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Health SLT Mortality Risk

AdvancedRequires external valuation

Calculate the Stressed Mortality Rate instantly.

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%

Current Mortality Rate

1.2%

×

Mortality Stress Multiplier

115.0%

=

Stressed Mortality Rate

1.4%

Health SLT Mortality Rate Shock Impact

Shock increase
Base value
ModuleShockPre-shockPost-shockCharge
Mortality Rate+15%1.2%1.4%0.2%
1Step 1

Stressed Mortality Rate

Stressed Mortality Rate=Current Mortality Rate×(1+Mortality Shock Rate)\mathrm{Stressed\ Mortality\ Rate}=\mathrm{Current\ Mortality\ Rate}\times(1+\mathrm{Mortality\ Shock\ Rate})

Understand the Health SLT Mortality Risk

Overview

Article 152 defines the Health SLT Mortality Risk stress for SLT health obligations where higher mortality worsens basic own funds.[1]

Input Terms

  • Current Mortality Rate: Representative pre-stress mortality rate for SLT health obligations exposed to mortality risk.[1]

Technical Rationale

Article 152 applies mortality risk to SLT health obligations where higher death rates worsen basic own funds.[1] The calibration mirrors the life mortality structure because SLT health obligations are valued with life-like biometric assumptions, but the result remains inside the health underwriting module.

The mortality assumption remains separate from the portfolio-specific valuation loss because Article 152 identifies the adverse biometric direction before technical provisions and own funds are remeasured. Mortality-sensitive SLT health obligations remain separated from longevity-sensitive obligations because the same mortality movement can have opposite economic effects.

Important Notes

  • This page specifies the stress, not the final standalone Health SLT Mortality Risk SCR.
  • Only SLT health obligations where higher mortality increases technical provisions belong in this stress; this page does not validate that portfolio scope.

Sources

  1. Delegated Regulation (EU) 2015/35 - Art. 152 (Health mortality risk sub-module) - EIOPA

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.