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How do we treat spike notes under Solvency 2 standard formula for the calculation of the SCR?

Does r(t + 1) in the Risk Margin include or exclude Volatility Adjustment?

I look for a list of EU-insurers which operate under Freedom of Service in class 18 in Poland. Can you help?

Could EIOPA confirm whether upward and downward shocked risk-free interest rate term structures will continue to be published in a format consistent with the current publication approach?

In DIRECTIVE (EU) 2025/2 it is stated that "EIOPA shall submit the draft regulatory technical standards referred to in the first subparagraph to the Commission by 29 January 2026".

In its quarterly interim GAAP balance sheet, the insurer calculated a tax provision for the year-to-date profit. No temporary difference exists. The tax year follows the calendar year, and the solvency tax base is the same as the GAAP tax base. The insurer is taxed based on its annual income, which …

In 2026/269 amending 2015/35 it is added on the adjustment factor for non-proportional reinsurance:
"...where such non-proportional reinsurance is in place for that particular segment..."
Does this mean that the adjustment factor for non-proportional reinsurance is no longer mandatory as indica…

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.

We would also like to understand the expected timeline for the publication of sample monthly RFR outputs incorporating the new Solvency II methodology and inputs.

Will EIOPA publish example monthly RFR technical documentation reflecting the revised methodology? If so, when will this occur?