(i)
the interest rate risk submodule referred to in Article 105(5), second subparagraph, point (a), calculated on the basis of consolidated data, is not higher than 5 % of the group consolidated technical provisions, gross of the amounts recoverable from reinsurance contracts and special purpose vehicles, as referred to in Article 76, excluding undertakings to which method 2, which is laid down in Article 233, is applied;
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Source: EUR-Lex (Cellar) · retrieved 2026-10-14 · Text as adopted (Official Journal); later amendments are not incorporated in this text.