Non-Life Subsidence Risk

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Calculate the Subsidence Risk Capital Requirement instantly.

Use the undertaking's valuation model for the capital impact. This page documents the prescribed stress.

Calculation Date Basis

#	Annex IX - Zone	Subsidence WSI
1	Annex IX - Zone row	Subsidence WSI row€
2	Annex IX - Zone row	Subsidence WSI row€
3	Annex IX - Zone row	Subsidence WSI row€

Gross Sum

€1 300 000

Before correlation diversification

−

Diversification Benefit

€0

−0.0% of standalone

Capital relief

Subsidence Risk Capital Requirement

€1 300 000

After diversification

Subsidence top-level aggregation build-up

Step	Impact	Running
1 - Annex IX - Zone 1 (1)	700000	700000
2 - Annex IX - Zone 2 (2)	400000	1100000
3 - Annex IX - Zone 3 (3)	200000	1300000
Gross Sum	1300000	1300000
Subsidence Risk	1300000	1300000

Subsidence component shares

Module	Share	Amount
1 - Annex IX - Zone 1 (1)	53.8%	€700K
2 - Annex IX - Zone 2 (2)	30.8%	€400K
3 - Annex IX - Zone 3 (3)	15.4%	€200K

Subsidence top-level correlation matrix

1.001.00

Subsidence top-level correlation matrix
	11 - Annex IX - Zone 1 (1)	22 - Annex IX - Zone 2 (2)	33 - Annex IX - Zone 3 (3)
11 - Annex IX - Zone 1 (1)	1.00	1.00	1.00
22 - Annex IX - Zone 2 (2)	1.00	1.00	1.00
33 - Annex IX - Zone 3 (3)	1.00	1.00	1.00

1Step 1

Capture subsidence subsidence zone amounts by annex ix - zone

Components=\{SCR_1,\ldots,SCR_n\}

2Step 2

Apply the Article 125 top-level aggregation formula

SCR_{subsidence}=\sqrt{\sum_{i,j}Corr_{i,j}WSI_iWSI_j}

3Step 3

Reconcile gross sum, diversification benefit, and final SCR

Adjustment=Gross-SCR

Understand the Non-Life Subsidence Risk

Overview

This calculator implements the Article 125 Subsidence Risk final aggregation across subsidence-zone weighted sums insured.^[1] The calculation-date basis determines whether the current France-only basis or the Regulation (EU) 2026/269 FR/BE regional basis is used.^[2]

Input Terms

Subsidence weighted sum insured: The weighted sum insured for each selected subsidence zone after applying the applicable date-basis factor, zone risk weight, and residential building sum insured.^[1]
Annex IX zone: The selected subsidence zone for each weighted sum insured amount. Before 30 January 2027, the page uses the current French zone set. From 30 January 2027, it uses the selected FR or BE regional zone set.^[3]^[2]
Calculation date basis: Selects the Article 125 basis before 30 January 2027 or the Regulation (EU) 2026/269 basis applying from 30 January 2027.^[1]^[2]

Technical Rationale

Article 125 defines a zone weighted sum insured using the applicable subsidence calibration factor, the zone risk weight, and the relevant sum insured. This calculation then applies the final aggregation across zone weighted sum insured amounts. The zone-level calculation remains separate preparation evidence or grouping simplification input.

Before 30 January 2027, the page aggregates the France subsidence weighted sum insured amounts under the current Article 125 basis. From 30 January 2027, Regulation (EU) 2026/269 changes the subsidence basis to a regional structure. The regional calculation applies the FR factor of 0.0006 or BE factor of 0.0002, then combines the resulting regional totals by square-root aggregation.

Important Notes

Model boundary: This page is the final aggregation step. It consumes date-basis weighted sum insured amounts from the zone calculation and does not recalculate individual residential sums insured, zone risk weights, or per-zone calibration factors.
Simplification: The Article 90b grouping simplification remains available as a separate support calculation.
Gross basis: Amounts are before deduction of recoverables from reinsurance contracts and special purpose vehicles.
Gross vs. Net SCR: This calculator determines the standalone Non-Life Subsidence Risk SCR on the visible stressed basis. Even where the page already reflects direct own-funds or tax effects, Solvency II risk is only finalized as a net impact on Basic Own Funds after diversification in Non-Life Risk, then within BSCR, and after the top-level LAC TP and LAC DT adjustments.
Regulatory deviation: Material deviation from standard-formula assumptions at this layer may support a capital add-on or a move toward an internal model where justified.^[4]
Reporting: The displayed result is intended to support the corresponding standard-formula component for the S.25.01.01 standard-formula reporting view.^[5]

Sources

Default values are illustrative sample inputs for navigation, training, and QA. Replace them with controlled data before using the result in capital analysis, governance, or reporting decisions.