Quantitative Assessment

​​​​​​​​​​​​​​​14.04.2016​

Opinion to EU Institutions on a Common Framework for Risk Assessment and Transparency for IORPs
​​​​​​​​Objective

This Quantitative Assessment (QA) is an important input to EIOPA’s work on solvency for IORPs and will shape the own initiative Opinion to the EU institutions​. 

The aim of the quantitative assessment is to collect evidence and to assess the appropriateness of EIOPA’s proposals that were publicly consulted​ in 2014. Those proposals elaborate on concepts for the use of the holistic balance sheet and possible supervisory responses, with a focus on the valuation of technical provisions and sponsor support.

The exercise is conducted simultaneously with the occupational pensions st​ress test​​ and in close cooperation with the national supervisory authorities (NSAs).

Timeline

​​​11 May 2015​Launch of the QA
​19 May 2015Workshop with​ participating IOPRs
​May - August 2015​Q&A procedure for participating IORPs
​10 August 2015​Deadline for submission of data to the national supervisory authorities (NSAs)
​end August - September 2015 Centralised quality assurance of all the submissions by EIOPA ​​​
14 April ​2016​​Opinion to EU Institutions on a Common Framework for Risk Assessment and Transparency for IORPs​​

Background Documents

Press Release

Technical Specifications

EIOPA runs both Quantitative Assessment and stress test exercises simultaneously. Part of the QA specifications is required for the completion of the stress test exercise.​​​

Technical specifications QA (also link under ST)


Reporting templates
​​​Publication Date​Documents
​29 July 2015 ​Reporting spreadsheet QA and DB ST (also link under ST)
Automatic Updater for already filled Templates (also link under ST)
​22 July 2015 Reporting spreadsheet QA and DB ST (also link under ST) (Outdated! Please use the updated version)
Automatic Updater for already filled Templates (also link under ST)​ (Outdated! Please use the updated version)          
​03 June 2015Reporting spreadsheet QA and DB ST (also link under ST)  (Outdated! Please use the updated version)
Automatic Updater for already filled Templates (also link under ST) (Outdated! Please use the updated version)
​27 May 2015​Reporting spreadsheet QA and DB ST (also link under ST) (Outdated! Please use the updated version)
Automatic Updater for already filled Templates (also link under ST) (Outdated! Please use the updated version)
​11 May 2015

Reporting spreadsheet QA and DB ST (also link under ST)​​ (Outdated! Please use the updated version)

Word template questionnaire QA  ​

Supporting spreadsheets

​​Publication Date​Documents
​29 July 2015Helper tab Counterparty risk
​15 July 2015 Helper tab Max sponsor support (also link under ST)
​11 May 2015 
Yield curves for QA and DB ST (also link under ST)
Helper tab Risk margin (also link under ST)
Helper tab Sponsor support 1 (also link under ST)
Helper tab Sponsor support 2 (also link under ST)
Helper tab Sponsor support 3 (also link under ST)
Helper tab Max sponsor support (also link under ST) (Outdated! Please use the updated version)
 
Helper tab Pension protection scheme (also link under ST)​
Helper tab Counterparty risk (Outdated! Please use the updated version)

 


Questions and Answers

 

For any queries related to the exercise, please fill in this template and send it to your NSA. The email addresses of the NSAs can be viewed here​​​. ​​​​​

​​Publication Date​Documents
​05 August 2015 ​Ninth set of questions and answers (also link under ST)​ 
​29 July 2015 ​​Eighth set of questions and answers (also link under ST)​ (Outdated! Please use the updated version)
​22 July 2015Seventh set of questions and answers​ (also link under ST)​ (Outdated! Please use the updated version)
​15 July 2015Sixth set of questions and answers ​(also link under ST) (Outdated! Please use the updated version)
​08 July 2015​Fifth set of questions and answers (also link under ST)​ (Outdated! Please use the updated version)
​01 July 2015Fourth ​set of questions and answers (also link under ST)​ (Outdated! Please use the updated version)
​24 June 2015​​Third set of questions and an​swers (also link under ST) (Outdated! Please use the updated version)
​17 June 2015 Second set of questions and answers ​(also link under ST)​ (Outdated! Please use the updated version)
​10 June 2015 ​First set of questions and answers​​​​​ (also link under ST) (Outdated! Please use the updated version)