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Given that NAICS-to-NACE v2.1 and SIC-to-NACE v2.1 correspondence tables do not yet exist from EIOPA or EUROSTAT, and given that firms need these tables to achieve complete and consistent NACE per Solvency II requirements — can EIOPA confirm: (a) when these correspondence tables will be published, a…

My question is relating the relationship between S.37.01 and S.37.02 . I understand that S.37.01 requires only significant risks to be reported whereas S.37.02 requires all risks to be reported. My confusion is where we have an insurance policy with a counterparty which does not meet the threshold of S.37.01 to be reported, but is still an exposure- does this need to be reported in S.37.02? We do have thousands of policies that we are struggling to report this way in S.37.02.

Can undertakings apply the same approach as described in Q&A #864 for S.36.03 and in the instructions for S.36.04, i.e., leave the maturity date field blank for equity-type transactions in S.36.01 that have no contractual end date, instead of reporting “9999-12-31”?
Our interpretation is that this …

Could you please provide clarification on the stressed last liquid forward rate used for the computation of the SCR interest rate up/down curves?

In item (43) that amends Article 166 (page 33), it says that "the stress to the last liquid forward rates shall be determined by applying the weights u…

Clarification is needed regarding the calibration of stressed interest rates in the CEIOPS Calibration Paper (2010-04-15).

PCA is applied to four different datasets, and a regression model is subsequently used on the derived (standardised) principal components (PCs), or factors, to calculate the …

Article 28 of Delegated Act 2015/35 list the types of cash flows that should be included in the Best Estimate.

One type of the cash flow, listed in point (c), are expenses as referred to in point 1 of Article 78 of Directive 2009/138/EC. Point 1 of Article 78 of Directive 2009/138/EC states that …

What does allocation around private credit funds look like? Is there any detail on treatment of asset backed finance funds? Assets like forward flow agreements, consumer loans, royalties, etc. Since securitizations are treated unfavourably, what is a way to alleviate capital charges?

Plain Vanilla bond with call option (early redemption option) such as Cash call, Ordinary call or Make whole call considered as special feature ?

How should the bond with call options be classified in CIC ? Should the bond with call option be classified as CIC 21 ? Or Should the bond with call…

My question is relating to reporting of collateral held and pledged as per S.03.01. As per question ID 2730 my understanding is that collateral pledged should be reported in C0240 Guarantees and Commitments and collateral held should be reported in C0290 Indirect Exposures for significant counterpar…