Question ID: 1330
Regulation Reference: (EU) No 2015/2450 - templates for the submission of information to the supervisory authorities
Article: 35
Template: S.26.01
Status: Final
Date of submission: 01 Sep 2017
Question
From previously guidelines and Q&As (see "Reference") it is clearified that the liabilities exposures in S.26.01.01 should include both market instruments with negative maket value (eg certain derivatives) and technical provisions from relevant homegeneous risk groups.
Question: Should the value of technical provisions include risk margin?
EIOPA answer
The technical provisions filled in S.26.01.01 should not include the risk margin.