Question ID: 3496
Regulation Reference: (EU) 2023/894 - ITS with regard to the templates for the submission of information necessary for supervision
Topic: Reporting Templates
Template: S.22.06
Status: Rejected
Date of submission: 13 Jan 2026
Question
In the new report S.22.07, C0046/R0020 'Risk-corrected spread calculated on the basis of the undertaking's portfolio of investments in debt instruments for the currency euro/all countries' You ask to report 'calculated nominator of the undertaking-specific adjustment to the risk-corrected spread' Where can we find the RCS nominator ? Is RCS provided by EIOPA or each customer has to defined the RCS ?
Background of the question
We understand that RCS is provided by EIOPA, but in the log of this report, it seems it is undertaking defined, and don't see the nominator RCS in the provided formula.
EIOPA answer
This question has been rejected because the matter it refers to is related to draft EIOPA Implementing Technical Standards with regard to the templates for the submission by insurance and reinsurance undertakings to their supervisory authorities which are not yet in force.