ESA Joint Committee · priips-77 Final

For Category 2 PRIIPs, is it possible to use lower percentiles of the estimated distribution of outcomes as foreseen in point 24 of the Delegated Regulation?

Regulation
PRIIPs
Answered
2022-11-14
Answer provided by
ESAs (EBA, ESMA, EIOPA)
⚠

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Question

For Category 2 PRIIPs, is it possible to use lower percentiles of the estimated distribution of outcomes as foreseen in point 24 of the Delegated Regulation?

Answer

Point 24 of Annex IV of the Delegated Regulation only applies to certain Category 1 PRIIPs, Category 3 PRIIPs and Category 4 PRIIPs. It only applies to Category 2 PRIIPs for which point 15 of Annex IV is applicable.

This Q&A is published by ESA Joint Committee (EBA, ESMA, EIOPA) and is non-binding. It does not constitute legal advice. Updated weekly from official ESA sources.

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