Question ID: 2030
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Topic: Reporting Templates
Article: 35
Template: S.06.02
Status: Final
Date of submission: 28 Sep 2019
Question
Could you confirm option 6 – CIUs for which for the “equity risk type 2” is only referring to CIU inwhich the underlying comprise 100% in equity risk type 2 and not a part of the underlying.
EIOPA answer
Option 4 is to be used for CIUs for which the “equity risk type 2" was applied in accordance with Article 168(3) of Delegated Regulation 2015/35. The application of article 168(3) is possible for the assets and indirect exposures referred to in Article 84(1) and (2) where a look-through approach is not possible and the insurance or reinsurance undertaking does not make use of the provisions in Article 84(3). This does not require that the underlying is 100% equity risk type 2.