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RSSThe QRT S.19.01 requires in Cell C0180/R0100 to fill in the sum of Gross Claims Paid for all accident years prior to year N-14. Does it really mean to fill in all payments for decades of accident years? The quantity of accident year depends on the beginning of the line of business (could be before...
We would like clarification around the conversion of original currencies to reporting currency in order to create the "Total" triangles required in S.19.01.Our understanding from Article 3 - Currency of the Regulation No 2015/2450 is that each diagonal would be converted at their specific...
As a partial Internal Model firm, some entities in the Group are on Internal Model and some are on Standard Formula. Therefore we have differing ECAI across the Group. When producing the S.06.02.04 Assets QRT for the overall Group which ECAI should we report in cell C0320 and C0330 where there are...
In the LOG file it is stated that “The definition of written premiums is consistent with the definition of “premium receivables”.” Our understanding is that the definition of premium receivable is different under Solvency II than under IFRS. More precisely, under Solvency II a premium becomes a...
The LOG states that all data are "in absolute amount, non-cumulative and undiscounted". Where there are negative amounts that would normally be entered, due to downward revisions in estimates, how are these to be entered?
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?
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...
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...
As of May 8th, GLEIF also provides so called Level 2 data on whom owns who.In the guidelines references are made to the LEI database for entity names; should the LEI database also be used to determine the relationships between entities?And how should be dealt with the exceptions, if for example...
Would it be possible to add clarification in the S.06.02.C390 instructions to confirm the undestanding that for CIC categories 5 and 6 the expected maturity date is rather to be used than legal maturity date unless capital has not been repaid before the expected maturity date?Also, the question is...