In view of our continued support for a deeper and more integrated European Capital Markets Union (CMU), De Nederlandsche Bank (DNB) and the Dutch Authority for the Financial Markets (AFM) present next steps to shape the right policies and create a competitive European capital market.Read more
Risk mitigation techniques for (re)insurers
Published: 30 November 2017
Do I need prior approval from DNB to apply risk-mitigation techniques?
No, you do not need to obtain prior approval for risk mitigation techniques from DNB. Our supervision is retrospective in this case: we assess ex-post whether the risk-mitigation techniques to be taken into account in determining the Solvency Capital Requirement comply with the legal requirements. However, we offer you the possibility to submit risk mitigation techniques for assessment in advance. To do so, please complete the attached self-assessment and submit it to us with all relevant and underlying documentation. In addition to an Excel file for the self-assessment, the attached documents also include a manual with explanatory notes.
Downloads (in Dutch)
- Handleiding Self Assessment Beoordeling Risicolimiteringstechnieken Standaardformule (30 November 2017 | 427KB DOCX)
- Beoordelingskader RLT Tbv Self Assessment (30 November 2017 | 50KB XLSX)
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