The FinDatEx Solvency II technical working group prepared an update of the Solvency II Tripartite Template (TPT), making modifications to ensure compliance with the current SII regulation.
This new version of the TPT allows investors to consider the valuation of collateral received in their calculation of SCR and thus reduce the cost of capital in some cases. Therefore, two fields have been added at the end of template. This new version only includes minor changes and should have very limited impact on production process.
In addition, the working group has refined the description of some datapoints and additional guidelines were prepared to help users with the modelling of FX forward, FX options, FX future transactions, Interest Rate Swaps, Credit Derivatives Swaps and Collateral in a consistent manner.
In accordance with the FinDatEx governance, the TPT V6 is now under public consultation until 21 December 2021. Stakeholders can provide their comments by email to [email protected]
In terms of next steps, the technical working group will review the input received and update the template as appropriate.
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