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I work for an insurance company that would like to get some guidance on how to disclose their inflation swaps in the derivatives QRT's (s.08.01 and s.08.02). More precisely they would like to know if they are classified as Buyer or Seller (Long/Short) if they receive floating leg and pay fixed leg...

1. S.30.02 Field C0330, external rating. If a counterpart has more than one external rating, which one has to be chosen ? Is the undertaking free in the choice ?2. S.30.02 Field C0350, credit quality step. Has this field to be filled only by undertaking using the standard formula ? Which table is...

On form S.19.01.01 - Non-life insurance claims, the "15&+" cell (R0100, C0160) was previously blocked but in the current XBRL templates, this is now open. However, the field is not referred to in the Logs and hence it's not clear what amount is expected to be reported here. for example, the "total...

In the Q&A document 'Final Report 14-052_01_09_2016" there is differing advice on how to report FX forward positions in the S.08.02 template. Number 87 advises:In a currency forward contract it is assumed that the two currencies involved are the reporting currency and a foreign currency. The...

C0170: we have a stop loss treaty where the retention is the result of the following rule:- “20% de l’encaissement afférent aux contrats « dommages aux biens » § - 50 % de l’encaissement afférent aux contrats « dommages aux biens » dont les capitaux totaux assurés (risques directs et pertes d...

According to the Authority’s notices (e.g. Resolution on Comments No. 86 on EIOPA-CP-009/2011, Final Report on CP No.14/036) the approach adopted by the Group to compute the duration (QRT S.06.02-S.08.01) for floating coupon bond is consistent to the Article 176 Par. 2 second sentence of the...

For a Group S.06.02 QRT, which utilises the accounting consolidation-based method and looks-through the Collective Investment Funds (CIU) it owns and controls to display every asset and security line by line, how can pledges of less than 100% of these CIU's be disclosed?As an example, where 50% of...

Some insurance companies are contacting us in order to know the potential consequences of non following the indicated threshold provided by the EIOPA and by alway providing detailed informations rather than aggregated.for instance, in QRT S.02.02 they would prefer to provide the full breakdown by...

We note the deactivation of test BV650 for template S.26.06{r0130}=0.0045*max(0,{r0100}-{r0110})+0.03*max(0,{r0120})with the following explanation –“Unit linked amounts do not need to be deducted as they are not reported in R0100, R0200 or R0230.”It does not appear to us that this statement is...