Solvency Capital Requirement
E554130
The Solvency Capital Requirement is a risk-based capital threshold under the Solvency II regime that insurers must hold to ensure they can meet obligations even under severe adverse conditions.
All labels observed (1)
| Label | Occurrences |
|---|---|
| Solvency Capital Requirement canonical | 2 |
How this entity was disambiguated
This entity first appeared as the object of triple T5894121 — resolving that mention is where its identity was fixed. The disambiguator weighed these candidate entities and picked the highlighted one (or “None”, minting a new entity). This is how homonymy is resolved: the same surface form can point to different entities.
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Solvency Capital Requirement Context triple: [Solvency II Directive, introduces, Solvency Capital Requirement]
-
A.
Solvency II Directive
The Solvency II Directive is a European Union regulatory framework that sets risk-based capital, governance, and reporting requirements for insurance and reinsurance companies operating in the EU.
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B.
Securitisation Regulation
The Securitisation Regulation is an EU legal framework that sets uniform rules for the creation, transparency, risk retention, and supervision of securitisation transactions in European financial markets.
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C.
Basel II Accord
The Basel II Accord is an international banking regulation framework that refines capital adequacy, risk management, and supervisory standards to strengthen the stability of the global financial system.
-
D.
Basel III framework
The Basel III framework is a global set of banking regulations that strengthens bank capital requirements, introduces new liquidity and leverage standards, and aims to enhance the resilience of the financial system.
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E.
Single Supervisory Mechanism
The Single Supervisory Mechanism is the European banking supervision framework under the European Central Bank that directly oversees significant banks in participating EU countries to ensure the safety and stability of the banking system.
- F. None of above. chosen
- G. Unsure - the case is ambiguous/there is not enough information to decide.
NED2
Entity disambiguation (via description)
gpt-5-mini-2025-08-07
Target entity: Solvency Capital Requirement Target entity description: The Solvency Capital Requirement is a risk-based capital threshold under the Solvency II regime that insurers must hold to ensure they can meet obligations even under severe adverse conditions.
-
A.
Solvency II Directive
The Solvency II Directive is a European Union regulatory framework that sets risk-based capital, governance, and reporting requirements for insurance and reinsurance companies operating in the EU.
-
B.
Securitisation Regulation
The Securitisation Regulation is an EU legal framework that sets uniform rules for the creation, transparency, risk retention, and supervision of securitisation transactions in European financial markets.
-
C.
Basel II Accord
The Basel II Accord is an international banking regulation framework that refines capital adequacy, risk management, and supervisory standards to strengthen the stability of the global financial system.
-
D.
Basel III framework
The Basel III framework is a global set of banking regulations that strengthens bank capital requirements, introduces new liquidity and leverage standards, and aims to enhance the resilience of the financial system.
-
E.
Single Supervisory Mechanism
The Single Supervisory Mechanism is the European banking supervision framework under the European Central Bank that directly oversees significant banks in participating EU countries to ensure the safety and stability of the banking system.
- F. None of above. chosen
Statements (47)
| Predicate | Object |
|---|---|
| instanceOf |
Solvency II concept
ⓘ
regulatory capital requirement ⓘ risk-based capital standard ⓘ |
| aggregationMethod | correlation matrices between risk modules ⓘ |
| allows | use of undertaking-specific parameters under conditions ⓘ |
| appliesOn |
group level
ⓘ
solo level ⓘ |
| appliesTo |
insurance undertakings
ⓘ
reinsurance undertakings ⓘ |
| basedOn | risk profile of the undertaking ⓘ |
| breachConsequence | requires supervisory intervention and recovery plan ⓘ |
| calculatedBy |
full internal model
ⓘ
partial internal model ⓘ standard formula ⓘ |
| calibration | 1-in-200 year adverse event ⓘ |
| confidenceLevel | 99.5% value-at-risk of basic own funds ⓘ |
| covers |
credit risk
ⓘ
intangible risk modules as specified in Solvency II ⓘ market risk ⓘ operational risk ⓘ underwriting risk ⓘ |
| definedIn |
Solvency II Directive 2009/138/EC
ⓘ
linked to:
Solvency II Directive
|
| effectiveFrom | 1 January 2016 ⓘ |
| expressedAs | amount of eligible own funds required ⓘ |
| higherThan | Minimum Capital Requirement ⓘ |
| introducedBy |
Solvency II regime
ⓘ
linked to:
Solvency II Directive
|
| jurisdiction | European Union ⓘ |
| legalNature | Pillar 1 quantitative requirement under Solvency II ⓘ |
| linkedTo | own funds eligibility criteria ⓘ |
| measuredIn | economic capital ⓘ |
| methodology | modular approach under standard formula ⓘ |
| objective |
harmonise solvency standards across EU insurers
ⓘ
reflect all quantifiable risks faced by insurers ⓘ |
| overseenBy | European Insurance and Occupational Pensions Authority ⓘ |
| partOf |
Solvency II framework
ⓘ
linked to:
Solvency II Directive
|
| purpose |
ensure insurers can meet obligations under severe adverse conditions
ⓘ
limit probability of ruin of insurers ⓘ protect policyholders and beneficiaries ⓘ |
| regulator | national supervisory authorities in EU Member States ⓘ |
| relatedTo | Minimum Capital Requirement ⓘ |
| requires |
adequate risk management system
ⓘ
public disclosure in Solvency and Financial Condition Report ⓘ regular reporting to supervisors ⓘ |
| riskMeasure | value-at-risk of basic own funds ⓘ |
| subjectTo | supervisory approval for internal models ⓘ |
| timeHorizon | one-year time horizon ⓘ |
| usedFor | supervisory review process under Solvency II ⓘ |
How these facts were elicited
The pipeline generated the facts above by prompting gpt-5.1 with this entity's name + description and the instruction below.
Instruction
You are a knowledge base construction expert. Given a subject entity and a description of it, return factual statements that you know for the subject as a JSON list of dictionaries(triples), where keys must be "subject", "predicate" and "object". The number of facts may be very high, between 25 to 50 or more, for very popular subjects. For less popular subjects, the number of facts can be very low, like 5 or 10. # Requirements - If you don't know the subject at all, return an empty list. - If the subject is not a named entity, return an empty list. - Include at least one triple where predicate is "instanceOf". - Do not get too wordy. - Separate several objects into multiple triples with one object.
Input
Subject: Solvency Capital Requirement Description of subject: The Solvency Capital Requirement is a risk-based capital threshold under the Solvency II regime that insurers must hold to ensure they can meet obligations even under severe adverse conditions.
Referenced by (2)
Full triples — surface form annotated when it differs from this entity's canonical label.
subject linked to:
Directive 2009/138/EC of the European Parliament and of the Council