EIOPA · 2586

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Regulation
(EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article
Template S.26.10
Topic
Disclosure Templates
Submitted
2023-02-27
Answered
2023-04-27
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Question

Should the S.26.10 Average Probability of Default (%) R0530/C0050 be always 100%, the sum of the underlying or an average recalculated at that level?

Answer

This field, S.26.10 R0530/C0050, should be populated with an average probability of default recalculated at that level.
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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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