EIOPA · 2328
Reporting Templates
- Regulation
- (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
- Article
- Annex II
- Topic
- Reporting Templates
- Submitted
- 2021-08-20
- Answered
- 2022-11-21
Question
When reporting the summed up numbers over the currencies' asset-liability-positions (C0020-C0050, C0070) at the S.26.01.01.01 for the row R0610 (increase in the value of foreign currency) do the figures also include those currencies where currency asset-liability-positions' risk sensitivity is not for the increase in the value of the foreign currency? Respectively, for the row R0620 (decrease in the value of foreign currency) do the figures also include those currencies where currency asset-liability-positions' risk sensitivity is not for the decrease in the value of the foreign currency?
Background
A supervised entity has asked for an interpretation and whether it should follow 2229 or 2003. Answer 2229 and the answers 2003 ja 807 seem controversial. 807 and 2003 assume assets and liabilities risk sensitivies more generally, while 2229 maybe refers to a similar interpretation of a currency position risk sensitivity as in S.26.01.01.02
Answer
This question has been rejected because the matter it refers to has been answered in Q&A 2003.
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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