3D14 Calculation Of The Equity Index | Prudential Regulation Authority Handbook & Rulebook
Prudential Regulation Authority Rulebook

Prudential Regulation Authority Rulebook

Part

Solvency Capital Requirement - Standard Formula

Article

3D14 Calculation Of The Equity Index

Printed on: 12/06/2025

Rulebook at: 26/03/2025


3D14 Calculation Of The Equity Index

1.

The equity indices referred to in 3D13 are as follows:

Equity indices (Price indices) Weights
FTSE All-Share Index 0.48
Nikkei 225 0.07
S&P 500 0.30
FTSE Developed Europe ex UK (local currency) 0.15

  • 31/12/2024