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We have a question regarding the calculation of the counterparty default risk module (Articles 189 to 201 of Commission Delegated Regulation (EU) 2015/35 (DR)). How should amounts receivable from employees be treated in the calculation of that module? Amounts receivable from employees are referred to in the instructions on QRT S.02.01 in Commission Implementing Regulation (EU) 2015/2450. Accordingly, they are included in the item “Receivables (trade, not insurance)", cell C0010/R0380.  

Does the definition of operational risk include compliance risk?

In Q&A 2084 EIOPA has clarified that for equity positions in the concentration risk module in general a credit quality step of 5 (= unrated) should be used independent of the fact if there exists a credit rating for the company that issued the equity.

However, Commission Delegated Regulation (EU) 2015/35 (DR) introduces specific rules for certain exposures. Article 182(10) DR reads: “For the purposes of paragraph 4, exposures to credit institutions and financial institutions, within the meaning of points (1) and (26) of Article 4(1) of Regulation (EU) No 575/2013 which comply with the solvency requirements set out in Directive 2013/36/EU and Regulation (EU) No 575/2013, for which a credit assessment by a nominated ECAI is not available, shall be assigned to credit quality step 3,82."

Where a UCITS management company is operating under a management passport regime and the UCITS management company is located in a different Member State to the UCITS fund, which Member State is responsible for the supervision of KID and which competent authority should be stated in the KID in accordance with Article 8(3)(a) of the PRIIPs Regulation?

I´m looking for reports or research on the best simplification methods for calculating SCR in life products.

For the report S.01.02 cell C0010/R0260 we need to put the URL or “SFCR file provided” “SFCR file not provided” but in the validation rule BV1156 it check if it is an URL or (NOT PROVIDED/NOT AVAILABLE) There's an inconsistency, which one is the correct text for this cell in case we don't provide the URL?

Can you explain the exact meaning of the "dim" method found in EIOPA_Validations_Syntax_2.8.0.pdf? For example, BV 987-1 has this expression which includes the "dim" method: not(isNull(dim({t: S.06.02.01.01, c: C0060, z: Z0001, seq: False, id: v0, f: solvency, fv: solvency2},[s2c_dim:NF]))) Also, EIOPA_Validations_Syntax_2.8.0_PWD3.pdf (and EIOPA_Validations_Syntax_2.8.0.pdf) both have 10 instances of "dim

Thanks for the answer in Q&A #2655. We have a follow-up question. Can EIOPA confirm that for CIC category 9 (other than 95) columns C0296 and C0297 option "9 – Not applicable" is allowed? Or EIOPA would always expect one of options 1 through 5 for such cases?

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.