EIOPA · 3051

Reporting templates on risk concentrations and intra-group transactions for conglomerates (FICOD)

Regulation
(EU) 2022/2454 - ITS with regard to supervisory reporting of risk concentrations and intra-group transactions (FICOD
Topic
Reporting templates on risk concentrations and intra-group transactions for conglomerates (FICOD)
Submitted
2024-03-22
Answered
2024-03-22

Question

According to "EIOPA_FICOD_DPM_Annotated_Templates_2.8.1_Hotfix.xlsx" in the template FC.07.01.36.02 in FC0040 the sector has to be filled with the hierarchy "NC – 1 from s2c_dim:NC". In this hierarchy several entries starting with “K” are marked as “false” in the column "Usable" in "EIOPA_DPM_Dictionary_2.8.1_Hotfix.xlsx". In “EIOPA_FinancialConglomerates_Technical_Logs_2.8.1_Hotfix.pdf” it is stated in section "8. FC.07.01 - RISK CONCENTRATION - EXPOSURE BY CURRENCY, SECTOR, COUNTRY": The ‘sector’ should present the split between the following sectors: a) public sector b) financial sector c) corporate sector divided by the NACE code (the first level of hierarchy - the letter). Our questions: 1. For public sector (Nace Code Public administration and defence; compulsory social security?) should “O” be reported? 2. What shall be reported for the financial sector since “K” is marked as false in the column “Usable” in the DPM dictionary?
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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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