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Will EIOPA publish risk corrected spreads used for the calculation of the volatility adjustment or is it up to each insurance company to calculate risk corrected spreads in phase with their business?

We have noticed that Bloomberg does not provide data for Bulgarian government bonds due to the currency change (to EUR) in Bulgaria. In your latest document, the same RIC (0#BGXZ=R) is specified as applicable for Bulgarian government bonds after 01-01-2026, as previously, and also it should be used …

In the new report S.22.07, C0046/R0020 'Risk-corrected spread calculated on the basis of the undertaking's portfolio of investments in debt instruments for the currency euro/all countries'
You ask to report 'calculated nominator of the undertaking-specific adjustment to the risk-corrected spread'
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Could you clarify the methodology used to calculate LTAS and Pd/CoD previously published for BRL ?

Question 2433 clarifies that the non-life lapse risk shall be based on "policies for which discontinuance would result in an increase of technical provisions" (directive text) "before the payments caused by the discontinuance are made" (Q&A clarification). With this clarification, discontinuance of …

JC-2017-49 PRIIPS KID flow diagram - status updated version

Offshore Windfarms often have an onshore component (parts of a cable and/or onshore substation). Damage to onshore components can cause Business Interruption (BI) claims from the farm. Should the BI insured value of the Windfarm and the value of the onshore components thus be included in the (onshor…

The updated official Journal of the European Union (log reference C0010–C0020 / R0360) in 2023 states instructions for Insurance and intermediaries receivables amounts for payment by policyholders, insurers and other linked to insurance business that are not included in technical provisions. We note that the wording has changed from previous where a distinction between past-due and not past due is no longer made. We have received professional advice from another party suggesting that this should be interpreted as change to the classification of future premiums within the best estimate where due premium should relate to the date an invoice was issued rather than when the premium is due to be paid or received. This suggestion would mean that a much higher proportion of future premiums would sit in the premium receivables on the balance sheet relative to the previous wording. With the above in mind, can you confirm whether the latest wording should be interpreted as a change in the classification of future premium within the best estimate. As an example, in an instance where a premium invoice had been issued prior to the valuation date but where the premium payment was due to be received after the valuation date, should this now be classified as a premium receivable on the balance sheet or remain as a future premium cashflow in the best estimate?

We would like to clarify the interpretation of Annex III, Part 3, Section 29 which provides that, “where necessary, these amounts may be calculated as the average total annual costs over the term of the PEPP contract. The calculation of the compound effect of the costs shall be based on a 40 years’ …