Supervisory Statements and Statements of Policy
- Solvency II: Calculation of technical provisions (SS8/24)
- Solvency II: Internal models – modelling of the matching adjustment (SS8/18)
- Solvency II: Matching adjustment (SS7/18)
- Solvency II: illiquid unrated assets (SS3/17)
- Solvency II: surplus funds (SS13/15)
- Solvency II: transitional measures on risk-free interest rates and technical provisions (SS17/15)
- Solvency II: calculation of technical provisions and the use of internal models for general insurers (SS5/14)
- Solvency II: Matching Adjustment Permissions (Statement of Policy)
- The PRA’s approach to the publication of Solvency II technical information (Statement of Policy)
- Solvency II: Volatility adjustment permissions (Statement of Policy)
- Permissions for transitional measures on technical provisions and risk-free interest rates (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 contract boundaries (EIOPA-BoS-14/165)
- Guidelines on the valuation of technical provisions (EIOPA-BoS-14/166)
- Guidelines on the implementation of the long-term guarantee measures (EIOPA-BoS-15/111)