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We have observed that in the official January 2025 publishing, the Euro risk free spot rate (no VA) has a significant spike at 10 year tenor. We think that it is an unusual behaviour of the curve - it should have been smooth without significant bump. Furthermore, we assume the reason is that the input swap rate constructing the RFR curve at 10 year tenor (ticker EURAB6E10Y=) went significantly higher.

Is BV357 updated according to new ITS (EU) 2023/894?

Shou​​ld the own-risk and solvency assessment supervisory report ('ORSA supervisory report') include an assessment of forward-looking SCR using baseline and stressed scenarios with and without the application of LTG measures (e.g. volatility adjustment)?

Point 78 of Annex VI of the PRIIPs Delegated Regulation states that ‘the cost indicators in percentage terms shall be expressed to one decimal place’. Some products have low costs, such as an annual cost impact of below 0.2% and in this context it is relevant to compare between products at the level of more than one decimal place. In this case, taking into account that the KID shall be ‘accurate, fair, clear and not misleading’, should the cost indicators be shown to two decimal places?

In relation to EIOPA’s response to Question ID # 3014, please note that our reference to Spots relates to Forward Currency Spots. Can you please confirm whether these should be listed in the S.08.01 or S.06.02. In the event that these should be listed in the S.06.02 (List of Assets), please confirm what CIC should be used in this scenario?

Why is Issuer Group (C0240) and Issuer Code and Type of Code (C0250) required for (among others) CIC 21 – corporate bonds, even if the issuer has no majority owner (and thus is the ultimate parent)? These rules were introduced in 2.7.0 (BV1219-6 requiring C0250) and 2.8.2 (BV1218-6 requiring C0240) taxonomy for (among others) CIC 21.

EIOPA ceased the publication of some currency risk free rates. What do the regulations provide for these currencies? Article 45 states "The principles applied when extrapolating the relevant risk free interest rate term structure shall be the same for all currencies", does this imply that for currencies that are no longer published the methodology for constructing the yield curve must remain unchanged ?

BV1502 states that “BV1502: Items "Name of single name exposure", "Loss Given Default" and "Probability of Default" must be left empty in case no "Code and type of code of single name exposure" have been provided.” if isNull({t: S.26.02.01.01, c: C0030, z: Z0001}) then

Is the premium volume P_property as defined in article 127 Paragraph 2. b only related to non-proportional reinsurance contracts exposed to natural catastrophe risks (related to reinsurance obligations of line of business 28 as set out in Annex I other than non-proportional reinsurance obligations relating to insurance obligations included in lines of business 9 and 21 as set out in Annex I)