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RSSOne of the latest Q&As (2681) regarding the new rows of SE.17.01 clarified a question regarding a mismatch between the labels in the Annotated templates and the ECB guidance. We understood from this Q&A that there is no need to report paid claims divided into current and previous accident quarters,
- Topics:
- Reporting Templates
We have a question regards the new S.04.03 and S.04.04 QRTs added to the 2.8 taxonomy and associated LOG guidance (as set out in the DRAFT business package supporting 2.8.0 taxonomy). Would EIOPA expect the following to hold (e.g. in NCA Plausibility checks): if S.04.03 C0030 = ""2 – Non-EEA branch"" then S.04.04.01.01 C0020 = 0 all rows
- Topics:
- Reporting Templates
Regarding the new reporting requirements (taxonomy 2.8.0) we ask for a clarification on the ECB add-on in S.02.01 (SE.02.01). In the liability part are requested the non-negotiable instruments held by credit institution / by non-credit institution (fields: ER0851 to ER0856); 1) we need more details on non-negotiable instruments category,
- Topics:
- Reporting Templates
Based on the already answered Q&A #708 and #1610 regarding the reporting of IGT in S.36.01, we need a more detailed clarification on the term “transaction” as mentioned in the ITS. For our understanding, a transaction is the transfer of debts, equity, cash etc in the year of reporting.
- Topics:
- Reporting Templates
- Intra-group transaction
S.37.01 Risk concentration – Exposure to Counterparties. It's a bit unclear what to report in C0310 Credit or insurance risk mitigation technique. Is this a sum of external reinsurance (C0210) and derivatives (C0260)?
- Topics:
- Reporting Templates
- Risk concentration
S.18.01 - R1000/C1000 In R1000/C1000 all material lines of business shall be shown. Could you please confirm that the following entry in R1000/C1000 would be correct: "2,4,5,6,7,25,26".
- Topics:
- Reporting Templates
We have the following questions relating to Article 4(1) of the PRIIPs Regulation, and specifically the term “exposure to reference values”: a) Where a bond offers a conditional coupon if the free cash-flow of the company reaches a certain level at a certain point in time does this fall within the definition of a PRIIP? Is the free cash-flow of a company a reference value?
- Topics:
- Packaged retail and insurance-based investment products (PRIIPs)
My question is about deleted fields in the new Annotated Template 2.8.0 which were not marked as "deleted" (coloured red). In the new 2.8.0 Annotated Template, there are many fields missing from many tables. Some of these fields were linking to removed tables,
- Topics:
- Reporting Templates
My question is related to the composition of the ZC ECB curve used in the calculation of the Currency VA for the countries of the euro zone. I understand that this curve does not use an explicit weighting of the various countries of the euro zone but implies an implicit weighting in its composition (based on ECB methodology). However, the ECB does not publish
- Topics:
- Risk Free Rate (RFR)
Is it correct that "VA_N_Corps_Comp" for Denmark (DK) almost entirely consists (currently 97%) of the Danish Mortgage Bond Index from Nykredit? And that this ratio at the SII introduction in 2016 was around 70%?
- Topics:
- Risk Free Rate (RFR)