13 Infrastructure qualifying: Government Supported including – Public Finance initiative (Government, Central bank, Regional government or local authority) 14 Infrastructure qualifying: Supranational – Guarantee/Supported (ECB, Multilateral development bank, International organisation) 19 Infrastructure qualifying: Other qualifying infrastructure – investments, not classified in the above categories. 20 European Long-Term Investment Fund (ELTIF investing in – infrastructure assets and ELTIF investing in other non – infrastructure assets) – 2) In S.26.01 Solvency Capital Requirement Market risk: – – (a) the following rows shall be added under Equity risk: Equity risk R0290/C0020 Initial absolute values before This is the initial absolute value of the assets sensitive to the shock Assets Equity risk equity risk for qualifying infrastructure equities. – – infrastructure equities Recoverables from reinsurance and SPVs shall not be included in this cell. R0290/C0030 Initial absolute values before This is the initial absolute value of liabilities sensitive to the Liabilities Equity risk equity risk for qualifying infrastructure equities. – – qualifying infrastructure – equities The amount of TP shall be net of reinsurance and SPV recoverables. R0290/C0040 Absolute values after shock This is the absolute value of the assets sensitive to equity risk – Assets Equity risk charge for qualifying infrastructure equities, after the shock. – – qualifying infrastructure equities Recoverables from reinsurance and SPVs shall not be included in this cell. R0290/C0050 Absolute values after shock This is the absolute value of liabilities sensitive to equity risk – Liabilities (after the loss (for qualifying infrastructure equities), after the shock and after absorbing capacity of technical the loss absorbing capacity of technical provisions. provisions) Equity risk – – qualifying infrastructure equities The amount of TP shall be net of reinsurance and SPV recoverables. R0290/C0060 Absolute value after shock This is the net capital charge for equity risk (for qualifying – Net solvency capital infrastructure equities) after adjustment for the loss absorbing requirement Equity risk capacity of technical provisions. – infrastructure equities
13 – Infrastructure qualifying: Government Supported including Public Finance initiative (Government, Central bank, Regional government or local authority) 14 – Infrastructure qualifying: Supranational Guarantee/Supported (ECB, Multilateral development bank, International organisation) 19 – Infrastructure qualifying: Other qualifying infrastructure investments, not classified in the above categories. 20 – European Long-Term Investment Fund (ELTIF investing in infrastructure assets and ELTIF investing in other – non infrastructure – assets) 2) In S.26.01 – Solvency Capital Requirement – Market risk: (a) the following rows shall be added under Equity risk: Equity risk R0290/C0020 Initial absolute values before shock – Assets – Equity risk infrastructure equities This is the initial absolute value of the assets sensitive to the equity risk for qualifying infrastructure equities. Recoverables from reinsurance and SPVs shall not be included in this cell. R0290/C0030 Initial absolute values before – Liabilities – Equity risk – qualifying infrastructure equities This is the initial absolute value of liabilities sensitive to the equity risk for qualifying infrastructure equities. The amount of TP shall be net of reinsurance and SPV recoverables. R0290/C0040 Absolute values after shock – Assets – Equity risk – qualifying infrastructure equities This is the absolute value of the assets sensitive to equity risk charge for qualifying infrastructure equities, after the shock. Recoverables from reinsurance and SPVs shall not be included in this cell. R0290/C0050 Absolute values after shock – Liabilities (after the loss absorbing capacity of technical provisions) – Equity risk – qualifying infrastructure equities This is the absolute value of liabilities sensitive to equity risk (for qualifying infrastructure equities), after the shock and after the loss absorbing capacity of technical provisions. The amount of TP shall be net of reinsurance and SPV recoverables. R0290/C0060 Absolute value after shock – Net solvency capital requirement – Equity risk infrastructure equities This is the net capital charge for equity risk (for qualifying infrastructure equities) after adjustment for the loss absorbing capacity of technical provisions.
ITS_amendments%20to%20Regular_Supervisory_Reporting_Annexes.docx