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European Insurance and Occupational Pensions Authority

136

Q&A

Question ID: 136

Regulation Reference: Guidelines on submission of information to NCAs (Preparatory phase)

Article: 35

Template: S.06.02

Status: Final

Date of submission: 06 Jan 2015

Question

Use of internal rating (reporting for the use of internal rating):

the LOG of QRT S.06.02 requires the external rating to be provided for each eligible asset within the scope of the QRT. However, at the same time it is required the rating to be in line with the one used for SCR calculations. How to report for the cases when only the internal rating exists (and is consequently used for SCR calculation)? 

EIOPA answer

Please see answer to Q99