Search QAs

Question related to field C0320 External rating.
Could you please confirm if there is any predefined list of allowed values that can be populated in this field?
When I investigate data provided by Rating Agencies I often see that they add some suffixes or prefixes to published ratings.

1- I am aware that the the application date of level 2 amendments application date is 30 January 2027. Since Solvency II Taxonomy 2.8.2 still applies to Q4/YE 2026 reporting based on EIOPA's published roadmap, does this mean that Q1 reporting is the first to which the level 2 and 3 amendments apply …

We have recently been made aware that the Commission has – through workshops – provided useful help in the form of answers to questions received from Member States regarding the transposition of Directive (EU) 2025/2. We are in particular interested in the answer provided with regard to future discl…

Before Solvency II came into force, Eiopa has published an Excel file containing the Smith-Wilson risk-free interest rate extrapolation. This file can be found here: https://www.eiopa.europa.eu/tools-and-data/risk-free-interest-rate-term…
31 JANUARY 2023
22.11.2015_Smith-Wilson risk​…

We receive many questions from insurance intermediaries on how to determine for group structures whether they are in scope of DORA.
It is not defined in DORA how to calculate whether you meet the 250FTE criterium. We found guidance from the EC in 2003/361/EC on how to calculate whether a firm is small/medium/large and how to consider linked entities and parent entities, but we are not sure if this is the guidance to follow. Can you please provide clarity on these matters?

Can a profit commission be included in the items C0420 Minimum commission, C0430 Maximum commission and C0440 Expected commission in S.30.03? If yes, is it anywhere indicated in the template?

Article 140 of Delegated Regulation (EU) 2015/35 establishes that the Solvency Capital Requirement (SCR) for life expense risk should be calculated considering:
1. A 10% increase in the projected expenses included in the valuation of technical provisions.
2. A 1 percentage point increase in the ex…

Let’s consider a product with Profit Sharing, where we aim to project the future Balance Sheet and Income Statement stochastically. In such cases, I believe we need to project assets in a risk-neutral setting, meaning we should use the risk-free rate (RFR).

Implicitly, when allocating the cash fl…

With reference to your answer to our previous Q&A 3462, we ask you to confirm us:
1) in the denominator we have to consider the total investments only (row R0070 QRT S.02.01); therefore we exclude index and unit linked assets, loans and mortgages, reinsurance recoverables, receivables, cash & cash …