Question ID: 807
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article: 35
Status: Final
Date of submission: 14 Dec 2016
Question
Based on the LOG Files, the columns C0060 and C0080 (for rows R0610 and R0620) should only contain the currency with the largest shock increase and decrease respectively.
This distinction is not there for columns C0020 to C0050, thus our interpretation would be that these columns should contain the full amount and C0060/C0080 only the largest parts. Can you please confirm this interpretation?
EIOPA answer
The interpretation is correct, in C0020 to C0050 all assets and liabilities sensitive to the risk should be reported, even if for the respective shock the SCR is zero.