capere

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In contrast to Solvency II, however, it is run with doubled volatilities for the PEPI and the CAPEI and the SST scenarios are superimposed on the resulting RBC distribution.
To further illustrate that the regulator opted for an extraordinarily strict treatment of the private equity asset class within the SST standard approach, Figure 1(f) exhibits the results of the internal model with a zero expected return for the PEPI and the CAPEI.
0747 Rank -- -- -- 5 PEPI BO PEPI VC CAPEI Bloomberg ticker -- -- -- Currency USD USD USD Return interval Quarterly Quarterly Quarterly Total return over 97.