4
Calculation of the Equity Risk Sub-Module and Application of the Symmetric Adjustment Mechanism
4.1
For the purposes of calculating the equity risk sub-module referred to in 3.11(2)(b), a firm must apply a symmetric adjustment to the standard equity capital charge to cover the risk arising from changes in the level of equity prices.
[Note: Art. 106(1) of the Solvency II Directive]
- 01/01/2016