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I seek a confirmation of your response to question nb. 970:"EIOPA highlights that the duration requested in S.06.02.C0360 is not the duration in years but the 'modified duration' expressed in %."I see an inconsistency here because in teh standard formula there is modified duration expressed in...

What, if anything, should be included in the S.34.01.C0070 with regards to the Sectoral minimum capital requirement of a related credit institution in a Solvency 2-group?The question related to whether “sector “minimum capital requirement” is applicable also to credit institutions (i.e. banks)?”We...

What is meant under a "simplified calculations"? Does it refer to each and every simplification defined in "Subsection 6 Proportionality and simplifications". Does it includes simplification introduced in Article 107 of Delegated Regulation?

In template S.09.01 we should report annual information of 2016 (01/01/2016 -31/12/2016). How do we deal with financial report which runs from 01/12/2015 - 30/11/2016. Should we report the information from:- 01/01/2016 - 30/11/2016- 01/12/2015 - 30/11/2016- 01/01/2016 - 31/12/2016According to your...

Where a health insurance market has a risk equalisation system in place, it is not clear whether/how the payments to/from undertakings should be captured in S.05.01. For some providers these payments will be a net cost and for others a net income.(a) Should these payments be reflected in S.05.01...

With respect to templates S.26.06.01 and S.26.06.04, the calculation of the Total capital requirement for operational risk (R0340/C0020) based on the components gives a different result to the Operational risk calculated as the sum of the ring-fenced funds (RFF) and the remaining part calculated...

We noticed from Q&A, the request on R0340 has been changed to include all line of business, no matter whether VA is applied or not. Would it be expected that the same logic will be applied to R0320 and R0360?In our company, however, there is no transitional measures nor matching adjustments at the...

Field C0080 of template S.09.01 requires to report interest earned. For interest swaps there is an interest paying leg and an interest receiving leg. Should the net amount of the two legs be reported in the QRT or should the interest paying leg not be considered? More generally, is interest earned...

In Solvency II S.08.02 we report the closing FX forward. What should we report in the column "Solvency II Value". We expect to fill in "0", because the value of the derivative on reporting date is 0, because the position is closed. Do you agree with it?