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In 2022 a Climate stress test for the occupational pensions sector was published. We would like to apply the stress test yearly, but it seems impossible to find updated stress parameters. Could you please provide us (and the entire insurance sector) with updated stress parameters?

When calculating the Spread Risk on a Corporate Bond, should accrued Interest be included?

I would like to know how FX-forward contracts affect solvency capital requirements under Solvency II Directive? How does FX-forward contracts compare to bonds and equities in terms of solvency capital requirements? Where can I find more information about this?

I was looking at your risk-free interest rate term structures data (https://www.eiopa.europa.eu/tools-and-data/risk-free-interest-rate-term…) and I noticed that some countries have been removed from your tables, for instance Brazil, Chile, India, Malaysia, Mexico, among others. I would like to inquire if this behaviour is expected, or is EIOPA planning to publish rates for these missing countries any time soon?

Do you have examples of critical or important functions in the insurance sector from a DORA perspective ? We are currently reviewing the business impact analyses and trying to identify the critical functions based on the criteria "[...] or the discontinued, defective or failed performance of that function would materially impair the continuing compliance of a financial entity with the conditions and obligations of its authorisation, or with its other obligations under applicable financial services law".

From taxonomy 2.8 onwards, a 4-digit NACE code must be provided in the 'Issuer Sector' field of S.06.02 and S.11.01. This code is not always available in the market. This can happen, for example, if a company has activities in multiple (sub)sectors. How should the provision of a 4-digit code be handled in these cases? For example, is it allowed to report the first 4-digit code from the NACE list that corresponds to the available 2- or 3-digit code that is available?

CEIOPS’ Advice for Level 2 Implementing Measures (https://register.eiopa.europa.eu/CEIOPS-Archive/Documents/Advices/CEIOP…) states that: "the following investments shall be treated as equity and their risks considered accordingly in the equity risk sub-module

Wish to check that for loan with guarantee, if can take the guarantor’s creditworthiness in the standard model calculation, instead of the borrower.

This question is about Taxonomy 2.9.0 PF about Validations rules We have a error rule PBV59: Items "Par amount" and "Quantity" in the template PFE.06.02 - List of assets [Pension funds with ECB add-ons] must be reported for items with CIC codes different from CIC '##71', '##9#' or '##09'.| and on the same side this one warning rule this one - PBV87: For assets with CIC codes like '##72' or '##73' or '##74' or '##75' or '##79' or '##8#' item “Par amount” should be reported, while item "Quantity" should be left empty.| how can we solve this for a CIC XT72 for instance ? if we fill Par amount AND Quantity for PBV59 automatically we'll be in warning for PBV87.