We have a question regarding cash collaterals that are held in other institutions as open position (on derivatives/loans) collaterals.In general, should they be treated in Solvency II as cash and cash equivalents (balance sheet pos. R0410) or other receivables (R0380)?Cash collaterals, by...

What should be done when company purchases same fund twice but quoted in different currencies (and both are purchased!).This situation is reflected in S.06.02 by using special coding reflecting the fact company owns both funds - for example:CAU/ISIN/UK1234567890+USDCAU/ISIN/UK1234567890+EURMy...

This question relates to the requirement to report the top 10 Facultative risks by LoB. Can you confirm the criteria to be used to identify the top 10 risks given that a savings product with the same sum assured as a protection product will carry significantly less risk? If reinsured exposure to...

This question relates to the requirement to report the Gross Estimated Treaty Premium Income for the contract period. Can you clarify the definition of “contract period” – is this the year ahead, in keeping with the form reporting on the outgoing reinsurance program in the next reporting year, or...

Field C0060 of template S.09.01 requires identification of assets that are held by unit linked and index linked contracts. Does this identification also apply to fields C0070 – C0110? As unit linked investments are by definition excluded from group income statement, we assume that the same is...

This question relates to the requirement for Validity period (expiry date). We have identified that the majority of our external reinsurance treaties do not carry a specific expiry date - The expiry date is usually stated as “continuous” and this applies up until the termination clause is invoked...

What is the correct CIC category and Balance Sheet position for revenue stamps. We think that XT79 is most appropriate but in that case, the validation rule BV372 says that it should be reported as "Deposits other than cash equivalents" (rather than "Cash and cash equivalents") in the EBS. This...

Template S.22.01 refers only to the impacts of removing long term guarantees and transitionals, whereas Article 44 (2a) of the Directive includes the following additional assessments:• Sensitivity to assumptions underlying the ultimate forward rate, matching adjustment and volatility...

Regarding C0090/R0790 Annex II states:"The capital requirement before risk mitigation for Windstorm risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles."In the S...