Solvency II: Data collection of market risk sensitivities – CP7/17
Relevant to Solvency II insurance and reinsurance firms holding, or intending to hold, material quantities of assets exposed to market risk, this consultation paper sets out the PRA's proposed expectations for the reporting of sensitivities of solvency positions to key market risks.
More on Prudential Regulation Authority
Browse categories
Back to Top
Back to Top