Question ID: 2297
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Topic: Reporting Templates
Article: Article 35 of SII Directive
Template: S.06.02
Status: Final
Date of submission: 20 May 2021
Question
S.06.02 C0340 regarding the submission of CQS information in C0340, for exposures which are not required to attribute a CQS for the purposes of the SCR calculation While not a requirement as outlined in the description to cell C0340, which limits the mandatory data requirements to be submitted to those exposures/assets “for which credit quality step needs to be attributed for the purpose of SCR calculation”, we wonder if there are any foreseeable restrictions to also submitting information in S.06.02 regarding the credit quality step in relation to exposures/assets for which a credit quality step does not need to be attributed for the purposes of SCR calculation.
EIOPA answer
In S.06.02 C0340 there are no restrictions in submitting the information also for to exposures/assets for which a credit quality step does not need to be attributed for the purposes of SCR calculation. Please note that taxonomy validations (BV1196/BV1198) may require additional submission of "External Rating" and "Nominated ECAI" in this case."