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RSSWe have the following two questions regarding QRT S.36.02, Tax 2.8.0: General Comments: We are wondering to which Annex the following passage (ITS_reporting_AnnexII_soloinstructions_S.26.02_to_S.36.05_reviewed 20220615.docx) refers to: S.36.02,
Article 25 states that QRTs S.36.xx are applicable to Solo entities "Insurance and reinsurance undertakings which are not part of a group as referred to in Article 213(2), points (a), (b) or (c), of Directive 2009/138/EC and the parent undertaking of which is a mixed-activity insurance holding company shall submit...". Hence, our understanding is that the negation of this sentence should be used as a reason for not submitting the template for a Solo entity.
Question 1: The new requirements relate to the forms, especially 37.01 to a completely new rating that has not yet been requested. Could it be that the types of ratings for the 37.xx forms are still being adjusted and concretized?
Please let me know the Japan's current status of equivalence concerning 1. Art172. Third-country reinsurers and 2.Art227 Capital requirements and own funds.
Monthly calculations of performance scenariosArt.11, Annex IV states that "The scenarios shall be calculated at least on a monthly basis": does it mean that performance scenarios must be recalculated at least once per month due to monitoring reasons (i.e., the checking that the moderate scenarios...
After having studied the Questions and Answers (Q&A) document on the PRIIP Key Information Document (KID), we have doubts regarding the answer to question 9 found in the section "Performance scenarios (articles 3 and 8 and Annexes IV and V) [Last update November 14, 2022]”, page 34:9. What is the...
Annex IV, point 7 (c) (iv) states that for each sub interval referred to in points (a) and (b), calculation of the performance of the PRIIP shall include the use of a linear transformation to obtain the performance in sub intervals shorter than the recommended holding period, in order to render...
Please could you confirm the correct formula for the calculation of the VEV, as we are struggling to work out what the latest version is.
Re answer to question no. 16 of section III. Market risk assessment (Annex II, Part 1), A. Product categories: Does the NAV calculation have to be based on current property prices? Or is it possible to use property prices for the NAV calculation that are determined, for example, only once a quarter by a property valuer and are constantly estimated for a period of three months using interpolation?“
In the QRT S.06.02 List of Assets for field "C0230 Issuer sector" we have to fill in the NACE code. Log EIOPA states: "for NACE sections A to N full four-digit reporting of the NACE codes is required, i.e. the letter identifying the Section followed by the 4 digits code for the class shall be used (e.g. ‘K6411’). For the remaining sections the letter reference of the NACE code identifying the Section shall be used as a minimum for identifying sectors (e.g. ‘P’ or ‘P8501’ would be acceptable)". Unfortunately, we note that for some positions NACE sections A to N have the letter + 2 digits and not 4 digits as required. We use an official provider (Bloomberg) for this data. We would like to know if these codes are correct for Eiopa, otherwise how can we properly populate this field?