Texts and articles
| Text | Link |
|---|---|
| Delegated Regulation (EU) 2015/35, consolidated version | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 46a : Phasing-in of the extrapolation | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 72 : Tier 2 Basic own-funds — List of own-fund items | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 82 : Eligibility and limits applicable to Tiers 1, 2 and 3 | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 89 : General provisions for simplifications for captives | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 89a : Simplified calculation for immaterial risk module or sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 90 : Simplified calculation for captive insurance and reinsurance undertakings of the capital requirement for non-life premium and reserve risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 90c : Simplified calculation of the capital requirement for fire risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 91 : Simplified calculation of the capital requirement for life mortality risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 92 : Simplified calculation of the capital requirement for life longevity risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 93 : Simplified calculation of the capital requirement for life disability- morbidity risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 94 : Simplified calculation of the capital requirement for life-expense risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 95 : Simplified calculation of the capital requirement for permanent changes in lapse rates | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 96 : Simplified calculation of the capital requirement for life- catastrophe risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 97 : Simplified calculation of the capital requirement for health mortality risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 98 : Simplified calculation of the capital requirement for health longevity risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 99 : Simplified calculation of the capital requirement for medical expense disability-morbidity risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 100 : Simplified calculation of the capital requirement for income protection disability-morbidity risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 101 : Simplified calculation of the capital requirement for health expense risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 102 : Simplified calculation of the capital requirement for SLT health lapse risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 103 : Simplified calculation of the capital requirement for interest rate risk for captive insurance or reinsurance undertakings | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 104 : Simplified calculation for spread risk on bonds and loans | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 105 : Simplified calculation for captive insurance or reinsurance undertakings of the capital requirement for spread risk on bonds and loans | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 105a : Simplified calculation for the risk factor in the spread risk sub- module and the market risk concentration sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 106 : Simplified calculation of the capital requirement for market risk concentration for captive insurance or reinsurance undertakings | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 107 : Simplified calculation of the risk mitigating effect for reinsurance arrangements or securitisation | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 107a : Simplified calculation of the risk mitigating effect for reinsurance arrangements, derivatives, or securitisations | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 108 : Simplified calculation of the risk mitigating effect for proportional reinsurance arrangements | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 109 : Simplified calculations for pooling arrangements | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 110 : Simplified calculation — grouping of single name exposures | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 111a : Simplified calculation of the risk-mitigating effect on underwriting risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 112 : Simplified calculation of the risk adjusted value of collateral to take into account the economic effect of the collateral | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 112a : Simplified calculation of the loss-given-default for reinsurance | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 112b : Simplified calculation of the capital requirement for counterparty default risk on type 1 exposures | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 114 : Non-life underwriting risk module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 115 : Non-life premium and reserve risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 116 : Volume measure for non-life premium and reserve risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 117 : Standard deviation for non-life premium and reserve risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 118 : Non-life lapse risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 119 : Non-life catastrophe risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 120 : Natural catastrophe risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 121 : Windstorm risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 122 : Earthquake risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 123 : Flood risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 124 : Hail risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 125 : Subsidence risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 127 : Sub-module for catastrophe risk of non-proportional property reinsurance | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 128 : Man-made catastrophe risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 129 : Motor vehicle liability risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 130 : Marine risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 131 : Aviation risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 132 : Fire risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 133 : Liability risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 134 : Credit and suretyship risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 135 : Sub-module for other non-life catastrophe risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 136 : Correlation coefficients | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 137 : Mortality risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 138 : Longevity risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 139 : Disability-morbidity risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 140 : Life-expense risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 141 : Revision risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 142 : Lapse risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 143 : Life-catastrophe risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 144 : Health underwriting risk module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 145 : NSLT health underwriting risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 146 : NSLT health premium and reserve risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 147 : Volume measure for NSLT health premium and reserve risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 148 : Standard deviation for NSLT health premium and reserve risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 149 : Health risk equalisation systems | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 150 : NSLT health lapse risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 151 : SLT health underwriting risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 152 : Health mortality risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 153 : Health longevity risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 154 : Health disability-morbidity risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 155 : Capital requirement for medical expense disability-morbidity risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 156 : Capital requirement for income protection disability-morbidity risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 157 : Health expense risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 158 : Health revision risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 159 : SLT health lapse risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 160 : Health catastrophe risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 161 : Mass accident risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 162 : Accident concentration risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 163 : Pandemic risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 164 | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 165 : General provisions | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 166 : Increase in the term structure of interest rates | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 167 : Decrease in the term structure of interest rates | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 168 : General provisions | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 169 : Standard equity risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 172 : Symmetric adjustment of the equity capital charge | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 174 | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 175 : Scope of the spread risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 176 : Spread risk on bonds and loans | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 178 : Spread risk on securitisation positions: calculation of the capital requirement | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 178a : Spread risk on securitisation positions: transitional provisions | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 179 : Spread risk on credit derivatives | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 180 : Specific exposures | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 182 : Single name exposure | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 183 : Calculation of the capital requirement for market risk concentration | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 184 : Excess exposure | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 185 : Relative excess exposure thresholds | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 186 : Risk factor for market risk concentration | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 187 : Specific exposures | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 188 | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 189 : Scope | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 192 : Loss-given-default | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 193 : Loss-given-default for pool exposures of type A | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 194 : Loss-given-default for pool exposures of type B | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 195 : Loss-given-default for pool exposures of type C | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 196 : Risk-mitigating effect | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 197 : Risk-adjusted value of collateral | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 199 : Probability of default | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 200 : Type 1 exposures | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 201 : Variance of the loss distribution of type 1 exposures | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 202 : Type 2 exposures | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 203 | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 204 | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 205 : General provisions | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 206 : Adjustment for the loss-absorbing capacity of technical provisions | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 207 : Adjustment for the loss-absorbing capacity of deferred taxes | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 218 : Subset of standard parameters that may be replaced by undertaking-specific parameters | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 219 : Data criteria | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 220 : Standardised methods to calculate the undertaking-specific parameters | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 248 : Minimum Capital Requirement | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 249 : Linear Minimum Capital Requirement | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 250 : Linear formula component for non-life insurance and reinsurance obligations | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 251 : Linear formula component for life insurance and reinsurance obligations | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 252 : Minimum Capital Requirement: composite insurance undertakings | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Article 253 : Absolute floor of the Minimum Capital Requirement | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex II : Segmentation of non-life insurance and reinsurance obligations and standard deviations for the non-life premium and reserve risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex III : Factor for geographical diversification of premium and reserve risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex V : Parameters for the windstorm risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex VI : Parameters for the earthquake risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex VII : Parameters for the flood risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex VIII : Parameters for the hail risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex VIIIa | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex IX | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex X : Risk weights for catastrophe risk zones | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XI : Liability risk groups, risk factors and correlation coefficients for the liability risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XII : Groups of obligations and risk factors for the sub-module for other non-life catastrophe risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XIV : Segmentation of NSLT health insurance and reinsurance obligations and standard deviations for the NSLT health premium and reserve risk sub-module | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XV : Correlation matrix for NSLT health premium and reserve risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XVI : Health catastrophe risk sub-module of the solvency capital requirement standard formula | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XVII : Method-specific data requirements and method specifications for undertaking-specific parameters of the standard formula | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XIX : MCR risk factors for non-life and health insurance or reinsurance obligations | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XXII : Correlation coefficients for windstorm risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XXIII : Correlation coefficients for earthquake risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XXIV : Correlation coefficients for flood risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XXV : Correlation coefficients for hail risk | eur-lex.europa.eu |
| Delegated Regulation (EU) 2015/35 — Annex XXVI : Correlation coefficients for subsidence risk | eur-lex.europa.eu |
| Directive 2009/138/EC (Solvency II), consolidated version | eur-lex.europa.eu |
| Directive 2009/138/EC — Article 77a : Extrapolation of the relevant risk-free interest rate term structure | eur-lex.europa.eu |
| Directive 2009/138/EC — Article 100 : General provisions | eur-lex.europa.eu |
| Directive 2009/138/EC — Article 103 : Structure of the standard formula | eur-lex.europa.eu |
| Directive 2009/138/EC — Article 104 : Design of the Basic Solvency Capital Requirement | eur-lex.europa.eu |
| Directive 2009/138/EC — Article 105 : Calculation of the Basic Solvency Capital Requirement | eur-lex.europa.eu |
| Directive 2009/138/EC — Article 106 : Calculation of the equity risk sub-module: symmetric adjustment mechanism | eur-lex.europa.eu |
| Directive 2009/138/EC — Article 129 : Calculation of the Minimum Capital Requirement | eur-lex.europa.eu |
| Directive 2009/138/EC — Article 172 : Equivalence in relation to reinsurance undertakings | eur-lex.europa.eu |
| Directive 2009/138/EC — Article 308c : Transitional measure on the risk-free interest rates | eur-lex.europa.eu |
| Directive 2009/138/EC — Article 308d : Transitional measure on technical provisions | eur-lex.europa.eu |
| Implementing Regulation (EU) 2015/2013: standard deviations of the health risk equalisation systems | eur-lex.europa.eu |
| Implementing Regulation (EU) 2015/2017: adjustment factors of the currencies pegged to the euro | eur-lex.europa.eu |
| EIOPA: symmetric adjustment of the equity capital charge, monthly publication | eiopa.europa.eu |
| EIOPA, Q&A 1862: hypothetical underwriting capital requirement for the risk-mitigating effect | eiopa.europa.eu |
| EIOPA, Q&A 3578: non-proportional reinsurance factor after Delegated Regulation 2026/269 | eiopa.europa.eu |
About
The list gives the texts and, for each of them, the articles and annexes read by the formulas, parameter tables and parameters of s2calc. Each formula and each parameter table carries the article on which it is based and its date of application: the calculation uses those in force at the valuation date entered.
The texts are read in their consolidated version, including the amendments applicable on 30 January 2027. The symmetric adjustment of the equity capital charge is loaded every month from the EIOPA publication.
Frequently asked questions
Which texts set the standard formula for the SCR?
Directive 2009/138/EC (Solvency II) sets its structure; Delegated Regulation (EU) 2015/35 sets its modules, shocks, parameters and simplified calculations; two implementing regulations complete some parameters.
Which version of the texts does s2calc apply?
The consolidated versions, with the dates of application of each amendment: the calculation uses the formulas and parameter tables in force at the valuation date entered.
Where can the symmetric adjustment of the equity capital charge be found?
On the EIOPA website, which publishes it every month; s2calc loads each new value as soon as it is published.