Regulatory Alerts2020-05-14
Order on Reporting and Sensitivity Analyses by Corporate Pension Funds
The Danish Financial Supervisory Authority issues this order to mandate corporate pension funds to submit regular supervisory reports and conduct sensitivity analyses covering solvency, pension provisions, and various risk categories. The regulation defines specific stress test scenarios for interest, equity, property, commodity, country spread, and currency risks, establishing a traffic light system to assess capital adequacy. It sets strict submission deadlines for these reports and imposes fines for non-compliance with the reporting obligations.
Share