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SCR - Standard Formula

V

Viki2010

Member
Intangibles

How is this module calculated?
The BEL would not be estimated for the intangible assets.....
 
Article 12 of the delegated regulations explains how to value intangible assets. Most of the time the value of intangible assets will be 0.

Article 203 of the delegated regulations explains that the standard formula capital held against intangible assets is calculated as a 80% capital charge (i.e. 80% of the value of intangible assets).
 
ActuaryLad said:
Article 12 of the delegated regulations explains how to value intangible assets. Most of the time the value of intangible assets will be 0.

Article 203 of the delegated regulations explains that the standard formula capital held against intangible assets is calculated as a 80% capital charge (i.e. 80% of the value of intangible assets).
Click to expand...

Thank you!

In this case, the Intangibles would not be stressed as per SF and not aggregated via correlation matrix with other risks' capital, I think? The Intangibles would simply be calculated as 80% of the value of intangible assets.
 
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