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Could you provide further guidance on the potential involvement of publicly accessible AI Chatbots in insurance distribution, and on the appropriate regulatory approach to this emerging issue? Given the rapid proliferation and increasing sophistication of these technologies, their relevance to insur…

Insurers are required to conduct adequate reporting on the funds to apply the look through approach. If the look through approach cannot be applied (whether because of the investment policy or inadequate reporting), then the investment may need to be treated as type 2 equity with 49% + SA. When this…

Point 11 of Annex II, Methodology for the presentation of risk, defines the return over each period as the natural logarithm of the ratio of the price at the market close at the end of the current period to the market close at the end of the preceding period.Is this definition applicable to define...

I am contacting you regarding the general comments for QRT S.22.06 on the ITS logs are stating the following: 'Information shall be reported in relation to material obligations in countries and currencies for which a currency volatility adjustment, and a country increase if applicable, is applied un…

In assessing whether the use of a particular benchmark or proxy is appropriate, potential assets in which the PRIIP invests, consistent with the investment policy, must be taken into account (point 16 d) of Annex IV). In addition, exposure to underlying asset classes is relevant (point 16 e) of Annex IV). If the PRIIP can invest in a number of different asset classes in accordance with its investment policy, is it permissible to consider only those asset classes in which the PRIIP is already invested as long as there are no investments in other eligible asset classes and to consider other asset classes only from the time when the PRIIP invests in these other asset classes?

 We would like to have a clarification on the following points : 1. Under the PRIIPs Regulation, can we still use weekly NAV for the calculation of VaR until we have a NAV time series (greater or equal 2 years) ? If not what would you advise ? 2. For Performance scenarios calculation we use 11 …

The main difference between Category 2 and Category 3 is, in accordance with Annex II Part 1 Point 5, whether the condition of "constant multiple" is fulfilled. In the event where a UCITs product has : i) a RHP that is the same with the maturity of the product (eg 10 years) and ii) the payoff at mat…

Regards the updates within 2.8 taxonomy and the associated LOG guidance (in the draft business package supporting SII taxonomy 2.8.0) for the new data point C0293. We would welcome any guidance EIOPA can give to limit the scope of misinterpretation of the requirements (by filers and NCAs) for C0293. We are not looking for "hard-and-fast" rules to cover the entire spectrum of investments and the applicability therein of Directive 2014/59/EU

According to point 16 (a) of Annex IV, the assessment of the appropriateness of a benchmark or proxy depends, inter alia, on the risk-return profile where the benchmark or proxy and the PRIIP fall into the same category of SRI or volatility and expected return or both. In this context, must it be taken into account whether the PRIIP has credit liabilities? If so, is the current leverage ratio or the maximum leverage ratio permitted under the investment conditions relevant?