Solvency II: treatment of sovereign debt in internal models

Consultation Paper 14/15
Published on 23 July 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.

PDFConsultation Paper 14/15

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