Question ID: 810
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article: 35
Template: S.16.01
Status: Final
Date of submission: 19 Oct 2016
Question
In the report S.16.01, for the cell C0010/R0020, shall the average duration be calculated by weighting with:
- cash-flows discounted with RFR curve
- undiscounted cash-flows
EIOPA answer
The average duration calculated in C0010/R0020 should be based on the cash-flows discounted.