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In relation to EIOPA’s response to Question ID # 3014, please note that our reference to Spots relates to Forward Currency Spots. Can you please confirm whether these should be listed in the S.08.01 or S.06.02. In the event that these should be listed in the S.06.02 (List of Assets), please confirm what CIC should be used in this scenario?

Why is Issuer Group (C0240) and Issuer Code and Type of Code (C0250) required for (among others) CIC 21 – corporate bonds, even if the issuer has no majority owner (and thus is the ultimate parent)? These rules were introduced in 2.7.0 (BV1219-6 requiring C0250) and 2.8.2 (BV1218-6 requiring C0240) taxonomy for (among others) CIC 21.

EIOPA ceased the publication of some currency risk free rates. What do the regulations provide for these currencies? Article 45 states "The principles applied when extrapolating the relevant risk free interest rate term structure shall be the same for all currencies", does this imply that for currencies that are no longer published the methodology for constructing the yield curve must remain unchanged ?

BV1502 states that “BV1502: Items "Name of single name exposure", "Loss Given Default" and "Probability of Default" must be left empty in case no "Code and type of code of single name exposure" have been provided.” if isNull({t: S.26.02.01.01, c: C0030, z: Z0001}) then

Is the premium volume P_property as defined in article 127 Paragraph 2. b only related to non-proportional reinsurance contracts exposed to natural catastrophe risks (related to reinsurance obligations of line of business 28 as set out in Annex I other than non-proportional reinsurance obligations relating to insurance obligations included in lines of business 9 and 21 as set out in Annex I)

What probability of default should we use when calculating the adjustment to reinsurance recoverables for expected losses due to default of a counterparty in accordance with Article 42 of Commission Delegated Regulation (EU) 2025/35 (DR) for cases where parts of the best estimate of technical provisions are ceded to unrated reinsurance undertakings subject to Solvency II?

In 2022 a Climate stress test for the occupational pensions sector was published. We would like to apply the stress test yearly, but it seems impossible to find updated stress parameters. Could you please provide us (and the entire insurance sector) with updated stress parameters?

When calculating the Spread Risk on a Corporate Bond, should accrued Interest be included?

I would like to know how FX-forward contracts affect solvency capital requirements under Solvency II Directive? How does FX-forward contracts compare to bonds and equities in terms of solvency capital requirements? Where can I find more information about this?