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...

We are looking at the currency translation at group reporting for S23.03. This templates reports at a opening and closing balance with movements between. It is not clear how the effect for FX translation over the open to close period shall be reported where there has been currency translation of...

Per the annotated template (2.1.0 published 15/07/16) template S.04.01 has separated attributes C0080 and C0090 from C0100. We have interpreted this to mean C0080 & C0090 are to report the considered country as the location of the branch, and C0100 is to report the considered country as where the...

The first field C0370, clearly states that this need to be in the “reporting currency” and I can understand the reason for this, but the second field C0380 is not stipulated as such in the ITS.This is an issue for us when our investments is not in the reporting currency and needs to be reported...

This question relates to repos reported on S.10.01.The instructions for C0130 (Near leg amount) state:“- Buyer in a repo: amount received at the contract inception- Seller in a repo: amount ceded at the contract inception”The instructions for C0140 (Far leg amount) state:“- Buyer in a repo: amount...

1) Where there are both assets and liabilities with the same counterparty, are we supposed to show the net position grouped as a single entry?2) In the C0050 closed list for option “5-liabilities insurance", does this include Life Technical Provisions? (Our assumption is no as it is not meaningful...

It is given as part of Notes that "For non-EEA undertakings and non-regulated undertakings within the group, the identification code will be provided by the group according to one of the two predefined patterns".We understand that the two patters provided here apply only to non-EEA and non...

In the "Characteristics of product" section, it is required to provide, per Product ID Code (C0090) a number of characteristics. It is possible to have, for a specific Product ID Code, several different versions of a product, each with a different Product denomination (C0120), with further...

In the report S.16.01, for the cell C0010/R0020, shall the average duration be calculated by weighting with:- cash-flows discounted with RFR curve- undiscounted cash-flows