Question ID: 1749
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article: 35
Template: S.06.02
Status: Final
Date of submission: 12 Nov 2018
Question
Validations BV783 and BV784 assume that the unit price or percentage of par amount is consistent for the different holdings of a specified asset reported on S.06.02. In practice, as more than one price source may be used for the same asset there are instances where prices for the same asset may differ. We note that they are non-blocking but these validations will fail as a result.
EIOPA answer
EIOPA agrees that different sources exist for the unit price or percentage of par amount. However, these differences should not impact the validations. The validations do not check on the application of consistency of unit percentage or par amount but if the Solvency II value has been correctly calculated.