EIOPA recently published a request for information on the Review of Long-Term Guarantees Measures and Measures on Equity Risk.
https://eiopa.europa.eu/regulation-supervision/insurance/long-term-guarantees-review
EIOPA requests information on:
- Impact of the extrapolation of risk-free interest rates on the financial position of undertakings
- Losses due to bond defaults and downgrades of bonds in matching adjustment portfolios
- Availability of insurance products with long-term guarantees
It also published the following templates:
https://eiopa.europa.eu/Publications/Administrative/Info request on extrapolation.xlsx
https://eiopa.europa.eu/Publications/Administrative/Info request on products v1.0.xlsx
https://eiopa.europa.eu/Publications/Administrative/TS Info request on extrapolation.pdf
https://eiopa.europa.eu/Publications/Administrative/TS Info request on products.pdf
https://eiopa.europa.eu/Publications/Administrative/Technical information on extrapolation.xlsx
EIOPA expects insurance and reinsurance undertakings to submit results to national supervisory authorities by 1 June 2018 and national supervisory authorities to report to EIOPA by 28 June 2018.