Wrong EIOPA Standard Deviation For LoB Motor Other (Doc ID 2129066.1)

Last updated on APRIL 21, 2016

Applies to:

Oracle Quantitative Management and Reporting for Solvency II - Version 2.3.0.0.100 and later
Information in this document applies to any platform.

Symptoms

"Standard deviation for premium risk - adj factor - non-prop reins - standard" for the line of business "motor other classes" should be 1.
In the input file you have provided it is set to 0.8.

Here are some lines from the your input file QMR_2.3.0_Day1_2016_QA_EIOPAData.dat

S2605_NonLifeMVLiab ; SCR_StdDevPremiumAdjStd ; [None] ; StdModel ; 0.8
S2605_NonLifeMVOther ; SCR_StdDevPremiumAdjStd ; [None] ; StdModel ; 0.8
S2605_NonLifeMAT ; SCR_StdDevPremiumAdjStd ; [None] ; StdModel ; 1.0
S2605_NonLifeFire ; SCR_StdDevPremiumAdjStd ; [None] ; StdModel ; 0.8
S2605_NonLifeThirdParty ; SCR_StdDevPremiumAdjStd ; [None] ; StdModel ; 0.8
S2605_NonLifeCredit ; SCR_StdDevPremiumAdjStd ; [None] ; StdModel ; 1.0
S2605_NonLifeLegalExp ; SCR_StdDevPremiumAdjStd ; [None] ; StdModel ; 1.0
S2605_NonLifeAssistance ; SCR_StdDevPremiumAdjStd ; [None] ; StdModel ; 1.0
S2605_NonLifeMisc ; SCR_StdDevPremiumAdjStd ; [None] ; StdModel ; 1.0
S2605_NonLifeReinsCasualty ; SCR_StdDevPremiumAdjStd ; [None] ; StdModel ; 1.0

Cause

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