Supervisory Statements
- Solvency II: Data collection of market risk sensitivities (SS7/17 Opens in a new window)
- The PRA’s approach to the publication of Solvency II technical information (Statement of Policy) Opens in a new window
Other relevant material
Guidelines originally issued by European Supervisory Authorities should be read in conjunction with "Interpretation of EU Guidelines and Recommendations: Bank of England and PRA approach after the UK’s withdrawal from the EU" (Statement of Policy Opens in a new window)
- Guidelines on the treatment of market and counterparty risk exposures in the standard formula (EIOPA-BoS-14/174 Opens in a new window)
- Guidelines on treatment of related undertakings, including participations (EIOPA-BoS-14/170 Opens in a new window)
- Guidelines on look-through approach (EIOPA-BoS-14/171 Opens in a new window)
- Guidelines on basis risk (EIOPA-BoS-14/172 Opens in a new window)