OpenLegislation

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) (revoked)

EU Regulation 2017/2015 · Adopted 9 November 2017 · Extends to United Kingdom

Original text. legislation.gov.uk does not revise this item, so later amendments are not shown here. Changes made to it are listed under each provision when known.

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) (revoked)

F1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Annotations to the whole text

Textual amendments

F1

Regulation revoked (31.12.2024) by Financial Services and Markets Act 2023 (c. 29), s. 86(3), Sch. 1 Pt. 3 (with s. 1(4)); S.I. 2024/620, Sch. (with savings in relation to a Gibraltar group or a Gibraltar undertaking in S.I. 2024/1083, reg. 3)

Contents

  1. 1Article 1 Repealed
  2. 2Article 2 Repealed
  3. Signature
  4. Annex IRelevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment Repealed
  5. Annex IIFundamental spreads for the calculation of the matching adjustment Repealed
  6. 1Exposures to central governments and central banks Repealed
  7. Exposures to financial institutions Repealed
  8. 2.1Euro Repealed
  9. 2.2Czech koruna Repealed
  10. 2.3Danish krone Repealed
  11. 2.4Forint Repealed
  12. 2.5Krona Repealed
  13. 2.6Kuna Repealed
  14. 2.7Lev Repealed
  15. 2.8Pound sterling Repealed
  16. 2.9Romanian leu Repealed
  17. 2.10Zloty Repealed
  18. 2.11Norwegian krone Repealed
  19. 2.12Swiss franc Repealed
  20. 2.13Australian dollar Repealed
  21. 2.14Baht Repealed
  22. 2.15Canadian dollar Repealed
  23. 2.16Chilean peso Repealed
  24. 2.17Colombian peso Repealed
  25. 2.18Hong Kong dollar Repealed
  26. 2.19Indian rupee Repealed
  27. 2.20Mexican peso Repealed
  28. 2.21New Taiwan dollar Repealed
  29. 2.22New Zealand dollar Repealed
  30. 2.23Rand Repealed
  31. 2.24Real Repealed
  32. 2.25Renminbi-yuan Repealed
  33. 2.26Ringgit Repealed
  34. 2.27Russian rouble Repealed
  35. 2.28Singapore dollar Repealed
  36. 2.29South Korean won Repealed
  37. 2.30Turkish lira Repealed
  38. 2.31US dollar Repealed
  39. 2.32Yen Repealed
  40. Other exposures Repealed
  41. 3.1Euro Repealed
  42. 3.2Czech koruna Repealed
  43. 3.3Danish krone Repealed
  44. 3.4Forint Repealed
  45. 3.5Krona Repealed
  46. 3.6Kuna Repealed
  47. 3.7Lev Repealed
  48. 3.8Pound sterling Repealed
  49. 3.9Romanian leu Repealed
  50. 3.10Zloty Repealed
  51. 3.11Norwegian krone Repealed
  52. 3.12Swiss franc Repealed
  53. 3.13Australian dollar Repealed
  54. 3.14Baht Repealed
  55. 3.15Canadian dollar Repealed
  56. 3.16Chilean peso Repealed
  57. 3.17Colombian peso Repealed
  58. 3.18Hong Kong dollar Repealed
  59. 3.19Indian rupee Repealed
  60. 3.20Mexican peso Repealed
  61. 3.21New Taiwan dollar Repealed
  62. 3.22New Zealand dollar Repealed
  63. 3.23Rand Repealed
  64. 3.24Real Repealed
  65. 3.25Renminbi-yuan Repealed
  66. 3.26Ringgit Repealed
  67. 3.27Russian rouble Repealed
  68. 3.28Singapore dollar Repealed
  69. 3.29South Korean won Repealed
  70. 3.30Turkish lira Repealed
  71. 3.31US dollar Repealed
  72. 3.32Yen Repealed
  73. Annex IIIVolatility adjustment to the relevant risk-free interest rate term structure Repealed

1F1

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2F1

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Signature

F1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Annex IRelevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustmentF1

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Annex IIFundamental spreads for the calculation of the matching adjustmentF1

The fundamental spreads set out in this Annex are expressed in basis points and do not include any increase in accordance with Article 77c(1)(c) of Directive 2009/138/EC.

1Exposures to central governments and central banksF1

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2.1EuroF1

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2.2Czech korunaF1

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2.3Danish kroneF1

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2.4ForintF1

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2.5KronaF1

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2.6KunaF1

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2.7LevF1

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2.8Pound sterlingF1

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2.9Romanian leuF1

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2.10ZlotyF1

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2.11Norwegian kroneF1

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2.12Swiss francF1

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2.13Australian dollarF1

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2.14BahtF1

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2.15Canadian dollarF1

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2.16Chilean pesoF1

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2.17Colombian pesoF1

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2.18Hong Kong dollarF1

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2.19Indian rupeeF1

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2.20Mexican pesoF1

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2.21New Taiwan dollarF1

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2.22New Zealand dollarF1

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2.23RandF1

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2.24RealF1

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2.25Renminbi-yuanF1

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2.26RinggitF1

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2.27Russian roubleF1

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2.28Singapore dollarF1

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2.29South Korean wonF1

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2.30Turkish liraF1

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2.31US dollarF1

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2.32YenF1

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3.1EuroF1

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3.2Czech korunaF1

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3.3Danish kroneF1

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3.4ForintF1

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3.5KronaF1

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3.6KunaF1

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3.7LevF1

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3.8Pound sterlingF1

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3.9Romanian leuF1

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3.10ZlotyF1

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3.11Norwegian kroneF1

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3.12Swiss francF1

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3.13Australian dollarF1

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3.14BahtF1

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3.15Canadian dollarF1

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3.16Chilean pesoF1

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3.17Colombian pesoF1

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3.18Hong Kong dollarF1

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3.19Indian rupeeF1

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3.20Mexican pesoF1

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3.21New Taiwan dollarF1

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3.22New Zealand dollarF1

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3.23RandF1

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3.24RealF1

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3.25Renminbi-yuanF1

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3.26RinggitF1

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3.27Russian roubleF1

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3.28Singapore dollarF1

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3.29South Korean wonF1

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3.30Turkish liraF1

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3.31US dollarF1

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3.32YenF1

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Annex IIIVolatility adjustment to the relevant risk-free interest rate term structureF1

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