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I need some clarification on S.06.03 QRT’s content (funds look through): my question is about the underlying asset category, in particular about the option 4 “Collective Investment Undertakings”In the box C0030 (A4) you can read:“When the look-through regards a fund of funds, category “4 -...

FX Forwards and IRS Swap have two legs (payment and receivable) which we report the legs separately in the S0801 and S0802. The receive and payment amount will be nett. If it is positive this amount will be fill in the receivable legs and negative in the payable legs. Is it correct that we nett...

Single name exposure often refers to the group of dependent counterparties (which are part of some financial group). What is expected under C0020 (and C0030) in such case? Is it ultimate parent undertaking of such group?What is expected under C0020 (and C0030) when only one counteparty is part of...

Regarding to cell C0070 in S.14.01 please confirm which element should be included from below list:- Surrenders paid- Returns of claims paid- Direct claims handling expenses- Indirect claims handling expenses

For the "Amount outstanding measured at par amount" we should fill the nominal amount for the CIC 72. If this nominal amount is USD and the portfolio currency is EURO. Should we report this amount in EURO or USD? The "Unit percentage of par amount Solvency II price" should ben 1?

1. Many of our traded assets, like Covered Bond, Structured Notes are collateralised by hundreds of underlying assets. For example, one of the covered bonds has 800,443 assets. Similar situation for our Mortgage and loans. One of our loans has charges on 22 different properties. How should we...

Can you advise what currency we should be inputting monetary data into the reinsurance template (s.30.01)Is it the original currency as entered into C0120, or the reporting currency?The LOG file for s.30.01 C0120 implies we should use the original currency - but I have seen elsewhere that the only...

Could you please specify what undertaking should put on the cell C0210 if HRG doesn’t have guaranteed rate?

Regarding to cell C0120 in S.14.01 please confirm if commercial name of product should be unique? In particular situation we offer one product in few variants which we plan to list separately.