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Insurance (prudential standard) determination No. 2 of 2022
No longer in force
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Administered by
Department of the Treasury
This item is authorised by the following title:
Insurance Act 1973
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F2022L00881
30 June 2022
-
30 June 2023
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Explanatory statement
Supplementary explanatory statement
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Authority
Application
Level 2 insurance groups
Interpretation
Asset Risk Charge
Asset Risk Charge calculation
Assets and liabilities to be stressed
Real interest rates stress
Expected inflation stress
Currency stress
Equity stress
Property stress
Credit spreads stress
Default stress
Aggregation formula
Adjustments and exclusions
Determinations made under previous prudential standards
Attachment A
Off-balance sheet exposures
Attachment B
Treatment of collateral and guarantees as risk mitigants
Attachment C
Extended Licensed Entity
Attachment D
Level 2 insurance groups
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