3C15 Health Revision Risk Sub-Module
1.
A firm must calculate the capital requirement for health revision risk as equal to the loss in its basic own funds that would result from an instantaneous permanent increase of 4% in the amount of annuity benefits, only on annuity insurance and reinsurance obligations where the benefits payable under the underlying insurance policies could increase as a result of changes in inflation, the legal environment or the state of health of the person insured.
- 31/12/2024