Filter by
Search QAs ()
RSSIt is now clear how the SCR_(subsidence, other) for Subsidence risk in other regions shall be calculated from the regulation 2026/269 amending 2015/35. How should SCR_(subsidence, other) be calculated?
Question 1 — Applicability of the look-through approach (Art. 84)
Does Article 84 of the Delegated Regulation require the undertaking to decompose this structured note into its constituent economic components (bond floor + embedded option) for the purpose of calculating the SCR? Or is the instrumen…
I have several questions regarding the review of CAT risk in Non-Life insurance under Directive 2015/35, the changes to which are set forth in Directive 2026/269.
Annex V, which lists the countries affected by storm risk, has been amended to include Finland. However, there does not appear to be …
I would appreciate your clarification on two points related to the Solvency II Delegated Acts amendments applicable from 2026, specifically concerning the natural catastrophe risk calibration and reporting requirements.
1. Correlation coefficients for Flood risk – Grand Duchy of L…
Article 165 of Delegated Regulation (EU) 2015/35 was amended and now states:
1. The capital requirement for interest rate risk referred to in Article 105(5), second subparagraph, point (a), of Directive 2009/138/EC shall be equal to the larger of the following:
(a) the sum of the capital requirements for each currency for the risk of an increase in the term structure of interest rates as set out in Article 166 of this Regulation;
(b) the sum of the capital requirements for each currency for the risk of a decrease in the term structure of interest rates as set out in Article 167 of this Regulation.
We are seeking clarification on how to report "Other Category" for S.37.02. Is our understanding of the below correct:
- x8 - Aggregated currencies due to application of threshold (from tax 2.5.0) for "Currencies"
- K - Other activities auxiliary to insurance and pension funding for "Sector"
- Ag…
In the ITS, in the general comments for S.37.02, you write:
'In case the country, sector or currency is not relevant the figures may be reported under an ‘Other’ category.'
But, according to Annotated templates, the hierarchies to be used are:
CU-1, NC-1, and GA-18. These only include the membe…
We would appreciate clarification on the rationale and intended use of the newly introduced “expected profit included in future fees for servicing and management of funds” for index-linked and unit-linked insurance business, hereafter referred to as EPIFF.
Commission Delegated Regulation (EU) 202…
Our question is related to validations EV74 and EV75 which have been recently modified (30th june 2026). If there is an asset with CIC code 87 or 88 and this asset doens't have an ISIN code, the field EC0231 should be blank or not?
Reading EV75 validation this field should be filled in in this spec…
In 2026/269 amending 2015/35 the following has been added on the definition of strategic investments:
"equity investments of a strategic nature shall mean equity investments to which the look-through approach does not apply"
What exactly does it mean that the look-through approach does not apply. …