EIOPA Work Programme 2013 - EIOPA - Europa
EIOPA Work Programme 2013 - EIOPA - Europa
EIOPA Work Programme 2013 - EIOPA - Europa
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Deliverables<br />
RTS on the allocation of credit assessments<br />
to a scale of credit quality steps<br />
RTS on the conditions for categorisation of<br />
regional governments and local authorities to<br />
be treated as exposures to central<br />
government<br />
RTS on the detailed criteria for the fixed<br />
income securities index<br />
RTS on the capital requirement for<br />
counterparty default risk in the case of<br />
exposures to authorised central<br />
counterparties<br />
RTS on the criteria for the national legislative<br />
measures and methodologogy for health risk<br />
equalisation systems<br />
ITS procedures to be followed and formats<br />
and templates for the updating of correlation<br />
parameters<br />
RTS on the quantitative limits and asset<br />
eligibility criteria for risks that are not<br />
Priority Resources 4 Objective Origin of request<br />
TBD 0.25 FTE<br />
those assessments.<br />
Article 111 SII Directive.<br />
Provide criteria for the mapping<br />
of external credit assessments<br />
to a scale of credit quality steps.<br />
Article 111 SII Directive.<br />
TBD 0.25 FTE Conditions for a categorisation<br />
of regional governments and<br />
local authorities.<br />
Article 109a SII Directive<br />
TBD 0.25 FTE Provide the basis for calculating<br />
the symmetric adjustment to<br />
the equity capital charge.<br />
Article 109a SII Directive<br />
TBD 0.25 FTE Provide the basis for calculating<br />
the counterparty default risk<br />
charge where the counterparty<br />
is an authorised central<br />
counterparty.<br />
Article 111 SII Directive<br />
TBD 0.25 FTE Provide criteria for the national<br />
legislative measures and the<br />
methodology for the calculation<br />
of standard deviations for health<br />
risk equalisation systems in the<br />
calculation of the health risk<br />
charge.<br />
Article 111 SII Directive.<br />
TBD 0.25 FTE Provide a process for the<br />
updating of correlation<br />
parameters.<br />
Article 111 SII Directive.<br />
TBD 0.25 FTE Provide a basis for the<br />
convergent calculation of capital<br />
34/65<br />
Omnibus II Directive (ECON<br />
report March 2012)<br />
Omnibus II Directive (ECON<br />
report March 2012)<br />
Omnibus II Directive (ECON<br />
report March 2012)<br />
Omnibus II Directive (ECON<br />
report March 2012)<br />
Omnibus II Directive (ECON<br />
report March 2012)<br />
Omnibus II Directive (ECON<br />
report March 2012)<br />
Omnibus II Directive (ECON<br />
report March 2012)<br />
© <strong>EIOPA</strong> 2012