Commission Implementing Regulation (EU) 2016/165 of 5 February 2016 laying down t... (32016R0165)
Commission Implementing Regulation (EU) 2016/165 of 5 February 2016 laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 1 January until 30 March 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council (Solvency II) (Text with EEA relevance)
- COMMISSION IMPLEMENTING REGULATION (EU) 2016/165
- of 5 February 2016
- laying down technical information for the calculation of technical provisions and basic own funds for reporting with reference dates from 1 January until 30 March 2016 in accordance with Directive 2009/138/EC of the European Parliament and of the Council (Solvency II)
- (Text with EEA relevance)
- Article 1
- Article 2
- ANNEX I
- Relevant risk-free interest rate term structures to calculate the best estimate, without any matching adjustment or volatility adjustment
- ANNEX II
- Fundamental spreads for the calculation of the matching adjustment
- 1.
- Exposures to central governments and central banks
- 2.
- Exposures to financial institutions
- 2.1.
- Euro
- 2.2
- Czech koruna
- 2.3
- Danish krone
- 2.4
- Forint
- 2.5
- Krona
- 2.6
- Kuna
- 2.7
- Lev
- 2.8
- Pound sterling
- 2.9
- Romanian leu
- 2.10
- Zloty
- 2.11
- Norwegian krone
- 2.12
- Swiss franc
- 2.13
- Australian dollar
- 2.14
- Baht
- 2.15
- Canadian dollar
- 2.16
- Chilean peso
- 2.17
- Colombian peso
- 2.18
- Hong Kong dollar
- 2.19
- Indian rupee
- 2.20
- Mexican peso
- 2.21
- New Taiwan dollar
- 2.22
- New Zealand dollar
- 2.23
- Rand
- 2.24
- Real
- 2.25
- Renminbi-yuan
- 2.26
- Ringgit
- 2.27
- Russian rouble
- 2.28
- Singapore dollar
- 2.29
- South Korean won
- 2.30
- Turkish lira
- 2.31
- US dollar
- 2.32
- Yen
- 3.
- Other exposures
- 3.1.
- Euro
- 3.2
- Czech koruna
- 3.3
- Danish krone
- 3.4
- Forint
- 3.5
- Krona
- 3.6
- Kuna
- 3.7
- Lev
- 3.8
- Pound sterling
- 3.9
- Romanian leu
- 3.10
- Zloty
- 3.11
- Norwegian krone
- 3.12
- Swiss franc
- 3.13
- Australian dollar
- 3.14
- Baht
- 3.15
- Canadian dollar
- 3.16
- Chilean peso
- 3.17
- Colombian peso
- 3.18
- Hong Kong dollar
- 3.19
- Indian rupee
- 3.20
- Mexican peso
- 3.21
- New Taiwan dollar
- 3.22
- New Zealand dollar
- 3.23
- Rand
- 3.24
- Real
- 3.25
- Renminbi-yuan
- 3.26
- Ringgit
- 3.27
- Russian rouble
- 3.28
- Singapore dollar
- 3.29
- South Korean won
- 3.30
- Turkish lira
- 3.31
- US dollar
- 3.32
- Yen
- ANNEX III
- Volatility adjustment to the relevant risk-free interest rate term structure
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