Regulatory Alerts2015-11-11
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Commission Implementing Regulation (EU) 2015/2016 on the equity index for the symmetric adjustment of the standard equity capital charge
The European Commission adopted Implementing Regulation (EU) 2015/2016 to establish implementing technical standards for the equity index used in the symmetric adjustment of the standard equity capital charge under Solvency II. The regulation defines 'last level' and 'working day', mandates that the index be calculated for each working day using specific normalized levels and weights, and lists eleven specific equity indices with their assigned weights in the Annex. This regulation entered into force on the twentieth day following its publication in the Official Journal of the European Union on 12 November 2015.
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