EIOPA · 807

807

Regulation
(EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article
35
Submitted
2016-12-14
Answered
2019-09-20
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Question

Based on the LOG Files, the columns C0060 and C0080 (for rows R0610 and R0620) should only contain the currency with the largest shock increase and decrease respectively. This distinction is not there for columns C0020 to C0050, thus our interpretation would be that these columns should contain the full amount and C0060/C0080 only the largest parts. Can you please confirm this interpretation?

Answer

The interpretation is correct, in C0020 to C0050 all assets and liabilities sensitive to the risk should be reported, even if for the respective shock the SCR is zero.
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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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