EIOPA · 444
444
- Regulation
- (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
- Article
- 35
- Submitted
- 2015-12-17
- Answered
- 2019-09-17
Question
We are a financial data provider.Among other things we collect and supply to our clients all the data concerning Solvency II, in particular the data required for the filling of QRTs.
My question concerns QRT S.06.03 (Collective Investment Undertakings – look-through approach).Are derivatives (CIC categories from A to F) included in asset category “Other Investments” (code 11 - field C0060)?
Answer
According to the Instructions (copied below) derivatives should be reported according to the classes A to F in C0030.Identify the assets categories, receivables and derivatives within the collective investment undertaking. One of the options in the following closed list shall be used:1 – Government bonds2 – Corporate bonds3L – Listed equity3X – Unlisted equity4 – Collective Investment Undertakings5 – Structured notes6 – Collateralised securities7 – Cash and deposits8 – Mortgages and loans9 – Properties0 – Other investments (including receivables)A – FuturesB – Call OptionsC – Put OptionsD – SwapsE – ForwardsF – Credit derivativesL – Liabilities.
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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