The FinDatEx Solvency II technical working group prepared an update of the Solvency II Tripartite Template (TPT), making the necessary modifications to ensure compliance with the current Solvency II regulation.
This new version includes minor changes compared to the previous template (V5.0 published in January 2020) and should have very limited impact:
The working group has also refined the description of some datapoints and it therefore issues additional guidelines to help users modelling of FX forward, FX options, FX future transactions, Interest Rate Swaps, Credit Derivatives Swaps and Collateral in a consistent manner.
Version 6 can be used with the effective start date of 31st March 2022. On an interim basis, in Q2 2022, fund management companies could use version 5 and 6 in parallel. It is recommended using Version 6 only as of 30th June 2022.
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