Underwriting Risk

PRA Rules

• Solvency Capital Requirement – General Provisions
• Solvency Capital Requirement – Standard Formula (Chapters 1, 2, 3, 3A, 3B, 3C, 3G, 4, 7)
• Underwriting Risk Tables – Annexes: IV, V, VI, VII, VIII, IX, X, XI, XII, XVI (Solvency Capital Requirement – Standard Formula Chapter 2A)

Supervisory Statements

• Cyber insurance underwriting risk (SS4/17)

Other relevant material

Guidelines originally issued by European Supervisory Authorities should be read in conjunction with "Interpretation of EU Guidelines and Recommendations: Bank of England and PRA approach after the UK’s withdrawal from the EU" (Statement of Policy)

• Guidelines on health catastrophe risk sub-module (EIOPA-BoS-14/176)
• Guidelines on application of the life underwriting risk module (EIOPA-BoS-14/175)
• Guidelines on application of outwards reinsurance arrangements to the non-life underwriting risk sub-module (EIOPA-BoS-14/173)