TITLE I - VALUATION AND RISK-BASED CAPITAL REQUIREMENTS (PILLAR I), ENHANCED GOVERNANCE (PILLAR II) AND INCREASED TRANSPARENCY (PILLAR III) (Article 1-327)CHAPTER I - GENERAL PROVISIONS (Article 1-6)CHAPTER II - VALUATION OF ASSETS AND LIABILITIES (Article 7-16)CHAPTER III - RULES RELATING TO TECHNICAL PROVISIONS (Article 17-61)CHAPTER IV - OWN FUNDS (Article 62-82)CHAPTER V - SOLVENCY CAPITAL REQUIREMENT STANDARD FORMULA (Article 83-221)SECTION 1 - General provisions (Article 83-113)SECTION 2 - Non-life underwriting risk module (Article 114-135)SECTION 3 - Life underwriting risk module (Article 136-143)SECTION 4 - Health underwriting risk module (Article 144-163)SECTION 5 - Market risk module (Article 164-188)Subsection 1 - Correlation coefficients (Article 164)Subsection 1a - Qualifying infrastructure investments (Article 164a-164b)Subsection 2 - Interest rate risk sub-module (Article 165-167)Subsection 3 - Equity risk sub-module (Article 168-173)Subsection 4 - Property risk sub-module (Article 174)Subsection 5 - Spread risk sub-module (Article 175-181)Article 175 - Scope of the spread risk sub-module Q&AGLArticle 176 - Spread risk on bonds and loans Q&AGLArticle 176a - Internal assessment of credit quality steps of bonds and loans GLArticle 176b - Requirements for an undertaking's own internal credit assessment of bonds and loans GLArticle 176c - Assessment of credit quality steps of bonds and loans based on an approved internal model GLArticle 177 - Spread risk on securitisation positions: general provisions [repealed] Q&AGLArticle 178 - Spread risk on securitisation positions: calculation of the capital requirement Q&AGLArticle 178a - Spread risk on securitisation positions: transitional provisions GLArticle 179 - Spread risk on credit derivatives Q&AGLArticle 180 - Specific exposures Q&AGLArticle 181 - Application of the spread risk scenarios to matching adjustment portfolios GLSubsection 6 - Market risk concentrations sub-module (Article 182-187)Subsection 7 - Currency risk sub-module (Article 188)SECTION 6 - Counterparty default risk module (Article 189-202)SECTION 7 - Intangible asset module (Article 203)SECTION 8 - Operational risk (Article 204)SECTION 9 - Adjustment for the loss-absorbing capacity of technical provisions and deferred taxes (Article 205-207)SECTION 10 - Risk mitigation techniques (Article 208-215)SECTION 11 - Ring fenced funds (Article 216-217)SECTION 12 - Undertaking-specific parameters (Article 218-220)SECTION 13 - Procedure for updating correlation parameters (Article 221)CHAPTER VI - SOLVENCY CAPITAL REQUIREMENT — FULL AND PARTIAL INTERNAL MODELS (Article 222-247)CHAPTER VII - MINIMUM CAPITAL REQUIREMENT (Article 248-253)CHAPTER VIII - INVESTMENTS IN SECURITISATION POSITIONS (Article 254-257)CHAPTER IX - SYSTEM OF GOVERNANCE (Article 258-275a)CHAPTER X - CAPITAL ADD-ON (Article 276-287)CHAPTER XI - EXTENSION OF THE RECOVERY PERIOD (Article 288-289)CHAPTER XII - PUBLIC DISCLOSURE (Article 290-303)CHAPTER XIII - REGULAR SUPERVISORY REPORTING (Article 304-314)CHAPTER XIV - TRANSPARENCY AND ACCOUNTABILITY OF SUPERVISORY AUTHORITIES (Article 315-317)CHAPTER XV - SPECIAL PURPOSE VEHICLES (Article 318-327)
CHAPTER V - SOLVENCY CAPITAL REQUIREMENT STANDARD FORMULA (Article 83-221)SECTION 1 - General provisions (Article 83-113)SECTION 2 - Non-life underwriting risk module (Article 114-135)SECTION 3 - Life underwriting risk module (Article 136-143)SECTION 4 - Health underwriting risk module (Article 144-163)SECTION 5 - Market risk module (Article 164-188)Subsection 1 - Correlation coefficients (Article 164)Subsection 1a - Qualifying infrastructure investments (Article 164a-164b)Subsection 2 - Interest rate risk sub-module (Article 165-167)Subsection 3 - Equity risk sub-module (Article 168-173)Subsection 4 - Property risk sub-module (Article 174)Subsection 5 - Spread risk sub-module (Article 175-181)Article 175 - Scope of the spread risk sub-module Q&AGLArticle 176 - Spread risk on bonds and loans Q&AGLArticle 176a - Internal assessment of credit quality steps of bonds and loans GLArticle 176b - Requirements for an undertaking's own internal credit assessment of bonds and loans GLArticle 176c - Assessment of credit quality steps of bonds and loans based on an approved internal model GLArticle 177 - Spread risk on securitisation positions: general provisions [repealed] Q&AGLArticle 178 - Spread risk on securitisation positions: calculation of the capital requirement Q&AGLArticle 178a - Spread risk on securitisation positions: transitional provisions GLArticle 179 - Spread risk on credit derivatives Q&AGLArticle 180 - Specific exposures Q&AGLArticle 181 - Application of the spread risk scenarios to matching adjustment portfolios GLSubsection 6 - Market risk concentrations sub-module (Article 182-187)Subsection 7 - Currency risk sub-module (Article 188)SECTION 6 - Counterparty default risk module (Article 189-202)SECTION 7 - Intangible asset module (Article 203)SECTION 8 - Operational risk (Article 204)SECTION 9 - Adjustment for the loss-absorbing capacity of technical provisions and deferred taxes (Article 205-207)SECTION 10 - Risk mitigation techniques (Article 208-215)SECTION 11 - Ring fenced funds (Article 216-217)SECTION 12 - Undertaking-specific parameters (Article 218-220)SECTION 13 - Procedure for updating correlation parameters (Article 221)
SECTION 5 - Market risk module (Article 164-188)Subsection 1 - Correlation coefficients (Article 164)Subsection 1a - Qualifying infrastructure investments (Article 164a-164b)Subsection 2 - Interest rate risk sub-module (Article 165-167)Subsection 3 - Equity risk sub-module (Article 168-173)Subsection 4 - Property risk sub-module (Article 174)Subsection 5 - Spread risk sub-module (Article 175-181)Article 175 - Scope of the spread risk sub-module Q&AGLArticle 176 - Spread risk on bonds and loans Q&AGLArticle 176a - Internal assessment of credit quality steps of bonds and loans GLArticle 176b - Requirements for an undertaking's own internal credit assessment of bonds and loans GLArticle 176c - Assessment of credit quality steps of bonds and loans based on an approved internal model GLArticle 177 - Spread risk on securitisation positions: general provisions [repealed] Q&AGLArticle 178 - Spread risk on securitisation positions: calculation of the capital requirement Q&AGLArticle 178a - Spread risk on securitisation positions: transitional provisions GLArticle 179 - Spread risk on credit derivatives Q&AGLArticle 180 - Specific exposures Q&AGLArticle 181 - Application of the spread risk scenarios to matching adjustment portfolios GLSubsection 6 - Market risk concentrations sub-module (Article 182-187)Subsection 7 - Currency risk sub-module (Article 188)
Subsection 5 - Spread risk sub-module (Article 175-181)Article 175 - Scope of the spread risk sub-module Q&AGLArticle 176 - Spread risk on bonds and loans Q&AGLArticle 176a - Internal assessment of credit quality steps of bonds and loans GLArticle 176b - Requirements for an undertaking's own internal credit assessment of bonds and loans GLArticle 176c - Assessment of credit quality steps of bonds and loans based on an approved internal model GLArticle 177 - Spread risk on securitisation positions: general provisions [repealed] Q&AGLArticle 178 - Spread risk on securitisation positions: calculation of the capital requirement Q&AGLArticle 178a - Spread risk on securitisation positions: transitional provisions GLArticle 179 - Spread risk on credit derivatives Q&AGLArticle 180 - Specific exposures Q&AGLArticle 181 - Application of the spread risk scenarios to matching adjustment portfolios GL
SECTION 9 - Adjustment for the loss-absorbing capacity of technical provisions and deferred taxes (Article 205-207)