EIOPA · 2404

Reporting Templates

Regulation
(EU) No 2015/2450 - templates for the submission of information to the supervisory authorities, (EU) No 2009/138 - Solvency II Directive (Insurance and Reinsurance)
Article
35 of SII Directive
Topic
Reporting Templates
Submitted
2022-03-16
Answered
2023-01-04
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Question

Within the D1 QRT instructions, does Credit quality steps need to be published for all numbers 1-6? Or just for FI securities (1,2,5,6)?

Answer

The item C0340 “Credit Quality step" in the template S.06.02 is applicable to any asset for which credit quality step needs to be attributed for the purpose of SCR calculation​.​
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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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