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RSSIs there/will there be a document showing a mapping between the DORA and other, mostly used, frameworks?
- Topics:
- Other DORA topics
How will DORA Auditors be recruited please? Is there any roster for example and what are the criteria?
- Topics:
- Other DORA topics
For S.26.13.01.11 the axis has changed from: IL: Internal line of business code - Internal line of business - Z0010 - IL; to: RV: Catastrophe risk scenario code - Catastrophe risk peril - Z0030 - RV Am I to understand correctly that (a) we no longer are requested to provide the information of table .11 per internal line of business and (b) instead the information is requested per catastrophe risk peril? Could you elaborate on said split per catastrophe risk peril? Eg. by providing an example.
- Topics:
- Reporting Templates
I am writing to inquire about ESG scores for the insurance industry within the Euro area. I have encountered difficulties accessing sufficient data for my research through Eikon.
Could you please inform me if EIOPA holds ESG score data for Euro area insurance companies over the past 10 to 15 years, and whether it is possible to access this data for academic research purposes?
- Topics:
- Other
An insurance holding company provides a loan to a majority-owned insurance undertaking in the group. The group uses, in accordance with Article 328 of Commission Delegated Regulation (EU) 2015/35, method 2 to consolidate this insurance undertaking.
There are other insurance and financial undertakings in the group consolidated using method 1. The group therefore uses a combination of methods 1 and 2 for the calculation of the group solvency.
- Topics:
- Intra-group transaction
Annex I of COMMISSION DELEGATED REGULATION (EU) 2021/2139 of 4 June 2021 defines various insurance services related to climate-related perils. As per the regulation, the following insurance services (other than life insurance) are delineated: (a) Medical expense insurance; (b) Income protection insurance; (c) Workers' compensation insurance; (d) Motor vehicle liability insurance; (e) Other motor insurance;
- Topics:
- Other
Regarding the suggested ex-post adjustment in 6.5.3.3. EIOPA’s advice- 425 - 2), is it correct to calculate this additional unit MaxGrossExposure(peril, r, i) in the following way: 𝑀𝑎𝑥𝐺𝑟𝑜𝑠𝑠𝐸𝑥𝑝𝑜𝑠𝑢𝑟𝑒(𝑝𝑒𝑟𝑖𝑙,𝑟,𝑖)= 𝑄(𝑝𝑒𝑟𝑖𝑙,𝑟) × 𝑊(𝑝𝑒𝑟𝑖𝑙,𝑟,𝑖) × “Sum insured taking account of any deductibles and contractual limits based on the conditions in the underlying contracts(𝑝𝑒𝑟𝑖𝑙,𝑟,𝑖)” ?
- Topics:
- Other
What kind of accidents should be included in mass accident submodule? There are some risks covering specific type of accident, such as death in car accident. Basing on the document "Catastrophe Task Force Report on Standardised Scenarios for the Catastrophe Risk Module in the Standard Formula", where this risk is named "Arena Disaster" the goal of this risk is to include possible scenario where many people in one place are affected. Including specific type of accident would result in overestimated SCR, as cummulation of such incidents are much less probable than assumed in SCR 0,5%.
- Topics:
- Solvency Capital Requirement (SCR)
We have some trouble to identify the correct meaning of "Duration" in S.08.01. We have a doubt between : - Modified duration - Macaulay duration Can you please clarify what type of duration is required for "residual modified duration" please ? And possibly define it.
- Topics:
- Reporting Templates
We would like to ask for clarification regarding the Taxonomy 2.8.0, in particular on the following templates for Quarterly Financial Stability reporting for Groups.1) S.14.04.11 - Liquidity risk for life business: You specified that S.14.04 is to be reported at Portfolio level considering the...
- Topics:
- Financial Stability Reporting