Hi, In questions where we are asked to describe risks which are considered in SCR calculations, can we include a heading such as default risk? Thanks
Whether you include headings to split up your answer points is entirely down to you. Just a slight word of caution: remember that there are effectively two separate risk components of the SCR calculation that deal with counterparty (credit) risk. See https://www.acted.co.uk/forums/inde...spread-risk-vs-default-risk.17479/#post-68799
