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"valuation_liability_excluding_own_credit", "valuation_method_checked_value", "valuation_participation_value", "valuation_short_term_deposit_cost_2027" ], "_help": [ { "page": "aggregate_risk", "title": "Aggregate already determined module charges using an explicit regulatory matrix.", "topics": [ "aggregate_risk" ] }, { "page": "api_catalogue", "title": "Catalogue of Golden Source APIs", "topics": [ "api_catalogue" ] }, { "page": "assigned_credit_eligibility_screen", "title": "Return eligibility for the CHOSEN route, never an internally modelled CQS.", "topics": [ "assigned_credit_eligibility_screen" ] }, { "page": "assigned_credit_issuer_financial_screen", "title": "Screen seven numeric issuer criteria on qualified EUR financial values.", "topics": [ "assigned_credit_issuer_financial_screen" ] }, { "page": "assigned_credit_yield_screen", "title": "Check every qualified issue against both prescribed yield ceilings.", "topics": [ "assigned_credit_yield_screen" ] }, { "page": "basic_scr", "title": "Five-module aggregation plus the charge on recognised intangible assets.", "topics": [ "basic_scr" ] }, { "page": "best_estimate_approximation_conditions", "title": "Check declared data-deficiency exception, not create an approximation.", "topics": [ "best_estimate_approximation_conditions" ] }, { "page": "best_estimate_cashflows", "title": "Discount already probability-weighted, gross-of-reinsurance cashflows.", "topics": [ "best_estimate_cashflows" ] }, { "page": "best_estimate_contract_cashflows", "title": "Select entire qualified obligations, never truncate by a payment date.", "topics": [ "best_estimate_contract_cashflows" ] }, { "page": "best_estimate_with_curve", "title": "Bind a local discount curve to externally projected cashflows", "topics": [ "best_estimate_with_curve" ] }, { "page": "bond_spread_stress", "title": "Use modified duration, floored at1; floats need externally assessed equivalent fixed duration.", "topics": [ "bond_spread_stress" ] }, { "page": "CalculationError", "title": "Structured calculation failure", "topics": [ "CalculationError" ] }, { "page": "capital_add_on_amount", "title": "Prescribed add-on arithmetic, not a supervisory imposition or risk model.", "topics": [ "capital_add_on_amount" ] }, { "page": "capital_breach_requirements", "title": "Select notification/plan duties using externally established breach facts.", "topics": [ "capital_breach_requirements" ] }, { "page": "capital_recovery_plan_evidence_check", "title": "Inventory the five common plan contents; do not project or approve them.", "topics": [ "capital_recovery_plan_evidence_check" ] }, { "page": "captive_interest_currency", "title": "Evaluate one currency's literal asset-minus-BE formula for a declared scenario.", "topics": [ "captive_interest_currency" ] }, { "page": "captive_interest_duration", "title": "Look up an explicitly qualified lettered band; do not invent boundary rules.", "topics": [ "captive_interest_duration" ] }, { "page": "captive_nonlife_aggregation", "title": "Aggregate all twelve DR90 segment charges, with explicit inactive zeros.", "topics": [ "captive_nonlife_aggregation" ] }, { "page": "captive_nonlife_segment", "title": "Calculate a segment charge from already qualified Article116 volumes.", "topics": [ "captive_nonlife_segment" ] }, { "page": "captive_simplification_conditions", "title": "Check externally assessed DR89 facts, not substantive eligibility itself.", "topics": [ "captive_simplification_conditions" ] }, { "page": "catastrophe_effective_sum", "title": "Qualified recovery subtraction or explicit gross fallback for inadequate risk capture.", "topics": [ "catastrophe_effective_sum" ] }, { "page": "catastrophe_group_weighted_sum", "title": "Q*max(group zone weights)*qualified group SI; never invent a group matrix.", "topics": [ "catastrophe_group_weighted_sum" ] }, { "page": "catastrophe_region_aggregation", "title": "Aggregate externally determined regional catastrophe charges plus other-region charge.", "topics": [ "catastrophe_region_aggregation" ] }, { "page": "catastrophe_weighted_sum", "title": "Q_W_SI for an externally qualified zone ordinal, not an address-to-zone mapping.", "topics": [ "catastrophe_weighted_sum" ] }, { "page": "catastrophe_zone_aggregation", "title": "sqrt(WSI' C WSI) for one Annex XXII–XXVI peril/region; WSI supplied externally.", "topics": [ "catastrophe_zone_aggregation" ] }, { "page": "catastrophe_zone_ordinal", "title": "Resolve an explicitly supplied published code to its zone ordinal.", "topics": [ "catastrophe_zone_ordinal" ] }, { "page": "coinvestment_numeric_screen", "title": "Check strict issuer size/revenue and inclusive retention for EACH security.", "topics": [ "coinvestment_numeric_screen" ] }, { "page": "concentration_adjusted_exposure", "title": "Ei excluding zero-gi counterparties; does not alter Assets or quality weights.", "topics": [ "concentration_adjusted_exposure" ] }, { "page": "concentration_asset_loss", "title": "Immediate asset-value loss, explicitly NOT the resulting BOF capital charge.", "topics": [ "concentration_asset_loss" ] }, { "page": "concentration_assets", "title": "Select Assets from externally classified holdings; intragroup needs all five flags.", "topics": [ "concentration_assets" ] }, { "page": "concentration_credit_quality", "title": "Position quality before single-name weighting/ceiling; eligibility is external.", "topics": [ "concentration_credit_quality" ] }, { "page": "concentration_excess", "title": "Threshold excess on already scoped Assets and zero-factor-adjusted exposure.", "topics": [ "concentration_excess" ] }, { "page": "concentration_exposure_sum", "title": "Sum externally grouped counterparty/single-name exposures, not all Assets.", "topics": [ "concentration_exposure_sum" ] }, { "page": "concentration_factor", "title": "gi selection, not grouping or CT selection; regional CQS2 reference affects gi only.", "topics": [ "concentration_factor" ] }, { "page": "concentration_risk", "title": "Euclidean norm of already valued single-name BOF charges; not asset losses.", "topics": [ "concentration_risk" ] }, { "page": "concentration_single_name_quality", "title": "Ceil value-weighted quality only after aggregation, without epsilon rounding.", "topics": [ "concentration_single_name_quality" ] }, { "page": "concentration_threshold", "title": "CT on externally established single-name quality or qualified special exposure.", "topics": [ "concentration_threshold" ] }, { "page": "Context", "title": "Explicit calculation context", "topics": [ "Context" ] }, { "page": "contract_boundary_exclusion", "title": "Only the Article 18(3) negative screen; zero never proves contract membership.", "topics": [ "contract_boundary_exclusion" ] }, { "page": "contract_recognition_due", "title": "Has the first recognition time arrived? This does not reverse later derecognition.", "topics": [ "contract_recognition_due" ] }, { "page": "contract_unilateral_right", "title": "Guideline2 unilateral-right screen, not full contract-boundary membership.", "topics": [ "contract_unilateral_right" ] }, { "page": "counterparty_solvency_ratio", "title": "Divide externally qualified latest eligible funds by latest positive SCR.", "topics": [ "counterparty_solvency_ratio" ] }, { "page": "coverage", "title": "Declared regulatory coverage and limitations", "topics": [ "coverage" ] }, { "page": "credit_cat_default_loss", "title": "Select largest NET default exposures and report their gross scenario claims.", "topics": [ "credit_cat_default_loss" ] }, { "page": "credit_cat_recession_loss", "title": "Sudden gross claim from next12month earned LOB9/21 premiums, not capital.", "topics": [ "credit_cat_recession_loss" ] }, { "page": "credit_derivative_scenario_charge", "title": "Select gross credit-derivative charge by maximal net-FDB scenario loss.", "topics": [ "credit_derivative_scenario_charge" ] }, { "page": "credit_spread_stress", "title": "Absolute widening versus relative tightening; hedge exclusions require separate assessment.", "topics": [ "credit_spread_stress" ] }, { "page": "currency_participation_bof_change", "title": "Signed FX BOF change: deducted holdings contribute gains but not losses.", "topics": [ "currency_participation_bof_change" ] }, { "page": "currency_peg_factor", "title": "Historical document-profile pair factor, not confirmation of a current currency peg.", "topics": [ "currency_peg_factor" ] }, { "page": "currency_peg_rate_stress", "title": "Apply a qualified original peg factor to local currency per one foreign unit.", "topics": [ "currency_peg_rate_stress" ] }, { "page": "currency_rate_stress", "title": "Stress local currency per one foreign unit, not its reciprocal or a BOF amount.", "topics": [ "currency_rate_stress" ] }, { "page": "currency_risk", "title": "Sum already net-scenario-selected gross charges, all valued in Context.currency.", "topics": [ "currency_risk" ] }, { "page": "currency_scenario_charge", "title": "One currency: select gross charge by the largest externally valued net-FDB loss.", "topics": [ "currency_scenario_charge" ] }, { "page": "de_branch_minimum_amount", "title": "Calculate a qualified German branch asset minimum or domestic deposit.", "topics": [ "de_branch_minimum_amount" ] }, { "page": "de_cover_assets_minimum", "title": "German book-value cover pool minimum, distinct from Solvency-II TP.", "topics": [ "de_cover_assets_minimum" ] }, { "page": "de_cover_property_value", "title": "Book/market minimum, or explicitly supervisor-determined property value.", "topics": [ "de_cover_property_value" ] }, { "page": "de_liquidity_coverage", "title": "Coverage, cash-flow gap and liquidity level for one qualified horizon.", "topics": [ "de_liquidity_coverage" ] }, { "page": "default_ccp_fund_lgd_2027", "title": "LGD of an externally qualified CCP default-fund contribution, not CCP eligibility.", "topics": [ "default_ccp_fund_lgd_2027" ] }, { "page": "default_clearing_conditions", "title": "Check one externally selected clearing route, not legal eligibility.", "topics": [ "default_clearing_conditions" ] }, { "page": "default_collateral_factor", "title": "Select a coefficient, not an insolvency-law interpretation or collateral valuation.", "topics": [ "default_collateral_factor" ] }, { "page": "default_collateral_market_adjustment", "title": "Literal document-profile order; signed adjustment, not collateral eligibility.", "topics": [ "default_collateral_market_adjustment" ] }, { "page": "default_defaulted_loan_lgd_2027", "title": "Article192(4a) floor; Loan is the source-defined qualified mortgage value.", "topics": [ "default_defaulted_loan_lgd_2027" ] }, { "page": "default_derivative_lgd", "title": "Four externally qualified variants, with explicit market/risk-adjusted collateral.", "topics": [ "default_derivative_lgd" ] }, { "page": "default_derivative_netting_value", "title": "Combine market values, never stand-alone RM, collateral stress or LGD.", "topics": [ "default_derivative_netting_value" ] }, { "page": "default_exposure_type", "title": "Return1/2 for default types or0 for exclusion FROM THIS MODULE ONLY.", "topics": [ "default_exposure_type" ] }, { "page": "default_mortgage_lgd", "title": "Use a qualified stress guarantee, not an arbitrary guarantee nominal amount.", "topics": [ "default_mortgage_lgd" ] }, { "page": "default_other_lgd", "title": "Two externally classified nonnegative valuation conventions; no hidden offsetting.", "topics": [ "default_other_lgd" ] }, { "page": "default_pool_lgd", "title": "Externally qualified type B/C pool formula, not pool classification.", "topics": [ "default_pool_lgd" ] }, { "page": "default_pool_member_ratio", "title": "Select the pool SR convention, not the counterparty PD table.", "topics": [ "default_pool_member_ratio" ] }, { "page": "default_pool_solvency_ratio", "title": "Harmonic EOF-weighted inner group plus risk-share-weighted outer group.", "topics": [ "default_pool_solvency_ratio" ] }, { "page": "default_pool_type_a_lgd", "title": "Apply type-A liability rule to an externally qualified Article192 LGD.", "topics": [ "default_pool_type_a_lgd" ] }, { "page": "default_probability", "title": "Apply an externally qualified Article 199 category; not a rating/classification engine.", "topics": [ "default_probability" ] }, { "page": "default_protected_probability", "title": "Select a qualified provider PD, never the minimum of two probabilities.", "topics": [ "default_protected_probability" ] }, { "page": "default_reinsurance_lgd", "title": "Choose standard/high-encumbrance formula; input includes corresponding receivables.", "topics": [ "default_reinsurance_lgd" ] }, { "page": "default_risk_adjusted_collateral", "title": "Literal collateral branches, with signed results and explicit legal evidence.", "topics": [ "default_risk_adjusted_collateral" ] }, { "page": "default_risk_adjusted_mortgage", "title": "Subtract adjustment from externally assessed Article198(2) property value.", "topics": [ "default_risk_adjusted_mortgage" ] }, { "page": "default_risk_mitigation", "title": "Difference for the same relevant risk module; never substitute overall SCR.", "topics": [ "default_risk_mitigation" ] }, { "page": "default_securities_financing_lgd_2027", "title": "Qualified repo/reverse-repo/securities-lending LGD, not a netting engine.", "topics": [ "default_securities_financing_lgd_2027" ] }, { "page": "default_single_name_count", "title": "Count declared single names and retain every exposure-to-group assignment.", "topics": [ "default_single_name_count" ] }, { "page": "default_single_name_lgd", "title": "Sum already assessed LGDs; qualified netting sets must not be counted twice.", "topics": [ "default_single_name_lgd" ] }, { "page": "default_single_name_pd", "title": "LGD-weighted PD for one externally grouped single name, not legal grouping.", "topics": [ "default_single_name_pd" ] }, { "page": "default_type1", "title": "Type-1 variance and charge; PD/LGD supplied per already grouped single name.", "topics": [ "default_type1" ] }, { "page": "default_type2_shock", "title": "Value-decrease amount; BOF must still be revalued to determine the capital charge.", "topics": [ "default_type2_shock" ] }, { "page": "default_type2_shock_2027", "title": "Three disjoint2027 LGD pools; no implicit zero for defaulted/forborne loans.", "topics": [ "default_type2_shock_2027" ] }, { "page": "discount_curve_from_spot_rates", "title": "Build explicit discount factors from externally supplied spot rates", "topics": [ "discount_curve_from_spot_rates" ] }, { "page": "DiscountCurve", "title": "Explicit local discount curve", "topics": [ "DiscountCurve", "discount_curve_factor", "discount_curve_from_dict", "discount_curve_to_dict" ] }, { "page": "documentation", "title": "Read bundled documentation without a browser", "topics": [ "documentation" ] }, { "page": "Engine", "title": "Execute a dependency graph of granular calculations", "topics": [ "calculate", "Engine" ] }, { "page": "equity_shock", "title": "Shock factor with optional qualified168 route checks, never asset valuation.", "topics": [ "equity_shock" ] }, { "page": "equity_stress_amount_2027", "title": "Apply an externally qualified169 factor to the prescribed position basis.", "topics": [ "equity_stress_amount_2027" ] }, { "page": "export_resources", "title": "Export local reference resources or an explicit analyst scenario", "topics": [ "export_resources" ] }, { "page": "external_model_checked_value", "title": "Forward an externally computed value after declared-evidence checks.", "topics": [ "external_model_checked_value" ] }, { "page": "financial_issuer_spread_stress", "title": "Route insurer and externally qualified financial-issuer factors, not legal eligibility.", "topics": [ "financial_issuer_spread_stress" ] }, { "page": "governance_evidence_check", "title": "Inventory applicable declared controls and expose versioned review periods.", "topics": [ "governance_evidence_check" ] }, { "page": "governance_remuneration_deferral_years", "title": "Minimum deferral period for an externally qualified relevant staff member.", "topics": [ "governance_remuneration_deferral_years" ] }, { "page": "group_combined_component_surplus_2027", "title": "Compose externally approved disjoint methods, not a consolidation model.", "topics": [ "group_combined_component_surplus_2027" ] }, { "page": "group_combined_currency_exposure_2027", "title": "Positive holding excess for external consolidated currency scenarios.", "topics": [ "group_combined_currency_exposure_2027" ] }, { "page": "group_consolidated_best_estimate", "title": "Sum BE already adjusted externally for all intra-group transactions.", "topics": [ "group_consolidated_best_estimate" ] }, { "page": "group_consolidated_minimum", "title": "Qualified MCR sum plus future local licence-withdrawal requirements.", "topics": [ "group_consolidated_minimum" ] }, { "page": "group_consolidated_risk_margin", "title": "Proportionate sum of externally qualified risk margins, no added diversification.", "topics": [ "group_consolidated_risk_margin" ] }, { "page": "group_consolidated_scr", "title": "Sum qualified Article336 amounts plus externally set group add-on.", "topics": [ "group_consolidated_scr" ] }, { "page": "group_consolidated_surplus", "title": "External consolidated eligible EOF minus SCR after its qualified minimum.", "topics": [ "group_consolidated_surplus" ] }, { "page": "group_immaterial_participation_screen_2027", "title": "Strict numerical thresholds only, never supervisory permission.", "topics": [ "group_immaterial_participation_screen_2027" ] }, { "page": "group_insurance_holding_conditions_2027", "title": "Declared holding criteria, not an automatic group or entity classification.", "topics": [ "group_insurance_holding_conditions_2027" ] }, { "page": "group_long_term_equity_limit_2027", "title": "Method1/combined LTE cap, not group SCR or an automatic classification.", "topics": [ "group_long_term_equity_limit_2027" ] }, { "page": "group_method2_best_estimate_sum", "title": "Parent plus proportionate related BE, preserving signed external valuations.", "topics": [ "group_method2_best_estimate_sum" ] }, { "page": "group_method2_component_surplus", "title": "Signed method2 aggregation component, not complete approved group solvency.", "topics": [ "group_method2_component_surplus" ] }, { "page": "group_minority_excess_2027", "title": "Literal 2027 minority formula, on explicitly pre-qualified net amounts.", "topics": [ "group_minority_excess_2027" ] }, { "page": "group_model_scr_contribution", "title": "Apply externally supplied model percentages; never develop an insurer model.", "topics": [ "group_model_scr_contribution" ] }, { "page": "group_nonavailable_own_funds_cap", "title": "Cap ONE externally qualified availability scope, without repeating the cap.", "topics": [ "group_nonavailable_own_funds_cap" ] }, { "page": "group_orsa_evidence_check", "title": "Inventory group-ORSA scope, method1 and single-document evidence.", "topics": [ "group_orsa_evidence_check" ] }, { "page": "group_orsa_method1_scr_difference", "title": "Signed related-SCR sum minus consolidated SCR, never floored.", "topics": [ "group_orsa_method1_scr_difference" ] }, { "page": "group_own_funds_transfer_timing_screen", "title": "Check only the declared nine-month horizon, not effective availability.", "topics": [ "group_own_funds_transfer_timing_screen" ] }, { "page": "group_pre_acquisition_scr_exception_2027", "title": "Future pre-acquisition exception with an explicit issuer-specific effect.", "topics": [ "group_pre_acquisition_scr_exception_2027" ] }, { "page": "group_reinsurance_elimination", "title": "Remove qualified internal reinsurance values before consolidation shares.", "topics": [ "group_reinsurance_elimination" ] }, { "page": "group_required_shortfall", "title": "Full subsidiary deficit unless an explicit externally approved exception applies.", "topics": [ "group_required_shortfall" ] }, { "page": "group_sector_capital_requirement_2027", "title": "Select the prescribed maximum of complete externally calculated branches.", "topics": [ "group_sector_capital_requirement_2027" ] }, { "page": "group_sector_contribution_2027", "title": "Sum disjoint qualified sector amounts using subscribed-capital shares.", "topics": [ "group_sector_contribution_2027" ] }, { "page": "group_significant_branch_screen", "title": "Strict 5% group OR host-market test used by group reporting definitions.", "topics": [ "group_significant_branch_screen" ] }, { "page": "group_simplified_participation_scr_2027", "title": "Externally approved simplified contribution; no extra ownership weighting.", "topics": [ "group_simplified_participation_scr_2027" ] }, { "page": "group_standard_scr_contribution", "title": "Standard-formula contribution for externally qualified consolidated entities.", "topics": [ "group_standard_scr_contribution" ] }, { "page": "guaranteed_sts_securitisation_spread_stress", "title": "Qualified Article180(10)/(10a) factor; historical name retained for callers.", "topics": [ "guaranteed_sts_securitisation_spread_stress" ] }, { "page": "health_accident_benefit_mean", "title": "Average only event-insured persons in the externally selected concentration.", "topics": [ "health_accident_benefit_mean" ] }, { "page": "health_accident_benefit_sum", "title": "Sum externally qualified event benefits of resident insured persons.", "topics": [ "health_accident_benefit_sum" ] }, { "page": "health_accident_concentration_loss", "title": "Use the externally identified largest qualified building population, not largest loss.", "topics": [ "health_accident_concentration_loss" ] }, { "page": "health_accident_country_aggregation", "title": "Root-sum-square of already valued country BOF charges, never of gross claims.", "topics": [ "health_accident_country_aggregation" ] }, { "page": "health_adc_recovery_2027", "title": "Scenario indemnity for one externally qualified ADC, before cession/prudence.", "topics": [ "health_adc_recovery_2027" ] }, { "page": "health_adc_reserve_factor_2027", "title": "Reserve-sigma adjustment; no invented upper cap or automatic eligibility.", "topics": [ "health_adc_reserve_factor_2027" ] }, { "page": "health_biometric_selection", "title": "Select already qualified SLT-health units; no health TP projection or SCR.", "topics": [ "health_biometric_selection" ] }, { "page": "health_biometric_stress", "title": "Stress only explicitly selected SLT health contracts, not their BOF valuation.", "topics": [ "health_biometric_stress" ] }, { "page": "health_disability_risk", "title": "Sum disjoint SLT medical/income charges; no diversification or classification inference.", "topics": [ "health_disability_risk" ] }, { "page": "health_expense_inflation_stress", "title": "Add the expense inflation shock without choosing a projection convention.", "topics": [ "health_expense_inflation_stress" ] }, { "page": "health_expense_level_stress", "title": "Stress eligible own/cedent costs jointly with inflation in external projection.", "topics": [ "health_expense_level_stress" ] }, { "page": "health_hres_mixed_sigma", "title": "Mix separately calculated volumes; a source reference is not a legal applicability decision.", "topics": [ "health_hres_mixed_sigma" ] }, { "page": "health_hres_sigma_bound", "title": "Bound an external representative estimate; this does not determine an official HRES sigma.", "topics": [ "health_hres_sigma_bound" ] }, { "page": "health_income_incidence_stress", "title": "Stress incidence for an explicitly assigned period; jointly project all156 changes.", "topics": [ "health_income_incidence_stress" ] }, { "page": "health_income_transition_stress", "title": "Apply strict recovery / inclusive continuation thresholds without normalisation.", "topics": [ "health_income_transition_stress" ] }, { "page": "health_lapse_option_stress", "title": "Stress relevant exercise/non-exercise probability with health-specific parameters.", "topics": [ "health_lapse_option_stress" ] }, { "page": "health_lapse_risk", "title": "Select the gross SLT health lapse charge corresponding to maximum net loss.", "topics": [ "health_lapse_risk" ] }, { "page": "health_mass_accident_loss", "title": "Gross claim for one printed AnnexXVI segment, before reinsurance and BOF revaluation.", "topics": [ "health_mass_accident_loss" ] }, { "page": "health_mass_lapse_factor", "title": "Return the40% event share, not proportional capital or life special-category70%.", "topics": [ "health_mass_lapse_factor" ] }, { "page": "health_medical_inflation_stress", "title": "Add/subtract percentage points without inventing a compounding model.", "topics": [ "health_medical_inflation_stress" ] }, { "page": "health_medical_payment_stress", "title": "Stress payments jointly with inflation in the external permanent projection.", "topics": [ "health_medical_payment_stress" ] }, { "page": "health_medical_risk", "title": "Maximum of two joint-scenario charges; no extra net-selection rule is inferred.", "topics": [ "health_medical_risk" ] }, { "page": "health_module_scope", "title": "Look up a qualified LOB, not the contract's economic classification.", "topics": [ "health_module_scope" ] }, { "page": "health_nslt_lapse_factor", "title": "NSLT health event share; do not apply SLT's three-scenario selection here.", "topics": [ "health_nslt_lapse_factor" ] }, { "page": "health_pandemic_income_exposure", "title": "Sum externally valued permanent-disability benefits with no recovery assumed.", "topics": [ "health_pandemic_income_exposure" ] }, { "page": "health_pandemic_loss", "title": "Gross sudden scenario claim before reinsurance; country residence/scope external.", "topics": [ "health_pandemic_loss" ] }, { "page": "health_pandemic_medical_cost", "title": "Weight all three externally valued care types; never silently normalise overrides.", "topics": [ "health_pandemic_medical_cost" ] }, { "page": "health_premium_reserve_risk", "title": "Four-segment standard selector; USP/HRES are deliberately not substituted.", "topics": [ "health_premium_reserve_risk" ] }, { "page": "health_premium_volume", "title": "Health-NSLT net premium volume; cohort/time selection and evidence are external.", "topics": [ "health_premium_volume" ] }, { "page": "health_reserve_volume", "title": "Health-NSLT claims volume; recoverables exclude208(2) finite/similar RI.", "topics": [ "health_reserve_volume" ] }, { "page": "health_revision_stress", "title": "Stress externally selected inflation/legal/health revision-exposed annuities.", "topics": [ "health_revision_stress" ] }, { "page": "infrastructure_corporate_eligibility_screen", "title": "Screen declared corporate criteria with conditional controls and numbers.", "topics": [ "infrastructure_corporate_eligibility_screen" ] }, { "page": "infrastructure_project_eligibility_screen", "title": "Apply only the declared, branch-specific project prerequisites.", "topics": [ "infrastructure_project_eligibility_screen" ] }, { "page": "insured_deposit_concentration_factor", "title": "Deposit guarantee concentration gi only; no default/spread risk exemption.", "topics": [ "insured_deposit_concentration_factor" ] }, { "page": "insurer_solvency_spread_stress", "title": "Interpolate stress, not rating, for externally qualified unrated insurers.", "topics": [ "insurer_solvency_spread_stress" ] }, { "page": "intangible_risk", "title": "Charge on intangible value already recognised under Article 12.", "topics": [ "intangible_risk" ] }, { "page": "interest_additive_shift_2027", "title": "Return the nonnegative b magnitude; its application sign belongs to the scenario.", "topics": [ "interest_additive_shift_2027" ] }, { "page": "interest_down_floor_2027", "title": "Published floor from1year; subannual ambiguity is not filled by extrapolation.", "topics": [ "interest_down_floor_2027" ] }, { "page": "interest_down_stress_2027", "title": "Literal downward stress only at/before an externally qualified first smoothing point.", "topics": [ "interest_down_stress_2027" ] }, { "page": "interest_participation_bof_change", "title": "Retain gains but exclude losses on Art68-deducted financial holdings.", "topics": [ "interest_participation_bof_change" ] }, { "page": "interest_relative_factor_2027", "title": "Interpolate s using its own90year tail, not the additive60year tail.", "topics": [ "interest_relative_factor_2027" ] }, { "page": "interest_scenario_charge", "title": "Sum each direction across qualified currency groups before scenario selection.", "topics": [ "interest_scenario_charge" ] }, { "page": "interest_stress", "title": "Stress a basic annual spot rate; linear factor interpolation including endpoints.", "topics": [ "interest_stress" ] }, { "page": "interest_ufr_stress_2027", "title": "Shift an externally supplied UFR, without constructing a stressed extrapolation.", "topics": [ "interest_ufr_stress_2027" ] }, { "page": "lac_dt", "title": "Signed tax adjustment from externally valued balances after the Article 207(1) loss.", "topics": [ "lac_dt" ] }, { "page": "lac_dt_profit_assumptions_check", "title": "Check one externally qualified projection/return-pair and declared evidence.", "topics": [ "lac_dt_profit_assumptions_check" ] }, { "page": "lac_dt_stress_amount", "title": "Loss for the external tax revaluation, before (not after) the tax adjustment.", "topics": [ "lac_dt_stress_amount" ] }, { "page": "lac_tp", "title": "Signed (nonpositive) loss-absorbing adjustment for technical provisions.", "topics": [ "lac_tp" ] }, { "page": "lapse_stress", "title": "Stress the relevant option-exercise rate after the required contract selection.", "topics": [ "lapse_stress" ] }, { "page": "liability_cat_claim_count", "title": "Smallest integer STRICTLY above the ratio, or one for unlimited coverage.", "topics": [ "liability_cat_claim_count" ] }, { "page": "liability_cat_loss", "title": "Group factor times next12month earned gross premium before reinsurance.", "topics": [ "liability_cat_loss" ] }, { "page": "life_biometric_selection", "title": "Select qualified life units by strictly increased TP excluding risk margin.", "topics": [ "life_biometric_selection" ] }, { "page": "life_biometric_stress", "title": "Apply a selected biometric stress without inventing a probability/intensity conversion.", "topics": [ "life_biometric_stress" ] }, { "page": "life_cashflow_grouping_conditions", "title": "Check declared Article35 grouping safeguards, not a clustering model.", "topics": [ "life_cashflow_grouping_conditions" ] }, { "page": "life_catastrophe_rate_stress", "title": "Add the twelve-month mortality shock only to externally selected contracts.", "topics": [ "life_catastrophe_rate_stress" ] }, { "page": "life_expense_inflation_stress", "title": "Add the prescribed percentage-point shock without choosing a compounding model.", "topics": [ "life_expense_inflation_stress" ] }, { "page": "life_expense_level_stress", "title": "Stress eligible costs; combine with inflation stress in the external projection.", "topics": [ "life_expense_level_stress" ] }, { "page": "life_lapse_option_stress", "title": "Return exercise probability, stressing non-exercise for extension options.", "topics": [ "life_lapse_option_stress" ] }, { "page": "life_lapse_risk", "title": "Select gross capital using all three externally valued net scenarios.", "topics": [ "life_lapse_risk" ] }, { "page": "life_mass_lapse_factor", "title": "Return event share, never a proportional BOF/TP loss or standalone mass SCR.", "topics": [ "life_mass_lapse_factor" ] }, { "page": "life_mass_lapse_special_eligibility", "title": "Screen declared142(6)a facts; a negative result does NOT select category b.", "topics": [ "life_mass_lapse_special_eligibility" ] }, { "page": "life_revision_stress", "title": "Increase only externally qualified revision-exposed annuity benefits.", "topics": [ "life_revision_stress" ] }, { "page": "load_discount_curve_json", "title": "Import a user-supplied local discount curve", "topics": [ "load_discount_curve_csv", "load_discount_curve_json" ] }, { "page": "lookthrough_exposure_amount", "title": "Sum one underlying exposure across all qualified direct/indirect fund paths.", "topics": [ "lookthrough_exposure_amount" ] }, { "page": "lookthrough_fallback_conditions", "title": "Test target-first fallback conditions, not infer a fund's asset allocation.", "topics": [ "lookthrough_fallback_conditions" ] }, { "page": "lookthrough_grouping_limit", "title": "Check an inclusive cap on externally scope-adjusted grouping amounts.", "topics": [ "lookthrough_grouping_limit" ] }, { "page": "manmade_concentration_loss", "title": "Maximum combined effective insured sum of externally qualified objects.", "topics": [ "manmade_concentration_loss" ] }, { "page": "market_risk_from_interest_scenarios", "title": "Aggregate supplied market submodules, with the source's interest-charge equality rule.", "topics": [ "market_risk_from_interest_scenarios" ] }, { "page": "matching_fundamental_spread_increase", "title": "Fundamental-spread increment, not MA/technical-provision revaluation.", "topics": [ "matching_fundamental_spread_increase" ] }, { "page": "mcr_absolute_floor", "title": "Select a printed EUR floor, including qualified Article166 direct branches.", "topics": [ "mcr_absolute_floor" ] }, { "page": "mcr_capital_at_risk", "title": "Article251 contract-level floors; external benefit/BE qualification unchanged.", "topics": [ "mcr_capital_at_risk" ] }, { "page": "mcr_combined", "title": "Combined MCR including an explicitly supplied applicable absolute floor.", "topics": [ "mcr_combined" ] }, { "page": "mcr_life", "title": "Linear life MCR; no premature floor on the signed linear total.", "topics": [ "mcr_life" ] }, { "page": "mcr_linear", "title": "Add the separately determined Art.250/251 parts; life may be signed.", "topics": [ "mcr_linear" ] }, { "page": "mcr_nonlife", "title": "Linear nonlife/health MCR using all 16 annex-XIX segments, including explicit zeros.", "topics": [ "mcr_nonlife" ] }, { "page": "mcr_notional_requirement", "title": "Notional activity MCR with a separately supervisor-assigned add-on.", "topics": [ "mcr_notional_requirement" ] }, { "page": "mcr_notional_scr", "title": "Allocate SCR excluding add-ons by the two notional linear MCR components.", "topics": [ "mcr_notional_scr" ] }, { "page": "model_va_scr_floor_2027", "title": "Check declared method conditions and two external SCR floors, not raise SCR.", "topics": [ "model_va_scr_floor_2027" ] }, { "page": "mortgage_type2_eligibility_screen", "title": "Screen declarations and numerical limits, not the truth of legal conditions.", "topics": [ "mortgage_type2_eligibility_screen" ] }, { "page": "motor_assumed_limit", "title": "Externally choose total, absent-total property/personal, or per-victim basis.", "topics": [ "motor_assumed_limit" ] }, { "page": "motor_cat_loss", "title": "Gross sudden claim, with literal floor even at zero supplied counts.", "topics": [ "motor_cat_loss" ] }, { "page": "motor_vehicle_count", "title": "Aggregate qualified LOB4/16 vehicle groups, proportional shares applied once.", "topics": [ "motor_vehicle_count" ] }, { "page": "natural_cat_event_loss", "title": "One ordered gross event; do not replace sequential recoveries with a sum.", "topics": [ "natural_cat_event_loss" ] }, { "page": "natural_cat_insured_sum", "title": "Sum eligible zone exposures; flood/hail motor weights differ.", "topics": [ "natural_cat_insured_sum" ] }, { "page": "natural_cat_other_diversification", "title": "Return sum of squared premium shares over all explicit regions5..18.", "topics": [ "natural_cat_other_diversification" ] }, { "page": "natural_cat_other_loss", "title": "Outside AnnexXIII: eligible next12month gross premiums and external DIV.", "topics": [ "natural_cat_other_loss" ] }, { "page": "natural_cat_scenario_risk", "title": "Maximum of externally valued A/B sequence capital, not sum of event losses.", "topics": [ "natural_cat_scenario_risk" ] }, { "page": "natural_cat_weighted_cap", "title": "Optional externally justified lower WSI, never a reinsurance-net amount.", "topics": [ "natural_cat_weighted_cap" ] }, { "page": "non_snc_proportionality_size_screen_2027", "title": "Shared327b/c/d/e/g size component; each measure's other conditions remain.", "topics": [ "non_snc_proportionality_size_screen_2027" ] }, { "page": "nonlife_adc_recovery_2027", "title": "One qualified ADC indemnity, before cession/prudence, using AnnexII sigma.", "topics": [ "nonlife_adc_recovery_2027" ] }, { "page": "nonlife_adc_reserve_factor_2027", "title": "Qualified reserve-sigma factor, no upper cap; zero denominator needs review.", "topics": [ "nonlife_adc_reserve_factor_2027" ] }, { "page": "nonlife_lapse_factor", "title": "Event share, not capital multiplier; underlying/worst selection external.", "topics": [ "nonlife_lapse_factor" ] }, { "page": "nonlife_premium_volume", "title": "Article 116 premium volume from externally selected net premium cashflows.", "topics": [ "nonlife_premium_volume" ] }, { "page": "nonlife_reserve_volume", "title": "Net claims BE; eligible recoverables must exclude208(2) finite/similar RI.", "topics": [ "nonlife_reserve_volume" ] }, { "page": "nonprop_property_cat_loss", "title": "Next12month eligible LOB28 earned gross premiums; AnnexIII DIV supplied.", "topics": [ "nonprop_property_cat_loss" ] }, { "page": "numeric_overrides_from_dict", "title": "Load an explicit analyst-override batch", "topics": [ "load_numeric_overrides_json", "numeric_overrides_from_dict" ] }, { "page": "NumericOverride", "title": "A traceable numeric analyst override", "topics": [ "NumericOverride" ] }, { "page": "obligation_derecognition_condition", "title": "Qualified obligation state only, never automatic contract-end derecognition.", "topics": [ "obligation_derecognition_condition" ] }, { "page": "operational_risk", "title": "Gross premium/provision calculation; provisions exclude the risk margin.", "topics": [ "operational_risk" ] }, { "page": "orsa_additional_macro_analysis_required_2027", "title": "Select only additional paragraph1(e) analysis; paragraph1(d) remains.", "topics": [ "orsa_additional_macro_analysis_required_2027" ] }, { "page": "orsa_biennial_captive_conditions_2027", "title": "Declared captive eligibility for ORSA frequency, not DR89 simplification.", "topics": [ "orsa_biennial_captive_conditions_2027" ] }, { "page": "orsa_climate_scenario_requirement_2027", "title": "Minimum scenario count from externally qualified materiality/SNC status.", "topics": [ "orsa_climate_scenario_requirement_2027" ] }, { "page": "orsa_climate_scenario_structure_2027", "title": "Check required role metadata and maximum intervals, never model adequacy.", "topics": [ "orsa_climate_scenario_structure_2027" ] }, { "page": "orsa_conditional_evidence_check", "title": "Inventory conditional comparisons/recalibration, never calculate a model.", "topics": [ "orsa_conditional_evidence_check" ] }, { "page": "orsa_core_evidence_check", "title": "Inventory explicitly declared core evidence, not adequacy or compliance.", "topics": [ "orsa_core_evidence_check" ] }, { "page": "orsa_guidance_evidence_check", "title": "Inventory archived guideline evidence, not content or legal applicability.", "topics": [ "orsa_guidance_evidence_check" ] }, { "page": "orsa_max_assessment_interval_2027", "title": "Maximum periodic interval; an event-triggered ORSA remains immediate.", "topics": [ "orsa_max_assessment_interval_2027" ] }, { "page": "orsa_phase_in_currency_exemption_2027", "title": "Screen only the Article77a phase-in comparison exemption per currency.", "topics": [ "orsa_phase_in_currency_exemption_2027" ] }, { "page": "orsa_report_evidence_check", "title": "Inventory report content/transmission evidence, not the report itself.", "topics": [ "orsa_report_evidence_check" ] }, { "page": "other_nonlife_cat_loss", "title": "All five AnnexXII groups, next12month earned gross premiums.", "topics": [ "other_nonlife_cat_loss" ] }, { "page": "own_funds_basic_before_adjustments", "title": "Compose Article88 amounts before further deductions and eligibility limits.", "topics": [ "own_funds_basic_before_adjustments" ] }, { "page": "own_funds_classification_evidence_check", "title": "Inventory declared classification evidence, never classify an instrument.", "topics": [ "own_funds_classification_evidence_check" ] }, { "page": "own_funds_distribution_policy_amount", "title": "Select a qualified annual payout amount, in the context reporting currency.", "topics": [ "own_funds_distribution_policy_amount" ] }, { "page": "own_funds_distribution_policy_ratio", "title": "Select a qualified payout ratio; no invented cap at 100 percent.", "topics": [ "own_funds_distribution_policy_ratio" ] }, { "page": "own_funds_expected_future_fee_profit_2027", "title": "Signed fee-scenario difference for one qualified index/unit-linked scope.", "topics": [ "own_funds_expected_future_fee_profit_2027" ] }, { "page": "own_funds_expected_future_premium_profit", "title": "Aggregate without-minus-with valuations in externally qualified groups.", "topics": [ "own_funds_expected_future_premium_profit" ] }, { "page": "own_funds_financial_deduction_tier", "title": "Select a remaining own-fund bucket after externally qualified deductions.", "topics": [ "own_funds_financial_deduction_tier" ] }, { "page": "own_funds_financial_exemption_screen", "title": "Version-specific declared-prerequisite screen, never approval of an exemption.", "topics": [ "own_funds_financial_exemption_screen" ] }, { "page": "own_funds_financial_participation_deduction", "title": "Deduct qualified nonexempt financial participations, with per-holding audit.", "topics": [ "own_funds_financial_participation_deduction" ] }, { "page": "own_funds_foreseeable_distributions_2027", "title": "Formal amount, or one of two permitted accrual methods before that stage.", "topics": [ "own_funds_foreseeable_distributions_2027" ] }, { "page": "own_funds_mcr_allocation", "title": "Validate one proposed full MCR-covering allocation of basic own funds.", "topics": [ "own_funds_mcr_allocation" ] }, { "page": "own_funds_reconciliation_reserve", "title": "Subtract Article70 items, with explicit financial-participation overlap.", "topics": [ "own_funds_reconciliation_reserve" ] }, { "page": "own_funds_restricted_deduction", "title": "Deduct restricted surplus, or the full elected immaterial RFF amount.", "topics": [ "own_funds_restricted_deduction" ] }, { "page": "own_funds_scr_allocation", "title": "Validate one proposed full SCR-covering allocation of preclassified tiers.", "topics": [ "own_funds_scr_allocation" ] }, { "page": "own_funds_step_up_limit", "title": "Art73(4)/77(4) maximum modest one-off step-up, not whole-tier eligibility.", "topics": [ "own_funds_step_up_limit" ] }, { "page": "own_funds_tier1_loss_absorption_trigger", "title": "Article71(8) event screen, NOT write-down/conversion or Tier1 eligibility.", "topics": [ "own_funds_tier1_loss_absorption_trigger" ] }, { "page": "own_funds_tier1_mechanism_requirements", "title": "Select statutory execution requirements; no instrument amount or booking.", "topics": [ "own_funds_tier1_mechanism_requirements" ] }, { "page": "parameter", "title": "Parameter value and its regulatory provenance", "topics": [ "parameter" ] }, { "page": "partial_model_bscr", "title": "Annex XVIII techniques1-5, with recursive4/5 and certified external2.", "topics": [ "partial_model_bscr" ] }, { "page": "partial_public_guarantee_zero_amount_2027", "title": "Validate explicit zero-treatment allocation, not guarantee pricing or capital.", "topics": [ "partial_public_guarantee_zero_amount_2027" ] }, { "page": "premium_future_component", "title": "Sum one selected net premium PV component, without long-term weighting.", "topics": [ "premium_future_component" ] }, { "page": "premium_net_of_reinsurance", "title": "Return signed net premiums, not recoverables, total volume or capital.", "topics": [ "premium_net_of_reinsurance" ] }, { "page": "premium_reserve_diversification", "title": "Geographic factor from already classified volumes, including mandatory exceptions.", "topics": [ "premium_reserve_diversification" ] }, { "page": "premium_reserve_geographic_region", "title": "Return the macroregion for an explicitly qualified original territory name.", "topics": [ "premium_reserve_geographic_region" ] }, { "page": "premium_reserve_parameterised_risk", "title": "Aggregate supplied effective sigmas, without repeating NP/ADC adjustments.", "topics": [ "premium_reserve_parameterised_risk" ] }, { "page": "premium_reserve_risk", "title": "Nonlife sigma aggregation with explicit2027 reinsurance/USP qualification.", "topics": [ "premium_reserve_risk" ] }, { "page": "Result", "title": "Structured calculation result and provenance", "topics": [ "print.Result", "Result" ] }, { "page": "property_value_stress", "title": "Stress an externally identified property asset, not total BOF or property SCR.", "topics": [ "property_value_stress" ] }, { "page": "proportionality_application_evidence_2027", "title": "Application/notification inventory, separate from annual size screens.", "topics": [ "proportionality_application_evidence_2027" ] }, { "page": "prudent_deterministic_best_estimate_2027", "title": "BE_det + loading*SCR, with default5% or externally demonstrated loading.", "topics": [ "prudent_deterministic_best_estimate_2027" ] }, { "page": "prudent_deterministic_eligibility_2027", "title": "Strict5% time-value screen plus externally qualified route conditions.", "topics": [ "prudent_deterministic_eligibility_2027" ] }, { "page": "prudent_deterministic_non_snc_size_screen_2027", "title": "Only Article327f size/market conditions, NOT supervisory approval.", "topics": [ "prudent_deterministic_non_snc_size_screen_2027" ] }, { "page": "public_counter_guarantee_conditions_2027", "title": "Article215a equivalence gate, not guarantee valuation or zero capital.", "topics": [ "public_counter_guarantee_conditions_2027" ] }, { "page": "public_exposure_zero_factor", "title": "Shared public-factor rule; Art180 debt scope and Art187 scope remain distinct.", "topics": [ "public_exposure_zero_factor" ] }, { "page": "reference_case", "title": "A single reference case by identifier", "topics": [ "reference_case" ] }, { "page": "reference_cases", "title": "Independent synthetic calculation references", "topics": [ "reference_cases" ] }, { "page": "reference_datasets", "title": "Additional synthetic reporting reference datasets", "topics": [ "reference_dataset", "reference_datasets" ] }, { "page": "reference_portfolios", "title": "Synthetic integration portfolios", "topics": [ "reference_portfolios" ] }, { "page": "regular_supervisory_report_interval", "title": "Select declared RSR periodicity without waiving other reporting duties.", "topics": [ "regular_supervisory_report_interval" ] }, { "page": "regulatory_euro_amount_indexation", "title": "Original EUR base times HICP change since31Dec2015, rounded upward.", "topics": [ "regulatory_euro_amount_indexation" ] }, { "page": "reinsurance_adjusted_recoverable", "title": "Subtract the separately calculated EXPECTED default adjustment exactly once.", "topics": [ "reinsurance_adjusted_recoverable" ] }, { "page": "reinsurance_counterparty_recognition_factor", "title": "Prescribed211 eligibility/haircut; not PD, LGD or recoverable valuation.", "topics": [ "reinsurance_counterparty_recognition_factor" ] }, { "page": "reinsurance_default_adjustment", "title": "PV of already probability-weighted shortfalls; positive result is a deduction.", "topics": [ "reinsurance_default_adjustment" ] }, { "page": "reinsurance_default_loss", "title": "Apply the loss-given-default floor or an explicitly evidenced alternative.", "topics": [ "reinsurance_default_loss" ] }, { "page": "reinsurance_nonlife_allocation", "title": "Allocate already eligible payments using their external gross-claims linkage.", "topics": [ "reinsurance_nonlife_allocation" ] }, { "page": "reinsurance_recoverable_cashflows", "title": "Discount externally selected expected recoveries at their own payment dates.", "topics": [ "reinsurance_recoverable_cashflows" ] }, { "page": "reinsurance_recoverables_from_net", "title": "Article57 signed gross-minus-net difference BEFORE expected default loss.", "topics": [ "reinsurance_recoverables_from_net" ] }, { "page": "replicated_cashflow_value", "title": "Market-value arithmetic with mandatory exclusions, not replication approval.", "topics": [ "replicated_cashflow_value" ] }, { "page": "reporting_bound_rule_check", "title": "Check an archived rule on explicitly bound facts", "topics": [ "reporting_bound_rule_check" ] }, { "page": "reporting_captive_itemised_exemption_2027", "title": "Declared Article35a(3) eligibility only for subannual itemised reporting.", "topics": [ "reporting_captive_itemised_exemption_2027" ] }, { "page": "reporting_catalog", "title": "Archived reporting definitions for an explicit technical release", "topics": [ "reporting_catalog" ] }, { "page": "reporting_closed_rule_check", "title": "Check a rule against explicit closed-table cell facts", "topics": [ "reporting_closed_rule_check" ] }, { "page": "reporting_data", "title": "Load one reporting definition category", "topics": [ "reporting_data" ] }, { "page": "reporting_instance", "title": "Assemble an offline XBRL draft from explicit DPM cell facts", "topics": [ "reporting_instance" ] }, { "page": "reporting_metric_value_check", "title": "Check an explicit fact against an archived DPM metric", "topics": [ "reporting_metric_value_check" ] }, { "page": "reporting_rule_precondition", "title": "Evaluate an archived filing-indicator precondition", "topics": [ "reporting_rule_precondition" ] }, { "page": "reporting_table", "title": "Definitions and axes for one reporting table", "topics": [ "reporting_table" ] }, { "page": "reporting_validation_status", "title": "Archived module-specific validation status", "topics": [ "reporting_validation_status" ] }, { "page": "restricted_portfolio_scenario_charge", "title": "One portfolio's nonnegative charge under the COMMON worst net scenario.", "topics": [ "restricted_portfolio_scenario_charge" ] }, { "page": "restricted_portfolio_scr_sum", "title": "Sum complete qualified notional SCRs, including remainder; no diversification.", "topics": [ "restricted_portfolio_scr_sum" ] }, { "page": "rfr_archived_corporate_pd", "title": "Read the default probability, NOT the similarly named PD credit spread.", "topics": [ "rfr_archived_corporate_pd" ] }, { "page": "rfr_archived_corporate_spread", "title": "Read published PD/FS/downgrade spreads, converting percent to decimal rates.", "topics": [ "rfr_archived_corporate_spread" ] }, { "page": "rfr_archived_government_spread", "title": "Read a published government LTAS/FS parameter and convert percent to decimal.", "topics": [ "rfr_archived_government_spread" ] }, { "page": "rfr_archived_ltas", "title": "Read supplemental LTAS cells with explicit original row identifiers.", "topics": [ "rfr_archived_ltas" ] }, { "page": "rfr_archived_spot_rate", "title": "Read one published annual zero-coupon rate, preserving cell provenance.", "topics": [ "rfr_archived_spot_rate" ] }, { "page": "rfr_credit_risk_adjustment", "title": "Bound half the externally qualified one-year mean spread (decimal rates).", "topics": [ "rfr_credit_risk_adjustment" ] }, { "page": "rfr_credit_spread_sensitivity", "title": "CSSR from separately qualified PVBP amounts, not their revaluation model.", "topics": [ "rfr_credit_spread_sensitivity" ] }, { "page": "rfr_currency_risk_adjustment", "title": "Signed CURA: archived uniform value or a qualified formula illustration.", "topics": [ "rfr_currency_risk_adjustment" ] }, { "page": "rfr_curve_spot_2027", "title": "Build a basic/VA/MA curve once, including all requested output maturities.", "topics": [ "rfr_curve_spot_2027" ] }, { "page": "rfr_default_adjusted_cashflow", "title": "De-risk one asset cashflow under EIOPA-BoS-24-533 section 12.5.9.", "topics": [ "rfr_default_adjusted_cashflow" ] }, { "page": "rfr_default_loss_on_market_value", "title": "Loss conditional on default under the fundamental-spread recovery assumption.", "topics": [ "rfr_default_loss_on_market_value" ] }, { "page": "rfr_downgrade_expected_loss", "title": "Weight qualified immediate replacement losses, not a rating/migration model.", "topics": [ "rfr_downgrade_expected_loss" ] }, { "page": "rfr_equivalent_annual_rate", "title": "Solve the unique annual rate for nonnegative externally qualified cashflows.", "topics": [ "rfr_equivalent_annual_rate" ] }, { "page": "rfr_extrapolated_forward_2027", "title": "Return the continuous forward from annual-discrete UFR and continuous LLFR.", "topics": [ "rfr_extrapolated_forward_2027" ] }, { "page": "rfr_extrapolated_spot_2027", "title": "Convert the FSP spot and a matching continuous forward to an annual spot.", "topics": [ "rfr_extrapolated_spot_2027" ] }, { "page": "rfr_extrapolation_alpha_2027", "title": "Own versioned alpha, with annual approved transition and no post-2032 trend.", "topics": [ "rfr_extrapolation_alpha_2027" ] }, { "page": "rfr_fsp_currency_percentage_2027", "title": "Prescribed percentage, not a market-data calibration or an FSP maturity.", "topics": [ "rfr_fsp_currency_percentage_2027" ] }, { "page": "rfr_fundamental_spread", "title": "Compose external credit spreads with the class floor or exact fallback.", "topics": [ "rfr_fundamental_spread" ] }, { "page": "rfr_fundamental_spread_other_than_pd", "title": "Published corporate residual-FS rule: max(CoD, FS-PD), decimal rates.", "topics": [ "rfr_fundamental_spread_other_than_pd" ] }, { "page": "rfr_last_liquid_forward_2027", "title": "Aggregate externally qualified continuous forwards using swap notionals.", "topics": [ "rfr_last_liquid_forward_2027" ] }, { "page": "rfr_macro_country_factor", "title": "Country debt/all-assets share, not an insurer's own portfolio weight.", "topics": [ "rfr_macro_country_factor" ] }, { "page": "rfr_macro_volatility_adjustment", "title": "Euro macro add-on; explicitly incompatible with undertaking-specific adjustment.", "topics": [ "rfr_macro_volatility_adjustment" ] }, { "page": "rfr_market_rate_adjustment", "title": "Apply CRA and signed CURA once before existing curve construction.", "topics": [ "rfr_market_rate_adjustment" ] }, { "page": "rfr_matching_adjustment", "title": "Subtract effective annual rates on the SAME liability cashflows and residual FS.", "topics": [ "rfr_matching_adjustment" ] }, { "page": "rfr_matching_mortality_headroom", "title": "Headroom against the 5% BE condition, using the externally BOF-selected stress.", "topics": [ "rfr_matching_mortality_headroom" ] }, { "page": "rfr_matching_mortality_selected_be", "title": "Return BE from the worst BOF scenario, not the scenario with maximum BE.", "topics": [ "rfr_matching_mortality_selected_be" ] }, { "page": "rfr_matching_mortality_stress", "title": "MA qualification stress assumption, not life SCR or automatic scenario selection.", "topics": [ "rfr_matching_mortality_stress" ] }, { "page": "rfr_monthly_data", "title": "Synthetic market-data template", "topics": [ "rfr_monthly_data" ] }, { "page": "rfr_pegged_credit_spread_sensitivity", "title": "Common CSSR from qualified combined amounts, never average individual CSSRs.", "topics": [ "rfr_pegged_credit_spread_sensitivity" ] }, { "page": "rfr_portfolio_risk_correction", "title": "Aggregate category corrections under EIOPA-BoS-24-533 section 10.3.5.", "topics": [ "rfr_portfolio_risk_correction" ] }, { "page": "rfr_reference_portfolio_spread", "title": "Whole-portfolio weights: do not renormalize the two bond categories.", "topics": [ "rfr_reference_portfolio_spread" ] }, { "page": "rfr_risk_corrected_spread", "title": "Subtract an externally qualified risk correction without an output floor.", "topics": [ "rfr_risk_corrected_spread" ] }, { "page": "rfr_risk_correction_2027", "title": "Piecewise correction for a qualified homogeneous spread bucket, decimal rates.", "topics": [ "rfr_risk_correction_2027" ] }, { "page": "rfr_smith_wilson_spot", "title": "Fit qualified instruments once and return annual spot plus optional grid.", "topics": [ "rfr_smith_wilson_spot" ] }, { "page": "rfr_spot_discount_factor", "title": "Convert a matching annual zero-coupon spot rate to a discount factor.", "topics": [ "rfr_spot_discount_factor" ] }, { "page": "rfr_transitional_spot_rate", "title": "Add the approved currency-specific annual transition to one curve point.", "topics": [ "rfr_transitional_spot_rate" ] }, { "page": "rfr_ultimate_forward_rate", "title": "Derive the context year's UFR using the prior year's annual calculation.", "topics": [ "rfr_ultimate_forward_rate" ] }, { "page": "rfr_va_pvbp", "title": "Literal revaluation difference/VA*, not a valuation model or per-bp rescaling.", "topics": [ "rfr_va_pvbp" ] }, { "page": "rfr_volatility_adjustment", "title": "Compute VA from risk-corrected spreads; neither authorize nor apply it.", "topics": [ "rfr_volatility_adjustment" ] }, { "page": "rfr_volatility_adjustment_2027", "title": "Currency VA only; no automatic macro addition or undertaking-specific approval.", "topics": [ "rfr_volatility_adjustment_2027" ] }, { "page": "risk_margin", "title": "Discount SCR(t) of the Art.38 reference undertaking at basic rates t+1.", "topics": [ "risk_margin" ] }, { "page": "risk_margin_adjusted_duration_2027", "title": "Future life formula from deterministic annual net cashflows, first at k=1.", "topics": [ "risk_margin_adjusted_duration_2027" ] }, { "page": "risk_margin_duration", "title": "Baseline life formula including the divisor printed in archived Annex IV.", "topics": [ "risk_margin_duration" ] }, { "page": "risk_margin_internal_model_required", "title": "Regulatory selection condition only; insurer supplies the approved model.", "topics": [ "risk_margin_internal_model_required" ] }, { "page": "risk_margin_lob_allocation", "title": "Apply a nonnegative externally qualified share; never infer it from SCR0.", "topics": [ "risk_margin_lob_allocation" ] }, { "page": "risk_margin_percentage", "title": "Externally calibrated alpha_lob * BE_net(0), not a prescribed default alpha.", "topics": [ "risk_margin_percentage" ] }, { "page": "risk_margin_proportional_scr", "title": "SCR(t)=SCR(0)*BE_net(t)/BE_net(0); never apply lambda inside SCR(t).", "topics": [ "risk_margin_proportional_scr" ] }, { "page": "risk_margin_reference_asset_balance", "title": "SCR + TP - recoverables, not an asset portfolio or optimisation result.", "topics": [ "risk_margin_reference_asset_balance" ] }, { "page": "risk_margin_reference_evidence_check", "title": "Inventory reference-undertaking assumptions, never generate SCR runoff.", "topics": [ "risk_margin_reference_evidence_check" ] }, { "page": "risk_margin_reserve_scr", "title": "Reserve-only 3_sigma_res_mod_PCO_net(t), never the whole nonlife SCR.", "topics": [ "risk_margin_reserve_scr" ] }, { "page": "risk_mitigation_recognition_factor", "title": "Full, excluded, or externally qualified time-proportionate recognition.", "topics": [ "risk_mitigation_recognition_factor" ] }, { "page": "rsr_long_term_equity_extra_disclosure_2027", "title": "Extra impact/action disclosures for an externally qualified105a holding.", "topics": [ "rsr_long_term_equity_extra_disclosure_2027" ] }, { "page": "rule_profiles", "title": "Available dated rule profiles", "topics": [ "rule_profiles" ] }, { "page": "scenario_loss", "title": "Loss from external BOF; optional gross83 input checks are not a valuation model.", "topics": [ "scenario_loss" ] }, { "page": "scope_ancillary_risk_conditions", "title": "Apply Article16's cross-branch conditions to external factual declarations.", "topics": [ "scope_ancillary_risk_conditions" ] }, { "page": "scope_volume_conditions", "title": "Screen one year's literal Article4(1) conditions in the selected profile.", "topics": [ "scope_volume_conditions" ] }, { "page": "scope_volume_entry_trigger", "title": "Three-year breach of one identified amount, for the following-year trigger.", "topics": [ "scope_volume_entry_trigger" ] }, { "page": "scope_volume_release_history", "title": "Only historical/prospective volume conditions, not supervisory release.", "topics": [ "scope_volume_release_history" ] }, { "page": "scr_standard_formula", "title": "Compose standard formula and explicit imposed add-ons, not a full release.", "topics": [ "scr_standard_formula" ] }, { "page": "secured_bond_spread_stress", "title": "Three collateral branches on an externally qualified Article176(4) shock.", "topics": [ "secured_bond_spread_stress" ] }, { "page": "securitisation_spread_stress", "title": "Article178 factors on externally qualified positions; no automatic transition relief.", "topics": [ "securitisation_spread_stress" ] }, { "page": "select_scenario", "title": "Select the gross charge corresponding to the greatest net-of-FDB loss.", "topics": [ "select_scenario" ] }, { "page": "sfcr_balance_sheet_audit_required_2027", "title": "Select the balance-sheet audit duty, not the complete audit perimeter.", "topics": [ "sfcr_balance_sheet_audit_required_2027" ] }, { "page": "sfcr_captive_disclosure_conditions_2027", "title": "Declared captive relief conditions, distinct from ORSA/reporting relief.", "topics": [ "sfcr_captive_disclosure_conditions_2027" ] }, { "page": "sfcr_content_evidence_check", "title": "Inventory references for an externally qualified full narrative part.", "topics": [ "sfcr_content_evidence_check" ] }, { "page": "sfcr_publication_evidence_check", "title": "Join versioned duty references and qualified event facts, not legal sign-off.", "topics": [ "sfcr_publication_evidence_check" ] }, { "page": "significant_cross_border_activity_2027", "title": "One host state's establishment AND services premiums; strict EUR threshold.", "topics": [ "significant_cross_border_activity_2027" ] }, { "page": "simplification_proportionality_conditions", "title": "Screen declared assessments and the higher-SCR exception to material error.", "topics": [ "simplification_proportionality_conditions" ] }, { "page": "simplification_share_screen_2027", "title": "Check distinct strict SNC versus inclusive immaterial-risk thresholds.", "topics": [ "simplification_share_screen_2027" ] }, { "page": "simplified_bond_spread_risk", "title": "Sum qualified bucket losses plus signed, externally valued DeltaLiab.", "topics": [ "simplified_bond_spread_risk" ] }, { "page": "simplified_bond_spread_stress", "title": "DR104 factor: rated values have no invented cap; only unrated is capped.", "topics": [ "simplified_bond_spread_stress" ] }, { "page": "simplified_capital_at_risk", "title": "Sum per-contract max(current net benefit + additional future PV - net BE,0).", "topics": [ "simplified_capital_at_risk" ] }, { "page": "simplified_default_group_pd", "title": "Conservative grouping PD, not LGD-weighted single-name PD under Article199.", "topics": [ "simplified_default_group_pd" ] }, { "page": "simplified_disability_risk", "title": "Three printed terms under Art93/100; no period inference or term floors.", "topics": [ "simplified_disability_risk" ] }, { "page": "simplified_ead_mitigation_2027", "title": "Allocate default-zero BSCR mitigation using absolute EAD by external counterparty.", "topics": [ "simplified_ead_mitigation_2027" ] }, { "page": "simplified_expense_risk", "title": "Art94/99/101: factor_A_n + A*(G(i+shift,n)-G(i,n)).", "topics": [ "simplified_expense_risk" ] }, { "page": "simplified_fire_risk", "title": "Maximum of qualified top-five building-neighbourhood exposures and theta.", "topics": [ "simplified_fire_risk" ] }, { "page": "simplified_immaterial_risk_2027", "title": "Scale the reference SCR with volume, retaining its prescribed floor.", "topics": [ "simplified_immaterial_risk_2027" ] }, { "page": "simplified_lapse_risk", "title": "Art95/102 up: half * max(qualified rate, source threshold) * years * S+.", "topics": [ "simplified_lapse_risk" ] }, { "page": "simplified_life_catastrophe_risk", "title": "Art96 factor times the already contract-floored CAR sum, not death benefits.", "topics": [ "simplified_life_catastrophe_risk" ] }, { "page": "simplified_longevity_risk", "title": "Art92/98: factor_q_n*growth**((n-1)/2)*BE on qualified selected contracts.", "topics": [ "simplified_longevity_risk" ] }, { "page": "simplified_mortality_risk", "title": "Art91/97 finite annual sum with midyear discount and survival weighting.", "topics": [ "simplified_mortality_risk" ] }, { "page": "simplified_pool_external_best_estimate", "title": "Scale externally qualified BECEP to whole-pool BECE, retaining its sign.", "topics": [ "simplified_pool_external_best_estimate" ] }, { "page": "simplified_pool_external_mitigation", "title": "Allocate signed external pool contributions; no extra floor on individual contributions.", "topics": [ "simplified_pool_external_mitigation" ] }, { "page": "simplified_pool_member_best_estimate", "title": "PC/PU times already externally netted BEU; do not net external recoveries twice.", "topics": [ "simplified_pool_member_best_estimate" ] }, { "page": "simplified_proportional_mitigation", "title": "Article108 proportional-contract amount with the prescribed net-BE denominator.", "topics": [ "simplified_proportional_mitigation" ] }, { "page": "simplified_reinsurance_default_adjustment", "title": "Positive deduction corresponding to the printed negative Article61 AdjCD.", "topics": [ "simplified_reinsurance_default_adjustment" ] }, { "page": "simplified_reinsurance_mitigation", "title": "Allocate underwriting mitigation using BE recoverables plus related debtors.", "topics": [ "simplified_reinsurance_mitigation" ] }, { "page": "simplified_single_segment_mitigation", "title": "Literal111a quadratic formula; preserve signed differences, no subfloors.", "topics": [ "simplified_single_segment_mitigation" ] }, { "page": "simplified_submodule_mitigation", "title": "Floor the difference of submodule sums once, not each submodule separately.", "topics": [ "simplified_submodule_mitigation" ] }, { "page": "small_non_complex_annual_conditions_2027", "title": "One qualified year of Article29a criteria, not two-year status or approval.", "topics": [ "small_non_complex_annual_conditions_2027" ] }, { "page": "small_non_complex_group_annual_conditions_2027", "title": "Group213a annual criteria: NOT the solo29a business-share branching.", "topics": [ "small_non_complex_group_annual_conditions_2027" ] }, { "page": "specific_exposure_spread_stress", "title": "Article180 table factors on externally qualified debt, not eligibility or BOF SCR.", "topics": [ "specific_exposure_spread_stress" ] }, { "page": "spread_risk", "title": "Sum three already valued/selected spread submodules; no missing-component defaults.", "topics": [ "spread_risk" ] }, { "page": "spv_recoverable_cap", "title": "Cap one SPV's separately valued recoverable at its external aggregate exposure.", "topics": [ "spv_recoverable_cap" ] }, { "page": "supervisory_reporting_deadline_weeks", "title": "Select an archived deadline length for an externally qualified type/scope.", "topics": [ "supervisory_reporting_deadline_weeks" ] }, { "page": "supervisory_reporting_evidence_check", "title": "Inventory core or full RSR references for a qualified request/period.", "topics": [ "supervisory_reporting_evidence_check" ] }, { "page": "symmetric_adjustment", "title": "Use an externally qualified daily mean; the selected profile determines its window and cap.", "topics": [ "symmetric_adjustment" ] }, { "page": "symmetric_adjustment_average", "title": "Average determined daily levels, not dates, months or carried-forward values.", "topics": [ "symmetric_adjustment_average" ] }, { "page": "technical_provision_assumptions_evidence_check", "title": "Inventory assumptions, management actions, FDB and behaviour evidence.", "topics": [ "technical_provision_assumptions_evidence_check" ] }, { "page": "technical_provision_data_evidence_check", "title": "Inventory TP data-quality evidence without certifying data or methods.", "topics": [ "technical_provision_data_evidence_check" ] }, { "page": "technical_provision_projection_evidence_check", "title": "Inventory projection scope/uncertainty/expenses, not simulate cashflows.", "topics": [ "technical_provision_projection_evidence_check" ] }, { "page": "technical_provision_validation_evidence_check", "title": "Inventory validation and documentation references for an externally qualified scope.", "topics": [ "technical_provision_validation_evidence_check" ] }, { "page": "technical_provisions_sum", "title": "Separate BE/RM method only; negative best estimates/total provisions are not floored.", "topics": [ "technical_provisions_sum" ] }, { "page": "technical_provisions_transitional_value", "title": "Deduct the phased, optionally capped approved difference from current TP.", "topics": [ "technical_provisions_transitional_value" ] }, { "page": "underwriting_currency_basis_risk", "title": "Art86(a) lowest-level charge plus a fraction of its joint-FX difference.", "topics": [ "underwriting_currency_basis_risk" ] }, { "page": "unlisted_equity_beta", "title": "Literal formula; never infer percentage-point/fraction scaling of GM/ROCE.", "topics": [ "unlisted_equity_beta" ] }, { "page": "unlisted_equity_portfolio_screen", "title": "Check all supplied issuers; book weights differ from concentration values.", "topics": [ "unlisted_equity_portfolio_screen" ] }, { "page": "unrated_bond_simplification_conditions", "title": "Check the inclusive rated-portfolio share and qualified bond facts.", "topics": [ "unrated_bond_simplification_conditions" ] }, { "page": "usp_credibility_factor", "title": "Look up AnnexXVII credibility with the method's correct year basis.", "topics": [ "usp_credibility_factor" ] }, { "page": "usp_data_evidence_check", "title": "Inventory active USP data references, never certify their content or quality.", "topics": [ "usp_data_evidence_check" ] }, { "page": "usp_excess_of_loss_estimate", "title": "Estimate raw NP′ for one homogeneous F1 excess-of-loss group.", "topics": [ "usp_excess_of_loss_estimate" ] }, { "page": "usp_excess_of_loss_group_weighting", "title": "Weight raw F1/F2 group estimates by externally qualified premium volumes.", "topics": [ "usp_excess_of_loss_group_weighting" ] }, { "page": "usp_lognormal_credibility_blend", "title": "Apply B/C1 finite-history correction BEFORE credibility blending.", "topics": [ "usp_lognormal_credibility_blend" ] }, { "page": "usp_lognormal_fit", "title": "Fit prescribed delta/gamma, returning raw sigma before credibility.", "topics": [ "usp_lognormal_fit" ] }, { "page": "usp_lognormal_sigma", "title": "Evaluate prescribed sigma and objective at explicit delta/gamma.", "topics": [ "usp_lognormal_sigma" ] }, { "page": "usp_method_data_evidence_check", "title": "Inventory method-specific references, with explicit gross/net and year bases.", "topics": [ "usp_method_data_evidence_check" ] }, { "page": "usp_nonproportional_credibility_blend", "title": "c*NP_est + (1-c)*NP_standard; separate from either F1/F2 estimator.", "topics": [ "usp_nonproportional_credibility_blend" ] }, { "page": "usp_parameter_scope_check", "title": "Check declared replacement scope, not data/method fitness or authorization.", "topics": [ "usp_parameter_scope_check" ] }, { "page": "usp_reinsurance_contract_conditions", "title": "Check collective coverage and each contract's declared209/210/211/213 compliance.", "topics": [ "usp_reinsurance_contract_conditions" ] }, { "page": "usp_reserve2_credibility_blend", "title": "D(4) linear blend, WITHOUT the different B/C1 finite-history correction.", "topics": [ "usp_reserve2_credibility_blend" ] }, { "page": "usp_reserve2_estimate", "title": "Compute sqrt(MSEP)/reserve for a qualified square cumulative triangle.", "topics": [ "usp_reserve2_estimate" ] }, { "page": "usp_revision_compound_quantile", "title": "Return the upper numerical bracket of the prescribed compound quantile.", "topics": [ "usp_revision_compound_quantile" ] }, { "page": "usp_revision_credibility_blend", "title": "c*(quantile-mean)/mean+(1-c)*S, preserving the source's absence of a floor.", "topics": [ "usp_revision_credibility_blend" ] }, { "page": "usp_revision_moments", "title": "Return expected annual increases and prescribed sample moments.", "topics": [ "usp_revision_moments" ] }, { "page": "usp_standard_method_selection", "title": "Select a qualified more accurate method, otherwise conservative capital result.", "topics": [ "usp_standard_method_selection" ] }, { "page": "valuation_accounting_equity_adjustment", "title": "Deduct already scope-aligned goodwill and Article12-zero intangibles.", "topics": [ "valuation_accounting_equity_adjustment" ] }, { "page": "valuation_accounts_method_conditions", "title": "Check declared Article9(4) facts; never establish method compatibility.", "topics": [ "valuation_accounts_method_conditions" ] }, { "page": "valuation_adjusted_equity_component", "title": "Apply the held share to externally qualified Article13 net assets.", "topics": [ "valuation_adjusted_equity_component" ] }, { "page": "valuation_balance_sheet_excess", "title": "Sum externally qualified positions, retaining negative values and surplus.", "topics": [ "valuation_balance_sheet_excess" ] }, { "page": "valuation_contingent_liability", "title": "Discount externally expected settlement payments on a basic risk-free curve.", "topics": [ "valuation_contingent_liability" ] }, { "page": "valuation_deferred_tax_net", "title": "Net externally recognised, undiscounted tax balances only when qualified.", "topics": [ "valuation_deferred_tax_net" ] }, { "page": "valuation_intangible_value", "title": "Apply goodwill/other-intangible zero rules, not a fair-value model.", "topics": [ "valuation_intangible_value" ] }, { "page": "valuation_liability_excluding_own_credit", "title": "Remove externally isolated cumulative own-credit value change since initial recognition.", "topics": [ "valuation_liability_excluding_own_credit" ] }, { "page": "valuation_method_checked_value", "title": "Forward a value only on an explicitly supported Article16 method path.", "topics": [ "valuation_method_checked_value" ] }, { "page": "valuation_participation_value", "title": "Apply two externally qualified exclusions, not a group-scope decision.", "topics": [ "valuation_participation_value" ] }, { "page": "valuation_short_term_deposit_cost_2027", "title": "Apply the 2027 deposit exception, without computing cost or amortisation.", "topics": [ "valuation_short_term_deposit_cost_2027" ] } ], "_readme": "https://github.com/rds0001/solvency2-r/raw/HEAD/README.md", "_rundeps": [ "cli", "digest", "gmp", "jsonlite", "rlang", "Rmpfr", "xml2" ], "_vignettes": [ { "source": "getting-started.Rmd", "filename": "getting-started.html", "title": "Offline Solvency II components in R", "engine": "knitr::rmarkdown", "headings": [ "Select rules explicitly", "Use an individual formula or an integration graph", "Local curves and explicit cashflows", "Analyst scenarios without changing the baseline", "Reporting is a separate technical choice", "Handle failures and reproduce examples" ], "created": "2026-10-06 16:27:58", "modified": "2026-10-06 16:27:58", "commits": 1 } ], "_score": 3.6989700043360187, "_indexed": true, 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