PINS 3.5.1 What is an insurer's investment risk requirement?

An insurer's investment risk requirement is the sum of its:

(a) asset risk component;
(b) off-balance sheet asset risk component; and
(c) off-balance sheet liability risk component.

Note Schedule 3 sets out the method for calculating each component of the investment risk requirement.

Amended by QFCRA RM/2013-1 (as from 1st January 2015)
Amended by QFCRA RM/2020-6 (as from 15th October 2020).