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2104 - Solvency Capital Requirement (SCR)

For the purposes of the calculation of counterparty default risk module with the standard formula, how is the loss-given-default calculated for CCP-related derivative exposures of insurance or reinsurance undertakings that are themselves clearing members of the relevant CCP?

2066 - Solvency Capital Requirement (SCR)

The question concerns the calculation of the marine, aviation and fire catastrophe risk sub-modules pursuant to Articles 130 to 132 of Commission Delegated Regulation (EU) 2015/35.

The calculation of each of those modules involves the determination of a maximum of a sum insured and...

2512 - Reporting (Art. 40 PEPP)

Could you please confirm that it is allowed to use "Not applicable/All geographical areas" entry for Z0020 "Country" in S.52.01.01.02? According to DPM Dictionary 2.7.0 this should be possible. If this is correct, would it be enough to report aggregated PEPP and PEPP saver information for all...

2511 - Reporting Templates

The LOG guidance (in the draft business package supporting SII taxonomy 2.8.0) for the new fields S.06.02 C0296 and C0297 states for both these new fields: "This item is only applicable to CIC category 9 - Property". We believe though that CIC95 (PPE) should be excluded? As CIC95 are required to...

2506 - Reporting Templates

We're not clear the significance of the updated (in the draft business package supporting SII taxonomy 2.8.0)) LOG General comments sentence for S.12.01: "All references to surrender values shall not be applicable to the reinsurance business." Does this mean row R0300 (Surrender value) does not...

2505 - Reporting Templates

In taxonomy 2.8, Question 1: Are rows R0020-22, R0030-32, R0040-42 of S.04.05.21 in fact identical data points to the R0110-130,R0210-230,R0310-0330 of S.05.02.04 and correspondingly C0010 -> C0080 and C0020 -> C0090? Question 2: is it true that the sum of R0050-052 of S.04.05.21 does not...

2504 - Reporting Templates

Can we ask for some clarity on the de-minimis threshold for S.30.01 and S.30.02 LOG file (in the draft business package supporting SII taxonomy 2.8.0). The general comments to the LOG guidance states: “This template should only be reported if the reinsurance recoverables are higher than 10% of...

2501 - Reporting Templates

Is the new item C0298 of QRT S.06.02 "Alternative investment" closely related to PEPP investments? Could you confirm that, if in the column C0010/R0300 of S.01.02 template is reported 0 (Not reported as no PEPP), the reporting entity has to fill the column C0298 of s.06.02 template with "null" (...

2490 - Reporting Templates

The way the LOG file (in the draft business package supporting SII taxonomy 2.8.0) describes the exemption from reporting this QRT for the case of simplifications could be open to interpretation: ""In case the undertaking uses simplifications for the calculation of technical provisions, for...

2488 - Reporting Templates

In Q&A#50 EIOPA states: "The conclusion is correct. Template S.33.01 is only needed to report information on EEA entities using deduction and aggregation method and non-EEA entities regardless of the method used. Therefore is all companies are EEA and consolidation method was used the...