Updated 05/02/2025
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Version from: 14/11/2024
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Article 120 - Delegated Regulation 2015/35

Article 120

Natural catastrophe risk sub-module

1.  

The natural catastrophe risk sub-module shall consist of all of the following sub-modules:

(a) 

the windstorm risk sub-module;

(b) 

the earthquake risk sub-module;

(c) 

the flood risk sub-module;

(d) 

the hail risk sub-module;

(e) 

the subsidence risk sub-module.

2.  

The capital requirement for natural catastrophe risk shall be equal to the following:

image

where:

(a) 

the sum includes all possible combinations of the sub-modules i set out in paragraph 1;

(b) 

SCRi denotes the capital requirement for sub-module i.