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The list reflects the implementing measures contained in the Solvency II Directive on which CEIOPS will provide advice in the coming months; the number of papers can however vary following potential regrouping of issues in the final drafts. The first set of advice was released for consultation on 26 March. (see http://www.ceiops.eu/content/view/14/18/)
The titles of the Consultation Papers will be revised before consultation.
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Second set of advice on Solvency II *
Consultation period July- September 2009
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Third set of advice on Solvency II *
Consultation period November - December 2009
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Pillar I -TP
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Article 85 a - TP Methods and statistical techniques for calculating the best estimate (further advice)
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Article 92 and 109 l - Own funds and SCR Treatment of participations
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Pillar I -TP
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Article 85 b - TP Risk free interest rate
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Article 99 - Own funds Quantitative limits to the eligibility of own funds
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Pillar I -TP
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Article 85 c - TP Circumstances in which TP shall be calculated as a whole
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Article 99 and 109 ga - Own funds and SCR Treatment of ring fenced funds
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Pillar I -Risk Margin
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Article 85 d - TP Risk margin
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Article 109 a,b, c- Design of the equity risk sub-module, including design of adjustment mechanism (Article 109 c), duration based equity risk module for retirement provision business (Article 305 b)
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Pillar I -TP
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Article 85 f – TP Data standards and approximations
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Article 109 c - SCR Calibration of the market risk module
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Pillar I -TP
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Article 85 g – TP Counterparty default adjustment
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Article 109 c - SCR Calibration of the non-life underwriting risk
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Pillar I- OF
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Article 97 (a) and (b) - OF List of own funds and methods for approval of own funds not covered by the list
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Article 109 d - SCR Correlation parameters, including the procedure for updating the parameters
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Pillar I - SCR standard formula
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Article 109 a,b,c - SCR Design of the market risk module and sub-modules (currency risk, property risk, interest rate risk, spread risk and concentration risk)
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Article 109 i. j - SCR Undertaking specific parameters
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Pillar I - SCR standard formula
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Article 109 a,b,c - SCR Design of the non-life underwriting risk module and sub-modules (Premium and reserve risk and non-life CAT risk)
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Article 85h and 109 k - SCR and TP Simplifications for TP and SCR
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Pillar I - SCR standard formula
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Article 109 a,b,c - SCR Design of the health risk module and sub-modules
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Pillar I - SCR standard formula
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Article 109 a,b,c - SCR Design (incl. calibration) of the life underwriting risk module and sub-modules (mortality risk, longevity risk, life catastrophe risk, lapse risk, expenses risk and disability risk)
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Pillar I - SCR standard formula
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Article 109 a,b,c - SCR Design of the counterparty default risk module - simplification of LGD
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Pillar I - SCR standard formula
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Article 109 e - SCR Methods for assessing changes in risk profile
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Pillar I - SCR standard formula
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Article 109 g - SCR Operational risk
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Pillar I - SCR standard formula
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Article 109 h - SCR Adjustment for loss absorbing capacity of TP
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Pillar I -MCR
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Article 128 - Calculation of the MCR (Design of MCR, Notional life and non-life MCR, Quarterly MCR, Calibration of the MCR)
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Pillar II
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Article 37 - Capital add-on
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Article 133.2 - Treatment of securitisation
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Pillar III
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Article 35 - Reporting to Supervisors
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Article 141 - Extension of the recovery period
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Pillar III
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Article 55 - Solvency and Financial Condition Report
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Groups
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Article 232 - Assessment of group solvency
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Article 245 - Groups with centralized risk management
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Groups
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Article 248 and 249 - Intra group transactions and risk concentrations
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Groups
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Article 252 and 253 - Cooperation and Colleges of supervisors
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Article 260 - Group solvency and financial report
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Internal Models
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Article 118 - Use test
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Article 112 - Advice on Partial Internal Models
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Internal Models
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Article 119 - Statistical quality test
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Internal Models
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Art icle 120 - Calibration standards
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Internal Models
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Article 121 - Profit and loss attribution
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Internal Models
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Article 122 - Validation standards
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Internal Models
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Article 123 - Documentation
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Art icle 124 - External models and data
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Internal Models
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Article 229 - Adendum on group internal model approval
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