97

I am writing in relation to the possible simplifications for captives in QRT SCR-B3B-S.26.02, SCR-B3C-S.26.03 & SCR-B3D-S.26.04 (in the three cases cell). In the three QRT mentioned, cell A001 is a cell where the reporting company indicates if it uses a simplification for captives for the SCR calculation.  However, as far as I am concerned, simplifications for captives does not exist for the risk modules of Counterparty, Life and Health (QRT mentioned above). Additionally, for the three QRT, there is not any cell, where a SCR for a particular risk is reported, whose definition in the Technical Annex II mentions simplifications for captives. Could you clarify if there are any simplifications for captives to be considered for any risk reported in these three QRT? If not, does that mean that cell A001 should be deleted from these QRT?If yes, another question arises – the definition of cell A001 seems to generic. It supposes that a simplification is applicable at whole risk module level (whole QRT). Meanwhile, for example in QRT SCR-B3A-S.26.01, the simplifications for captives are at risk sub-module level (for example, interest rate risk sub-module) and this fact is specified in the corresponding cell definition. Should be amended the definition of cell A001 in each of the QRT in order to specify which risk sub-modules are affected?