As if 2015Q2, two changes have been made to the quarterly reporting (FTK Investment Statements):
- On K101, funds have to calculate S1 (interest rate risk) and the Solvency test value themselves. The formulas have been removed from the e-Line form.
- On K203, funds have to report their liquid assets under ‘No rating’.
Both changes are explained in the new version of the explanatory notes which are published today. The explanatory notes also contain more information about the Pension fund feasibility test (Haalbaarheidstoets) reporting (K702).