapse risk sub-module
22. 103Simplified calculation of the capital requirement for interest rate risk for captive insurance or reinsurance undertakings
23. 104Simplified calculation for spread risk on bonds and loans
24. 105Simplified calculation for captive insurance or reinsurance undertakings of the capital requirement for spread risk on bonds and loans
25. 105aSimplified calculation for the risk factor in the spread risk sub-module and the market risk concentration sub-module
26. 106Simplified calculation of the capital requirement for market risk concentration for captive insurance or reinsurance undertakings
27. 107Simplified calculation of the risk mitigating effect for reinsurance arrangements or securitisation
28. 108Simplified calculation of the risk mitigating effect for proportional reinsurance arrangements
29. 109Simplified calculations for pooling arrangements
30. 110Simplified calculation — grouping of single name exposures
31. 111Simplified calculation of the risk mitigating effect
32. 111aSimplified calculation of the risk-mitigating effect on underwriting risk
33. 112Simplified calculation of the risk adjusted value of collateral to take into account the economic effect of the collateral
34. 112aSimplified calculation of the loss-given-default for reinsurance
35. 112bSimplified calculation of the capital requirement for counterparty default risk on type 1 exposures