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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?

When can a firm no longer include subordinated liabilities in its basic own-fund items, if the firm intend to "repay and redeem" the subordinated liabilities?

We have observed that in the official January 2025 publishing, the Euro risk free spot rate (no VA) has a significant spike at 10 year tenor. We think that it is an unusual behaviour of the curve - it should have been smooth without significant bump. Furthermore, we assume the reason is that the input swap rate constructing the RFR curve at 10 year tenor (ticker EURAB6E10Y=) went significantly higher.

Is BV357 updated according to new ITS (EU) 2023/894?

Shou​​ld the own-risk and solvency assessment supervisory report ('ORSA supervisory report') include an assessment of forward-looking SCR using baseline and stressed scenarios with and without the application of LTG measures (e.g. volatility adjustment)?

Point 78 of Annex VI of the PRIIPs Delegated Regulation states that ‘the cost indicators in percentage terms shall be expressed to one decimal place’. Some products have low costs, such as an annual cost impact of below 0.2% and in this context it is relevant to compare between products at the level of more than one decimal place. In this case, taking into account that the KID shall be ‘accurate, fair, clear and not misleading’, should the cost indicators be shown to two decimal places?