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Refer to Articles 121 to 125 of the Commission Delegated Regulation (EU) 2015/35 containing the natural catastrophe risk sub-modules of SII, which specifies two events (scenarios A and B) each for Windstorm/Flood/Hail and one event for Earthquake & Subsidence perils. Article 126, Interpretation of catastrophe scenarios states that the two consecutive events (scenarios A and B) for Windstorm/Flood/Hail perils are independent. Separately, the explanatory text underlying the Guidelines on Application of outwards reinsurance arrangements to the non-life underwriting risk sub-module, Page 230, EIOPA-CP-14-036_GL-Pillar_1.pdf (europa.eu) states that “2.13.

We have read EIOPA’s answer in relation to question #2774, and would like to clarify our understanding in regards to the instructions provided to the template S.36.05 in EU/2023/894. In terms of the overlap mentioned between S.36.01/S.36.02 and S.36.05, is it correctly understood then that the instructions in the “General comments” to QRT S.36.05.01 (“This template shall report the P&L associated to all (significant, very significant and transactions required to be reported in all circumstances) intra-group transactions between entities in the scope of the group supervision or P&L transaction considered as significant or very significant intragroup transactions or transactions required to be reported in all circumstances”) should be read in the following manner:

The assertion s2md_BV2029_2 which checks The "Total exposure net" value of "Exposure by sector" reported in S.37.02, should be equal to the sum of net exposures reported by sector. But for the sector K, the qname value "s2c_NC:K" is missing, so the total is not correct and the assertion returns false.

According to point 16 (a) of Annex IV, the assessment of the appropriateness of a benchmark or proxy depends, inter alia, on the risk-return profile where the benchmark or proxy and the PRIIP fall into the same category of SRI or volatility and expected return or both. In this context, must it be taken into account whether the PRIIP has credit liabilities? If so, is the current leverage ratio or the maximum leverage ratio permitted under the investment conditions relevant?

Correct offsets on template FC.00 in relation to template FC.04

Point 16 of Annex IV contains a comprehensive catalogue of criteria for the appropriateness of benchmarks or proxies when they are used to calculate the performance scenarios. There is no corresponding catalogue for the appropriateness of benchmarks or proxies used to calculate the MRM (see point 7 of Annex II, Part 1). Does this mean that benchmarks and proxies used to calculate the MRM are subject to different (lower) appropriateness requirements?

Could you please specify the usage of S.36.05 (IGT - P&L)? (1) We are wondering if any entry within S.36.01 and S.36.02 requires also an entry within S.36.05, even if the interest or dividends are below the reporting threshold for significant transactions. Example: internal loan 100, interest 5, reporting threshold 75

In the course of taxonomy 2.8.0, the definition of CIC codes, so that also corporate bonds guaranteed by sovereigns but issued in non-domestic currencies are part of the Government Bonds group (CIC=1). However, it is unclear in which subcategory these bonds should be captured. We believe that due to any other appropriate subcategory, such bonds should be classified as CIC=19, correct?

I am writing to bring to your attention a notable discrepancy we have identified between the Insurance Technical Specifications (ITS) and the Data Point Model (DPM) dictionary, specifically in the Taxonomy 2.8.0 hotfix. The issue pertains to a mismatch in the data for column C0030, as outlined in Table S.14.01.01.01. In the ITS, "36 – Life reinsurance" is listed as a valid option. However, this option appears to be absent in the DPM dictionary under the reference hierarchy code (68 in LB),