SAM Discussion Documents

 

 

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Closing date
for comments

 
Discussion Document 102 (v 2) – Life SCR Structure and Correlations 06 June 2013
Discussion Document 76 (v 3) – Loss absorbing capacity of Technical Provisions 06 June 2013
Discussion Document 75 (v 4) – Treatment of risk mitigation techniques in the SCR 06 June 2013
Discussion Document 67 (v 2) – Life SCR – Revision Risk 06 June 2013
Discussion Document 66 (v 2) – Life SCR – Mortality Risk 06 June 2013
Discussion Document 64 (v 3) – Life SCR – Longevity Risk 06 June 2013
Discussion Document 63 (v 2) – Life SCR – Expense Risk 06 June 2013
Discussion Document 48 (v 3) – SCR Standard formula - Correlations 06 June 2013
Discussion Document 71 (v 5) – System of Governance 15 June 2013
Discussion Document 91 (v 3) - Quantitative Reporting Templates (QRT’s) 15 May 2013
Discussion Document 95 (v 2) Treatment of liquidity risk (including that arising from the expected profits included in future cash flows (EPIFC)) 08 February 2013
Discussion Document 28 (v 5) Treatment of Expected Profits Included in Future Cash flows as a Capital Resources 08 February 2013
Discussion Document 27 (v 6) Group Own Funds 31 January 2013
Discussion Document 87 (v 6) Future Management Actions in Technical Provisions 31 January 2013
Discussion Document 92 (v 8) Assessment of Group Solvency 31 January 2013
Discussion Document 89 (v 2) - Calculation of SCR on total balance sheet 24 July 2012
Discussion Document 85 (v 5) - Sub Committee Insurance Groups Task Group 05 June 2012
Discussion Document 77 (v3) - Removal of Health SCR Module in SAM 25 May 2012
Discussion Document 75 (v3) - Treatment of risk-mitigation techniques in the SCR 25 May 2012
Discussion Document 41 (v5) - Contract boundaries 10 March 2012
Discussion Document 37 (v5) - Risk Margin 10 March  2012
Discussion Document 73 (v2) - Treatment of new business in SCR 05 February 2012
Discussion Document 71 (v2) - System of Governance 05 February 2012
Discussion Document 42 (v2) - Calculation of technical provisions as a whole 05 February 2012
Discussion Document 32 (v3) - Methods and approaches to best estimate liabilities 05 February 2012
Discussion Document 47 (v2) - Equity Risk 17 January 2012
Discussion Document 39 (v3) - Assets and liabilities other than technical provisions 17 January 2012
Discussion Document 25 (v4) Own Funds – Supervisory approval of ancillary own funds 11 November 2011
Discussion Document 48 (v2) SCR Standard Formula - Correlations 11 November 2011
Discussion Document 54 (v3) Internal Models: Model Governance 11 November 2011
Discussion Document 29 (v4) Authorisation classes of business under SAM 11 November 2011
Discussion Document 16 (v5) Single Group-Wide Regulatory Return 21 October 2011
Discussion Document 21 (v3) Process of Reporting and Disclosure 21 October 2011
Discussion Document 30 (v3) Counterpary Default Adjustments to Recoverable from Reinsurance Contracts and SPVs 21 October 2011
Discussion Document 33 (v4) Regulatory Balance Sheet (Article 51 (1) ) (d) Detailed Content of SFCR and RTS 21 October 2011
Discussion Document 34 (v4) Own Risk and Solvency Assessment 21 October 2011
Discussion Document 35 (v3) Use Test 21 October 2011
Discussion Document 36 (v5) Detail Contents of SFCR and RSR: Capital Management 21 October 2011
Discussion Document 49 (v4) SFCR and RSR, Executive Summary, Business and Performance 21 October 2011
Discussion Document 51 (v3) Detailed contents of SFCR and RSR: System of Governance 21 October 2011
Discussion Document 52 (v4) Solvency Financial Condition Report (SFCR) and Report to Supervisor (RSR) Detailed Requirements - Risk Profile 21 October 2011
Discussion Document 61 (v1) SCR Standard Formula: Operational Risk 21 October 2011
Discussion Document 57 (v2) Partial Internal Models 31 July 2011
Discussion Document 56 (v2) Internal Models: Documentation and Data Requirements 31 July 2011
Discussion Document 55 (v2) Internal Models: Statistical Quality and Calibration 31 July 2011
Discussion Document 43 (v2) Internal models: Validation 31 July 2011
Discussion Document 40 (v3) Risk Free Rate: Dashboard 31 July 2011
Discussion Document 26 (v5) Classification and eligibiltity of own funds 31 July 2011
Discussion Document 24 (v2) Information on contracts and from external experts 31 July 2011
Discussion Document 23 (v2) Supervisory enquiries 31 July 2011
Discussion Document 22 (v2) Considerations of mandating an external audit 31 July 2011
Discussion Document 19 (v3) Level of harmonisation and quantum of data 31 July 2011
Discussion Document 17 (v3) Undertakings reporting and disclosure policy 31 July 2011
Discussion Document 14 (v2) Undertakings using an approved internal model 31 July 2011
Discussion Document 12 (v3) High-level principles of information to be received by the supervisory authority 31 July 2011