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European Insurance and Occupational Pensions Authority
 

3431

Q&A

Question ID: 3431

Regulation Reference: (EU) 2023/894 - ITS with regard to the templates for the submission of information necessary for supervision

Topic: Reporting Templates

Template: S.06.02

Status: Rejected

Date of submission: 06 Oct 2025

Question

In the case of a bond where the (re)insurance undertaking's Solvency ratio is used to determine the CQS, the article regarding the spread risk calculation (art 180(4) in delegated acts) is clear, but it remains uncertain how this should be reported in template S.06.02. In such a situation, the Solvency ratio serves as the rating, and based on it, a CQS can be derived - often falling between two CQS levels. Since there is no ECAI, it is assumed that fields C0320 and C0330 should remain empty. However, how should C0340 and C0350 be completed in this case? Should the CQS simply be set to 9 (no rating available) and the internal rating left blank?

EIOPA answer

The question has been rejected as the issue it deals has already been answered in 3333 - EIOPA.