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Your link refers to a paper that compares the Standard Formula (prescribed approach to SII calculations) and Internal Models (where companies apply to use their own approach for deriving capital requirements). It is an old paper (2009). My suggestion would be to start by taking a look at the latest Technical Specs (30th April 2014) and navigate any ...


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The answer can be found on page 10 of CP-14-052 (released 27 November 2014): Unless otherwise stated, each asset shall be reported separately in as many lines as needed in order to properly fill in all variables requested.



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