Supervisory Statements and Statements of Policy
- Solvency II: treatment of sovereign risk in the internal model (SS30/15)
- Solvency II: the treatment of pension scheme risk (SS5/15)
- Solvency II: Monitoring model drift and standard formula SCR reporting for firms with an approved internal model (SS15/16)
- Solvency II: the internal model treatment of participations (SS6/15)
- Solvency II: Internal models – modelling of the matching adjustment (SS8/18)
- Solvency II: calculation of technical provisions and the use of internal models for general insurers (SS5/14)
- Solvency II: Illiquid unrated assets (SS3/17)
- Solvency II: Regulatory reporting, internal model outputs (SS25/15)
- Solvency II: Internal models – modelling of the volatility adjustment (SS9/18)
- Dealing with a market turning event in the general insurance sector (SS5/17)
- Solvency II: internal models - assessment, model change and the role of non-executive directors (SS17/16)
- Solvency II: internal model reporting codes and components (SS37/15)
- Expectations for meeting the PRA's internal model requirements for insurers under Solvency II (SS1/24)
- Solvency II internal models: Permissions and ongoing monitoring (Statement of Policy)
- Solvency II: Capital add-ons (Statement of Policy)
Other relevant material
Guidelines originally issued by European Supervisory Authorities should be read in conjunction with "Interpretation of EU Guidelines and Recommendations: Bank of England and PRA approach after the UK’s withdrawal from the EU" (Statement of Policy)
- Guidelines on the use of internal models (EIOPA-BoS-14/180)
This page was last updated 27 December 2024