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What should the CIC code be for a Listed Private Equity Fund, being this a Fund that does not invest directly in Private Equity but invests predominantly in listed equity securities of companies mainly investing in Private Equity, i.e. invests primarily in stock market listed equities, equity cert…

In the calculation for the CSSR used in the revised volatility adjustment, please can you clarify around if certain balance sheet items contribute towards the numerator of the CSSR. Specifically, if an insurer owns bonds and then lends out those bonds through a repo, should the duration of these bon…

Could you please clarify EIOPA's position with respect to applying CIC 86, CIC 87, CIC 88 and their respective link with the Balance sheet fields R0240 and R0250 as it seems to be inconsistent throughout different publications.

The new CIC 88 in Annex VI is defined as "Loans made to other natural persons. This class shall prevail over the ones above." Should the CIC 88 also apply to loans for policies if the loans is made to a natural person? If so, how does it have to be reported in S.02.01? Previously, there was a direct link between CIC 86 and R0240 in S.02.01.

We would like to ask for clarification as regards the attribution of the CIC to Collective Investment Undertakings, in particular in relation to the triggers leading to the proper classification of As…

We are trying to replicate the RFR curve calculations for COP, but we consistently run into issues with the 1Y–2Y points, even though the rest of the curve aligns correctly. We are building the RICs exactly as specified in the documentation (curve 0#COXZ=R). When we calculate the implied rate needed…

The EIOPA technical documentation appears to differ from some industry publications regarding the calculation of the Credit Spread Sensitivity Ratio (CSSR).

Industry publications have described the CSSR as:

Asset PVBP / Liability PVBP

However, our review of Section 9.3 of the technical docu…

Will the closed list options in SE.01.01 for S.36.05 be adjusted to include "Not due in accordance with instructions of the template"?

We have a few questions regarding the requirements for the new QRT S.27.03.
In the LogFile we see the following part in the general introduction of the QRT:
"If a policy is renewed during the year, only data related to the policy active at the reporting date s…