EIOPA Work Programme 2013 - EIOPA - Europa

Deliverables
ITS on the equity index for the equity risk
dampener
Priority Resources 4 Objective Origin of request
TBD 0.25 FTE
criteria for the process of
calculating undertaking specific
parameters.
Article 104(7) SII Directive.
Provide the basis for calculating
the symmetric adjustment to
the equity capital charge.
Article 106 SII Directive.
ITS on the adjustment for currency pegs TBD 0.25 FTE Specify the adjustments that
are needed to the solvency
capital requirement in the
currency risk sub module for
currencies that are pegged to
the euro.
ITS on pooling arrangements for counterparty TBD 0.25 FTE
risk
Article 111 SII Directive
ITS on the look through approach for the
calculation of the
TBD 0.25 FTE
ITS on the measurement of basis risk in risk TBD 0.25 FTE
mitigation techniques
ITS on non life catastrophe risk H 0.25 FTE Specification of the risk zones,
risk weights and correlation
parameters for regionalisation
of CAT risk. Measures to assess
the risk mitigating effect of
reinsurance.
ITS on the procedures to be followed for the
verification of external credit assessments
33/65
Article 111 SII Directive.
TBD 0.25 FTE Set procedure to verify external
credit assessments by
undertakings in order to allow
them to verify the
appropriateness of external
credit assessments in order to
avoid automatic reliance on
ECON report March 2012)
Omnibus II Directive
(European Commission
proposal January 2011,
ECON report March 2012)
Omnibus II Directive
(European Commission
proposal January 2011,
ECON report March 2012)
Omnibus II Directive
(European Commission
proposal January 2011)
Omnibus II Directive (ECON
report March 2012)
© EIOPA 2012