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Solvency II: treatment of sovereign debt in internal models
Consultation Paper 14/15
Published on
23 July 2015
Summary
This consultation paper seeks feedback on a draft supervisory statement which sets out the Prudential Regulation Authority’s (PRA) expectations of firms in relation to treatment of sovereign debt in internal models.
The consultation is relevant to all UK Solvency II firms and to Lloyd’s.
Consultation Paper 14/15