Financial Stability Reporting

Question

S.14.05.11 - Liquidity risk for non-life business, you specified that This template includes information about liquidity risk and collects portfolio information on non-life claims, cashed premiums and unearned premiums.

For the first table we have only two columns: line identification and country, no portfolio columns to report per portfolio, so how can we know the country reported in C0080 is for which portfolio?

Moreover to report the countries, you specify that :for countries representing more than 10 % of technical provisions or written premiums for a given product
so the granularity of this table is per portfolio or per product ?

European Insurance and Occupational Pensions Authority · Accepted Answer

For the S.14.05.11 template, information should be provided on portfolio level with the internal portfolio ID to be reported in c0240 column.

Furthermore, the relation between .01 and .02 tables can be described as one-to-many, therefore it is expected that C0240 (Line identification) from the (first) Portfolio table will be aligned with values reported in C0240 (Line identification (internal portfolio ID)) from the (second) Portfolio detail table. In this way countries reported in C0080 are linked to the associated portfolios.

​The instruction should refer to portfolio, not product. This template should be reported at the granularity of country & undertaking.

At this stage of the process, changes in the instructions are not possible. However, we will consider them in the future.​

Financial Stability Reporting

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