Question ID: 796
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article: 35
Status: Final
Date of submission: 22 Sep 2016
Question
In order to populate 37.01 we are taking counterparty information from 06.02. For cell C0010 (Name of external counterparty) of 37.01 which the instructions define as "the name of the external counterparty of the group", when taking data from 06.02 would it more appropriate to use Issuer Name or Issuer Group or populate this cell?
EIOPA answer
Correct, template S.37.01 should reflect risk concentrations towards counterparties outside the group. When exposures to different counterparties from the same group exist the template should reflect the concentration to the external group. In this case C0010 should in fact reflect the name of the Issuer Group. In case of assets concentration it should correspond to cell S.06.02.C0240.