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European Insurance and Occupational Pensions Authority
 

3051

Q&A

Question ID: 3051

Regulation Reference: (EU) 2022/2454 - ITS with regard to supervisory reporting of risk concentrations and intra-group transactions (FICOD

Topic: Reporting templates on risk concentrations and intra-group transactions for conglomerates (FICOD)

Template: FC.07

Status: Under Review

Date of submission: 22 Mar 2024

Question

According to "EIOPA_FICOD_DPM_Annotated_Templates_2.8.1_Hotfix.xlsx" in the template FC.07.01.36.02 in FC0040 the sector has to be filled with the hierarchy "NC – 1 from s2c_dim:NC". In this hierarchy several entries starting with “K” are marked as “false” in the column "Usable" in "EIOPA_DPM_Dictionary_2.8.1_Hotfix.xlsx". In “EIOPA_FinancialConglomerates_Technical_Logs_2.8.1_Hotfix.pdf” it is stated in section "8. FC.07.01 - RISK CONCENTRATION - EXPOSURE BY CURRENCY, SECTOR, COUNTRY": The ‘sector’ should present the split between the following sectors: a) public sector b) financial sector c) corporate sector divided by the NACE code (the first level of hierarchy - the letter). Our questions: 1. For public sector (Nace Code Public administration and defence; compulsory social security?) should “O” be reported? 2. What shall be reported for the financial sector since “K” is marked as false in the column “Usable” in the DPM dictionary?