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I would like to ask you the following regarding QRT spread risk inputs:Should cell A14 (i.e. Initial absolute values before shock - Assets) includes also the value of assets that are subjet to spread risk by their nature (e.g. and most typically central government bonds denominated and funded in...

C0320 – External rating: The LOG states the following;“This item is not applicable to assets for which undertakings using internal models use internal ratings. If undertakings using internal models do not use internal rating, this item shall be reported.”As per our interpretation of the above, if...

1) We require clarification on the 3 methods of aggregation which are detailed in the S.25.01 log and further in the “Guidelines to Ring Fenced Funds” paper released by EIOPA (also included in the appendix below). Could you please provide more details as to the differences between the three...

The LOG provides the following guidance for this cell:“Value of the repo or securities lending contract, following article 75 of Directive 2009/138/EC rules for valuation of contracts.”We are unclear as to how to apply this to a securities lending/repo contract. A pure fair value approach is not...

Could you please confirm that the acquisition expenses should include salaries of underwriters.

In the December 2014 Log for the S.21.01 - Loss distribution risk profile form, it had been indicated that information on historical data is not required but may be filled in a best effort basis. However this has been dropped in the latest LOGS. Could you please confirm whether the historical...

1. It is implied from the log files for (s.01.03.01/04) that BI entries are made for the 'Remaining Part' of the business. What should C0040, C0050 be set to as there is not a fund number or description? What should C0070 be set to (neither option 1 or 2 seems applicable; however it is a closed...

The classificator of template S.14.01 shows the following 5 elements with the instruction above.C0100 Product classification The following close list shall be used: 1 - single life 2 - joint life 3 - collective 4 - pension entitlements 5 - otherIf more than one characteristic is applicable use “5...

Currently 2 different interpretations of the instructions for the fields C0100 and C0110 in the s09.01 QRT exist.Difference in interpretation lays in that utilization of clean or dirty acquisition values in the calculations of Net Gains and Losses and Unrealized Gains and Losses.Interpretation 1...