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Is it possible to explain the formula to determine the proportion? "2. Only risk-mitigation techniques that are in force for at least the next 12 months and which meet the qualitative criteria set out in this Section shall be fully taken into account in the Basic Solvency Capital Requirement.

Is there an error in Article 192(2) of Commission Delegated Regulation (EU) 2015/35 regarding the LGD formula for heavily collateralised reinsurers after amendments by Regulation (EU) 2019/708?

Could EIOPA confirm, flag it for correction, and inform supervisors to prevent undue disadvantage to undertakings? Article 112a may also need review.

Questions are regards S.17.03. We find some doubt about the rules for the country to be used for reinsurance accepted business. In the old E.03.01 template the rule was "information shall be reported by area or country in which the reinsured undertaking is resident". And in the life equivalent (S.12.02, which is in line with other QRTs where country breakdown is used e.g. S.04.05) there is similar guidance:

I have a question on the reporting of the issuer country (C0270) on the S.06.02 for CIC7s. In the instance of where a bank is registered in one country (E.g. US) but has a branch in another country (e.g. IE) and the cash/deposits are held in that branch, should the country be reported as that of the registered entity (US in above example) or the branch (IE in the above example)? Internally, we note the country of risk as being the country of the registered entity as opposed to the branch.

In the application of the mass lapse risk shock for year-end reporting, should the instantaneous shock be assumed to occur on the 31st of December or on the 1st of January?

We've have been advised by one of our third-party vendors that the S.08.02 report is no longer in use and has been discontinued. Please confirm if this is correct.

Clarification is needed on whether the interest rate scenario should be selected based on the capital requirement for the interest rate risk sub-module for the interest rate sub-module, or on the overall capital requirement for the entire portfolio. For example:
Capital requirement for interest rate risk in the up scenario: 6
Capital requirement for interest rate risk in the down scenario: 5
Overall capital requirement if the up scenario is retained: 8
Overall capital requirement if the down scenario is retained: 9

1. Regarding the sum insured (i.e., SI(peril, r,i) in the formula of 6.5.3.3. EIOPA’s advice- 425 -1) 𝐺𝑟𝑜𝑠𝑠𝐿𝑜𝑠𝑠(𝑝𝑒𝑟𝑖𝑙,𝑟,𝑖) = 𝑄(𝑝𝑒𝑟𝑖𝑙,𝑟) × 𝑊(𝑝𝑒𝑟𝑖𝑙,𝑟,𝑖) × 𝑆𝐼(𝑝𝑒𝑟𝑖𝑙,𝑟,𝑖),

1.1 Is it correct that the SI include buildings, business interruption and contents?

1.2 Is the sum insured (i.e., 𝑆𝐼(𝑝𝑒𝑟𝑖𝑙,𝑟,𝑖)) the full amount of SI without taking into account any deductibles or contractual limits? In other words, it is SI before any reductions are applied due to the terms of the policy.

1.3 If 1.2 is correct, should the 𝑆𝐼(𝑝𝑒𝑟𝑖𝑙,𝑟,𝑖)) in the formula 425 1)consider coinsurance shares?

Is it correct that the heading "Group solvency calculation" should be over all three columns C0260, C0270 and C0280 and not only over C0260 as in the current Excel annotated template S.32.01.04? The specifications to C0270 and C0280 are depicted in the ITS at least together with C0260 under the the heading "Group solvency calculation".