Search QAs

In "GL on reporting and public disclose" and "CP-14-052" it is stated about S.26.01 that:"Amounts before and after shock shall be filled in with the amount of assets and liabilities sensitive to that shock. For the liabilities the assessment shall be done at the most granular level available...

Is reference to Article 22(4) of Directive 2009/65/CE correct?

Is our assumption true that real estate which serves as security for mortgages and loans (CIC 8) to natural persons (e.g. mortgage loans to employees) should be reported as an off-balance-sheet-item in S.11.01 and in S.03.01 because the reporting entity has individual recourse rights to the...

Let us assume A is the leading insurer of a contract with total SI 100 but there is a coinsurance treatment with share of insurer A of 65%.Facultative cover is 25 xs 50 and obligatory cover 30 xs 20. Net retention of inurer A would be 10.What should be filled into C0090, C0130, C0140 and C0150?

There is a validataion BV432 (entry points - 01, 02, 16 & 17) for S.06.02 which ensures that the assets that are reported under S.06.02 table 1(Position) is present in S.06.02 table 2(Information). But there is no such validation specified against the QRTs S.08.01, S.08.02 & S.11.01.Q1. Does it...

From Eiopa Q&A, #751, one gets the idea that Claims Incurred to be reported in S.21.01 should reflect the RBNS at year end plus claims paid during the reporting year. However this can lead to negative entries in the template.Especially for claims arising from earlier accident years, there can be...

How should the effect of risk mitigating instruments be expressed in S.26.01? Let us take a currency hedge as an example: We have an exposure of 100 USD fully covered under the currency decrease scenario. It seems this can be reported in different ways within the current instructions and...

It is concerning the first 2 position of the CIC of the following option:SX5P12 C3050 17SX5P12 P2200 17In Bloomberg we found the following CIC for those option EUB1 and EUC1. EU is not an ISO 3166-1-alpha-2 country code.For SX5E Index, there is no official ISO Country Code. So based on index...

NN Group consolidates according to method 1 and method 2 for D&A companies. For the entity consolidated under method 2, the participation value is reported.In the log files of S.31.01 Share of reinsurers, S.31.02 Special Purpose Vehicles and S.37.01 Risk concentration, there is no distinction made...