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Home > Prudential Regulation Authority > Solvency II: treatment of sovereign debt in internal models - CP14/15
 

Solvency II: treatment of sovereign debt in internal models - CP14/15

31 March 2015

​Summary

This consultation paper seeks feedback on a draft supervisory statement which sets out the Prudential Regulation Authority’s (PRA) expectations of firms in relation to treatment of sovereign debt in internal models.

The consultation is relevant to all UK Solvency II firms and to Lloyd’s.

Response

The consultation closed on Friday 1 May 2015. Please address any comments or enquiries to:

Romain Labaune
Prudential Policy Directorate
Prudential Regulation Authority
Bank of England
Threadneedle Street
London EC2R 8AH

 
Consultation Paper
 
 
 
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