anx_IV__cpt_1__table_1
Solvency II
j i Market Default Life Health Non-life Market 1 0,25 0,25 0,25 0,25 Default 0,25 1 0,25 0,25 0,5 Life 0,25 0,25 1 0,25 0 Health 0,25 0,25 0,25 1 0 Non-life 0,25 0,5 0 0 1
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Source: EUR-Lex (Cellar) · retrieved 2026-10-09 · Text as adopted (Official Journal); later amendments are not incorporated in this text.