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The definitionsfor the call and Put option swaptions in Annex VI have been interpreted differently by our asset managers. We have used EIOPA's definitions, but the asset manager is stating that a Put swaption owner pays the fixed leg (EIOPA states that this is the definition of a Call). and that a...

We note EIOPA's Q&A replies to questions 1411 and 1583. We also note, however, that the draft ITS amendments published by EIOPA do not seek to amend the LOG for S.06.02 in any way with respect to this. Please clarify the situation for firms: are EIOPA's responses still correct and, if so, why are...

We have the following question regarding subordinated loans and interest rate risk:On the one hand, the market value of a subordinated loan itself is sensitive to interest rates. This would imply that according to QRT log files, subordinated loans should be considered in QRT 26.01 R0110-R0120 /...

I see the reply on Nov. We referred to Explanatory Notes on Variation Analysis Template before and could not get the reasonableness of the overall treatment on UL line of business in S.29s. Please allow us to be more specific with the issue.First, all the case examples in the Explanation paper are...

The presentation „Reporting and Disclosure Public Event with stakeholders Input received in the call for input“ (12. April 2018) included the following statement relating to QRT S.03.01:“Although EIOPA has stated a number of times via the Q&A that only off-balance sheet items are to be reported...

From the examples given in "EIOPA-17-403: EIOPA Explanatory notes on reporting templates - Variation Analysis templates" it appears that Technical flows i.e. "Premium Written during the period", "Claims and Benefits during the period", "Expenses (excluding investment expenses" and "Technical flows...

Validations BV783 and BV784 assume that the unit price or percentage of par amount is consistent for the different holdings of a specified asset reported on S.06.02. In practice, as more than one price source may be used for the same asset there are instances where prices for the same asset may...

There are several validations which equate the total basic own funds after adjustments line in the S.23.01 own funds template to the sum of own fund items listed above as applicable for each tier less deductions not made in the reconciliation reserve. The list of own fund items excludes minority...

In group balance sheet S.02.01 OFS have to be included with their sectoral own funds (article 335 of delegated regulation 2015/35).There are several XBRL-validations checking if the reported Solvency II values (C0010) in QRT S.02.01 and Total Solvency II amounts (C0170) in S.06.02 are consistent...