EIOPA · 810

810

Name: EIOPA Q&A 810 — EU Financial Regulatory Q&A
Creator: European Insurance and Occupational Pensions Authority
License: https://creativecommons.org/licenses/by/4.0/

Regulation: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article: 35
Submitted: 2016-10-19
Answered: 2019-09-19

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Question

In the report S.16.01, for the cell C0010/R0020, shall the average duration be calculated by weighting with:- cash-flows discounted with RFR curve- undiscounted cash-flows

Answer

The average duration calculated in C0010/R0020 should be based on the cash-flows discounted.

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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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