EIOPA · 1330

1330

Regulation
(EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article
35
Submitted
2017-09-01
Answered
2019-10-08

Question

From previously guidelines and Q&As (see "Reference") it is clearified that the liabilities exposures in S.26.01.01 should include both market instruments with negative maket value (eg certain derivatives) and technical provisions from relevant homegeneous risk groups. Question: Should the value of technical provisions include risk margin?

Answer

The technical provisions filled in S.26.01.01 should not include the risk margin.

This Q&A is published by European Insurance and Occupational Pensions Authority and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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