Question ID: 2398
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.26.06
Status: Final
Date of submission: 01 Mar 2022
Question
My question is related to Operational Risk S.26.06.01 QRT, in particular cell R0310 Percentage of Basic Solvency Capital Requirement. We report on PIM basis, but this particular item is picking up the info from S.25.01 which is Standard Formula. Actually we use Standard Formula for Operational Risk, so the question is what should we report in this R0310 as 30% of the Basic SCR. BSCR under SF or under PIM?
EIOPA answer
In this case, in R0310 in S.26.06.01 QRT the 30% of BSCR should be based on the PIM calculation.