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

Question

Based on the regulation 2022/2454 for R02, financial conglomerates shall” Insert the numerical value of the thresholds specified in Article 8(2) of Directive 2002/87/EC.”. The lines of the tables (R02.01, R02.02,….) should be aligned with the corresponding template submitted. For example, the threshold for P&L IGTs (template FC 05.00) should be reported under the label R02.05.

European Insurance and Occupational Pensions Authority · Accepted Answer

Unless specificed otherwise by the coordinating authority, the numerical amount of IGT significance threshold(s) filled by the financial conglomerate in lines R02.01, R02.02, etc. shall be aligned with the related detailed templates as follow: Threshold for significant IGTMapping with transaction typeR.02.0To be left blankR.02.1FC.01 Equity-type transactions, debt and asset transfersR.02.2FC.02 DerivativesR.02.3FC.03 Off-balance sheet and contingent liabilitiesR.02.4FC.04 Insurance-reinsuranceR.02.5FC.05 P&L

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

Question

Answer

Similar Q&As

More Q&As on this topic