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Could you please confirm if an insurance bond issuer is allowed to reclassify the excessive available basic own funds (bonds) beyond the quantitative limit into another tier? For example, when the amount of Restricted T1 bonds issued by an insurer surpasses the 25% of Unrestricted T1, can the issuer…

Background and Request for Clarification – Market Concentration Risk under Solvency II

We are assessing the application of the Market Concentration Risk module under Solvency II for two insurance undertakings, A and B, both with total assets exposed to the Market Concentration Risk module amounti…

IBIPs Performance feesIs Q&A n.2 published on July,4 2017 (also present in page 48 of Q&A published on December 17 2021) – representation of performance fees and carried interested in IBIPs - still valid, given that point 68 Annex VI part 1 has been revisited?

Will EIOPA publish risk corrected spreads used for the calculation of the volatility adjustment or is it up to each insurance company to calculate risk corrected spreads in phase with their business?

We have noticed that Bloomberg does not provide data for Bulgarian government bonds due to the currency change (to EUR) in Bulgaria. In your latest document, the same RIC (0#BGXZ=R) is specified as applicable for Bulgarian government bonds after 01-01-2026, as previously, and also it should be used …

In the new report S.22.07, C0046/R0020 'Risk-corrected spread calculated on the basis of the undertaking's portfolio of investments in debt instruments for the currency euro/all countries'
You ask to report 'calculated nominator of the undertaking-specific adjustment to the risk-corrected spread'
…

Could you clarify the methodology used to calculate LTAS and Pd/CoD previously published for BRL ?

Question 2433 clarifies that the non-life lapse risk shall be based on "policies for which discontinuance would result in an increase of technical provisions" (directive text) "before the payments caused by the discontinuance are made" (Q&A clarification). With this clarification, discontinuance of …

JC-2017-49 PRIIPS KID flow diagram - status updated version