PRA issues PS25/17 and SS7/17 relevant to Solvency II firms

October 18, 2017

The Prudential Regulation Authority (PRA) published today Policy Statement (PS) 25/17 and Supervisory Statement (SS) 7/17 on ‘Solvency II: Data collection of market risk sensitivities’.

The PS provides feedback to responses to Consultation Paper (CP) 7/17 ‘Solvency II: Data collection of market risk sensitivities’.

The SS sets out the PRA’s expectations in respect of the reporting of sensitivities of solvency position to various changes in market conditions.

The original post can be found on the BoE website here.

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