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In the log for s.25.01 it states for cell R0420/C0100:-Amount of the sum of notional SCRs of all ring-fenced funds when undertaking has RFF (other than those related to business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional)).This therefore includes both immaterial and...

As per EIOPA’s amended CIC table (Annex V) published on 07 August 2015, asset category ‘Total return swap’ appears under both Swaps (CIC D4) and Credit derivatives (CIC F4).We also noted that Annex VI: Definitions of the CIC Table, provides the same definition for both D4 and F4. Can EIOPA...

In the draft EIOPA-CP-14-047-Annex there is a validation 387. This validation requires all funds that are on S.06.03 to be reported on S.06.02 as well. However, from our understanding, for group report S.06.03 the elimination of IGTs does not apply. We can imagine the case where mutual fund issued...

1. In respect of the QRTs is it possible to know the type and the length of each field (alphabetic, alphanumeric, numeric, number of chars) ?2. In respect of QRT S.30.03 and S.30.04: after the first picture sent in April, has the Company to send possible variations during the year ? For example is...

Some of the QRTs (such as S.12.01.01, S.13.01.01) are populated with the cash in-flows and out-flows reflected in the best estimate while S.14.01.01 is populated with a listing of premium and claim cash-flows. Which sign convention should be used?a. Both in-flows and out-flows are shown with...

When will the templates and taxonomy be available in the translated EU languages?Both in terms of annotated templates and XBRL taxonomy (assertions etc).

I would like to ask you the following regarding QRT spread risk inputs:Should cell A14 (i.e. Initial absolute values before shock - Assets) includes also the value of assets that are subjet to spread risk by their nature (e.g. and most typically central government bonds denominated and funded in...

C0320 – External rating: The LOG states the following;“This item is not applicable to assets for which undertakings using internal models use internal ratings. If undertakings using internal models do not use internal rating, this item shall be reported.”As per our interpretation of the above, if...

1) We require clarification on the 3 methods of aggregation which are detailed in the S.25.01 log and further in the “Guidelines to Ring Fenced Funds” paper released by EIOPA (also included in the appendix below). Could you please provide more details as to the differences between the three...