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Can EIOPA please clarify the situation regards reporting exemptions for captives:

1. Firstly, there appears to be errors in the Articles listed in both Article 4(4) and (5). For example, both refer to Article 7, but Article 7 doesn't reference any templates. It looks like it might be that the true set of Articles that should have been listed is one less than that given eg Article 6 instead of 7, Article 8 instead of 9 etc.

Article 19 of the Implementing Regulation 2023-894 specifies required QRTs on SCR information for individual undertakings and captive insurance undertakings, including forms 26 and 27. Article 20 specifies the required QRTs on SCR information for captive reinsurance undertakings and does not include forms 26 and 27. However, Article 24, which applies to individual undertakings, captive insurance undertakings and captive reinsurance undertakings,

When an insurance company enters a reinsurance agreement on a funds withheld basis, where the premium for the reinsurance agreement is retained by the undertaking as collateral for payments of the reinsurer, - If the fund is part of the asset portfolio of the insurance company and hence shocked for market risk, can the entire amount held in the said fund be used to reduce the recoverable against the reinsurer without discounting for any further economic effects, i.e., can the factor F in the Loss Given Default formula (Article 192 of DR (EU) 2015/35) be assumed as 1?

I wonder what are the specific policy changes in 2005, that restrict foreign asset purchases for pension funds and insurance companies, for Germany, Switzerland, Czech, Poland, Finland, Portugal, Belgium, Austria etc. Since I was reading the IMF's Annual Report on Exchange Arrangements and Exchange Restrictions,

The specification of the field C0240 (Issuer Group) says that when available, this item corresponds to the entity name in the LEI database. However, there are often cases, where the information in the LEI database is incorrect or outdated. Can we in such cases report the correct name of the Issuer Group? As we capture the same kind of information in our database, we would like to avoid situation, where we keep values acc. to LEI database and a second set of more accurate information. Same problems occur for couple of other fields as well (Issuer Code, Issuer Name, Issuer Group Code).

Are you no longer providing yield curves for example Brazil, Malaysia and Mexico? We noticed these plus others were not included this time in the RFR term structures for March.

In SII taxonomy 2.8.0, R1210/C0200 in S.05.01.02 has been modified from "Other Expenses" to "Balance - other technical expenses/income". As a result, our clients are now calculating this as the Balance of Other income minus Other expenses based on their understanding of the instruction in ITS. Given this change, does it still make sense that validation BV214 remains the same as it was in taxonomy 2.7.0 (i.e. {R1300, C0200} = {R0550, C0200} + {R1210, C0200})? Could you please provide further clarification on this case?

Article 84 states that you should apply the look-through approach to "collective investment undertakings and other investments packaged as funds" and also to " indirect exposures to market risk other than collective investment undertakings and investments packaged as funds". Can i confirm the applicability of the look-through in the following scenarios: 1) insurer physically owns corporate bond ETF 2) insurer has indirect exposure to corporate bond ETF through the use of a total return swap (i.e. a derivative which pays the performance of the ETF to the insurer)

Could you please provide the exact market data source for the index prices used in the symmetric adjustment calculation? Additionally, how do you handle holidays? Do you use the data from the indices on the holiday itself, or do you rely on the previous workday's data? For instance, in the case of Japan, February 11 (2025), was a holiday. We observed that some sources had updated values of Nikkei 225 for that day (which differed from value of 10/02), while other sources used the data from 10/02 for 11/02 as well. Which approach do you use?