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Document 02015R2450-20200607

Consolidated text: Commission Implementing Regulation (EU) 2015/2450 of 2 December 2015 laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC of the European Parliament and of the Council (Text with EEA relevance)Text with EEA relevance

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ELI: http://data.europa.eu/eli/reg_impl/2015/2450/2020-06-07

02015R2450 — EN — 07.06.2020 — 005.001

This text is meant purely as a documentation tool and has no legal effect. The Union's institutions do not assume any liability for its contents. The authentic versions of the relevant acts, including their preambles, are those published in the Official Journal of the European Union and available in EUR-Lex. Those official texts are directly accessible through the links embedded in this document

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COMMISSION IMPLEMENTING REGULATION (EU) 2015/2450

of 2 December 2015

laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC of the European Parliament and of the Council

(Text with EEA relevance)

(OJ L 347 31.12.2015, p. 1)

Amended by:

 

 

Official Journal

  No

page

date

►M1

COMMISSION IMPLEMENTING REGULATION (EU) 2016/1868 of 20 October 2016

  L 286

35

21.10.2016

►M2

COMMISSION IMPLEMENTING REGULATION (EU) 2017/2189 of 24 November 2017

  L 310

3

25.11.2017

►M3

COMMISSION IMPLEMENTING REGULATION (EU) 2018/1844 of 23 November 2018

  L 299

5

26.11.2018

►M4

COMMISSION IMPLEMENTING REGULATION (EU) 2019/2103 of 27 November 2019

  L 318

13

10.12.2019

 M5

COMMISSION IMPLEMENTING REGULATION (EU) 2020/657 of 15 May 2020

  L 155

1

18.5.2020



▼B

COMMISSION IMPLEMENTING REGULATION (EU) 2015/2450

of 2 December 2015

laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC of the European Parliament and of the Council

(Text with EEA relevance)



CHAPTER I

GENERAL PROVISIONS AND SUPERVISORY REPORTING REQUIREMENTS

Article 1

Subject matter

This Regulation lays down implementing technical standards on regular supervisory reporting by establishing the templates for the submission of information to the supervisory authorities referred to in Article 35(1) and (2) of Directive 2009/138/EC for individual insurance and reinsurance undertakings and in Article 244(2) and Article 245(2) of Directive 2009/138/EC for groups.

Article 2

Supervisory reporting formats

Insurance and reinsurance undertakings, participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit the information referred to in this Regulation in the data exchange formats and representations determined by the supervisory authorities or by the group supervisor and in accordance with the following specifications:

(a) 

data points with the data type ‘monetary’ shall be expressed in units with no decimals with the exception of templates S.06.02, S.08.01, S.08.02 and S.11.01, which shall be expressed in units with two decimals;

(b) 

data points with the data type ‘percentage’ shall be expressed as per unit with four decimals;

(c) 

data points with the data type ‘integer’ shall be expressed in units with no decimals;

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(d) 

all data points shall be expressed as positive values except in the following cases:

(i) 

they are of an opposite nature from the natural amount of the item;

(ii) 

the nature of the data point allows for positive and negative values to be reported;

(iii) 

a different reporting format is required by the respective instructions set out in the Annexes.

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Article 3

Currency

1.  

For the purposes of this Regulation ‘reporting currency’, unless otherwise required by the supervisory authority, shall be:

(a) 

for individual reporting, the currency used for the preparation of the insurance or reinsurance undertaking's financial statements;

(b) 

for group reporting, the currency used for the preparation of the consolidated financial statements.

2.  
Data points with the data type ‘monetary’ shall be reported in the reporting currency, which requires the conversion of any other currency into the reporting currency unless otherwise stated in this Regulation.
3.  
When expressing the value of any asset or liability denominated in a currency other than the reporting currency, the value shall be converted into the reporting currency as if the conversion had taken place at the closing rate on the last day for which the appropriate rate is available in the reporting period to which the asset or liability relates.
4.  
When expressing the value of any income or expense, the value shall be converted into the reporting currency using such basis of conversion as that used for accounting purposes.

▼M3

4a.  
When expressing the values of historical data denominated in a currency other than the reporting currency, such values related to previous reporting periods shall be converted into the reporting currency based on the closing rate on the last day of the period being reported for which the conversion rate is available.

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5.  
The conversion into the reporting currency shall be calculated by applying the exchange rate from the same source as that used for the insurance or reinsurance undertaking's financial statements in the case of individual reporting or for the consolidated financial statements in the case of group reporting, unless otherwise required by the supervisory authority.

Article 4

Re-submission of data

Insurance and reinsurance undertakings, participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall re-submit as soon as practicable the information reported using the templates referred to in this Regulation when the information originally reported has materially changed in relation to the same reporting period after the last submission to the supervisory authorities or to the group supervisor.

CHAPTER II

QUANTITATIVE REPORTING TEMPLATES FOR INDIVIDUAL UNDERTAKINGS

Article 5

Quantitative templates for the opening information for individual undertakings

Insurance and reinsurance undertakings shall submit the information referred to in Article 314(1)(a) and (c) of Commission Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

template S.01.01.03 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

(b) 

template S.01.02.01 of Annex I, specifying basic information on the undertaking and the content of reporting in general, following the instructions set out in section S.01.02 of Annex II;

(c) 

template S.01.03.01 of Annex I, specifying basic information on the ring-fenced funds and matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex II;

(d) 

template S.02.01.02 of Annex I, specifying balance sheet information using the valuation in accordance with Article 75 of Directive 2009/138/EC, following the instructions set out in section S.02.01 of Annex II to this Regulation;

(e) 

template S.23.01.01 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex II;

(f) 

where the undertaking uses the standard formula for the calculation of the Solvency Capital Requirement, template S.25.01.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex II;

(g) 

where the undertaking uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template S.25.02.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex II;

(h) 

where the undertaking uses a full internal model for the calculation of the Solvency Capital Requirement, template S.25.03.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex II;

(i) 

where insurance and reinsurance undertakings are engaged in only life or only non-life insurance or reinsurance activity, template S.28.01.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.01 of Annex II;

(j) 

where insurance undertakings are engaged in both life and non-life insurance activity, template S.28.02.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.02 of Annex II.

Article 6

Quarterly quantitative templates for individual undertakings

1.  

Insurance and reinsurance undertakings shall submit quarterly, unless the scope or frequency of the reporting is limited in accordance with Article 35(6) of Directive 2009/138/EC, the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

template S.01.01.02 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

(b) 

template S.01.02.01 of Annex I, specifying basic information on the undertaking and the content of reporting in general, following the instructions set out in section S.01.02 of Annex II;

(c) 

template S.02.01.02 of Annex I, specifying balance sheet information using the valuation in accordance with Article 75 of Directive 2009/138/EC, following the instructions set out in section S.02.01 of Annex II to this Regulation;

(d) 

template S.05.01.02 of Annex I, specifying information on premiums, claims and expenses applying the valuation and recognition principles used in the undertaking's financial statements for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.05.01 of Annex II to this Regulation;

(e) 

template S.06.02.01 of Annex I, providing an item–by-item list of assets, following the instructions set out in section S.06.02 of Annex II and using the Complementary Identification Code (‘CIC code’) as set out in Annex V and defined in Annex VI;

(f) 

where the ratio of collective investments held by the undertaking to total investments is higher than 30 %, template S.06.03.01 of Annex I, providing information on the look-through of all collective investments held by the undertaking, following the instructions set out in section S.06.03 of Annex II;

(g) 

template S.08.01.01 of Annex I, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex II and using the CIC code as set out in Annex V and defined in Annex VI;

(h) 

template S.08.02.01 of Annex I, providing an item-by-item list of derivatives closed during the reporting period, following the instructions set out in section S.08.02 of Annex II and using the CIC code as set out in Annex V and defined in Annex VI;

(i) 

template S.12.01.02 of Annex I, specifying information on the technical provisions relating to life insurance and health insurance pursued on a similar technical basis to that of life insurance (‘health SLT’) for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.12.01 of Annex II to this Regulation;

(j) 

template S.17.01.02 of Annex I, specifying information on non-life technical provisions for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.17.01 of Annex II to this Regulation;

(k) 

template S.23.01.01 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex II;

(l) 

where insurance and reinsurance undertakings are engaged in only life or only non-life insurance or reinsurance activity, template S.28.01.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.01 of Annex II;

(m) 

where insurance undertakings are engaged in both life and non-life insurance activity, template S.28.02.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.02 of Annex II.

2.  
For the purposes of point (f) of paragraph 1, the ratio of collective investments held by the undertaking to total investments shall be determined by the sum of items C0010/R0180, collective investment undertakings included in item C0010/R0220 and collective investment undertakings included in item C0010/R0090 of template S.02.01.02, divided by the sum of items C0010/R0070 and C0010/R0220 of template S.02.01.02.

Article 7

Simplifications allowed on quarterly reporting for individual undertakings

1.  
With regard to the information referred to in point (c) of Article 6(1), quarterly measurements may rely on estimates and estimation methods to a greater extent than measurements of annual financial data. The measurement procedures for the quarterly reporting shall be designed to ensure that the resulting information is reliable and complies with the standards laid down in Directive 2009/138/EC and that all material information that is relevant for the understanding of the data is reported.
2.  
When submitting the information referred to in points (i) and (j) of Article 6(1), insurance and reinsurance undertakings may apply simplified methods in the calculation of the technical provisions.

Article 8

Annual quantitative templates for individual undertakings — Basic information and content of submission

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

template S.01.01.01 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

(b) 

template S.01.02.01 of Annex I, specifying basic information on the undertaking and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex II;

(c) 

template S.01.03.01 of Annex I, specifying basic information on the ring-fenced funds and matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex II.

Article 9

Annual quantitative templates for individual undertakings — Balance sheet and other general information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

template S.02.01.01 of Annex I, specifying balance sheet information using the valuation in accordance with Article 75 of Directive 2009/138/EC and the valuation following the undertaking's financial statements, following the instructions set out in section S.02.01 of Annex II to this Regulation;

(b) 

template S.02.02.01 of Annex I, specifying information on assets and liabilities by currency, following the instructions set out in section S.02.02 of Annex II;

(c) 

template S.03.01.01 of Annex I, specifying general information on off-balance sheet items, following the instructions set out in section S.03.01 of Annex II;

(d) 

template S.03.02.01 of Annex I, providing a list of off-balance sheet unlimited guarantees received, following the instructions set out in section S.03.02 of Annex II;

(e) 

template S.03.03.01 of Annex I, providing a list of off-balance sheet unlimited guarantees provided, following the instructions set out in section S.03.03 of Annex II;

(f) 

template S.04.01.01 of Annex I, specifying information on activity by country, including EEA and non-EEA, applying the valuation and recognition principles used in the undertaking's financial statements for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.04.01 of Annex II to this Regulation;

(g) 

template S.04.02.01 of Annex I, specifying information on class 10 in Part A of Annex I of Directive 2009/138/EC, excluding carrier's liability, following the instructions set out in section S.04.02 of Annex II to this Regulation;

(h) 

template S.05.01.01 of Annex I, specifying information on premiums, claims and expenses applying the valuation and recognition principles used in the undertaking's financial statements for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.05.01 of Annex II to this Regulation;

(i) 

template S.05.02.01 of Annex I, specifying information on premiums, claims and expenses by country, applying the valuation and recognition principles used in the undertaking's financial statements, following the instructions set out in section S.05.02 of Annex II.

Article 10

Annual quantitative templates for individual undertakings — Investments information

Insurance and reinsurance undertakings shall submit annually, unless exempted under Article 35(7) of Directive 2009/138/EC in relation to a specific template, the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

where the undertaking is exempted from the annual submission of information in templates S.06.02.01 or S.08.01.01 in accordance with Article 35(7) of Directive 2009/138/EC, template S.06.01.01 of Annex I to this Regulation, providing summary information of assets, following the instructions set out in section S.06.01 of Annex II to this Regulation;

(b) 

where the undertaking is exempted from reporting the template S.06.02.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC, template S.06.02.01 of Annex I to this Regulation, providing an item-by-item list of assets, following the instructions set out in section S.06.02 of Annex II to this Regulation and using the CIC code as set out in Annex V and defined in Annex VI to this Regulation;

(c) 

where the undertaking is exempted from reporting the template S.06.03.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC or has not reported it quarterly because the ratio of collective investments held by the undertaking to total investments, as referred to in Article 6(1)(f) of this Regulation, is not higher than 30 %, template S.06.03.01 of Annex I to this Regulation, providing information on the look-through of all collective investments held by the undertakings, following the instructions set out in section S.06.03 of Annex II to this Regulation;

(d) 

where the value of structured products, determined as the sum of assets classified in categories 5 and 6, as defined in Annex V, represents more than 5 % of the total investments as reported in items C0010/R0070 and C0010/R0220 of template S.02.01.01, template S.07.01.01 of Annex I, providing an item-by-item list of structured products, following the instructions set out in section S.07.01 of Annex II;

(e) 

where the undertakings are exempted from reporting the template S.08.01.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC, template S.08.01.01 of Annex I to this Regulation, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex II to this Regulation and using the CIC code as set out in Annex V and defined in Annex VI to this Regulation;

(f) 

where the undertakings are exempted from reporting the template S.08.02.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC, template S.08.02.01 of Annex I to this Regulation, providing an item-by-item list of derivatives closed during the reporting period, following the instructions set out in section S.08.02 of Annex II to this Regulation and using the CIC code as set out in Annex V and defined in Annex VI to this Regulation;

(g) 

template S.09.01.01 of Annex I, specifying information on income, gains and losses in the reporting period by asset category as defined in Annex IV, following the instructions set out in section S.09.01 of Annex II;

(h) 

where the value of the underlying securities, on and off balance sheet, involved in lending or repurchase agreements, for contracts with maturity dates falling after the reporting reference date, represents more than 5 % of the total investments as reported in items C0010/R0070 and C0010/R0220 of template S.02.01.01, template S.10.01.01 of Annex I, providing an item-by-item list of securities lending and repurchase agreements, on and off-balance sheet, following the instructions set out in section S.10.01 of Annex II;

(i) 

template S.11.01.01 of Annex I, providing an item-by-item list of assets held as collateral, consisting of all types of off-balance sheet asset categories held as collateral, following the instructions set out in section S.11.01 of Annex II.

Article 11

Annual quantitative templates for individual undertakings — Technical provisions information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

template S.12.01.01 of Annex I, specifying information on life and health SLT technical provisions by line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.12.01 of Annex II to this Regulation;

(b) 

template S.12.02.01 of Annex I, specifying information on life and health SLT technical provisions by country, following the instructions set out in section S.12.02 of Annex II;

(c) 

template S.13.01.01 of Annex I, specifying information on the projection of best estimate future cash flows of the life business, following the instructions set out in section S.13.01 of Annex II;

(d) 

template S.14.01.01 of Annex I, specifying information on life obligations analysis, including life insurance and reinsurance contracts and annuities stemming from non-life contracts, by product and by homogeneous risk group issued by the undertaking, following the instructions set out in section S.14.01 of Annex II;

(e) 

template S.15.01.01 of Annex I, specifying information on description of the guarantees of variable annuities by product issued by the undertaking under direct insurance business, following the instructions set out in section S.15.01 of Annex II;

(f) 

template S.15.02.01 of Annex I, specifying information on the hedging of guarantees of variable annuities by product issued by the undertaking under direct insurance business, following the instructions set out in section S.15.02 of Annex II;

(g) 

template S.16.01.01 of Annex I, specifying information on annuities stemming from non-life insurance obligations issued by the undertaking under direct insurance business originating annuities, regarding all lines of business as defined in Annex I to Delegated Regulation (EU) 2015/35 and additionally by currency, following the instructions set out in section S.16.01 of Annex II to this Regulation; the information by currency shall only be reported where the best estimate for the annuity claims provisions on a discounted basis from one non-life line of business represents more than 3 % of the total best estimate for all annuity claims provisions, with the following split:

(i) 

amounts for the reporting currency;

(ii) 

amounts for any currency that represents more than 25 % of the best estimate for the annuity claims provisions on a discounted basis in the original currency from that non-life line of business;

(iii) 

amounts for any currency that represents less than 25 % of the best estimate for the annuity claims provisions (discounted basis) in the original currency from that non-life line of business but more than 5 % of total best estimate for all annuity claims provisions;

(h) 

template S.17.01.01 of Annex I, specifying information on non-life technical provisions by lines of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.17.01 of Annex II to this Regulation;

(i) 

template S.17.02.01 of Annex I, specifying information on non-life technical provisions referred to direct insurance business by country, following the instructions set out in section S.17.02 of Annex II;

(j) 

template S.18.01.01 of Annex I, specifying information on the projection of future cash flows based on best estimate of the non-life business, following the instructions set out in section S.18.01 of Annex II;

(k) 

template S.19.01.01 of Annex I, specifying information on non-life insurance claims in the format of development triangles, for the total of each non-life line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 and additionally by currency, following the instructions set out in section S.19.01 of Annex II to this Regulation; the information by currency shall only be reported where the total gross best estimate for one non-life line of business represents more than 3 % of the total gross best estimate of the claims provision, with the following split:

(i) 

amounts for the reporting currency;

(ii) 

amounts for any currency that represents more than 25 % of the gross best estimate of the claims provisions in the original currency from that non-life line of business;

(iii) 

amounts for any currency that represents less than 25 % of the gross best estimate of the claims provisions in the original currency from that non-life line of business but more than 5 % of total gross best estimate of the claims provisions in the original currency;

(l) 

template S.20.01.01 of Annex I, specifying information on the development of the distribution of the claims incurred at the end of the financial year for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.20.01 of Annex II to this Regulation;

(m) 

template S.21.01.01 of Annex I, specifying information on loss distribution risk profile of non-life business for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.21.01 of Annex II to this Regulation;

(n) 

template S.21.02.01 of Annex I, specifying information on the non-life underwriting risks, following the instructions set out in section S.21.02 of Annex II;

(o) 

template S.21.03.01 of Annex I, specifying information on non-life underwriting risks by sum insured by line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions in S.21.03 of Annex II to this Regulation.

Article 12

Annual quantitative templates for individual undertakings — Long-term guarantees information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

template S.22.01.01 of Annex I, specifying information on the impact of the long term guarantees and transitional measures, following the instructions set out in section S.22.01 of Annex II;

(b) 

template S.22.04.01 of Annex I, specifying information on the interest rate transitional measure, following the instructions set out in section S.22.04 of Annex II;

(c) 

template S.22.05.01 of Annex I, specifying information on the transitional measure on technical provisions, following the instructions set out in section S.22.05 of Annex II;

(d) 

template S.22.06.01 of Annex I, specifying information on the best estimate subject to volatility adjustment by country and currency, following the instructions set out in section S.22.06 of Annex II.

Article 13

Annual quantitative templates for individual undertakings — Own funds and participations information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

template S.23.01.01 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex II;

(b) 

template S.23.02.01 of Annex I, providing detailed information on own funds by tiers, following the instructions set out in section S.23.02 of Annex II;

(c) 

template S.23.03.01 of Annex I, specifying information on annual movements on own funds, following the instructions set out in section S.23.03 of Annex II;

(d) 

template S.23.04.01 of Annex I, providing a list of items on own funds, following the instructions set out in section S.23.04 of Annex II;

(e) 

template S.24.01.01 of Annex I, specifying information on participations held by the undertaking and an overview of the calculation for the deduction from own funds related to participations in financial and credit institutions, following the instructions set out in section S.24.01 of Annex II.

Article 14

Annual quantitative templates for individual undertakings — Solvency Capital Requirement information

1.  

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

where the undertaking uses the standard formula for the calculation of the Solvency Capital Requirement, template S.25.01.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex II;

(b) 

where the undertaking uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template S.25.02.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex II;

(c) 

where the undertaking uses a full internal model for the calculation of the Solvency Capital Requirement, template S.25.03.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex II;

(d) 

template S.26.01.01 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex II;

(e) 

template S.26.02.01 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex II;

(f) 

template S.26.03.01 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex II;

(g) 

template S.26.04.01 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex II;

(h) 

template S.26.05.01 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex II;

(i) 

template S.26.06.01 of Annex I, specifying information on operational risk, following the instructions set out in section S.26.06 of Annex II;

(j) 

template S.26.07.01 of Annex I, specifying information on the simplifications used in the calculation of the Solvency Capital Requirement, following the instructions set out in section S.26.07 of Annex II;

(k) 

template S.27.01.01 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex II.

2.  
In case of existence of ring-fenced funds or matching adjustment portfolios, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported for the entity as a whole.
3.  
Where a partial internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 19.
4.  
Where a full internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported.

Article 15

Annual quantitative templates for individual undertakings — Minimum capital requirement information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

where insurance and reinsurance undertakings are engaged in only life or only non-life insurance or reinsurance activity, template S.28.01.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.01 of Annex II;

(b) 

where insurance undertakings are engaged in both life and non-life insurance activity, template S.28.02.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.02 of Annex II.

Article 16

Annual quantitative templates for individual undertakings — Variation analysis information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

template S.29.01.01 of Annex I, specifying information on the variation of the excess of assets over liabilities during the reporting year providing a summary of main sources of this variation, following the instructions set out in section S.29.01 of Annex II;

(b) 

template S.29.02.01 of Annex I, specifying information on the part of variation of the excess of assets over liabilities during the reporting year explained by investments and financial liabilities, following the instructions set out in section S.29.02 of Annex II;

(c) 

templates S.29.03.01 and S.29.04.01 of Annex I, specifying information on the part of variation of the excess of assets over liabilities during the reporting year explained by technical provisions, following the instructions set out in section S.29.03 and S.29.04 of Annex II.

Article 17

Annual quantitative templates for individual undertakings — Reinsurance and special purpose vehicles information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a) 

template S.30.01.01 of Annex I, specifying information on facultative covers in the next reporting year covering information on the 10 most important risks in terms of reinsured exposure for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 for which facultative reinsurance is used, following the instructions set out in section S.30.01 of Annex II to this Regulation;

(b) 

template S.30.02.01 of Annex I, specifying information on shares of reinsurers of facultative covers in the next reporting year covering information on the 10 most important risks in terms of reinsured exposure for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.30.02 of Annex II to this Regulation;

(c) 

template S.30.03.01 of Annex I, specifying information on the outgoing reinsurance program in the next reporting year covering prospective information on reinsurance treaties the period of validity of which includes or overlaps the next reporting year, following the instructions set out in section S.30.03 of Annex II;

(d) 

template S.30.04.01 of Annex I, specifying information on the outgoing reinsurance program in the next reporting year covering prospective information on reinsurance treaties the period of validity of which includes or overlaps the next reporting year, following the instructions set out in section S.30.04 of Annex II;

(e) 

template S.31.01.01 of Annex I, specifying information on the share of reinsurers, following the instructions set out in section S.31.01 of Annex II;

(f) 

template S.31.02.01 of Annex I, specifying information on special purpose vehicles from the perspective of the insurance or reinsurance undertaking transferring risk to the special purpose vehicles, following the instructions set out in section S.31.02 of Annex II.

Article 18

Annual quantitative templates for individual undertakings — ring-fenced funds, material matching adjustment portfolios and remaining part information

1.  

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 in relation to each material ring-fenced fund, each material matching adjustment portfolio and the remaining part, using the following templates:

(a) 

template SR.01.01.01 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

(b) 

for each material ring-fenced fund and for the remaining part, template SR.02.01.01 of Annex I, specifying balance sheet information using both the valuation in accordance with Article 75 of Directive 2009/138/EC and the valuation following the undertaking's financial statements, following the instructions set out in section S.02.01 of Annex II to this Regulation;

(c) 

template SR.12.01.01 of Annex I, specifying information on life and health SLT technical provisions for each line of business as defined in Annex I of Delegated Regulation (EU) 2015/35, following the instructions set out in section S.12.01 of Annex II to this Regulation;

(d) 

template SR.17.01.01 of Annex I, specifying information on non-life technical provisions for each line of business as defined in Annex I of Delegated Regulation (EU) 2015/35, following the instructions set out in section S.17.01 of Annex II to this Regulation;

(e) 

template SR.22.02.01 of Annex I, specifying information on the projection of future cash flows for the best estimate calculation by each material matching adjustment portfolio, following the instructions set out in section S.22.02 of Annex II;

(f) 

template SR.22.03.01 of Annex I, specifying information on the matching adjustment portfolios by each material matching adjustment portfolio, following the instructions set out in section S.22.03 of Annex II;

(g) 

where the undertaking uses the standard formula for the calculation of the Solvency Capital Requirement, template SR.25.01.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex II;

(h) 

where the undertaking uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template SR.25.02.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex II;

(i) 

where the undertaking uses a full internal model for the calculation of the Solvency Capital Requirement, template SR.25.03.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex II;

(j) 

template SR.26.01.01 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex II;

(k) 

template SR.26.02.01 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex II;

(l) 

template SR.26.03.01 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex II;

(m) 

template SR.26.04.01 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex II;

(n) 

template SR.26.05.01 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex II;

(o) 

template SR.26.06.01 of Annex I, specifying information on operational risk, following the instructions set out in section S.26.06 of Annex II;

(p) 

template SR.26.07.01 of Annex I, specifying information on the simplifications used in the calculation of the Solvency Capital Requirement, following the instructions set out in section S.26.07 of Annex II;

(q) 

template SR.27.01.01 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex II.

2.  
Where a partial internal model is used, the templates referred to in points (j) to (q) shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 19.
3.  
Where a full internal model is used, the templates referred to in points (j) to (q) shall not be reported.

Article 19

Annual quantitative templates for individual undertakings — internal model users

Insurance and reinsurance undertakings that calculate the Solvency Capital Requirement using an approved partial or full internal model shall agree with its supervisory authority on the templates to be submitted annually in relation to the information on the Solvency Capital Requirement.

Article 20

Annual quantitative templates for individual undertakings — intra-group-transactions information

Insurance and reinsurance undertakings which are not part of a group referred to in points (a), (b) or (c) of Article 213(2) of Directive 2009/138/EC and the parent undertaking of which is a mixed-activity insurance holding company shall submit annually the information referred to in the second subparagraph of Article 245(2) of that Directive, in conjunction with Article 265 of that Directive, using the following templates:

(a) 

template S.36.01.01 of Annex I, specifying information on significant intra-group-transactions, involving equity-type transactions, debt and asset transfer, following the instructions set out in section S.36.01 of Annex II;

(b) 

template S.36.02.01 of Annex I, specifying information on significant intra-group-transactions on derivatives, including the guarantees supporting any derivatives instruments, following the instructions set out in section S.36.02 of Annex II;

(c) 

template S.36.03.01 of Annex I, specifying information on significant intra-group-transactions on reinsurance, following the instructions set out in section S.36.03 of Annex II;

(d) 

template S.36.04.01 of Annex I, specifying information on significant intra-group-transactions on internal cost sharing, contingent liabilities other than derivatives and off-balance sheet items and other types of intra-group transactions, following the instructions set out in section S.36.04 of Annex II.

Article 21

Quantitative templates for individual undertakings — intra-group transactions information

Insurance and reinsurance undertakings which are not part of a group referred to in points (a), (b) or (c) of Article 213(2) of Directive 2009/138/EC and the parent undertaking of which is a mixed-activity insurance holding company shall report very significant intra-group transactions referred to in the second subparagraph of Article 245(2) of that Directive, in conjunction with Article 265 of that Directive, and intra-group transactions to be reported in all circumstances referred to in Article 245(3) of that Directive, in conjunction with Article 265 of that Directive, as soon as practicable using the relevant templates among templates S.36.01.01 to S.36.04.01 of Annex I to this Regulation, following the instructions set out in section S.36.01 to S.36.04 of Annex II to this Regulation.

CHAPTER III

QUANTITATIVE REPORTING TEMPLATES FOR GROUPS

Article 22

Quantitative templates for the opening information for groups

1.  

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit the information referred to in Article 314(1)(a) and (c) of Delegated Regulation (EU) 2015/35, in conjunction with Article 375(1) of that Delegated Regulation, using the following templates:

(a) 

template S.01.01.06 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

(b) 

template S.01.02.04 of Annex I, specifying basic information on the group and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex III;

(c) 

template S.01.03.04 of Annex I, specifying basic information on the ring-fenced funds and the matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex III;

(d) 

template S.02.01.02 of Annex I, specifying balance sheet information, following the instructions set out in section S.02.01 of Annex III;

(e) 

template S.23.01.04 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex III;

(f) 

where the group uses the standard formula for the calculation of the Solvency Capital Requirement, template S.25.01.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex III;

(g) 

where the group uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template S.25.02.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex III;

(h) 

where the group uses a full internal model for the calculation of the Solvency Capital Requirement, template S.25.03.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex III;

(i) 

template S.32.01.04 of Annex I, specifying information on the insurance and reinsurance undertakings in the scope of the group, following the instructions set out in section S.32.01 of Annex III;

(j) 

template S.33.01.04 of Annex I, specifying information on requirements of insurance and reinsurance undertakings in the scope of the group, following the instructions set out in section S.33.01 of Annex III;

(k) 

template S.34.01.04 of Annex I, specifying information on other regulated financial undertakings and other non-regulated financial undertakings including insurance holding companies and mixed financial holding companies, following the instructions set out in section S.34.01 of Annex III.

2.  
The templates referred to in points (c), (d), (f), (g) and (h) of paragraph 1 shall only be submitted by participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive.

Article 23

Quarterly quantitative templates for groups

1.  

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit quarterly, unless the scope or the frequency of the reporting is limited in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a) 

template S.01.01.05 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

(b) 

template S.01.02.04 of Annex I, specifying basic information on the group and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex III;

(c) 

where, for the calculation of group solvency, the group uses method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, template S.02.01.02 of Annex I to this Regulation, specifying balance sheet information using the valuation in accordance with Article 75 of Directive 2009/138/EC, following the instructions set out in section S.02.01 of Annex III to this Regulation;

(d) 

template S.05.01.02 of Annex I, specifying information on premiums, claims and expenses for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 using the valuation and recognition principles used in the consolidated financial statements, following the instructions set out in section S.05.01 of Annex III to this Regulation;

(e) 

template S.06.02.04 of Annex I, providing an item-by-item list of assets, following the instructions set out in section S.06.02 of Annex III and using the CIC code as set out in Annex V and defined in Annex VI;

(f) 

where the ratio of collective investments held by the group to total investments is higher than 30 %, template S.06.03.04 of Annex I, providing information on the look-through of all collective investments held by the group, following the instructions set out in section S.06.03 of Annex III;

(g) 

template S.08.01.04 of Annex I, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex III and using the CIC code as set out in Annex V and defined in Annex VI;

(h) 

template S.08.02.04 of Annex I, providing an item-by-item list of transactions of derivatives during the reporting year, following the instructions set out in section S.08.02 of Annex III and using the CIC code as set out in Annex V and defined in Annex VI;

(i) 

template S.23.01.04 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex III.

2.  
For the purposes of point (f) of paragraph 1, where for the calculation of group solvency method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively, the ratio of collective investments held by the group to total investments shall be determined by the sum of items C0010/R0180, collective investment undertakings included in item C0010/R0220 and collective investment undertakings included in item C0010/R0090 of template S.02.01.02, divided by the sum of items C0010/R0070 and C0010/R0220 of template S.02.01.02. Where, for the calculation of group solvency, method 1 is used in combination with method 2 as defined in Article 233 of Directive 2009/138/EC, or method 2 is used exclusively, the ratio shall be calculated in accordance with the first sentence and adjusted in order to capture the required items of all entities included in the scope of template S.06.02.04.

Article 24

Simplifications allowed on quarterly reporting for groups

With regard to the information referred to in point (c) of Article 23(1), quarterly measurements may rely on estimates and estimation methods to a greater extent than measurements of annual financial data. The measurement procedures for the quarterly reporting shall be designed to ensure that the resulting information is reliable and complies with the standards laid down in Directive 2009/138/EC and that all material information that is relevant for the understanding of the data is reported.

Article 25

Annual quantitative templates for groups — Basic information and content of submission

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a) 

template S.01.01.04 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

(b) 

template S.01.02.04 of Annex I, specifying basic information on the undertaking and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex III;

(c) 

where, for the calculation of group solvency, the group uses method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, template S.01.03.04 of Annex I to this Regulation, specifying basic information on the ring-fenced funds and matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex III to this Regulation.

Article 26

Annual quantitative templates for groups — Balance sheet and other general information

1.  

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a) 

template S.02.01.01 of Annex I, specifying balance sheet information using both the valuation in accordance with Article 75 of Directive 2009/138/EC and the valuation following the consolidated financial statements, following the instructions set out in section S.02.01 of Annex III;

(b) 

template S.02.02.01 of Annex I, specifying information on assets and liabilities by currency, following the instructions set out in section S.02.02 of Annex III;

(c) 

template S.03.01.04 of Annex I, specifying general information on off-balance sheet items, following the instructions set out in section S.03.01 of Annex III;

(d) 

template S.03.02.04 of Annex I, providing a list of off-balance sheet unlimited guarantees received, following the instructions set out in section S.03.02 of Annex III;

(e) 

template S.03.03.04 of Annex I, providing a list of off-balance sheet unlimited guarantees provided, following the instructions set out in section S.03.03 of Annex III;

(f) 

template S.05.01.01 of Annex I, specifying information on premiums, claims and expenses for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 applying the valuation and recognition principles used in the consolidated financial statements, following the instructions set out in section S.05.01 of Annex III to this Regulation;

(g) 

template S.05.02.01 of Annex I, specifying information on premiums, claims and expenses by country applying the valuation and recognition principles used in the consolidated financial statements, following the instructions set out in section S.05.02 of Annex III.

2.  
The templates referred to in points (a) and (b) of paragraph 1 shall only be submitted by participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive.

Article 27

Annual quantitative templates for groups — Investments information

1.  

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall, unless exempted under the third subparagraph of Article 254(2) of Directive 2009/138/EC in relation to a specific template, submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a) 

where the group is exempted from the annual submission of information in templates S.06.02.04 or S.08.01.04 in accordance with the third subparagraph of Article 254(2) of Directive 2009/138/EC, template S.06.01.01 of Annex I to this Regulation, providing summary information of assets, following the instructions set out in section S.06.01 of Annex III to this Regulation;

(b) 

where the group is exempted from reporting the template S.06.02.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, template S.06.02.04 of Annex I to this Regulation, providing an item-by-item list of assets, following the instructions set out in section S.06.02 of Annex III to this Regulation;

(c) 

where the group is exempted from reporting the template S.06.03.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, or has not reported it quarterly because the ratio of collective investment held by the group to total investments, as referred to in Article 23(1)(f) of this Regulation, is not higher than 30 %, template S.06.03.04 of Annex I to this Regulation, providing information on the look-through of all collective investments held by the undertakings, following the instructions set out in section S.06.03 of Annex III to this Regulation;

(d) 

where the ratio of the value of structured products held by the group to total investments is higher than 5 %, template S.07.01.04 of Annex I, providing an item-by-item list of structured products, following the instructions set out in section S.07.01 of Annex III;

(e) 

where the group is exempted from reporting the template S.08.01.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, template S.08.01.04 of Annex I to this Regulation, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex III to this Regulation;

(f) 

where the group is exempted from reporting the template S.08.02.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, template S.08.02.04 of Annex I to this Regulation, providing an item-by-item list of transactions of derivatives, following the instructions set out in section S.08.02 of Annex III to this Regulation;

(g) 

template S.09.01.04 of Annex I, specifying information on income, gains and losses in the reporting period by asset category as defined in Annex IV, following the instructions set out in section S.09.01 of Annex III;

(h) 

where the ratio of the value of underlying securities, on and off balance sheet, involved in lending or repurchase agreements, for contracts with maturity dates falling after the reporting reference date, to the total investments is higher than 5 %, template S.10.01.04 of Annex I, providing an item-by-item list securities lending and repurchase agreements on and off-balance sheet, following the instructions set out in section S.10.01 of Annex III;

(i) 

template S.11.01.04 of Annex I, providing an item-by-item list of assets held as collateral, consisting of all types of off-balance sheet asset categories held as collateral, following the instructions set out in section S.11.01 of Annex III.

2.  
For the purposes of point (d) of paragraph 1, where for the calculation of group solvency method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively, the ratio of the value of structured products held by the group to total investments shall be determined by the sum of assets classified in categories 5 and 6, as defined in Annex IV to this Regulation, divided by the sum of items C0010/R0070 and C0010/R0020 of template S.02.01.01. Where, for the calculation of group solvency, method 1 is used in combination with method 2 as defined in Article 233 of Directive 2009/138/EC, or method 2 is used exclusively, the ratio shall be calculated in accordance with the first sentence and adjusted in order to capture the required items of all entities included in the scope of template S.06.02.04.
3.  
For the purposes of point (h) of paragraph 1, where for the calculation of group solvency method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively, the ratio shall be determined by the sum of the underlying securities, on and off balance sheet, involved in lending or repurchase agreements, for contracts with maturity dates falling after the reporting reference date, divided by the sum of items C0010/R0070 and C0010/R0220 of template S.02.01.01. Where, for the calculation of group solvency, method 1 is used in combination with method 2 as defined in Article 233 of Directive 2009/138/EC, or method 2 is used exclusively, the ratio shall be calculated in accordance with the first sentence and adjusted in order to capture the required items of all entities included in the scope of template S.06.02.04.

Article 28

Annual quantitative templates for groups — Variable annuities information

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a) 

template S.15.01.04 of Annex I, specifying information on the description of the guarantees of variable annuities by product issued under direct business by undertakings in the scope of the group and established outside the EEA, following the instructions set out in section S.15.01 of Annex III;

(b) 

template S.15.02.04 of Annex I, specifying information on the hedging of guarantees of variable annuities by product issued under direct business by undertakings in the scope of the group and established outside the EEA, following the instructions set out in section S.15.02 of Annex III.

Article 29

Annual quantitative templates for groups — Long term guarantees information

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using template S.22.01.04 of Annex I to this Regulation, specifying information on the impact of the long term guarantees and transitional measures, following the instructions set out in section S.22.01 of Annex III to this Regulation.

Article 30

Annual quantitative templates for groups — Own funds information

1.  

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a) 

template S.23.01.04 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex III;

(b) 

template S.23.02.04 of Annex I, providing detailed information on own funds by tiers, following the instructions set out in section S.23.02 of Annex III;

(c) 

template S.23.03.04 of Annex I, specifying information on annual movements on own funds, following the instructions set out in section S.23.03 of Annex III;

(d) 

template S.23.04.04 of Annex I, providing a list of items on own funds, following the instructions set out in section S.23.04 of Annex III.

2.  
The templates referred to in points (b) and (c) of paragraph 1 shall only be submitted by participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive.

Article 31

Annual quantitative templates for groups — Solvency Capital Requirement information

1.  

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a) 

where the group uses the standard formula for the calculation of the Solvency Capital Requirement, template S.25.01.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex III;

(b) 

where the group uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template S.25.02.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex III;

(c) 

where the group uses a full internal model for the calculation of the Solvency Capital Requirement, template S.25.03.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex III;

(d) 

template S.26.01.04 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex III;

(e) 

template S.26.02.04 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex III;

(f) 

template S.26.03.04 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex III;

(g) 

template S.26.04.04 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex III;

(h) 

template S.26.05.04 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex III;

(i) 

template S.26.06.04 of Annex I, specifying information on operational risk, following the instructions set out in section S.26.06 of Annex III;

(j) 

template S.26.07.04 of Annex I, specifying information on the simplifications used in the calculation of the Solvency Capital Requirement, following the instructions set out in section S.26.07 of Annex III;

(k) 

template S.27.01.04 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex III.

2.  
In case of existence of ring-fenced funds or matching adjustment portfolios, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported for the group as a whole.
3.  
Where a partial internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 35.
4.  
Where a full internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported.

Article 32

Annual quantitative templates for groups — Reinsurers and special purpose vehicles information

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a) 

template S.31.01.04 of Annex I, specifying information on share of reinsurers, following the instructions set out in section S.31.01 of Annex III;

(b) 

template S.31.02.04 of Annex I, specifying information on special purpose vehicles from the perspective of the insurance or reinsurance undertaking transferring risk to the special purpose vehicles, following the instructions set out in section S.31.02 of Annex III.

Article 33

Annual quantitative templates for groups — Group specific information

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation using the following templates:

(a) 

template S.32.01.04 of Annex I, specifying information on the insurance and reinsurance undertakings in the scope of the group, following the instructions set out in section S.32.01 of Annex III;

(b) 

template S.33.01.04 of Annex I, specifying information on requirements of insurance and reinsurance undertakings in the scope of the group, following the instructions set out in section S.33.01 of Annex III;

(c) 

template S.34.01.04 of Annex I, specifying information on financial undertakings other than insurance and reinsurance undertakings, and on non-regulated undertakings carrying out financial activities as defined in Article 1(52) of Delegated Regulation (EU) 2015/35, following the instructions set out in section S.34.01 of Annex III;

(d) 

template S.35.01.04 of Annex I, specifying information on technical provisions of undertakings of the group, following the instructions set out in section S.35.01 of Annex III;

(e) 

template S.36.01.01 of Annex I, specifying information on significant intra-group-transactions involving equity-type transactions, debt and asset transfer, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.01 of Annex III to this Regulation;

(f) 

template S.36.02.01 of Annex I, specifying information on significant intra-group-transactions on derivatives, including the guarantees supporting any derivatives instruments, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.02 of Annex III to this Regulation;

(g) 

template S.36.03.01 of Annex I, specifying information on significant intra-group-transactions on reinsurance, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.03 of Annex III to this Regulation;

(h) 

template S.36.04.01 of Annex I, specifying information on significant intra-group-transactions on internal cost sharing, contingent liabilities (other than derivatives) and off-balance sheet items and other types of intra-group transactions, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.04 of Annex III to this Regulation;

(i) 

template S.37.01.04 of Annex I, specifying information on significant risk concentrations, above the threshold determined by the group supervisor in accordance with Article 244(3) of Directive 2009/138/EC, following the instructions set out in section S.37.01 of Annex III to this Regulation.

Article 34

Annual quantitative templates for groups — ring-fenced funds, material matching adjustment portfolios and remaining part information

1.  

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates in relation to all material ring-fenced funds and all material matching adjustment portfolios related to the part that is consolidated as referred to in points (a) and (c) of Article 335(1) of Delegated Regulation (EU) 2015/35, as well as in relation to the remaining part:

(a) 

template SR.01.01.04 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

(b) 

where the group uses the standard formula for the calculation of the Solvency Capital Requirement, template SR.25.01.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex III;

(c) 

where the group uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template SR.25.02.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex III;

(d) 

where the group uses a full internal model for the calculation of the Solvency Capital Requirement, template SR.25.03.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex III;

(e) 

template SR.26.01.01 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex III;

(f) 

template SR.26.02.01 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex III;

(g) 

template SR.26.03.01 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex III;

(h) 

template SR.26.04.01 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex III;

(i) 

template SR.26.05.01 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex III;

(j) 

template SR.26.06.01 of Annex I, specifying information on operational risk following, the instructions set out in section S.26.06 of Annex III;

(k) 

template SR.26.07.01 of Annex I, specifying information on the simplifications used in the calculation of the Solvency Capital Requirement, following the instructions set out in section S.26.07 of Annex III;

(l) 

template SR.27.01.01 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex III.

2.  
Where a partial internal model is used, the templates referred to in points (e) to (l) of paragraph 1 shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 35.
3.  
Where a full internal model is used, the templates referred to in points (e) to (l) of paragraph 1 shall not be reported.
4.  
Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, shall, in addition to the information submitted using templates referred to in paragraph 1, annually submit balance sheet information in relation to all material ring-fenced funds related to the part that is consolidated as referred to in points (a) or (c) of Article 335(1) of Delegated Regulation (EU) 2015/35, as well as in relation to the remaining part, as referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using template SR.02.01.01 of Annex I to this Regulation, following the instructions set out in section S.02.01 of Annex III to this Regulation.

Article 35

Annual quantitative templates for groups — internal model users

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies that calculate the Solvency Capital Requirement using an approved partial or full internal model shall agree with its group supervisor the templates to be submitted annually in relation to the information on the Solvency Capital Requirement.

Article 36

Quantitative templates for groups — intra-group transactions and risk concentrations

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall report:

(a) 

significant and very significant intra-group transactions referred to in the first and second subparagraphs of Article 245(2) of Directive 2009/138/EC and intra-group transactions to be reported in all circumstances referred to in Article 245(3) of that Directive using, as appropriate, templates S.36.01.01, S.36.02.01, S.36.03.01 and S.36.04.01 of Annex I to this Regulation, following the instructions set out in section S.36.01 to S.36.04 of Annex III to this Regulation;

(b) 

significant risk concentrations referred to in Article 244(2) of Directive 2009/138/EC and risk concentrations to be reported in all circumstances referred to in Article 244(3) of that Directive using template S.37.01.04 of Annex I to this Regulation, following the instructions set out in section S.37.01 of Annex III to this Regulation.

CHAPTER IV

FINAL PROVISION

Article 37

Entry into force

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.

This Regulation shall apply from 1 January 2016.

This Regulation shall be binding in its entirety and directly applicable in all Member States.



ANNEX I



S.01.01.01

Content of the submission

Template Code

Template name

 

C0010

S.01.02.01

Basic Information — General

R0010

 

S.01.03.01

Basic Information — RFF and matching adjustment portfolios

R0020

 

S.02.01.01

Balance sheet

R0030

 

S.02.02.01

Assets and liabilities by currency

R0040

 

S.03.01.01

Off-balance sheet items — general

R0060

 

S.03.02.01

Off-balance sheet items — List of unlimited guarantees received by the undertaking

R0070

 

S.03.03.01

Off-balance sheet items — List of unlimited guarantees provided by the undertaking

R0080

 

S.04.01.01

Activity by country

R0090

 

S.04.02.01

Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability

R0100

 

S.05.01.01

Premiums, claims and expenses by line of business

R0110

 

S.05.02.01

Premiums, claims and expenses by country

R0120

 

S.06.01.01

Summary of assets

R0130

 

S.06.02.01

List of assets

R0140

 

S.06.03.01

Collective investment undertakings — look-through approach

R0150

 

S.07.01.01

Structured products

R0160

 

S.08.01.01

Open derivatives

R0170

 

S.08.02.01

Derivatives Transactions

R0180

 

S.09.01.01

Income/gains and losses in the period

R0190

 

S.10.01.01

Securities lending and repos

R0200

 

S.11.01.01

Assets held as collateral

R0210

 

S.12.01.01

Life and Health SLT Technical Provisions

R0220

 

S.12.02.01

Life and Health SLT Technical Provisions — by country

R0230

 

S.13.01.01

Projection of future gross cash flows

R0240

 

S.14.01.01

Life obligations analysis

R0250

 

S.15.01.01

Description of the guarantees of variable annuities

R0260

 

S.15.02.01

Hedging of guarantees of variable annuities

R0270

 

S.16.01.01

Information on annuities stemming from Non-Life Insurance obligations

R0280

 

S.17.01.01

Non-Life Technical Provisions

R0290

 

S.17.02.01

Non-Life Technical Provisions — By country

R0300

 

S.18.01.01

Projection of future cash flows (Best Estimate — Non Life)

R0310

 

S.19.01.01

Non-life insurance claims

R0320

 

S.20.01.01

Development of the distribution of the claims incurred

R0330

 

S.21.01.01

Loss distribution risk profile

R0340

 

S.21.02.01

Underwriting risks non-life

R0350

 

S.21.03.01

Non-life distribution of underwriting risks — by sum insured

R0360

 

S.22.01.01

Impact of long term guarantees measures and transitionals

R0370

 

S.22.04.01

Information on the transitional on interest rates calculation

R0380

 

S.22.05.01

Overall calculation of the transitional on technical provisions

R0390

 

S.22.06.01

Best estimate subject to volatility adjustment by country and currency

R0400

 

S.23.01.01

Own funds

R0410

 

S.23.02.01

Detailed information by tiers on own funds

R0420

 

S.23.03.01

Annual movements on own funds

R0430

 

S.23.04.01

List of items on own funds

R0440

 

S.24.01.01

Participations held

R0450

 

S.25.01.01

Solvency Capital Requirement — for undertakings on Standard Formula

R0460

 

S.25.02.01

Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

R0470

 

S.25.03.01

Solvency Capital Requirement — for undertakings on Full Internal Models

R0480

 

S.26.01.01

Solvency Capital Requirement — Market risk

R0500

 

S.26.02.01

Solvency Capital Requirement — Counterparty default risk

R0510

 

S.26.03.01

Solvency Capital Requirement — Life underwriting risk

R0520

 

S.26.04.01

Solvency Capital Requirement — Health underwriting risk

R0530

 

S.26.05.01

Solvency Capital Requirement — Non-Life underwriting risk

R0540

 

S.26.06.01

Solvency Capital Requirement — Operational risk

R0550

 

S.26.07.01

Solvency Capital Requirement — Simplifications

R0560

 

S.27.01.01

Solvency Capital Requirement — Non-Life and Health catastrophe risk

R0570

 

S.28.01.01

Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity

R0580

 

S.28.02.01

Minimum Capital Requirement — Both life and non-life insurance activity

R0590

 

S.29.01.01

Excess of Assets over Liabilities

R0600

 

S.29.02.01

Excess of Assets over Liabilities — explained by investments and financial liabilities

R0610

 

S.29.03.01

Excess of Assets over Liabilities — explained by technical provisions

R0620

 

S.29.04.01

Detailed analysis per period — Technical flows versus Technical provisions

R0630

 

S.30.01.01

Facultative covers for non-life and life business basic data

R0640

 

S.30.02.01

Facultative covers for non-life and life business shares data

R0650

 

S.30.03.01

Outgoing Reinsurance Program basic data

R0660

 

S.30.04.01

Outgoing Reinsurance Program shares data

R0670

 

S.31.01.01

Share of reinsurers (including Finite Reinsurance and SPV's)

R0680

 

S.31.02.01

Special Purpose Vehicles

R0690

 

S.36.01.01

IGT — Equity-type transactions, debt and asset transfer

R0740

 

S.36.02.01

IGT — Derivatives

R0750

 

S.36.03.01

IGT — Internal reinsurance

R0760

 

S.36.04.01

IGT — Cost Sharing, contingent liabilities, off BS and other items

R0770

 



S.01.01.02

Content of the submission

Template Code

Template name

 

C0010

S.01.02.01

Basic Information — General

R0010

 

S.02.01.02

Balance sheet

R0030

 

S.05.01.02

Premiums, claims and expenses by line of business

R0110

 

S.06.02.01

List of assets

R0140

 

S.06.03.01

Collective investment undertakings — look-through approach

R0150

 

S.08.01.01

Open derivatives

R0170

 

S.08.02.01

Derivatives Transactions

R0180

 

S.12.01.02

Life and Health SLT Technical Provisions

R0220

 

S.17.01.02

Non-Life Technical Provisions

R0290

 

S.23.01.01

Own funds

R0410

 

S.28.01.01

Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity

R0580

 

S.28.02.01

Minimum Capital Requirement — Both life and non-life insurance activity

R0590

 



S.01.01.03

Content of the submission

Template Code

Template name

 

C0010

S.01.02.01

Basic Information — General

R0010

 

S.01.03.01

Basic Information — RFF and matching adjustment portfolios

R0020

 

S.02.01.02

Balance sheet

R0030

 

S.23.01.01

Own funds

R0410

 

S.25.01.01

Solvency Capital Requirement — for undertakings on Standard Formula

R0460

 

S.25.02.01

Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

R0470

 

S.25.03.01

Solvency Capital Requirement — for undertakings on Full Internal Models

R0480

 

S.28.01.01

Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity

R0580

 

S.28.02.01

Minimum Capital Requirement — Both life and non-life insurance activity

R0590

 



S.01.01.04

Content of the submission

Template Code

Template name

 

C0010

S.01.02.04

Basic Information — General

R0010

 

S.01.03.04

Basic Information — RFF and matching adjustment portfolios

R0020

 

S.02.01.01

Balance sheet

R0030

 

S.02.02.01

Assets and liabilities by currency

R0040

 

S.03.01.04

Off-balance sheet items — general

R0060

 

S.03.02.04

Off-balance sheet items — List of unlimited guarantees received by the group

R0070

 

S.03.03.04

Off-balance sheet items — List of unlimited guarantees provided by the group

R0080

 

S.05.01.01

Premiums, claims and expenses by line of business

R0110

 

S.05.02.01

Premiums, claims and expenses by country

R0120

 

S.06.01.01

Summary of assets

R0130

 

S.06.02.04

List of assets

R0140

 

S.06.03.04

Collective investment undertakings — look-through approach

R0150

 

S.07.01.04

Structured products

R0160

 

S.08.01.04

Open derivatives

R0170

 

S.08.02.04

Derivatives Transactions

R0180

 

S.09.01.04

Income/gains and losses in the period

R0190

 

S.10.01.04

Securities lending and repos

R0200

 

S.11.01.04

Assets held as colateral

R0210

 

S.15.01.04

Description of the guarantees of variable annuities

R0260

 

S.15.02.04

Hedging of guarantees of variable annuities

R0270

 

S.22.01.04

Impact of long term guarantees measures and transitionals

R0370

 

S.23.01.04

Own funds

R0410

 

S.23.02.04

Detailed information by tiers on own funds

R0420

 

S.23.03.04

Annual movements on own funds

R0430

 

S.23.04.04

List of items on own funds

R0440

 

S.25.01.04

Solvency Capital Requirement — for groups on Standard Formula

R0460

 

S.25.02.04

Solvency Capital Requirement — for groups using the standard formula and partial internal model

R0470

 

S.25.03.04

Solvency Capital Requirement — for groups on Full Internal Models

R0480

 

S.26.01.04

Solvency Capital Requirement — Market risk

R0500

 

S.26.02.04

Solvency Capital Requirement — Counterparty default risk

R0510

 

S.26.03.04

Solvency Capital Requirement — Life underwriting risk

R0520

 

S.26.04.04

Solvency Capital Requirement — Health underwriting risk

R0530

 

S.26.05.04

Solvency Capital Requirement — Non-Life underwriting risk

R0540

 

S.26.06.04

Solvency Capital Requirement — Operational risk

R0550

 

S.26.07.04

Solvency Capital Requirement — Simplifications

R0560

 

S.27.01.04

Solvency Capital Requirement — Non-Life and Health catastrophe risk

R0570

 

S.31.01.04

Share of reinsurers (including Finite Reinsurance and SPV's)

R0680

 

S.31.02.04

Special Purpose Vehicles

R0690

 

S.32.01.04

Undertakings in the scope of the group

R0700

 

S.33.01.04

Insurance and Reinsurance individual requirements

R0710

 

S.34.01.04

Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements

R0720

 

S.35.01.04

Contribution to group Technical Provisions

R0730

 

S.36.01.01

IGT — Equity-type transactions, debt and asset transfer

R0740

 

S.36.02.01

IGT — Derivatives

R0750

 

S.36.03.01

IGT — Internal reinsurance

R0760

 

S.36.04.01

IGT — Cost Sharing, contingent liabilities, off BS and other items

R0770

 

S.37.01.04

Risk concentration

R0780

 



S.01.01.05

Content of the submission

Template Code

Template name

 

C0010

S.01.02.04

Basic Information — General

R0010

 

S.02.01.02

Balance sheet

R0030

 

S.05.01.02

Premiums, claims and expenses by line of business

R0110

 

S.06.02.04

List of assets

R0140

 

S.06.03.04

Collective investment undertakings — look-through approach

R0150

 

S.08.01.04

Open derivatives

R0170

 

S.08.02.04

Derivatives Transactions

R0180

 

S.23.01.04

Own funds

R0410

 



S.01.01.06

Content of the submission

Template Code

Template name

 

C0010

S.01.02.04

Basic Information — General

R0010

 

S.01.03.04

Basic Information — RFF and matching adjustment portfolios

R0020

 

S.02.01.02

Balance sheet

R0030

 

S.23.01.04

Own funds

R0410

 

S.25.01.04

Solvency Capital Requirement — for groups on Standard Formula

R0460

 

S.25.02.04

Solvency Capital Requirement — for groups using the standard formula and partial internal model

R0470

 

S.25.03.04

Solvency Capital Requirement — for groups on Full Internal Models

R0480

 

S.32.01.04

Entities in the scope of the group

R0700

 

S.33.01.04

Insurance and Reinsurance individual requirements

R0710

 

S.34.01.04

Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements

R0720

 

SR.01.01.01

Content of the submission



Ring-fenced fund/matching portfolio/remaining part

Z0010

 

Fund/Portfolio number

Z0020

 



Template Code

Template name

 

C0010

SR.02.01.01

Balance sheet

R0790

 

SR.12.01.01

Life and Health SLT Technical Provisions

R0800

 

SR.17.01.01

Non-Life Technical Provisions

R0810

 

SR.22.02.01

Projection of future cash flows (Best Estimate — Matching portfolios)

R0820

 

SR.22.03.01

Information on the matching adjustment calculation

R0830

 

SR.25.01.01

Solvency Capital Requirement — for undertakings on Standard Formula

R0840

 

SR.25.02.01

Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

R0850

 

SR.25.03.01

Solvency Capital Requirement — for undertakings on Full Internal Models

R0860

 

SR.26.01.01

Solvency Capital Requirement — Market risk

R0870

 

SR.26.02.01

Solvency Capital Requirement — Counterparty default risk

R0880

 

SR.26.03.01

Solvency Capital Requirement — Life underwriting risk

R0890

 

SR.26.04.01

Solvency Capital Requirement — Health underwriting risk

R0900

 

SR.26.05.01

Solvency Capital Requirement — Non-Life underwriting risk

R0910

 

SR.26.06.01

Solvency Capital Requirement — Operational risk

R0920

 

SR.26.07.01

Solvency Capital Requirement — Simplifications

R0930

 

SR.27.01.01

Solvency Capital Requirement — Non-Life and Health catastrophe risk

R0940

 

SR.01.01.04

Content of the submission



Ring-fenced fund/matching portfolio/remaining part

Z0010

 

Fund/Portfolio number

Z0020

 



Template Code

Template name

 

C0010

SR.02.01.04

Balance sheet

R0790

 

SR.25.01.01

►M1  Solvency Capital Requirement — for groups on Standard Formula ◄

R0840

 

SR.25.02.01

►M1  Solvency Capital Requirement — for groups using the standard formula and partial internal model ◄

R0850

 

SR.25.03.01

►M1  Solvency Capital Requirement — for groups on Full Internal Models ◄

R0860

 

SR.26.01.01

Solvency Capital Requirement — Market risk

R0870

 

SR.26.02.01

Solvency Capital Requirement — Counterparty default risk

R0880

 

SR.26.03.01

Solvency Capital Requirement — Life underwriting risk

R0890

 

SR.26.04.01

Solvency Capital Requirement — Health underwriting risk

R0900

 

SR.26.05.01

Solvency Capital Requirement — Non-Life underwriting risk

R0910

 

SR.26.06.01

Solvency Capital Requirement — Operational risk

R0920

 

SR.26.07.01

Solvency Capital Requirement — Simplifications

R0930

 

SR.27.01.01

Solvency Capital Requirement — Non-Life and Health catastrophe risk

R0940

 



S.01.02.01

Basic Information — General

 

 

C0010

Undertaking name

R0010

 

Undertaking identification code

R0020

 

Type of code of undertaking

R0030

 

Type of undertaking

R0040

 

Country of authorisation

R0050

 

Language of reporting

R0070

 

Reporting submission date

R0080

 

▼M2

Financial year end

R0081

 

▼B

Reporting reference date

R0090

 

Regular/Ad-hoc submission

R0100

 

Currency used for reporting

R0110

 

Accounting standards

R0120

 

Method of Calculation of the SCR

R0130

 

Use of undertaking specific parameters

R0140

 

Ring-fenced funds

R0150

 

Matching adjustment

R0170

 

Volatility adjustment

R0180

 

Transitional measure on the risk-free interest rate

R0190

 

Transitional measure on technical provisions

R0200

 

Initial submission or re-submission

R0210

 

▼M3

Exemption of reporting ECAI information

R0250

 

▼B



S.01.02.04

Basic Information — General

 

 

C0010

Participating undertaking name

R0010

 

Group identification code

R0020

 

Type of code of group

R0030

 

Country of the group supervisor

R0050

 

Sub-group information

R0060

 

Language of reporting

R0070

 

Reporting submission date

R0080

 

▼M2

Financial year end

R0081

 

▼B

Reporting reference date

R0090

 

Regular/Ad-hoc submission

R0100

 

Currency used for reporting

R0110

 

Accounting standards

R0120

 

Method of Calculation of the group SCR

R0130

 

Use of group specific parameters

R0140

 

Ring-fenced funds

R0150

 

Method of group solvency calculation

R0160

 

Matching adjustment

R0170

 

Volatility adjustment

R0180

 

Transitional measure on the risk-free interest rate

R0190

 

Transitional measure on technical provisions

R0200

 

Initial submission or re-submission

R0210

 

▼M3

Exemption of reporting ECAI information

R0250

 

▼B

S.01.03.01

Basic Information — RFF and matching adjustment portfolios



List of all RFF/MAP (overlaps allowed)

Fund /Portfolio Number

Name of Ring-fenced fund/Matching adjustment portfolio

RFF / MAP / Remaining part of a fund

RFF / MAP with sub RFF / MAP

Material

Article 304

C0040

C0050

C0060

C0070

C0080

C0090

 

 

 

 

 

 



List of RFF/MAP with sub RFF/MAP

Number of RFF / MAP with sub RFF / MAP

Number of sub RFF / MAP

Sub RFF / MAP

C0100

C0110

C0120

 

 

 

S.01.03.04

Basic Information — RFF and matching adjustment portfolios



List of all RFF/MAP (overlaps allowed)

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Fund / Portfolio Number

Name of ring-fenced fund / Matching adjustment portfolio

RFF / MAP / Remaining part of a fund

RFF / MAP with sub RFF / MAP

Material

Article 304

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

 

 

 

 

 

 

 

 

 



List of RFF/MAP with sub RFF/MAP

Number of RFF / MAP with sub RFF / MAP

Number of sub RFF/MAP

Sub RFF / MAP

C0100

C0110

C0120

 

 

 



S.02.01.01

Balance sheet

 

 

Solvency II value

Statutory accounts value

Assets

 

C0010

C0020

Goodwill

R0010

 

 

Deferred acquisition costs

R0020

 

 

Intangible assets

R0030

 

 

Deferred tax assets

R0040

 

 

Pension benefit surplus

R0050

 

 

Property, plant & equipment held for own use

R0060

 

 

Investments (other than assets held for index-linked and unit-linked contracts)

R0070

 

 

Property (other than for own use)

R0080

 

 

Holdings in related undertakings, including participations

R0090

 

 

Equities

R0100

 

 

Equities — listed

R0110

 

 

Equities — unlisted

R0120

 

 

Bonds

R0130

 

 

Government Bonds

R0140

 

 

Corporate Bonds

R0150

 

 

Structured notes

R0160

 

 

Collateralised securities

R0170

 

 

Collective Investments Undertakings

R0180

 

 

Derivatives

R0190

 

 

Deposits other than cash equivalents

R0200

 

 

Other investments

R0210

 

 

Assets held for index-linked and unit-linked contracts

R0220

 

 

Loans and mortgages

R0230

 

 

Loans on policies

R0240

 

 

Loans and mortgages to individuals

R0250

 

 

Other loans and mortgages

R0260

 

 

Reinsurance recoverables from:

R0270

 

 

Non-life and health similar to non-life

R0280

 

 

Non-life excluding health

R0290

 

 

Health similar to non-life

R0300

 

 

Life and health similar to life, excluding health and index-linked and unit-linked

R0310

 

 

Health similar to life

R0320

 

 

Life excluding health and index-linked and unit-linked

R0330

 

 

Life index-linked and unit-linked

R0340

 

 

Deposits to cedants

R0350

 

 

Insurance and intermediaries receivables

R0360

 

 

Reinsurance receivables

R0370

 

 

Receivables (trade, not insurance)

R0380

 

 

Own shares (held directly)

R0390

 

 

Amounts due in respect of own fund items or initial fund called up but not yet paid in

R0400

 

 

Cash and cash equivalents

R0410

 

 

Any other assets, not elsewhere shown

R0420

 

 

Total assets

R0500

 

 

Liabilities

 

C0010

C0020

Technical provisions — non-life

R0510

 

 

Technical provisions — non-life (excluding health)

R0520

 

 

Technical provisions calculated as a whole

R0530

 

 

Best Estimate

R0540

 

 

Risk margin

R0550

 

 

Technical provisions — health (similar to non-life)

R0560

 

 

Technical provisions calculated as a whole

R0570

 

 

Best Estimate

R0580

 

 

Risk margin

R0590

 

 

Technical provisions — life (excluding index-linked and unit-linked)

R0600

 

 

Technical provisions — health (similar to life)

R0610

 

 

Technical provisions calculated as a whole

R0620

 

 

Best Estimate

R0630

 

 

Risk margin

R0640

 

 

Technical provisions — life (excluding health and index-linked and unit-linked)

R0650

 

 

Technical provisions calculated as a whole

R0660

 

 

Best Estimate

R0670

 

 

Risk margin

R0680

 

 

Technical provisions — index-linked and unit-linked

R0690

 

 

Technical provisions calculated as a whole

R0700

 

 

Best Estimate

R0710

 

 

Risk margin

R0720

 

 

Other technical provisions

R0730

 

 

Contingent liabilities

R0740

 

 

Provisions other than technical provisions

R0750

 

 

Pension benefit obligations

R0760

 

 

Deposits from reinsurers

R0770

 

 

Deferred tax liabilities

R0780

 

 

Derivatives

R0790

 

 

Debts owed to credit institutions

R0800

 

 

Financial liabilities other than debts owed to credit institutions

R0810

 

 

Insurance & intermediaries payables

R0820

 

 

Reinsurance payables

R0830

 

 

Payables (trade, not insurance)

R0840

 

 

Subordinated liabilities

R0850

 

 

Subordinated liabilities not in Basic Own Funds

R0860

 

 

Subordinated liabilities in Basic Own Funds

R0870

 

 

Any other liabilities, not elsewhere shown

R0880

 

 

Total liabilities

R0900

 

 

Excess of assets over liabilities

R1000

 

 



S.02.01.02

Balance sheet

 

 

Solvency II value

Assets

 

C0010

Goodwill

R0010

 

Deferred acquisition costs

R0020

 

Intangible assets

R0030

 

Deferred tax assets

R0040

 

Pension benefit surplus

R0050

 

Property, plant & equipment held for own use

R0060

 

Investments (other than assets held for index-linked and unit-linked contracts)

R0070

 

Property (other than for own use)

R0080

 

Holdings in related undertakings, including participations

R0090

 

Equities

R0100

 

Equities — listed

R0110

 

Equities — unlisted

R0120

 

Bonds

R0130

 

Government Bonds

R0140

 

Corporate Bonds

R0150

 

Structured notes

R0160

 

Collateralised securities

R0170

 

Collective Investments Undertakings

R0180

 

Derivatives

R0190

 

Deposits other than cash equivalents

R0200

 

Other investments

R0210

 

Assets held for index-linked and unit-linked contracts

R0220

 

Loans and mortgages

R0230

 

Loans on policies

R0240

 

Loans and mortgages to individuals

R0250

 

Other loans and mortgages

R0260

 

Reinsurance recoverables from:

R0270

 

Non-life and health similar to non-life

R0280

 

Non-life excluding health

R0290

 

Health similar to non-life

R0300

 

Life and health similar to life, excluding health and index-linked and unit-linked

R0310

 

Health similar to life

R0320

 

Life excluding health and index-linked and unit-linked

R0330

 

Life index-linked and unit-linked

R0340

 

Deposits to cedants

R0350

 

Insurance and intermediaries receivables

R0360

 

Reinsurance receivables

R0370

 

Receivables (trade, not insurance)

R0380

 

Own shares (held directly)

R0390

 

Amounts due in respect of own fund items or initial fund called up but not yet paid in

R0400

 

Cash and cash equivalents

R0410

 

Any other assets, not elsewhere shown

R0420

 

Total assets

R0500

 

Liabilities

 

C0010

Technical provisions — non-life

R0510

 

Technical provisions — non-life (excluding health)

R0520

 

Technical provisions calculated as a whole

R0530

 

Best Estimate

R0540

 

Risk margin

R0550

 

Technical provisions — health (similar to non-life)

R0560

 

Technical provisions calculated as a whole

R0570

 

Best Estimate

R0580

 

Risk margin

R0590

 

Technical provisions — life (excluding index-linked and unit-linked)

R0600

 

Technical provisions — health (similar to life)

R0610

 

Technical provisions calculated as a whole

R0620

 

Best Estimate

R0630

 

Risk margin

R0640

 

Technical provisions — life (excluding health and index-linked and unit-linked)

R0650

 

Technical provisions calculated as a whole

R0660

 

Best Estimate

R0670

 

Risk margin

R0680

 

Technical provisions — index-linked and unit-linked

R0690

 

Technical provisions calculated as a whole

R0700

 

Best Estimate

R0710

 

Risk margin

R0720

 

Other technical provisions

R0730

 

Contingent liabilities

R0740

 

Provisions other than technical provisions

R0750

 

Pension benefit obligations

R0760

 

Deposits from reinsurers

R0770

 

Deferred tax liabilities

R0780

 

Derivatives

R0790

 

Debts owed to credit institutions

R0800

 

Financial liabilities other than debts owed to credit institutions

R0810

 

Insurance & intermediaries payables

R0820

 

Reinsurance payables

R0830

 

Payables (trade, not insurance)

R0840

 

Subordinated liabilities

R0850

 

Subordinated liabilities not in Basic Own Funds

R0860

 

Subordinated liabilities in Basic Own Funds

R0870

 

Any other liabilities, not elsewhere shown

R0880

 

Total liabilities

R0900

 

Excess of assets over liabilities

R1000

 

SR.02.01.01

Balance sheet



Ring-fenced fund or remaining part

Z0020

 

Fund number

Z0030

 



 

 

Solvency II value

Statutory accounts value

Assets

 

C0010

C0020

Goodwill

R0010

 

 

Deferred acquisition costs

R0020

 

 

Intangible assets

R0030

 

 

Deferred tax assets

R0040

 

 

Pension benefit surplus

R0050

 

 

Property, plant & equipment held for own use

R0060

 

 

Investments (other than assets held for index-linked and unit-linked contracts)

R0070

 

 

Property (other than for own use)

R0080

 

 

Holdings in related undertakings, including participations

R0090

 

 

Equities

R0100

 

 

Equities — listed

R0110

 

 

Equities — unlisted

R0120

 

 

Bonds

R0130

 

 

Government Bonds

R0140

 

 

Corporate Bonds

R0150

 

 

Structured notes

R0160

 

 

Collateralised securities

R0170

 

 

Collective Investments Undertakings

R0180

 

 

Derivatives

R0190

 

 

Deposits other than cash equivalents

R0200

 

 

Other investments

R0210

 

 

Assets held for index-linked and unit-linked contracts

R0220

 

 

Loans and mortgages

R0230

 

 

Loans on policies

R0240

 

 

Loans and mortgages to individuals

R0250

 

 

Other loans and mortgages

R0260

 

 

Reinsurance recoverables from:

R0270

 

 

Non-life and health similar to non-life

R0280

 

 

Non-life excluding health

R0290

 

 

Health similar to non-life

R0300

 

 

Life and health similar to life, excluding health and index-linked and unit-linked

R0310

 

 

Health similar to life

R0320

 

 

Life excluding health and index-linked and unit-linked

R0330

 

 

Life index-linked and unit-linked

R0340

 

 

Deposits to cedants

R0350

 

 

Insurance and intermediaries receivables

R0360

 

 

Reinsurance receivables

R0370

 

 

Receivables (trade, not insurance)

R0380

 

 

Own shares (held directly)

R0390

 

 

Amounts due in respect of own fund items or initial fund called up but not yet paid in

R0400

 

 

Cash and cash equivalents

R0410

 

 

Any other assets, not elsewhere shown

R0420

 

 

Total assets

R0500

 

 

Liabilities

 

C0010

C0020

Technical provisions — non-life

R0510

 

 

Technical provisions — non-life (excluding health)

R0520

 

 

Technical provisions calculated as a whole

R0530

 

 

Best Estimate

R0540

 

 

Risk margin

R0550

 

 

Technical provisions — health (similar to non-life)

R0560

 

 

Technical provisions calculated as a whole

R0570

 

 

Best Estimate

R0580

 

 

Risk margin

R0590

 

 

Technical provisions — life (excluding index-linked and unit-linked)

R0600

 

 

Technical provisions — health (similar to life)

R0610

 

 

Technical provisions calculated as a whole

R0620

 

 

Best Estimate

R0630

 

 

Risk margin

R0640

 

 

Technical provisions — life (excluding health and index-linked and unit-linked)

R0650

 

 

Technical provisions calculated as a whole

R0660

 

 

Best Estimate

R0670

 

 

Risk margin

R0680

 

 

Technical provisions — index-linked and unit-linked

R0690

 

 

Technical provisions calculated as a whole

R0700

 

 

Best Estimate

R0710

 

 

Risk margin

R0720

 

 

Other technical provisions

 

 

 

Contingent liabilities

R0740

 

 

Provisions other than technical provisions

R0750

 

 

Pension benefit obligations

R0760

 

 

Deposits from reinsurers

R0770

 

 

Deferred tax liabilities

R0780

 

 

Derivatives

R0790

 

 

Debts owed to credit institutions

R0800

 

 

Financial liabilities other than debts owed to credit institutions

R0810

 

 

Insurance & intermediaries payables

R0820

 

 

Reinsurance payables

R0830

 

 

Payables (trade, not insurance)

R0840

 

 

Subordinated liabilities

R0850

 

 

Subordinated liabilities not in Basic Own Funds

R0860

 

 

Subordinated liabilities in Basic Own Funds

R0870

 

 

Any other liabilities, not elsewhere shown

R0880

 

 

Total liabilities

R0900

 

 

Excess of assets over liabilities

R1000

 

 



S.02.02.01

Assets and liabilities by currency

 

 

 

 

 

 

Currencies

 

 

 

 

 

 

C0010

…

Currency code

 

 

 

 

R0010

 

…

 

 

 

 

 

 

 

 

 

 

Total value of all currencies

Value of the solvency II reporting currency

Value of remaining other currencies

 

Value of material currencies

 

 

C0020

C0030

C0040

 

C0050

…

Assets

 

 

 

 

 

 

 

Investments (other than assets held for index-linked and unit-linked contracts)

R0020

 

 

 

 

 

…

Other assets: Property, plant & equipment held for own use, Cash and cash equivalents, Loans on policies, Loans & mortgages to individuals and Other loans & mortgages (other than index-linked and unit-linked contracts)

R0030

 

 

 

 

 

…

Assets held for index-linked and unit-linked contracts

R0040

 

 

 

 

 

…

Reinsurance recoverables

R0050

 

 

 

 

 

…

Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables

R0060

 

 

 

 

 

…

Any other assets

R0070

 

 

 

 

 

…

Total assets

R0100

 

 

 

 

 

…

Liabilities

 

 

 

 

 

 

 

Technical provisions (excluding index-linked and unit-linked contracts)

R0110

 

 

 

 

 

…

Technical provisions — index-linked and unit-linked contracts

R0120

 

 

 

 

 

…

Deposits from reinsurers and insurance, intermediaries and reinsurance payables

R0130

 

 

 

 

 

…

Derivatives

R0140

 

 

 

 

 

…

Financial liabilities

R0150

 

 

 

 

 

…

Contingent liabilities

R0160

 

 

 

 

 

…

Any other liabilities

R0170

 

 

 

 

 

…

Total liabilites

R0200

 

 

 

 

 

…



S.03.01.01

Off-balance sheet items — general

 

 

Maximum value

Value of guarantee / collateral / contingent liabilities

Value of assets for which collateral is held

Value of liabilities for which collateral is pledged

 

 

C0010

C0020

C0030

C0040

Guarantees provided by the undertaking, including letters of credit

R0010

 

 

 

 

Of which, guarantees, including letters of credit provided to other undertakings of the same group

R0020

 

 

 

 

Guarantees received by the undertaking, including letters of credit

R0030

 

 

 

 

Of which, guarantees, including letters of credit received from other undertakings of the same group

R0040

 

 

 

 

Collateral held

 

 

 

 

 

Collateral held for loans made or bonds purchased

R0100

 

 

 

 

Collateral held for derivatives

R0110

 

 

 

 

Assets pledged by reinsurers for ceded technical provisions

R0120

 

 

 

 

Other collateral held

R0130

 

 

 

 

Total collateral held

R0200

 

 

 

 

Collateral pledged

 

 

 

 

 

Collateral pledged for loans received or bonds issued

R0210

 

 

 

 

Collateral pledged for derivatives

R0220

 

 

 

 

Assets pledged to cedants for technical provisions (reinsurance accepted)

R0230

 

 

 

 

Other collateral pledged

R0240

 

 

 

 

Total collateral pledged

R0300

 

 

 

 

Contingent liabilities

 

 

 

 

 

Contingent liabilities not in Solvency II Balance Sheet

R0310

 

 

 

 

Of which contingent liabilities toward entities of the same group

R0320

 

 

 

 

Contingent liabilities in Solvency II Balance Sheet

R0330

 

 

 

 

Total Contingent liabilities

R0400

 

 

 

 



S.03.01.04

Off-balance sheet items — general

 

 

Maximum value

Value of guarantee / collateral / contingent liabilities

Value of assets for which collateral is held

Value of liabilities for which collateral is pledged

 

 

C0010

C0020

C0030

C0040

Guarantees provided by the group including letters of credit

R0010

 

 

 

 

Guarantees received by the group including letters of credit

R0030

 

 

 

 

Collateral held

 

 

 

 

 

Collateral held for loans made or bonds purchased

R0100

 

 

 

 

Collateral held for derivatives

R0110

 

 

 

 

Assets pledged by reinsurers for ceded technical provisions

R0120

 

 

 

 

Other collateral held

R0130

 

 

 

 

Total collateral held

R0200

 

 

 

 

Collateral pledged

 

 

 

 

 

Collateral pledged for loans received or bonds issued

R0210

 

 

 

 

Collateral pledged for derivatives

R0220

 

 

 

 

Assets pledged to cedants for technical provisions (reinsurance accepted)

R0230

 

 

 

 

Other collateral pledged

R0240

 

 

 

 

Total collateral pledged

R0300

 

 

 

 

Contingent liabilities

 

 

 

 

 

Contingent liabilities not in Solvency II Balance Sheet

R0310

 

 

 

 

Contingent liabilities in Solvency II Balance Sheet

R0330

 

 

 

 

Total Contingent liabilities

R0400

 

 

 

 



S.03.02.01

Off-balance sheet items — List of unlimited guarantees received by the undertaking

Code of guarantee

Name of provider of guarantee

Code of provider of guarantee

Type of code of provider of guarantee

Provider of guarantee belonging to the same group

Triggering event(s) of guarantee

Specific triggering event(s) of guarantee

Effective date of guarantee

Ancillary Own Funds

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

 

 

 

 

 

 

 

 

 



S.03.02.04

Off-balance sheet items — List of unlimited guarantees received by the group

Code of guarantee

Name of provider of guarantee

Code of provider of guarantee

Type of code of provider of guarantee

Triggering event(s) of guarantee

Specific triggering event(s) of guarantee

Effective date of guarantee

Ancillary Own Funds

C0010

C0020

C0030

C0040

C0060

C0070

C0080

C0090

 

 

 

 

 

 

 

 



S.03.03.01

Off-balance sheet items — List of unlimited guarantees provided by the undertaking

Code of guarantee

Name of receiver of guarantee

Code of receiver of guarantee

Type of code of receiver of guarantee

Receiver of guarantee belonging to the same group

Triggering event(s) of guarantee

Estimation of the maximum value of guarantee

Specific triggering event(s) of guarantee

Effective date of guarantee

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

 

 

 

 

 

 

 

 

 



S.03.03.04

Off-balance sheet items — List of unlimited guarantees provided by the group

Code of guarantee

Name of receiver of guarantee

Code of receiver of guarantee

Type of code of receiver of guarantee

Triggering event(s) of guarantee

Estimation of the maximum value of guarantee

Specific triggering event(s) of guarantee

Effective date of guarantee

C0010

C0020

C0030

C0040

C0060

C0070

C0080

C0090

 

 

 

 

 

 

 

 

S.04.01.01

Activity by country



 

 

Line of Business

Z0010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Undertaking

All EEA members

Total business underwritten by all non-EEA branches

 

 

Business underwritten in the home country, by the undertaking

Business underwritten through FPS, by the undertaking in the EEA countries different from the home country

Business underwritten through FPS in the home country, by any EEA branch

Total business underwritten by all EEA branches in the country where they are established

Total business underwritten through FPS, by all EEA branches

Total of the business underwritten through FPS by the undertaking and all EEA branches

 

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

Country

R0010

 

 

 

 

 

 

 

Premiums written

R0020

 

 

 

 

 

 

 

Claims incurred

R0030

 

 

 

 

 

 

 

Commissions

R0040

 

 

 

 

 

 

 



 

 

By EEA member

…

By material non-EEA member

…

 

 

Business underwritten in the considered country, by the EEA branch established in this country

Business underwritten through FPS, by the EEA branch established in the considered country

Business underwritten in the considered country through FPS, by the undertaking or any EEA branch

Business underwritten in the considered country, by the EEA branch established in this country

Business underwritten through FPS, by the EEA branch established in the considered country

Business underwritten in the considered country through FPS, by the undertaking or any EEA branch

Business underwritten by material non-EEA country branches

…

 

 

C0080

C0090

C0100

…

…

 

C0110

 

Country

R0010

 

 

 

 

Premiums written

R0020

 

 

 

 

 

 

 

 

Claims incurred

R0030

 

 

 

 

 

 

 

 

Commissions

R0040

 

 

 

 

 

 

 

 



S.04.02.01

Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability

 

 

Undertaking

By EEA Member

…

 

 

FPS

Branch

FPS

Branch

FPS

 

 

C0010

C0020

C0030

…

 

Country

R0010

 

 

 

 

 

Frequency of claims for Motor Vehicle Liability (except carrier's liability)

R0020

 

 

 

 

 

Average cost of claims for Motor Vehicle Liability (except carrier's liability)

R0030

 

 

 

 

 

S.05.01.01

Premiums, claims and expenses by line of business



 

 

Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance)

 

 

Medical expense insurance

Income protection insurance

Workers' compensation insurance

Motor vehicle liability insurance

Other motor insurance

Marine, aviation and transport insurance

Fire and other damage to property insurance

General liability insurance

Credit and suretyship insurance

 

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

Premiums written

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0110

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0120

 

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0130

 

 

 

 

 

 

 

 

 

Reinsurers' share

R0140

 

 

 

 

 

 

 

 

 

Net

R0200

 

 

 

 

 

 

 

 

 

Premiums earned

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0210

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0220

 

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0230

 

 

 

 

 

 

 

 

 

Reinsurers' share

R0240

 

 

 

 

 

 

 

 

 

Net

R0300

 

 

 

 

 

 

 

 

 

Claims incurred

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0310

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0320

 

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0330

 

 

 

 

 

 

 

 

 

Reinsurers' share

R0340

 

 

 

 

 

 

 

 

 

Net

R0400

 

 

 

 

 

 

 

 

 

Changes in other technical provisions

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0410

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0420

 

 

 

 

 

 

 

 

 

Gross — Non- proportional reinsurance accepted

R0430

 

 

 

 

 

 

 

 

 

Reinsurers'share

R0440

 

 

 

 

 

 

 

 

 

Net

R0500

 

 

 

 

 

 

 

 

 

▼M1



 

 

Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance)

Line of Business for:

accepted non-proportional reinsurance

Total

 

 

Legal expenses insurance

Assistance

Miscellaneous financial loss

Health

Casualty

Marine, aviation, transport

Property

 

 

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0200

Premiums written

 

 

Gross — Direct Business

R0110

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0120

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0130

 

 

 

 

 

 

 

 

Reinsurers' share

R0140

 

 

 

 

 

 

 

 

Net

R0200

 

 

 

 

 

 

 

 

Premiums earned

 

 

Gross — Direct Business

R0210

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0220

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0230

 

 

 

 

 

 

 

 

Reinsurers' share

R0240

 

 

 

 

 

 

 

 

Net

R0300

 

 

 

 

 

 

 

 

Claims incurred

 

 

Gross — Direct Business

R0310

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0320

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0330

 

 

 

 

 

 

 

 

Reinsurers' share

R0340

 

 

 

 

 

 

 

 

Net

R0400

 

 

 

 

 

 

 

 

Changes in other technical provisions

 

 

Gross — Direct Business

R0410

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0420

 

 

 

 

 

 

 

 

Gross — Non- proportional reinsurance accepted

R0430

 

 

 

 

 

 

 

 

Reinsurers' share

R0440

 

 

 

 

 

 

 

 

Net

R0500

 

 

 

 

 

 

 

 

▼B



 

 

Line of Business for: non-life insurance obligations

 

 

Medical expense insurance

Income protection insurance

Workers' compensation insurance

Motor vehicle liability insurance

Other motor insurance

Marine, aviation and transport insurance

Fire and other damage to property insurance

General liability insurance

Credit and suretyship insurance

 

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

Expenses incurred

R0550

 

 

 

 

 

 

 

 

 

Administrative expenses

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0610

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0620

 

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0630

 

 

 

 

 

 

 

 

 

Reinsurers' share

R0640

 

 

 

 

 

 

 

 

 

Net

R0700

 

 

 

 

 

 

 

 

 

Investment management expenses

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0710

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0720

 

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0730

 

 

 

 

 

 

 

 

 

Reinsurers' share

R0740

 

 

 

 

 

 

 

 

 

Net

R0800

 

 

 

 

 

 

 

 

 

Claims management expenses

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0810

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0820

 

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0830

 

 

 

 

 

 

 

 

 

Reinsurers' share

R0840

 

 

 

 

 

 

 

 

 

Net

R0900

 

 

 

 

 

 

 

 

 

Acquisition expenses

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0910

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0920

 

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0930

 

 

 

 

 

 

 

 

 

Reinsurers' share

R0940

 

 

 

 

 

 

 

 

 

Net

R1000

 

 

 

 

 

 

 

 

 

Overhead expenses

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R1010

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R1020

 

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R1030

 

 

 

 

 

 

 

 

 

Reinsurers' share

R1040

 

 

 

 

 

 

 

 

 

Net

R1100

 

 

 

 

 

 

 

 

 

Other expenses

R1200

 

 

 

 

 

 

 

 

 

Total expenses

R1300

 

 

 

 

 

 

 

 

 



 

 

Line of Business for: non-life insurance obligations

Line of Business for: accepted non-proportional reinsurance

Total

 

 

Legal expenses insurance

Assistance

Miscellaneous financial loss

Health

Casualty

Marine, aviation, transport

Property

 

 

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0200

Expenses incurred

R0550

 

 

 

 

 

 

 

 

Administrative expenses

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0610

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0620

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0630

 

 

 

 

 

 

 

 

Reinsurers' share

R0640

 

 

 

 

 

 

 

 

Net

R0700

 

 

 

 

 

 

 

 

Investment management expenses

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0710

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0720

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0730

 

 

 

 

 

 

 

 

Reinsurers' share

R0740

 

 

 

 

 

 

 

 

Net

R0800

 

 

 

 

 

 

 

 

Claims management expenses

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0810

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0820

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0830

 

 

 

 

 

 

 

 

Reinsurers' share

R0840

 

 

 

 

 

 

 

 

Net

R0900

 

 

 

 

 

 

 

 

Acquisition expenses

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0910

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0920

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0930

 

 

 

 

 

 

 

 

Reinsurers' share

R0940

 

 

 

 

 

 

 

 

Net

R1000

 

 

 

 

 

 

 

 

Overhead expenses

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R1010

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R1020

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R1030

 

 

 

 

 

 

 

 

Reinsurers' share

R1040

 

 

 

 

 

 

 

 

Net

R1100

 

 

 

 

 

 

 

 

Other expenses

R1200

 

 

 

 

 

 

 

 

Total expenses

R1300

 

 

 

 

 

 

 

 



 

 

Line of Business for: life insurance obligations

Life reinsurance obligations

Total

 

 

Health insurance

Insurance with profit participation

Index-linked and unit-linked insurance

Other life insurance

Annuities stemming from non-life insurance contracts and relating to health insurance obligations

Annuities stemming from non-life insurance contracts and relating to insurance obligations other than health insurance obligations

Health reinsurance

Life reinsurance

 

 

 

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

C0300

Premiums written

 

 

 

 

 

 

 

 

 

 

Gross

R1410

 

 

 

 

 

 

 

 

 

Reinsurers' share

R1420

 

 

 

 

 

 

 

 

 

Net

R1500

 

 

 

 

 

 

 

 

 

Premiums earned

 

 

 

 

 

 

 

 

 

 

Gross

R1510

 

 

 

 

 

 

 

 

 

Reinsurers' share

R1520

 

 

 

 

 

 

 

 

 

Net

R1600

 

 

 

 

 

 

 

 

 

Claims incurred

 

 

 

 

 

 

 

 

 

 

Gross

R1610

 

 

 

 

 

 

 

 

 

Reinsurers' share

R1620

 

 

 

 

 

 

 

 

 

Net

R1700

 

 

 

 

 

 

 

 

 

Changes in other technical provisions

 

 

 

 

 

 

 

 

 

 

Gross

R1710

 

 

 

 

 

 

 

 

 

Reinsurers' share

R1720

 

 

 

 

 

 

 

 

 

Net

R1800

 

 

 

 

 

 

 

 

 

Expenses incurred

R1900

 

 

 

 

 

 

 

 

 

Administrative expenses

 

 

 

 

 

 

 

 

 

 

Gross

R1910

 

 

 

 

 

 

 

 

 

Reinsurers' share

R1920

 

 

 

 

 

 

 

 

 

Net

R2000

 

 

 

 

 

 

 

 

 

Investment management expenses

 

 

 

 

 

 

 

 

 

 

Gross

R2010

 

 

 

 

 

 

 

 

 

Reinsurers' share

R2020

 

 

 

 

 

 

 

 

 

Net

R2100

 

 

 

 

 

 

 

 

 

Claims management expenses

 

 

 

 

 

 

 

 

 

 

Gross

R2110

 

 

 

 

 

 

 

 

 

Reinsurers' share

R2120

 

 

 

 

 

 

 

 

 

Net

R2200

 

 

 

 

 

 

 

 

 



 

 

Line of Business for: life insurance obligations

Life reinsurance obligations

Total

 

 

Health insurance

Insurance with profit participation

Index-linked and unit-linked insurance

Other life insurance

Annuities stemming from non-life insurance contracts and relating to health insurance obligations

Annuities stemming from non-life insurance contracts and relating to insurance obligations other than health insurance obligations

Health reinsurance

Life reinsurance

 

 

 

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

C0300

Acquisition expenses

 

 

 

 

 

 

 

 

 

 

Gross

R2210

 

 

 

 

 

 

 

 

 

Reinsurers' share

R2220

 

 

 

 

 

 

 

 

 

Net

R2300

 

 

 

 

 

 

 

 

 

Overhead expenses

 

 

 

 

 

 

 

 

 

 

Gross

R2310

 

 

 

 

 

 

 

 

 

Reinsurers' share

R2320

 

 

 

 

 

 

 

 

 

Net

R2400

 

 

 

 

 

 

 

 

 

Other expenses

R2500

 

 

 

 

 

 

 

 

 

Total expenses

R2600

 

 

 

 

 

 

 

 

 

Total amount of surrenders

R2700

 

 

 

 

 

 

 

 

 

S.05.01.02

Premiums, claims and expenses by line of business



 

 

Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance)

 

 

Medical expense insurance

Income protection insurance

Workers' compensation insurance

Motor vehicle liability insurance

Other motor insurance

Marine, aviation and transport insurance

Fire and other damage to property insurance

General liability insurance

Credit and suretyship insurance

 

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

Premiums written

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0110

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0120

 

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0130

 

 

 

 

 

 

 

 

 

Reinsurers' share

R0140

 

 

 

 

 

 

 

 

 

Net

R0200

 

 

 

 

 

 

 

 

 

Premiums earned

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0210

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0220

 

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0230

 

 

 

 

 

 

 

 

 

Reinsurers' share

R0240

 

 

 

 

 

 

 

 

 

Net

R0300

 

 

 

 

 

 

 

 

 

Claims incurred

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0310

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0320

 

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0330

 

 

 

 

 

 

 

 

 

Reinsurers' share

R0340

 

 

 

 

 

 

 

 

 

Net

R0400

 

 

 

 

 

 

 

 

 

Changes in other technical provisions

 

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0410

 

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0420

 

 

 

 

 

 

 

 

 

Gross — Non- proportional reinsurance accepted

R0430

 

 

 

 

 

 

 

 

 

Reinsurers' share

R0440

 

 

 

 

 

 

 

 

 

Net

R0500

 

 

 

 

 

 

 

 

 

Expenses incurred

R0550

 

 

 

 

 

 

 

 

 

Other expenses

R1200

 

 

 

 

 

 

 

 

 

Total expenses

R1300

 

 

 

 

 

 

 

 

 



 

 

Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance)

Line of business for: accepted non-proportional reinsurance

Total

 

 

Legal expenses insurance

Assistance

Miscellaneous financial loss

Health

Casualty

Marine, aviation, transport

Property

 

 

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0200

Premiums written

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0110

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0120

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0130

 

 

 

 

 

 

 

 

Reinsurers' share

R0140

 

 

 

 

 

 

 

 

Net

R0200

 

 

 

 

 

 

 

 

Premiums earned

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0210

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0220

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0230

 

 

 

 

 

 

 

 

Reinsurers' share

R0240

 

 

 

 

 

 

 

 

Net

R0300

 

 

 

 

 

 

 

 

Claims incurred

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0310

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0320

 

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0330

 

 

 

 

 

 

 

 

Reinsurers' share

R0340

 

 

 

 

 

 

 

 

Net

R0400

 

 

 

 

 

 

 

 

Changes in other technical provisions

 

 

 

 

 

 

 

 

 

Gross — Direct Business

R0410

 

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0420

 

 

 

 

 

 

 

 

Gross — Non- proportional reinsurance accepted

R0430

 

 

 

 

 

 

 

 

Reinsurers'share

R0440

 

 

 

 

 

 

 

 

Net

R0500

 

 

 

 

 

 

 

 

Expenses incurred

R0550

 

 

 

 

 

 

 

 

Other expenses

R1200

 

 

 

 

 

 

 

 

Total expenses

R1300

 

 

 

 

 

 

 

 



 

 

Line of Business for: life insurance obligations

Life reinsurance obligations

Total

 

 

Health insurance

Insurance with profit participation

Index-linked and unit-linked insurance

Other life insurance

Annuities stemming from non-life insurance contracts and relating to health insurance obligations

Annuities stemming from non-life insurance contracts and relating to insurance obligations other than health insurance obligations

Health reinsurance

Life reinsurance

 

 

 

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

C0300

Premiums written

 

 

 

 

 

 

 

 

 

 

Gross

R1410

 

 

 

 

 

 

 

 

 

einsurers' share

R1420

 

 

 

 

 

 

 

 

 

Net

R1500

 

 

 

 

 

 

 

 

 

Premiums earned

 

 

 

 

 

 

 

 

 

 

Gross

R1510

 

 

 

 

 

 

 

 

 

Reinsurers' share

R1520

 

 

 

 

 

 

 

 

 

Net

R1600

 

 

 

 

 

 

 

 

 

Claims incurred

 

 

 

 

 

 

 

 

 

 

Gross

R1610

 

 

 

 

 

 

 

 

 

Reinsurers' share

R1620

 

 

 

 

 

 

 

 

 

Net

R1700

 

 

 

 

 

 

 

 

 

Changes in other technical provisions

 

 

 

 

 

 

 

 

 

 

Gross

R1710

 

 

 

 

 

 

 

 

 

Reinsurers' share

R1720

 

 

 

 

 

 

 

 

 

Net

R1800

 

 

 

 

 

 

 

 

 

Expenses incurred

R1900

 

 

 

 

 

 

 

 

 

Other expenses

R2500

 

 

 

 

 

 

 

 

 

Total expenses

R2600

 

 

 

 

 

 

 

 

 

S.05.02.01

Premiums, claims and expenses by country



 

 

Home Country

Top 5 countries (by amount of gross premiums written) — non-life obligations

Total Top 5 and home country

 

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

 

R0010

 

 

 

 

 

 

 

 

 

C0080

C0090

C0100

C0110

C0120

C0130

C0140

Premiums written

 

 

 

 

 

 

 

 

Gross — Direct Business

R0110

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0120

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0130

 

 

 

 

 

 

 

Reinsurers' share

R0140

 

 

 

 

 

 

 

Net

R0200

 

 

 

 

 

 

 

Premiums earned

 

 

 

 

 

 

 

 

Gross — Direct Business

R0210

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0220

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0230

 

 

 

 

 

 

 

Reinsurers' share

R0240

 

 

 

 

 

 

 

Net

R0300

 

 

 

 

 

 

 

Claims incurred

 

 

 

 

 

 

 

 

Gross — Direct Business

R0310

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0320

 

 

 

 

 

 

 

Gross — Non-proportional reinsurance accepted

R0330

 

 

 

 

 

 

 

Reinsurers' share

R0340

 

 

 

 

 

 

 

Net

R0400

 

 

 

 

 

 

 

Changes in other technical provisions

 

 

 

 

 

 

 

 

Gross — Direct Business

R0410

 

 

 

 

 

 

 

Gross — Proportional reinsurance accepted

R0420

 

 

 

 

 

 

 

Gross — Non- proportional reinsurance accepted

R0430

 

 

 

 

 

 

 

Reinsurers'share

R0440

 

 

 

 

 

 

 

Net

R0500

 

 

 

 

 

 

 

Expenses incurred

R0550

 

 

 

 

 

 

 

Other expenses

R1200

 

 

 

 

 

 

 

▼M1

Total expenses

R1300

 

 

 

 

 

 

 

▼B



 

 

Home Country

Top 5 countries (by amount of gross premiums written) — life obligations

Total Top 5 and home country

 

 

C0150

C0160

C0170

C0180

C0190

C0200

C0210

 

R1400

 

 

 

 

 

 

 

 

 

C0220

C0230

C0240

C0250

C0260

C0270

C0280

Premiums written

 

 

 

 

 

 

 

 

Gross

R1410

 

 

 

 

 

 

 

Reinsurers' share

R1420

 

 

 

 

 

 

 

Net

R1500

 

 

 

 

 

 

 

Premiums earned

 

 

 

 

 

 

 

 

Gross

R1510

 

 

 

 

 

 

 

Reinsurers' share

R1520

 

 

 

 

 

 

 

Net

R1600

 

 

 

 

 

 

 

Claims incurred

 

 

 

 

 

 

 

 

Gross

R1610

 

 

 

 

 

 

 

Reinsurers' share

R1620

 

 

 

 

 

 

 

Net

R1700

 

 

 

 

 

 

 

Changes in other technical provisions

 

 

 

 

 

 

 

 

Gross

R1710

 

 

 

 

 

 

 

Reinsurers' share

R1720

 

 

 

 

 

 

 

Net

R1800

 

 

 

 

 

 

 

Expenses incurred

R1900

 

 

 

 

 

 

 

Other expenses

R2500

 

 

 

 

 

 

 

Total expenses

R2600

 

 

 

 

 

 

 



S.06.01.01

Summary of assets

 

 

Life

Non-life

Ring-fenced funds

Other internal funds

Shareholders' funds

General

Assets listing

 

C0010

C0020

C0030

C0040

C0050

C0060

Assets listed

R0010

 

 

 

 

 

 

Assets that are not listed in a stock exchange

R0020

 

 

 

 

 

 

Assets that are not exchange tradable

R0030

 

 

 

 

 

 

By category

 

 

 

 

 

 

 

Government bonds

R0040

 

 

 

 

 

 

Corporate bonds

R0050

 

 

 

 

 

 

Equity

R0060

 

 

 

 

 

 

Collective Investment Undertakings

R0070

 

 

 

 

 

 

Structured notes

R0080

 

 

 

 

 

 

Collateralised securities

R0090

 

 

 

 

 

 

Cash and deposits

R0100

 

 

 

 

 

 

Mortgages and loans

R0110

 

 

 

 

 

 

Property

R0120

 

 

 

 

 

 

Other investments

R0130

 

 

 

 

 

 

Futures

R0140

 

 

 

 

 

 

Call Options

R0150

 

 

 

 

 

 

Put Options

R0160

 

 

 

 

 

 

Swaps

R0170

 

 

 

 

 

 

Forwards

R0180

 

 

 

 

 

 

Credit derivatives

R0190

 

 

 

 

 

 

S.06.02.01

List of assets



Information on positions held

Asset ID Code

Asset ID Code type

Portfolio

Fund number

Matching portfolio number

Asset held in unit linked and index linked contracts

Asset pledged as collateral

Country of custody

Custodian

Quantity

Par amount

Valuation method

Acquisition value

Total Solvency II amount

Accrued interest

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0170

C0180

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 



Information on assets

Asset ID Code

Asset ID Code type

Item Title

Issuer Name

Issuer Code

Type of issuer code

Issuer Sector

Issuer Group

Issuer Group Code

Type of issuer group code

Issuer Country

Currency

CIC

►M4  SCR calculation approach for CIU  ◄

Infrastructure investment

(cont.)

C0040

C0050

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

C0290

►M4  C0292  ◄

C0300

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 



Holdings in related undertakings, including participations

External rating

Nominated ECAI

Credit quality step

Internal rating

Duration

Unit Solvency II price

Unit percentage of par amount Solvency II price

Maturity date

C0310

C0320

C0330

C0340

C0350

C0360

C0370

C0380

C0390

 

 

 

 

 

 

 

 

 

S.06.02.04

List of assets



Information on positions held

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Asset ID Code

Asset ID Code type

Portfolio

Fund number

Matching portfolio number

Asset held in unit linked and index linked contracts

Asset pledged as collateral

Country of custody

Custodian

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

 

 

 

 

 

 

 

 

 

 

 

 

 

 



Quantity

Par amount

Valuation method

Acquisition value

Total Solvency II amount

Accrued interest

C0130

C0140

C0150

C0160

C0170

C0180

 

 

 

 

 

 



Information on assets

Asset ID Code

Asset ID Code type

Item Title

Issuer Name

Issuer Code

Type of issuer code

Issuer Sector

Issuer Group

Issuer Group Code

Type of issuer group code

Issuer Country

Currency

(cont.)

C0040

C0050

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

 

 

 

 

 

 

 

 

 

 

 

 

 

 



CIC

Infrastructure investment

Participation

External rating

Nominated ECAI

Credit quality step

Internal rating

Duration

Unit Solvency II price

Unit percentage of par amount Solvency II price

Maturity date

C0290

C0300

C0310

C0320

C0330

C0340

C0350

C0360

C0370

C0380

C0390

 

 

 

 

 

 

 

 

 

 

 



S.06.03.01

Collective investment undertakings — look-through approach

Collective Investments Undertaking ID Code

Collective Investments Undertaking ID Code type

Underlying asset category

Country of issue

Currency

Total amount

C0010

C0020

C0030

C0040

C0050

C0060

 

 

 

 

 

 



S.06.03.04

Collective investment undertakings — look-through approach

Collective Investments Undertaking ID Code

Collective Investments Undertaking ID Code type

Underlying asset category

Country of issue

Currency

Total amount

C0010

C0020

C0030

C0040

C0050

C0060

 

 

 

 

 

 



S.07.01.01

Structured products

Asset ID Code

Asset ID Code type

Collateral type

Type of structured product

Capital protection

Underlying security / index / portfolio

Callable or Putable

Synthetic structured product

Prepayment structured product

Collateral value

Collateral portfolio

Fixed annual return

Variable annual return

Loss given default

Attachment point

Detachment point

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0170

C0180

C0190

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

S.07.01.04

Structured products



Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Asset ID Code

Asset ID Code type

Collateral type

Type of structured product

Capital protection

Underlying security / index / portfolio

Callable or Putable

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

 

 

 

 

 

 

 

 

 

 

 

 



Synthetic structured product

Prepayment structured product

Collateral value

Collateral portfolio

Fixed annual return

Variable annual return

Loss given default

Attachment point

Detachment point

C0110

C0120

C0130

C0140

C0150

C0160

C0170

C0180

C0190

 

 

 

 

 

 

 

 

 

S.08.01.01

Open derivatives



Information on positions held

Derivative ID Code

Derivative ID Code type

Portfolio

Fund number

Derivatives held in index-linked and unit-linked contracts

Instrument underlying the derivative

Type of code of asset or liability underlying the derivative

Use of derivative

Delta

Notional amount of the derivative

Buyer / Seller

(cont.)

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

 

 

 

 

 

 

 

 

 

 

 

 

 



Premium paid to date

Premium received to date

Number of contracts

Contract size

Maximum loss under unwinding event

Swap outflow amount

Swap inflow amount

Initial date

Duration

Solvency II value

Valuation method

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

C0250

 

 

 

 

 

 

 

 

 

 

 



Information on derivatives

Derivative ID Code

Derivative ID Code type

Counterparty Name

Counterparty Code

Type of counterparty code

External rating

Nominated ECAI

Credit quality step

Internal rating

Counterparty Group

Counterparty group code

(cont.)

C0040

C0050

C0260

C0270

C0280

C0290

C0300

C0310

C0320

C0330

C0340

 

 

 

 

 

 

 

 

 

 

 

 

 



Type of counterparty group code

Contract name

Currency

CIC

Trigger value

Unwind trigger of contract

Swap delivered currency

Swap received currency

Maturity date

C0350

C0360

C0370

C0380

C0390

C0400

C0410

C0420

C0430

 

 

 

 

 

 

 

 

 

S.08.01.04

Open derivatives



Information on positions held

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Derivative ID Code

Derivative ID Code type

Portfolio

Fund number

Derivatives held in index-linked and unit-linked contracts

Instrument underlying the derivative

Type of code of asset or liability underlying the derivative

Use of derivative

Delta

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

 

 

 

 

 

 

 

 

 

 

 

 

 

 



Notional amount of the derivative

Buyer / Seller

Premium paid to date

Premium received to date

Number of contracts

Contract size

Maximum loss under unwinding event

Swap outflow amount

Swap inflow amount

Initial date

Duration

Solvency II value

Valuation method

C0130

C0140

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

C0250

 

 

 

 

 

 

 

 

 

 

 

 

 



Information on derivatives

Derivative ID Code

Derivative ID Code type

Counterparty Name

Counterparty Code

Type of counterparty code

External rating

Nominated ECAI

Credit quality step

Internal rating

Counterparty Group

Counterparty group code

(cont.)

C0040

C0050

C0260

C0270

C0280

C0290

C0300

C0310

C0320

C0330

C0340

 

 

 

 

 

 

 

 

 

 

 

 

 



Type of counterparty group code

Contract name

Currency

CIC

Trigger value

Unwind trigger of contract

Swap delivered currency

Swap received currency

Maturity date

C0350

C0360

C0370

C0380

C0390

C0400

C0410

C0420

C0430

 

 

 

 

 

 

 

 

 

S.08.02.01

Derivatives Transactions



Information on positions held

Derivative ID Code

Derivative ID Code type

Portfolio

Fund number

Derivatives held in index-linked and unit-linked contracts

Instrument underlying the derivative

Type of code of asset or liability underlying the derivative

Use of derivative

Notional amount of the derivative

Buyer / Seller

Premium paid to date

(cont.)

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

 

 

 

 

 

 

 

 

 

 

 

 

 



Premium received to date

Profit and loss to date

Number of contracts

Contract size

Maximum loss under unwinding event

Swap outflow amount

Swap inflow amount

Initial date

Solvency II value

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

 

 

 

 

 

 

 

 

 



Information on derivatives

Derivative ID Code

Derivative ID Code type

Counterparty Name

Counterparty Code

Type of counterparty code

Counterparty group

Counterparty group code

Type of counterparty group code

Contract name

Currency

CIC

(cont.)

C0040

C0050

C0240

C0250

C0260

C0270

C0280

C0290

C0300

C0310

C0320

 

 

 

 

 

 

 

 

 

 

 

 

 



Trigger value

Unwind trigger of contract

Swap delivered currency

Swap received currency

Maturity date

C0330

C0340

C0350

C0360

C0370

 

 

 

 

 

S.08.02.04

Derivatives Transactions



Information on positions held

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Derivative ID Code

Derivative ID Code type

Portfolio

Fund number

Derivatives held in index-linked and unit-linked contracts

Instrument underlying the derivative

Type of code of asset or liability underlying the derivative

Use of derivative

(cont.)

0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

 

 

 

 

 

 

 

 

 

 

 

 

 



Notional amount of the derivative

Buyer / Seller

Premium paid to date

Premium received to date

Profit and loss to date

Number of contracts

Contract size

Maximum loss under unwinding event

Swap outflow amount

Swap inflow amount

Initial date

Solvency II value

C0120

C0130

C0140

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

 

 

 

 

 

 

 

 

 

 

 

 



Information on derivatives

Derivative ID Code

Derivative ID Code type

Counterparty Name

Counterparty Code

Type of counterparty code

Counterparty group

Counterparty group code

Type of counterparty group code

Contract name

Currency

CIC

(cont.)

C0040

C0050

C0240

C0250

C0260

C0270

C0280

C0290

C0300

C0310

C0320

 

 

 

 

 

 

 

 

 

 

 

 

 



Trigger value

Unwind trigger of contract

Swap delivered currency

Swap received currency

Maturity date

C0330

C0340

C0350

C0360

C0370

 

 

 

 

 



S.09.01.01

Income/gains and losses in the period

Asset category

Portfolio

Asset held in unit-linked and index-linked contracts

Dividends

Interest

Rent

Net gains and losses

Unrealised gains and losses

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

 

 

 

 

 

 

 

 



S.09.01.04

Income/gains and losses in the period

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Asset category

Portfolio

Asset held in unit-linked and index-linked contracts

Dividends

Interest

Rent

Net gains and losses

Unrealised gains and losses

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

 

 

 

 

 

 

 

 

 

 

 



S.10.01.01

Securities lending and repos

Portfolio

Fund number

Asset category

Counterparty Name

Counterparty code

Type of counterparty code

Counterparty asset category

Assets held in unit-linked and index-linked contracts

Position in the contract

Near leg amount

Far leg amount

Start date

Maturity date

Solvency II Value

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0170

 

 

 

 

 

 

 

 

 

 

 

 

 

 

S.10.01.04

Securities lending and repos



Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Portfolio

Fund number

Asset category

Counterparty Name

Counterparty code

Type of counterparty code

Counterparty asset category

Assets held in unit-linked and index-linked contracts

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

 

 

 

 

 

 

 

 

 

 

 

 

 



Position in the contract

Near leg amount

Far leg amount

Start date

Maturity date

Solvency II Value

C0120

C0130

C0140

C0150

C0160

C0170

 

 

 

 

 

 

S.11.01.01

Assets held as collateral



Information on positions held

Information on the assets held

Information on the asset for which collateral is held

Asset ID Code

Asset ID Code type

Name of counterparty pledging the collateral

Name of the group of the counterparty pledging the collateral

Country of custody

Quantity

Par amount

Valuation method

Total amount

Accrued interest

Type of asset for which the collateral is held

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

 

 

 

 

 

 

 

 

 

 

 



Information on assets

Information on the assets held

Asset ID Code

Asset ID Code type

Item Title

Issuer Name

Issuer Code

Type of issuer code

Issuer Sector

Issuer Group name

Issuer Group Code

Type of issuer group code

Issuer Country

Currency

CIC

Unit price

Unit percentage of par amount Solvency II price

Maturity date

C0040

C0050

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

S.11.01.04

Assets held as collateral



Information on positions held

 

 

 

Information on the assets held

Information on the asset for which collateral is held

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Asset ID Code

Asset ID Code type

Name of counterparty pledging the collateral

Name of the group of the counterparty pledging the collateral

Country of custody

Quantity

Par amount

Valuation method

Total amount

Accrued interest

Type of asset for which the collateral is held

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

 

 

 

 

 

 

 

 

 

 

 

 

 

 



Information on assets

Information on the assets held

 

Asset ID Code

Asset ID Code type

Item Title

Issuer Name

Issuer Code

Type of issuer code

Issuer Sector

Issuer Group name

Issuer Group Code

Type of issuer group code

Issuer Country

Currency

CIC

(cont)

C0040

C0050

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

C0250

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 



Information on the assets held

Unit price

Unit percentage of par amount Solvency II price

Maturity date

C0260

C0270

C0280

 

 

 

S.12.01.01

Life and Health SLT Technical Provisions



 

 

Insurance with profit participation

Index-linked and unit-linked insurance

 

 

 

Contracts without options and guarantees

Contracts with options or guarantees

 

 

C0020

C0030

C0040

C0050

Technical provisions calculated as a whole

R0010

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0020

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

Best Estimate

 

 

 

 

 

Gross Best Estimate

R0030

 

 

 

 

Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0040

 

 

 

 

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

 

 

 

 

Recoverables from SPV before adjustment for expected losses

R0060

 

 

 

 

Recoverables from Finite Re before adjustment for expected losses

R0070

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0080

 

 

 

 

Best estimate minus recoverables from reinsurance/SPV and Finite Re

R0090

 

 

 

 

Risk Margin

R0100

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

Technical Provisions calculated as a whole

R0110

 

 

 

Best estimate

R0120

 

 

 

 

Risk margin

R0130

 

 

 

Technical provisions - total

R0200

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

 

 

 

▼M3

Best Estimate of products with a surrender option

R0220

 

 

 

 

▼B

Gross BE for Cash flow

 

 

 

 

 

Cash out-flows

 

 

 

 

 

▼M3

Future guaranteed and discretionary benefits

R0230

 

 

 

 

Future guaranteed benefits

R0240

 

 

 

 

Future discretionary benefits

R0250

 

 

 

 

▼B

Future expenses and other cash out-flows

R0260

 

 

 

Cash in-flows

 

 

 

 

 

Future premiums

R0270

 

 

 

Other cash in-flows

R0280

 

 

 

Percentage of gross Best Estimate calculated using approximations

R0290

 

 

 

Surrender value

R0300

 

 

 

Best estimate subject to transitional of the interest rate

R0310

 

 

 

Technical provisions without transitional on interest rate

R0320

 

 

 

Best estimate subject to volatility adjustment

R0330

 

 

 

Technical provisions without volatility adjustment and without others transitional measures

R0340

 

 

 

Best estimate subject to matching adjustment

R0350

 

 

 

Technical provisions without matching adjustment and without all the others

R0360

 

 

 



 

 

Other life insurance

Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations

 

 

 

Contracts without options and guarantees

Contracts with options or guarantees

 

 

C0060

C0070

C0080

C0090

Technical provisions calculated as a whole

R0010

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0020

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

Best Estimate

 

 

 

 

 

Gross Best Estimate

R0030

 

 

 

 

Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0040

 

 

 

 

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

 

 

 

 

Recoverables from SPV before adjustment for expected losses

R0060

 

 

 

 

Recoverables from Finite Re before adjustment for expected losses

R0070

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0080

 

 

 

 

Best estimate minus recoverables from reinsurance/SPV and Finite Re

R0090

 

 

 

 

Risk Margin

R0100

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

Technical Provisions calculated as a whole

R0110

 

 

 

Best estimate

R0120

 

 

 

 

Risk margin

R0130

 

 

 

Technical provisions - total

R0200

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

 

 

 

▼M3

Best Estimate of products with a surrender option

R0220

 

 

 

 

▼B

Gross BE for Cash flow

 

 

 

 

 

Cash out-flows

 

 

 

 

 

▼M3

Future guaranteed and discretionary benefits

R0230

 

 

 

 

Future guaranteed benefits

R0240

 

 

 

 

Future discretionary benefits

R0250

 

 

 

 

▼B

Future expenses and other cash out-flows

R0260

 

 

 

Cash in-flows

 

 

 

 

 

Future premiums

R0270

 

 

 

Other cash in-flows

R0280

 

 

 

Percentage of gross Best Estimate calculated using approximations

R0290

 

 

 

Surrender value

R0300

 

 

 

Best estimate subject to transitional of the interest rate

R0310

 

 

 

Technical provisions without transitional on interest rate

R0320

 

 

 

Best estimate subject to volatility adjustment

R0330

 

 

 

Technical provisions without volatility adjustment and without others transitional measures

R0340

 

 

 

Best estimate subject to matching adjustment

R0350

 

 

 

Technical provisions without matching adjustment and without all the others

R0360

 

 

 



 

 

Accepted reinsurance

 

 

 

Insurance with profit participation

Index-linked and unit-linked insurance

Other life insurance

 

 

C0100

C0110

C0120

C0130

Technical provisions calculated as a whole

R0010

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0020

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

Best Estimate

 

 

 

 

 

Gross Best Estimate

R0030

 

 

 

 

Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0040

 

 

 

 

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

 

 

 

 

Recoverables from SPV before adjustment for expected losses

R0060

 

 

 

 

Recoverables from Finite Re before adjustment for expected losses

R0070

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0080

 

 

 

 

Best estimate minus recoverables from reinsurance/SPV and Finite Re

R0090

 

 

 

 

Risk Margin

R0100

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

Technical Provisions calculated as a whole

R0110

 

 

 

 

Best estimate

R0120

 

 

 

 

Risk margin

R0130

 

 

 

 

Technical provisions - total

R0200

 

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

 

 

 

 

▼M3

Best Estimate of products with a surrender option

R0220

 

 

 

 

▼B

Gross BE for Cash flow

 

 

 

 

 

Cash out-flows

 

 

 

 

 

▼M3

Future guaranteed and discretionary benefits

R0230

 

 

 

 

Future guaranteed benefits

R0240

 

 

 

 

Future discretionary benefits

R0250

 

 

 

 

▼B

Future expenses and other cash out-flows

R0260

 

 

 

 

Cash in-flows

 

 

 

 

 

Future premiums

R0270

 

 

 

 

Other cash in-flows

R0280

 

 

 

 

Percentage of gross Best Estimate calculated using approximations

R0290

 

 

 

 

Surrender value

R0300

 

 

 

 

Best estimate subject to transitional of the interest rate

R0310

 

 

 

 

Technical provisions without transitional on interest rate

R0320

 

 

 

 

Best estimate subject to volatility adjustment

R0330

 

 

 

 

Technical provisions without volatility adjustment and without others transitional measures

R0340

 

 

 

 

Best estimate subject to matching adjustment

R0350

 

 

 

 

Technical provisions without matching adjustment and without all the others

R0360

 

 

 

 



 

 

Accepted reinsurance

Total (Life other than health insurance, incl. Unit-Linked)

 

 

Annuities stemming from non-life accepted insurance contracts and relating to insurance obligation other than health insurance obligations

 

 

C0140

C0150

Technical provisions calculated as a whole

R0010

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0020

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

Best Estimate

 

 

 

Gross Best Estimate

R0030

 

 

Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0040

 

 

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

 

 

Recoverables from SPV before adjustment for expected losses

R0060

 

 

Recoverables from Finite Re before adjustment for expected losses

R0070

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0080

 

 

Best estimate minus recoverables from reinsurance/SPV and Finite Re

R0090

 

 

Risk Margin

R0100

 

 

Amount of the transitional on Technical Provisions

 

 

 

Technical Provisions calculated as a whole

R0110

 

 

Best estimate

R0120

 

 

Risk margin

R0130

 

 

Technical provisions - total

R0200

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

 

 

▼M3

Best Estimate of products with a surrender option

R0220

 

 

▼B

Gross BE for Cash flow

 

 

 

Cash out-flows

 

 

 

▼M3

Future guaranteed and discretionary benefits

R0230

 

 

Future guaranteed benefits

R0240

 

 

Future discretionary benefits

R0250

 

 

▼B

Future expenses and other cash out-flows

R0260

 

 

Cash in-flows

 

 

 

Future premiums

R0270

 

 

Other cash in-flows

R0280

 

 

Percentage of gross Best Estimate calculated using approximations

R0290

 

 

Surrender value

R0300

 

 

Best estimate subject to transitional of the interest rate

R0310

 

 

Technical provisions without transitional on interest rate

R0320

 

 

Best estimate subject to volatility adjustment

R0330

 

 

Technical provisions without volatility adjustment and without others transitional measures

R0340

 

 

Best estimate subject to matching adjustment

R0350

 

 

Technical provisions without matching adjustment and without all the others

R0360

 

 



 

 

Health insurance (direct business)

Annuities stemming from non-life insurance contracts and relating to health insurance obligations

 

 

 

Contracts without options and guarantees

Contracts with options or guarantees

 

 

C0160

C0170

C0180

C0190

Technical provisions calculated as a whole

R0010

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0020

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

Best Estimate

 

 

 

 

 

Gross Best Estimate

R0030

 

 

 

 

Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0040

 

 

 

 

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

 

 

 

 

Recoverables from SPV before adjustment for expected losses

R0060

 

 

 

 

Recoverables from Finite Re before adjustment for expected losses

R0070

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0080

 

 

 

 

Best estimate minus recoverables from reinsurance/SPV and Finite Re

R0090

 

 

 

 

Risk Margin

R0100

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

Technical Provisions calculated as a whole

R0110

 

 

 

Best estimate

R0120

 

 

 

 

Risk margin

R0130

 

 

 

Technical provisions - total

R0200

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

 

 

 

▼M3

Best Estimate of products with a surrender option

R0220

 

 

 

 

▼B

Gross BE for Cash flow

 

 

 

 

 

Cash out-flows

 

 

 

 

 

▼M3

Future guaranteed and discretionary benefits

R0230

 

 

 

 

Future guaranteed benefits

R0240

 

 

 

 

Future discretionary benefits

R0250

 

 

 

 

▼B

Future expenses and other cash out-flows

R0260

 

 

 

Cash in-flows

 

 

 

 

 

Future premiums

R0270

 

 

 

Other cash in-flows

R0280

 

 

 

Percentage of gross Best Estimate calculated using approximations

R0290

 

 

 

Surrender value

R0300

 

 

 

Best estimate subject to transitional of the interest rate

R0310

 

 

 

Technical provisions without transitional on interest rate

R0320

 

 

 

Best estimate subject to volatility adjustment

R0330

 

 

 

Technical provisions without volatility adjustment and without others transitional measures

R0340

 

 

 

Best estimate subject to matching adjustment

R0350

 

 

 

Technical provisions without matching adjustment and without all the others

R0360

 

 

 



 

 

Health reinsurance (reinsurance accepted)

Total (Health similar to life insurance)

 

 

 

 

C0200

C0210

Technical provisions calculated as a whole

R0010

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0020

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

Best Estimate

 

 

 

Gross Best Estimate

R0030

 

 

Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0040

 

 

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

 

 

Recoverables from SPV before adjustment for expected losses

R0060

 

 

Recoverables from Finite Re before adjustment for expected losses

R0070

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0080

 

 

Best estimate minus recoverables from reinsurance/SPV and Finite Re

R0090

 

 

Risk Margin

R0100

 

 

Amount of the transitional on Technical Provisions

 

 

 

Technical Provisions calculated as a whole

R0110

 

 

Best estimate

R0120

 

 

Risk margin

R0130

 

 

Technical provisions - total

R0200

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

 

 

▼M3

Best Estimate of products with a surrender option

R0220

 

 

▼B

Gross BE for Cash flow

 

 

 

Cash out-flows

 

 

 

▼M3

Future guaranteed and discretionary benefits

R0230

 

 

Future guaranteed benefits

R0240

 

 

Future discretionary benefits

R0250

 

 

▼B

Future expenses and other cash out-flows

R0260

 

 

Cash in-flows

 

 

 

Future premiums

R0270

 

 

Other cash in-flows

R0280

 

 

Percentage of gross Best Estimate calculated using approximations

R0290

 

 

Surrender value

R0300

 

 

Best estimate subject to transitional of the interest rate

R0310

 

 

Technical provisions without transitional on interest rate

R0320

 

 

Best estimate subject to volatility adjustment

R0330

 

 

Technical provisions without volatility adjustment and without others transitional measures

R0340

 

 

Best estimate subject to matching adjustment

R0350

 

 

Technical provisions without matching adjustment and without all the others

R0360

 

 

S.12.01.02

Life and Health SLT Technical Provisions



 

 

Insurance with profit participation

Index-linked and unit-linked insurance

Other life insurance

Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations

 

 

 

 

Contracts without options and guarantees

Contracts with options or guarantees

 

Contracts without options and guarantees

Contracts with options or guarantees

(cont.)

 

 

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

 

Technical provisions calculated as a whole

R0010

 

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0020

 

 

 

 

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

 

 

 

 

Best Estimate

 

 

 

 

 

 

 

 

 

 

Gross Best Estimate

R0030

 

 

 

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0080

 

 

 

 

 

 

 

 

 

Best estimate minus recoverables from reinsurance/SPV and Finite Re — total

R0090

 

 

 

 

 

 

 

 

 

Risk Margin

R0100

 

 

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

 

 

 

 

Technical Provisions calculated as a whole

R0110

 

 

 

 

 

 

 

Best estimate

R0120

 

 

 

 

 

 

 

 

 

Risk margin

R0130

 

 

 

 

 

 

 

Technical provisions — total

R0200

 

 

 

 

 

 

 



 

 

Accepted reinsurance

Total (Life other than health insurance, incl. Unit-Linked)

Health insurance (direct business)

Annuities stemming from non-life insurance contracts and relating to health insurance obligations

Health reinsurance (reinsurance accepted)

Total (Health similar to life insurance)

 

 

 

Contracts without options and guarantees

Contracts with options or guarantees

 

 

C0100

C0150

C0160

C0170

C0180

C0190

C0200

C0210

Technical provisions calculated as a whole

R0010

 

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0020

 

 

 

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

 

 

 

Best Estimate

 

 

 

 

 

 

 

 

 

Gross Best Estimate

R0030

 

 

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0080

 

 

 

 

 

 

 

 

Best estimate minus recoverables from reinsurance/SPV and Finite Re — total

R0090

 

 

 

 

 

 

 

 

Risk Margin

R0100

 

 

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

 

 

 

Technical Provisions calculated as a whole

R0110

 

 

 

 

 

 

 

Best estimate

R0120

 

 

 

 

 

 

 

 

Risk margin

R0130

 

 

 

 

 

 

 

Technical provisions — total

R0200

 

 

 

 

 

 

 

SR.12.01.01

Life and Health SLT Technical Provisions



Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

 

Fund/Portfolio number

Z0030

 



 

 

Insurance with profit participation

Index-linked and unit-linked insurance

Other life insurance

Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations

 

 

 

 

Contracts without options and guarantees

Contracts with options or guarantees

 

Contracts without options and guarantees

Contracts with options or guarantees

(cont.)

 

 

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

 

Technical provisions calculated as a whole

R0010

 

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0020

 

 

 

 

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

 

 

 

 

Best Estimate

 

 

 

 

 

 

 

 

 

 

Gross Best Estimate

R0030

 

 

 

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0080

 

 

 

 

 

 

 

 

 

Best estimate minus recoverables from reinsurance/SPV and Finite Re — total

R0090

 

 

 

 

 

 

 

 

 

Risk Margin

R0100

 

 

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

 

 

 

 

Risk margin

R0130

 

 

 

 

 

 

 

Best estimate

R0120

 

 

 

 

 

 

 

 

 

Technical Provisions calculated as a whole

R0110

 

 

 

 

 

 

 

Technical provisions — total

R0200

 

 

 

 

 

 

 



 

 

Accepted reinsurance

Total (Life other than health insurance, including Unit-Linked)

Health insurance (direct business)

Annuities stemming from non-life insurance contracts and relating to health insurance obligations

Health reinsurance (reinsurance accepted)

Total (Health similar to life insurance)

 

 

 

Contracts without options and guarantees

Contracts with options or guarantees

 

 

C0100

C0150

C0160

C0170

C0180

C0190

C0200

C0210

Technical provisions calculated as a whole

R0010

 

 

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP as a whole

R0020

 

 

 

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

 

 

 

Best Estimate

 

 

 

 

 

 

 

 

 

Gross Best Estimate

R0030

 

 

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0080

 

 

 

 

 

 

 

 

Best estimate minus recoverables from reinsurance/SPV and Finite Re — total

R0090

 

 

 

 

 

 

 

 

Risk Margin

R0100

 

 

 

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

 

 

 

Technical Provisions calculated as a whole

R0110

 

 

 

 

 

 

 

 

Best estimate

R0120

 

 

 

 

 

 

 

 

Risk margin

R0130

 

 

 

 

 

 

 

 

Technical provisions — total

R0200

 

 

 

 

 

 

 

 

S.12.02.01

Life and Health SLT Technical Provisions — by country



Gross TP calculated as a whole and Gross BE for different countries

Geographical zone

 

 

Insurance with profit participation

Index-linked and unit-linked insurance

Other life insurance

Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations

Accepted reinsurance

Total (Life other than health insurance, including Unit-Linked)

(cont.)

 

 

 

C0020

C0030

C0060

C0090

C0100

C0150

 

Home country

R0010

 

 

 

 

 

 

 

 

EEA countries outside the materiality threshold — not reported by country

R0020

 

 

 

 

 

 

 

 

Non-EEA countries outside the materiality threshold — not reported by country

R0030

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By country

 

C0010

 

 

 

 

 

 

 

Country 1

R0040

 

 

 

 

 

 

 

 

…

…

 

 

 

 

 

 

 

 



Geographical zone

 

 

Health insurance (direct business)

Annuities stemming from non-life insurance contracts and relating to health insurance obligations

Health reinsurance (reinsurance accepted)

Total (Health similar to life insurance)

 

 

 

C0160

C0190

C0200

C0210

Home country

R0010

 

 

 

 

 

EEA countries outside the materiality threshold — not reported by country

R0020

 

 

 

 

 

Non-EEA countries outside the materiality threshold — not reported by country

R0030

 

 

 

 

 

 

 

 

 

 

 

 

By country

 

C0010

 

 

 

 

Country 1

R0040

 

 

 

 

 

…

…

 

 

 

 

 

S.13.01.01

Projection of future gross cash flows



 

 

Insurance with profit participation

Index linked and unit-linked insurance

 

 

Cash out-flows

Cash in-flows

Cash out-flows

Cash in-flows

 

 

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

 

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Year (projection of undiscounted expected cash-flows)

 

 

 

 

 

 

 

 

 

1

R0010

 

 

 

 

 

 

 

 

2

R0020

 

 

 

 

 

 

 

 

3

R0030

 

 

 

 

 

 

 

 

4

R0040

 

 

 

 

 

 

 

 

5

R0050

 

 

 

 

 

 

 

 

6

R0060

 

 

 

 

 

 

 

 

7

R0070

 

 

 

 

 

 

 

 

8

R0080

 

 

 

 

 

 

 

 

9

R0090

 

 

 

 

 

 

 

 

10

R0100

 

 

 

 

 

 

 

 

11

R0110

 

 

 

 

 

 

 

 

12

R0120

 

 

 

 

 

 

 

 

13

R0130

 

 

 

 

 

 

 

 

14

R0140

 

 

 

 

 

 

 

 

15

R0150

 

 

 

 

 

 

 

 

16

R0160

 

 

 

 

 

 

 

 

17

R0170

 

 

 

 

 

 

 

 

18

R0180

 

 

 

 

 

 

 

 

19

R0190

 

 

 

 

 

 

 

 

20

R0200

 

 

 

 

 

 

 

 

21

R0210

 

 

 

 

 

 

 

 

22

R0220

 

 

 

 

 

 

 

 

23

R0230

 

 

 

 

 

 

 

 

24

R0240

 

 

 

 

 

 

 

 

25

R0250

 

 

 

 

 

 

 

 

26

R0260

 

 

 

 

 

 

 

 

27

R0270

 

 

 

 

 

 

 

 

28

R0280

 

 

 

 

 

 

 

 

29

R0290

 

 

 

 

 

 

 

 

30

R0300

 

 

 

 

 

 

 

 

31-40

R0310

 

 

 

 

 

 

 

 

41-50

R0320

 

 

 

 

 

 

 

 

51 & after

R0330

 

 

 

 

 

 

 

 



 

 

Other life insurance

Annuities stemming from non-life contracts

 

 

Cash out-flows

Cash in-flows

Cash out-flows

Cash in-flows

 

 

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

 

 

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

Year (projection of undiscounted expected cash-flows)

 

 

 

 

 

 

 

 

 

1

R0010

 

 

 

 

 

 

 

 

2

R0020

 

 

 

 

 

 

 

 

3

R0030

 

 

 

 

 

 

 

 

4

R0040

 

 

 

 

 

 

 

 

5

R0050

 

 

 

 

 

 

 

 

6

R0060

 

 

 

 

 

 

 

 

7

R0070

 

 

 

 

 

 

 

 

8

R0080

 

 

 

 

 

 

 

 

9

R0090

 

 

 

 

 

 

 

 

10

R0100

 

 

 

 

 

 

 

 

11

R0110

 

 

 

 

 

 

 

 

12

R0120

 

 

 

 

 

 

 

 

13

R0130

 

 

 

 

 

 

 

 

14

R0140

 

 

 

 

 

 

 

 

15

R0150

 

 

 

 

 

 

 

 

16

R0160

 

 

 

 

 

 

 

 

17

R0170

 

 

 

 

 

 

 

 

18

R0180

 

 

 

 

 

 

 

 

19

R0190

 

 

 

 

 

 

 

 

20

R0200

 

 

 

 

 

 

 

 

21

R0210

 

 

 

 

 

 

 

 

22

R0220

 

 

 

 

 

 

 

 

23

R0230

 

 

 

 

 

 

 

 

24

R0240

 

 

 

 

 

 

 

 

25

R0250

 

 

 

 

 

 

 

 

26

R0260

 

 

 

 

 

 

 

 

27

R0270

 

 

 

 

 

 

 

 

28

R0280

 

 

 

 

 

 

 

 

29

R0290

 

 

 

 

 

 

 

 

30

R0300

 

 

 

 

 

 

 

 

31-40

R0310

 

 

 

 

 

 

 

 

41-50

R0320

 

 

 

 

 

 

 

 

51 & after

R0330

 

 

 

 

 

 

 

 



 

 

Accepted reinsurance

Health insurance

 

 

Cash out-flows

Cash in-flows

Cash out-flows

Cash in-flows

 

 

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

 

 

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

Year (projection of undiscounted expected cash-flows)

 

 

 

 

 

 

 

 

 

1

R0010

 

 

 

 

 

 

 

 

2

R0020

 

 

 

 

 

 

 

 

3

R0030

 

 

 

 

 

 

 

 

4

R0040

 

 

 

 

 

 

 

 

5

R0050

 

 

 

 

 

 

 

 

6

R0060

 

 

 

 

 

 

 

 

7

R0070

 

 

 

 

 

 

 

 

8

R0080

 

 

 

 

 

 

 

 

9

R0090

 

 

 

 

 

 

 

 

10

R0100

 

 

 

 

 

 

 

 

11

R0110

 

 

 

 

 

 

 

 

12

R0120

 

 

 

 

 

 

 

 

13

R0130

 

 

 

 

 

 

 

 

14

R0140

 

 

 

 

 

 

 

 

15

R0150

 

 

 

 

 

 

 

 

16

R0160

 

 

 

 

 

 

 

 

17

R0170

 

 

 

 

 

 

 

 

18

R0180

 

 

 

 

 

 

 

 

19

R0190

 

 

 

 

 

 

 

 

20

R0200

 

 

 

 

 

 

 

 

21

R0210

 

 

 

 

 

 

 

 

22

R0220

 

 

 

 

 

 

 

 

23

R0230

 

 

 

 

 

 

 

 

24

R0240

 

 

 

 

 

 

 

 

25

R0250

 

 

 

 

 

 

 

 

26

R0260

 

 

 

 

 

 

 

 

27

R0270

 

 

 

 

 

 

 

 

28

R0280

 

 

 

 

 

 

 

 

29

R0290

 

 

 

 

 

 

 

 

30

R0300

 

 

 

 

 

 

 

 

31-40

R0310

 

 

 

 

 

 

 

 

41-50

R0320

 

 

 

 

 

 

 

 

51 & after

R0330

 

 

 

 

 

 

 

 



 

 

Health reinsurance

Total recoverable from reinsurance (after the adjustment)

 

 

Cash out-flows

Cash in-flows

 

 

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

 

 

C0250

C0260

C0270

C0280

C0290

Year (projection of undiscounted expected cash-flows)

 

 

 

 

 

 

1

R0010

 

 

 

 

 

2

R0020

 

 

 

 

 

3

R0030

 

 

 

 

 

4

R0040

 

 

 

 

 

5

R0050

 

 

 

 

 

6

R0060

 

 

 

 

 

7

R0070

 

 

 

 

 

8

R0080

 

 

 

 

 

9

R0090

 

 

 

 

 

10

R0100

 

 

 

 

 

11

R0110

 

 

 

 

 

12

R0120

 

 

 

 

 

13

R0130

 

 

 

 

 

14

R0140

 

 

 

 

 

15

R0150

 

 

 

 

 

16

R0160

 

 

 

 

 

17

R0170

 

 

 

 

 

18

R0180

 

 

 

 

 

19

R0190

 

 

 

 

 

20

R0200

 

 

 

 

 

21

R0210

 

 

 

 

 

22

R0220

 

 

 

 

 

23

R0230

 

 

 

 

 

24

R0240

 

 

 

 

 

25

R0250

 

 

 

 

 

26

R0260

 

 

 

 

 

27

R0270

 

 

 

 

 

28

R0280

 

 

 

 

 

29

R0290

 

 

 

 

 

30

R0300

 

 

 

 

 

31-40

R0310

 

 

 

 

 

41-50

R0320

 

 

 

 

 

51 & after

R0330

 

 

 

 

 

S.14.01.01

Life obligations analysis



Portfolio

Product ID code

Fund number

Line of Business

Number of contracts at the end of the year

Number of new contracts during year

Total amount of written premiums

Total amount of claims paid during year

Country

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

 

 

 

 

 

 

 

 



Characterictics of product

Product ID code

Product classification

Type of product

Product denomination

Product still commercialised?

Type of premium

Use of financial instrument for replication?

Number of HRGs in products

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

 

 

 

 

 

 

 

 



Information on Homogeneous risk groups

HRG code

►M1  Best Estimate and Technical Provisions as a whole  ◄

Capital-at-risk

Surrender value

Annualised guaranteed rate (over average duration of guarantee)

C0170

C0180

C0190

C0200

C0210

 

 

 

 

 



Information on products and homogeneous risk groups

Product ID code

HRG code

C0220

C0230

 

 



S.15.01.01

Description of the guarantees of variable annuities

Product ID code

Product Denomination

Description of the product

Initial date of guarantee

Final date of guarantee

Type of guarantee

Guareanteed level

Description of the guarantee

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

 

 

 

 

 

 

 

 



S.15.01.04

Description of the guarantees of variable annuities

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Product ID code

Product Denomination

Description of the product

Initial date of guarantee

Final date of guarantee

Type of guarantee

Guareanteed level

Description of the guarantee

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

A1

 

 

 

 

 

 

 

 

 

 



S.15.02.01

Hedging of guarantees of variable annuities

Product ID code

Product Denomination

Type of hedging

Delta hedged

Rho hedged

Gamma hedged

Vega hedged

FX hedged

Other hedged risks

Economic result without hedging

Economic result with hedging

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

 

 

 

 

 

 

 

 

 

 

 

S.15.02.04

Hedging of guarantees of variable annuities



Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Product ID code

Product Denomination

Type of hedging

Delta hedged

Rho hedged

(cont)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

 

 

 

 

 

 

 

 

 

 



Gamma hedged

Vega hedged

FX hedged

Other hedged risks

Economic result without hedging

Economic result with hedging

C0090

C0100

C0110

C0120

C0130

C0140

 

 

 

 

 

 

S.16.01.01

Information on annuities stemming from Non-Life Insurance obligations



The related non-life line of business

Z0010

 

Accident year / Underwriting year

Z0020

 

Currency

Z0030

 

Currency conversion

Z0040

 

 

 

 

Information on year N:

 

C0010

The average interest rate

R0010

 

The average duration of the obligations

R0020

 

The weighted average age of the beneficiaries

R0030

 



Annuities information

Year

 

Undiscounted annuity claims provisions at the start of year N

Undiscounted annuity claims provisions set up during year N

Annuity payments paid during year N

Undiscounted annuity claims provisions at the end of year N

Number of annuities obligations at the end of year N

Best Estimate for annuity claims provisions at the end of year N (discounted basis)

Undiscounted development result

 

 

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Prior years

R0040

 

 

 

 

 

 

 

N-14

R0050

 

 

 

 

 

 

 

N-13

R0060

 

 

 

 

 

 

 

N-12

R0070

 

 

 

 

 

 

 

N-11

R0080

 

 

 

 

 

 

 

N-10

R0090

 

 

 

 

 

 

 

N-9

R0100

 

 

 

 

 

 

 

N-8

R0110

 

 

 

 

 

 

 

N-7

R0120

 

 

 

 

 

 

 

N-6

R0130

 

 

 

 

 

 

 

N-5

R0140

 

 

 

 

 

 

 

N-4

R0150

 

 

 

 

 

 

 

N-3

R0160

 

 

 

 

 

 

 

N-2

R0170

 

 

 

 

 

 

 

N-1

R0180

 

 

 

 

 

 

 

N

R0190

 

 

 

 

 

 

 

Total

R0200

 

 

 

 

 

 

 

S.17.01.01

Non-life Technical Provisions



 

 

Direct business and accepted proportional reinsurance

 

 

Medical expense insurance

Income protection insurance

Workers' compensation insurance

Motor vehicle liability insurance

Other motor insurance

Marine, aviation and transport insurance

 

 

C0020

C0030

C0040

C0050

C0060

C0070

Technical provisions calculated as a whole

R0010

 

 

 

 

 

 

Direct business

R0020

 

 

 

 

 

 

Accepted proportional reinsurance business

R0030

 

 

 

 

 

 

Accepted non-proportional reinsurance

R0040

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0050

 

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

 

Best estimate

 

 

 

 

 

 

 

Premium provisions

 

 

 

 

 

 

 

Gross — Total

R0060

 

 

 

 

 

 

Gross — direct business

R0070

 

 

 

 

 

 

Gross — accepted proportional reinsurance business

R0080

 

 

 

 

 

 

Gross — accepted non-proportional reinsurance business

R0090

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0100

 

 

 

 

 

 

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0110

 

 

 

 

 

 

Recoverables from SPV before adjustment for expected losses

R0120

 

 

 

 

 

 

Recoverables from Finite Reinsurance before adjustment for expected losses

R0130

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0140

 

 

 

 

 

 

Net Best Estimate of Premium Provisions

R0150

 

 

 

 

 

 

Claims provisions

 

 

 

 

 

 

 

Gross — Total

R0160

 

 

 

 

 

 

Gross — direct business

R0170

 

 

 

 

 

 

Gross — accepted proportional reinsurance business

R0180

 

 

 

 

 

 

Gross — accepted non-proportional reinsurance business

R0190

 

 

 

 

 

 



 

 

Direct business and accepted proportional reinsurance

 

 

Fire and other damage to property insurance

General liability insurance

Credit and suretyship insurance

Legal expenses insurance

Assistance

Miscellaneous financial loss

 

 

C0080

C0090

C0100

C0110

C0120

C0130

Technical provisions calculated as a whole

R0010

 

 

 

 

 

 

Direct business

R0020

 

 

 

 

 

 

Accepted proportional reinsurance business

R0030

 

 

 

 

 

 

Accepted non-proportional reinsurance

R0040

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0050

 

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

 

Best estimate

 

 

 

 

 

 

 

Premium provisions

 

 

 

 

 

 

 

Gross — Total

R0060

 

 

 

 

 

 

Gross — direct business

R0070

 

 

 

 

 

 

Gross — accepted proportional reinsurance business

R0080

 

 

 

 

 

 

Gross — accepted non-proportional reinsurance business

R0090

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0100

 

 

 

 

 

 

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0110

 

 

 

 

 

 

Recoverables from SPV before adjustment for expected losses

R0120

 

 

 

 

 

 

Recoverables from Finite Reinsurance before adjustment for expected losses

R0130

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0140

 

 

 

 

 

 

Net Best Estimate of Premium Provisions

R0150

 

 

 

 

 

 

Claims provisions

 

 

 

 

 

 

 

Gross — Total

R0160

 

 

 

 

 

 

Gross — direct business

R0170

 

 

 

 

 

 

Gross — accepted proportional reinsurance business

R0180

 

 

 

 

 

 

Gross — accepted non-proportional reinsurance business

R0190

 

 

 

 

 

 



 

 

Accepted non-proportional reinsurance

Total Non-Life obligation

 

 

Non-proportional health reinsurance

Non-proportional casualty reinsurance

Non-proportional marine, aviation and transport reinsurance

Non-proportional property reinsurance

 

 

C0140

C0150

C0160

C0170

C0180

Technical provisions calculated as a whole

R0010

 

 

 

 

 

Direct business

R0020

 

 

 

 

 

Accepted proportional reinsurance business

R0030

 

 

 

 

 

Accepted non-proportional reinsurance

R0040

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0050

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

Best estimate

 

 

 

 

 

 

Premium provisions

 

 

 

 

 

 

Gross — Total

R0060

 

 

 

 

 

Gross — direct business

R0070

 

 

 

 

 

Gross — accepted proportional reinsurance business

R0080

 

 

 

 

 

Gross — accepted non-proportional reinsurance business

R0090

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0100

 

 

 

 

 

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0110

 

 

 

 

 

Recoverables from SPV before adjustment for expected losses

R0120

 

 

 

 

 

Recoverables from Finite Reinsurance before adjustment for expected losses

R0130

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0140

 

 

 

 

 

Net Best Estimate of Premium Provisions

R0150

 

 

 

 

 

Claims provisions

 

 

 

 

 

 

Gross — Total

R0160

 

 

 

 

 

Gross — direct business

R0170

 

 

 

 

 

Gross — accepted proportional reinsurance business

R0180

 

 

 

 

 

Gross — accepted non-proportional reinsurance business

R0190

 

 

 

 

 



 

 

Direct business and accepted proportional reinsurance

 

 

Medical expense insurance

Income protection insurance

Workers' compensation insurance

Motor vehicle liability insurance

Other motor insurance

Marine, aviation and transport insurance

 

 

C0020

C0030

C0040

C0050

C0060

C0070

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0200

 

 

 

 

 

 

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0210

 

 

 

 

 

 

Recoverables from SPV before adjustment for expected losses

R0220

 

 

 

 

 

 

Recoverables from Finite Reinsurance before adjustment for expected losses

R0230

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0240

 

 

 

 

 

 

Net Best Estimate of Claims Provisions

R0250

 

 

 

 

 

 

Total Best estimate — gross

R0260

 

 

 

 

 

 

Total Best estimate — net

R0270

 

 

 

 

 

 

Risk margin

R0280

 

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

 

TP as a whole

R0290

 

 

 

 

 

 

Best estimate

R0300

 

 

 

 

 

 

Risk margin

R0310

 

 

 

 

 

 

Technical provisions — total

 

 

 

 

 

 

 

Technical provisions — total

R0320

 

 

 

 

 

 

Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

R0330

 

 

 

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re- total

R0340

 

 

 

 

 

 

Line of Business: further segmentation (Homogeneous Risk Groups)

 

 

 

 

 

 

 

Premium provisions — Total number of homogeneous risk groups

R0350

 

 

 

 

 

 

Claims provisions — Total number of homogeneous risk groups

R0360

 

 

 

 

 

 

Cash-flows of the Best estimate of Premium Provisions (Gross)

 

 

 

 

 

 

 

Cash out-flows

 

 

 

 

 

 

 

Future benefits and claims

R0370

 

 

 

 

 

 

Future expenses and other cash-out flows

R0380

 

 

 

 

 

 

Cash in-flows

 

 

 

 

 

 

 

Future premiums

R0390

 

 

 

 

 

 

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0400

 

 

 

 

 

 



 

 

Direct business and accepted proportional reinsurance

 

 

Fire and other damage to property insurance

General liability insurance

Credit and suretyship insurance

Legal expenses insurance

Assistance

Miscellaneous financial loss

 

 

C0080

C0090

C0100

C0110

C0120

C0130

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0200

 

 

 

 

 

 

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0210

 

 

 

 

 

 

Recoverables from SPV before adjustment for expected losses

R0220

 

 

 

 

 

 

Recoverables from Finite Reinsurance before adjustment for expected losses

R0230

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0240

 

 

 

 

 

 

Net Best Estimate of Claims Provisions

R0250

 

 

 

 

 

 

Total Best estimate — gross

R0260

 

 

 

 

 

 

Total Best estimate — net

R0270

 

 

 

 

 

 

Risk margin

R0280

 

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

 

TP as a whole

R0290

 

 

 

 

 

 

Best estimate

R0300

 

 

 

 

 

 

Risk margin

R0310

 

 

 

 

 

 

Technical provisions — total

 

 

 

 

 

 

 

Technical provisions — total

R0320

 

 

 

 

 

 

Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

R0330

 

 

 

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re- total

R0340

 

 

 

 

 

 

Line of Business: further segmentation (Homogeneous Risk Groups)

 

 

 

 

 

 

 

Premium provisions — Total number of homogeneous risk groups

R0350

 

 

 

 

 

 

Claims provisions — Total number of homogeneous risk groups

R0360

 

 

 

 

 

 

Cash-flows of the Best estimate of Premium Provisions (Gross)

 

 

 

 

 

 

 

Cash out-flows

 

 

 

 

 

 

 

Future benefits and claims

R0370

 

 

 

 

 

 

Future expenses and other cash-out flows

R0380

 

 

 

 

 

 

Cash in-flows

 

 

 

 

 

 

 

Future premiums

R0390

 

 

 

 

 

 

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0400

 

 

 

 

 

 



 

 

Accepted non-proportional reinsurance

Total Non-Life obligation

 

 

Non-proportional health reinsurance

Non-proportional casualty reinsurance

Non-proportional marine, aviation and transport reinsurance

Non-proportional property reinsurance

 

 

C0140

C0150

C0160

C0170

C0180

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0200

 

 

 

 

 

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0210

 

 

 

 

 

Recoverables from SPV before adjustment for expected losses

R0220

 

 

 

 

 

Recoverables from Finite Reinsurance before adjustment for expected losses

R0230

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0240

 

 

 

 

 

Net Best Estimate of Claims Provisions

R0250

 

 

 

 

 

Total Best estimate — gross

R0260

 

 

 

 

 

Total Best estimate — net

R0270

 

 

 

 

 

Risk margin

R0280

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

TP as a whole

R0290

 

 

 

 

 

Best estimate

R0300

 

 

 

 

 

Risk margin

R0310

 

 

 

 

 

Technical provisions — total

 

 

 

 

 

 

Technical provisions — total

R0320

 

 

 

 

 

Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

R0330

 

 

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re- total

R0340

 

 

 

 

 

Line of Business: further segmentation (Homogeneous Risk Groups)

 

 

 

 

 

 

Premium provisions — Total number of homogeneous risk groups

R0350

 

 

 

 

 

Claims provisions — Total number of homogeneous risk groups

R0360

 

 

 

 

 

Cash-flows of the Best estimate of Premium Provisions (Gross)

 

 

 

 

 

 

Cash out-flows

 

 

 

 

 

 

Future benefits and claims

R0370

 

 

 

 

 

Future expenses and other cash-out flows

R0380

 

 

 

 

 

Cash in-flows

 

 

 

 

 

 

Future premiums

R0390

 

 

 

 

 

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0400

 

 

 

 

 



 

 

Direct business and accepted proportional reinsurance

 

 

Medical expense insurance

Income protection insurance

Workers' compensation insurance

Motor vehicle liability insurance

Other motor insurance

Marine, aviation and transport insurance

 

 

C0020

C0030

C0040

C0050

C0060

C0070

Cash-flows of the Best estimate of Claims Provisions (Gross)

 

 

 

 

 

 

 

Cash out-flows

 

 

 

 

 

 

 

Future benefits and claims

R0410

 

 

 

 

 

 

Future expenses and other cash-out flows

R0420

 

 

 

 

 

 

Cash in-flows

 

 

 

 

 

 

 

Future premiums

R0430

 

 

 

 

 

 

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0440

 

 

 

 

 

 

Percentage of gross Best Estimate calculated using approximations

R0450

 

 

 

 

 

 

Best estimate subject to transitional of the interest rate

R0460

 

 

 

 

 

 

Technical provisions without transitional on interest rate

R0470

 

 

 

 

 

 

Best estimate subject to volatility adjustment

R0480

 

 

 

 

 

 

Technical provisions without volatility adjustment and without others transitional measures

R0490

 

 

 

 

 

 



 

 

Direct business and accepted proportional reinsurance

 

 

Fire and other damage to property insurance

General liability insurance

Credit and suretyship insurance

Legal expenses insurance

Assistance

Miscellaneous financial loss

 

 

C0080

C0090

C0100

C0110

C0120

C0130

Cash-flows of the Best estimate of Claims Provisions (Gross)

 

 

 

 

 

 

 

Cash out-flows

 

 

 

 

 

 

 

Future benefits and claims

R0410

 

 

 

 

 

 

Future expenses and other cash-out flows

R0420

 

 

 

 

 

 

Cash in-flows

 

 

 

 

 

 

 

Future premiums

R0430

 

 

 

 

 

 

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0440

 

 

 

 

 

 

Percentage of gross Best Estimate calculated using approximations

R0450

 

 

 

 

 

 

Best estimate subject to transitional of the interest rate

R0460

 

 

 

 

 

 

Technical provisions without transitional on interest rate

R0470

 

 

 

 

 

 

Best estimate subject to volatility adjustment

R0480

 

 

 

 

 

 

Technical provisions without volatility adjustment and without others transitional measures

R0490

 

 

 

 

 

 



 

 

Accepted non-proportional reinsurance

Total Non-Life obligation

 

 

Non-proportional health reinsurance

Non-proportional casualty reinsurance

Non-proportional marine, aviation and transport reinsurance

Non-proportional property reinsurance

 

 

C0140

C0150

C0160

C0170

C0180

Cash-flows of the Best estimate of Claims Provisions (Gross)

 

 

 

 

 

 

Cash out-flows

 

 

 

 

 

 

Future benefits and claims

R0410

 

 

 

 

 

Future expenses and other cash-out flows

R0420

 

 

 

 

 

Cash in-flows

 

 

 

 

 

 

Future premiums

R0430

 

 

 

 

 

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0440

 

 

 

 

 

Percentage of gross Best Estimate calculated using approximations

R0450

 

 

 

 

 

Best estimate subject to transitional of the interest rate

R0460

 

 

 

 

 

Technical provisions without transitional on interest rate

R0470

 

 

 

 

 

Best estimate subject to volatility adjustment

R0480

 

 

 

 

 

Technical provisions without volatility adjustment and without others transitional measures

R0490

 

 

 

 

 

S.17.01.02

Non-life Technical Provisions



 

 

Direct business and accepted proportional reinsurance

 

 

Medical expense insurance

Income protection insurance

Workers' compensation insurance

Motor vehicle liability insurance

Other motor insurance

Marine, aviation and transport insurance

 

 

C0020

C0030

C0040

C0050

C0060

C0070

Technical provisions calculated as a whole

R0010

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0050

 

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

 

Best estimate

 

 

 

 

 

 

 

Premium provisions

 

 

 

 

 

 

 

Gross

R0060

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0140

 

 

 

 

 

 

Net Best Estimate of Premium Provisions

R0150

 

 

 

 

 

 

Claims provisions

 

 

 

 

 

 

 

Gross

R0160

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0240

 

 

 

 

 

 

Net Best Estimate of Claims Provisions

R0250

 

 

 

 

 

 

Total Best estimate — gross

R0260

 

 

 

 

 

 

Total Best estimate — net

R0270

 

 

 

 

 

 

Risk margin

R0280

 

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

 

Technical Provisions calculated as a whole

R0290

 

 

 

 

 

 

Best estimate

R0300

 

 

 

 

 

 

Risk margin

R0310

 

 

 

 

 

 

Technical provisions — total

 

 

 

 

 

 

 

Technical provisions — total

R0320

 

 

 

 

 

 

Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

R0330

 

 

 

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

R0340

 

 

 

 

 

 



 

 

Direct business and accepted proportional reinsurance

 

 

Fire and other damage to property insurance

General liability insurance

Credit and suretyship insurance

Legal expenses insurance

Assistance

Miscellaneous financial loss

 

 

C0080

C0090

C0100

C0110

C0120

C0130

Technical provisions calculated as a whole

R0010

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0050

 

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

 

Best estimate

 

 

 

 

 

 

 

Premium provisions

 

 

 

 

 

 

 

Gross

R0060

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0140

 

 

 

 

 

 

Net Best Estimate of Premium Provisions

R0150

 

 

 

 

 

 

Claims provisions

 

 

 

 

 

 

 

Gross

R0160

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0240

 

 

 

 

 

 

Net Best Estimate of Claims Provisions

R0250

 

 

 

 

 

 

Total Best estimate — gross

R0260

 

 

 

 

 

 

Total Best estimate — net

R0270

 

 

 

 

 

 

Risk margin

R0280

 

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

 

Technical Provisions calculated as a whole

R0290

 

 

 

 

 

 

Best estimate

R0300

 

 

 

 

 

 

Risk margin

R0310

 

 

 

 

 

 

Technical provisions — total

 

 

 

 

 

 

 

Technical provisions — total

R0320

 

 

 

 

 

 

Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

R0330

 

 

 

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

R0340

 

 

 

 

 

 



 

 

Accepted non-proportional reinsurance

Total Non-Life obligation

 

 

Non-proportional health reinsurance

Non-proportional casualty reinsurance

Non-proportional marine, aviation and transport reinsurance

Non-proportional property reinsurance

 

 

C0140

C0150

C0160

C0170

C0180

Technical provisions calculated as a whole

R0010

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0050

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

Best estimate

 

 

 

 

 

 

Premium provisions

 

 

 

 

 

 

Gross

R0060

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0140

 

 

 

 

 

Net Best Estimate of Premium Provisions

R0150

 

 

 

 

 

Claims provisions

 

 

 

 

 

 

Gross

R0160

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0240

 

 

 

 

 

Net Best Estimate of Claims Provisions

R0250

 

 

 

 

 

Total Best estimate — gross

R0260

 

 

 

 

 

Total Best estimate — net

R0270

 

 

 

 

 

Risk margin

R0280

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

Technical Provisions calculated as a whole

R0290

 

 

 

 

 

Best estimate

R0300

 

 

 

 

 

Risk margin

R0310

 

 

 

 

 

Technical provisions — total

 

 

 

 

 

 

Technical provisions — total

R0320

 

 

 

 

 

Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

R0330

 

 

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

R0340

 

 

 

 

 

S.17.01.01

Non-life Technical Provisions



Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

 

Fund/Portfolio number

Z0030

 



 

 

Direct business and accepted proportional reinsurance

 

 

Medical expense insurance

Income protection insurance

Workers' compensation insurance

Motor vehicle liability insurance

Other motor insurance

Marine, aviation and transport insurance

 

 

C0020

C0030

C0040

C0050

C0060

C0070

Technical provisions calculated as a whole

R0010

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0050

 

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

 

Best estimate

 

 

 

 

 

 

 

Premium provisions

 

 

 

 

 

 

 

Gross

R0060

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0140

 

 

 

 

 

 

Net Best Estimate of Premium Provisions

R0150

 

 

 

 

 

 

Claims provisions

 

 

 

 

 

 

 

Gross

R0160

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0240

 

 

 

 

 

 

Net Best Estimate of Claims Provisions

R0250

 

 

 

 

 

 

Total Best estimate — gross

R0260

 

 

 

 

 

 

Total Best estimate — net

R0270

 

 

 

 

 

 

Risk margin

R0280

 

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

 

Technical Provisions calculated as a whole

R0290

 

 

 

 

 

 

Best estimate

R0300

 

 

 

 

 

 

Risk margin

R0310

 

 

 

 

 

 

Technical provisions — total

 

 

 

 

 

 

 

Technical provisions — total

R0320

 

 

 

 

 

 

Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

R0330

 

 

 

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

R0340

 

 

 

 

 

 



 

 

Direct business and accepted proportional reinsurance

 

 

Fire and other damage to property insurance

General liability insurance

Credit and suretyship insurance

Legal expenses insurance

Assistance

Miscellaneous financial loss

 

 

C0080

C0090

C0100

C0110

C0120

C0130

Technical provisions calculated as a whole

R0010

 

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0050

 

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

 

Best estimate

 

 

 

 

 

 

 

Premium provisions

 

 

 

 

 

 

 

Gross

R0060

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0140

 

 

 

 

 

 

Net Best Estimate of Premium Provisions

R0150

 

 

 

 

 

 

Claims provisions

 

 

 

 

 

 

 

Gross

R0160

 

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0240

 

 

 

 

 

 

Net Best Estimate of Claims Provisions

R0250

 

 

 

 

 

 

Total Best estimate — gross

R0260

 

 

 

 

 

 

Total Best estimate — net

R0270

 

 

 

 

 

 

Risk margin

R0280

 

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

 

Technical Provisions calculated as a whole

R0290

 

 

 

 

 

 

Best estimate

R0300

 

 

 

 

 

 

Risk margin

R0310

 

 

 

 

 

 

Technical provisions — total

 

 

 

 

 

 

 

Technical provisions — total

R0320

 

 

 

 

 

 

Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

R0330

 

 

 

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

R0340

 

 

 

 

 

 



 

 

Accepted non-proportional reinsurance

Total Non-Life obligation

 

 

Non-proportional health reinsurance

Non-proportional casualty reinsurance

Non-proportional marine, aviation and transport reinsurance

Non-proportional property reinsurance

 

 

C0140

C0150

C0160

C0170

C0180

Technical provisions calculated as a whole

R0010

 

 

 

 

 

Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole

R0050

 

 

 

 

 

Technical provisions calculated as a sum of BE and RM

 

 

 

 

 

 

Best estimate

 

 

 

 

 

 

Premium provisions

 

 

 

 

 

 

Gross

R0060

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0140

 

 

 

 

 

Net Best Estimate of Premium Provisions

R0150

 

 

 

 

 

Claims provisions

 

 

 

 

 

 

Gross

R0160

 

 

 

 

 

Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default

R0240

 

 

 

 

 

Net Best Estimate of Claims Provisions

R0250

 

 

 

 

 

Total Best estimate — gross

R0260

 

 

 

 

 

Total Best estimate — net

R0270

 

 

 

 

 

Risk margin

R0280

 

 

 

 

 

Amount of the transitional on Technical Provisions

 

 

 

 

 

 

Technical Provisions calculated as a whole

R0290

 

 

 

 

 

Best estimate

R0300

 

 

 

 

 

Risk margin

R0310

 

 

 

 

 

Technical provisions — total

 

 

 

 

 

 

Technical provisions — total

R0320

 

 

 

 

 

Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total

R0330

 

 

 

 

 

Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total

R0340

 

 

 

 

 

S.17.02.01

Non-Life Technical Provisions — By country

Gross TP calculated as a whole and Gross BE for different countries



 

 

 

Direct business

Geographical zone

 

 

Medical expense insurance

Income protection insurance

Workers' compensation insurance

Motor vehicle liability insurance

Other motor insurance

Marine, aviation and transport insurance

Fire and other damage to property insurance

 

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Home country

R0010

 

 

 

 

 

 

 

 

EEA countries outside the materiality threshold — not reported by country

R0020

 

 

 

 

 

 

 

 

Non-EEA countries outside the materiality threshold — not reported by country

R0030

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By country

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Country 1

R0040

 

 

 

 

 

 

 

 

…

 

 

 

 

 

 

 

 

 



 

 

 

Direct business

Geographical zone

 

 

General liability insurance

Credit and suretyship insurance

Legal expenses insurance

Assistance

Miscellaneous financial loss

 

 

C0010

C0090

C0100

C0110

C0120

C0130

Home country

R0010

 

 

 

 

 

 

EEA countries outside the materiality threshold — not reported by country

R0020

 

 

 

 

 

 

Non-EEA countries outside the materiality threshold — not reported by country

R0030

 

 

 

 

 

 

 

 

 

 

 

 

 

 

By country

 

C0010

C0090

C0100

C0110

C0120

C0130

Country 1

R0040

 

 

 

 

 

 

…

 

 

 

 

 

 

 



S.18.01.01

Projection of future cash flows (Best Estimate — Non Life)

 

 

Best Estimate Premium Provision

(Gross)

Best Estimate Claim Provision

(Gross)

Total recoverable from reinsurance

(after the adjustment)

 

 

Cash out-flows

Cash in-flows

Cash out-flows

Cash in-flows

 

 

Future benefits

Future expenses and other cash-out flows

Future premiums

Other cash-in flows

Future benefits

Future expenses and other cash-out flows

Future premiums

Other cash-in flows

 

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

Year

(projection of undiscounted expected cash-flows)

 

 

 

 

 

 

 

 

 

 

1

R0010

 

 

 

 

 

 

 

 

 

2

R0020

 

 

 

 

 

 

 

 

 

3

R0030

 

 

 

 

 

 

 

 

 

4

R0040

 

 

 

 

 

 

 

 

 

5

R0050

 

 

 

 

 

 

 

 

 

6

R0060

 

 

 

 

 

 

 

 

 

7

R0070

 

 

 

 

 

 

 

 

 

8

R0080

 

 

 

 

 

 

 

 

 

9

R0090

 

 

 

 

 

 

 

 

 

10

R0100

 

 

 

 

 

 

 

 

 

11

R0110

 

 

 

 

 

 

 

 

 

12

R0120

 

 

 

 

 

 

 

 

 

13

R0130

 

 

 

 

 

 

 

 

 

14

R0140

 

 

 

 

 

 

 

 

 

15

R0150

 

 

 

 

 

 

 

 

 

16

R0160

 

 

 

 

 

 

 

 

 

17

R0170

 

 

 

 

 

 

 

 

 

18

R0180

 

 

 

 

 

 

 

 

 

19

R0190

 

 

 

 

 

 

 

 

 

20

R0200

 

 

 

 

 

 

 

 

 

21

R0210

 

 

 

 

 

 

 

 

 

22

R0220

 

 

 

 

 

 

 

 

 

23

R0230

 

 

 

 

 

 

 

 

 

24

R0240

 

 

 

 

 

 

 

 

 

25

R0250

 

 

 

 

 

 

 

 

 

26

R0260

 

 

 

 

 

 

 

 

 

27

R0270

 

 

 

 

 

 

 

 

 

28

R0280

 

 

 

 

 

 

 

 

 

29

R0290

 

 

 

 

 

 

 

 

 

30

R0300

 

 

 

 

 

 

 

 

 

31 & after

R0310

 

 

 

 

 

 

 

 

 

S.19.01.01

Non-life insurance claims



Line of business

Z0010

 

Accident year / Underwriting year

Z0020

 

Currency

Z0030

 

Currency conversion

Z0040

 



Gross Claims Paid (non-cumulative)

(absolute amount)

Development year

Year

 

0

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15 & +

 

 

In Current year

 

Sum of years (cumulative)

 

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

 

 

C0170

 

C0180

Prior

R0100

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0100

 

 

 

N-14

R0110

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0110

 

 

 

N-13

R0120

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0120

 

 

 

N-12

R0130

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0130

 

 

 

N-11

R0140

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0140

 

 

 

N-10

R0150

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0150

 

 

 

N-9

R0160

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0160

 

 

 

N-8

R0170

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0170

 

 

 

N-7

R0180

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0180

 

 

 

N-6

R0190

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0190

 

 

 

N-5

R0200

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0200

 

 

 

N-4

R0210

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0210

 

 

 

N-3

R0220

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0220

 

 

 

N-2

R0230

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0230

 

 

 

N-1

R0240

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0240

 

 

 

N

R0250

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0250

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

R0260

 

 

 



Reinsurance Recoveries received (non-cumulative)

(absolute amount)

Development year

Year

 

0

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15 & +

 

 

In Current year

 

Sum of years (cumulative)

 

 

C0600

C0610

C0620

C0630

C0640

C0650

C0660

C0670

C0680

C0690

C0700

C0710

C0720

C0730

C0740

C0750

 

 

C0760

 

C0770

Prior

R0300

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0300

 

 

 

N-14

R0310

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0310

 

 

 

N-13

R0320

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0320

 

 

 

N-12

R0330

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0330

 

 

 

N-11

R0340

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0340

 

 

 

N-10

R0350

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0350

 

 

 

N-9

R0360

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0360

 

 

 

N-8

R0370

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0370

 

 

 

N-7

R0380

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0380

 

 

 

N-6

R0390

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0390

 

 

 

N-5

R0400

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0400

 

 

 

N-4

R0410

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0410

 

 

 

N-3

R0420

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0420

 

 

 

N-2

R0430

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0430

 

 

 

N-1

R0440

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0440

 

 

 

N

R0450

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0450

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

R0460

 

 

 



Net Claims Paid (non-cumulative)

(absolute amount)

Development year

Year

 

0

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15 & +

 

 

In Current year

 

Sum of years (cumulative)

 

 

C1200

C1210

C1220

C1230

C1240

C1250

C1260

C1270

C1280

C1290

C1300

C1310

C1320

C1330

C1340

C1350

 

 

C1360

 

C1370

Prior

R0500

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0500

 

 

 

N-14

R0510

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0510

 

 

 

N-13

R0520

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0520

 

 

 

N-12

R0530

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0530

 

 

 

N-11

R0540

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0540

 

 

 

N-10

R0550

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0550

 

 

 

N-9

R0560

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0560

 

 

 

N-8

R0570

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0570

 

 

 

N-7

R0580

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0580

 

 

 

N-6

R0590

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0590

 

 

 

N-5

R0600

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0600

 

 

 

N-4

R0610

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0610

 

 

 

N-3

R0620

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0620

 

 

 

N-2

R0630

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0630

 

 

 

N-1

R0640

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0640

 

 

 

N

R0650

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0650

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

R0660

 

 

 



Gross undiscounted Best Estimate Claims Provisions

(absolute amount)

Development year

Year

 

0

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15 & +

 

 

Year end (discounted data)

 

 

C0200

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

C0290

C0300

C0310

C0320

C0330

C0340

C0350

 

 

C0360

Prior

R0100

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0100

 

N-14

R0110

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0110

 

N-13

R0120

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0120

 

N-12

R0130

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0130

 

N-11

R0140

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0140

 

N-10

R0150

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0150

 

N-9

R0160

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0160

 

N-8

R0170

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0170

 

N-7

R0180

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0180

 

N-6

R0190

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0190

 

N-5

R0200

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0200

 

N-4

R0210

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0210

 

N-3

R0220

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0220

 

N-2

R0230

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0230

 

N-1

R0240

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0240

 

N

R0250

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0250

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

R0260

 



Undiscounted Best Estimate Claims Provisions — Reinsurance recoverable

(absolute amount)

Development year

Year

 

0

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15 & +

 

 

Year end (discounted data)

 

 

C0800

C0810

C0820

C0830

C0840

C0850

C0860

C0870

C0880

C0890

C0900

C0910

C0920

C0930

C0940

C0950

 

 

C0960

Prior

R0300

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0300

 

N-14

R0310

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0310

 

N-13

R0320

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0320

 

N-12

R0330

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0330

 

N-11

R0340

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0340

 

N-10

R0350

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0350

 

N-9

R0360

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0360

 

N-8

R0370

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0370

 

N-7

R0380

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0380

 

N-6

R0390

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0390

 

N-5

R0400

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0400

 

N-4

R0410

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0410

 

N-3

R0420

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0420

 

N-2

R0430

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0430

 

N-1

R0440

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0440

 

N

R0450

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0450

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

R0460

 



Net Undiscounted Best Estimate Claims Provisions

(absolute amount)

Development year

Year

 

0

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15 & +

 

 

Year end (discounted data)

 

 

C1400

C1410

C1420

C1430

C1440

C1450

C1460

C1470

C1480

C1490

C1500

C1510

C1520

C1530

C1540

C1550

 

 

C1560

Prior

R0500

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0500

 

N-14

R0510

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0510

 

N-13

R0520

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0520

 

N-12

R0530

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0530

 

N-11

R0540

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0540

 

N-10

R0550

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0550

 

N-9

R0560

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0560

 

N-8

R0570

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0570

 

N-7

R0580

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0580

 

N-6

R0590

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0590

 

N-5

R0600

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0600

 

N-4

R0610

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0610

 

N-3

R0620

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0620

 

N-2

R0630

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0630

 

N-1

R0640

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0640

 

N

R0650

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0650

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

R0660

 



Gross Reported but not Settled Claims (RBNS)

(absolute amount)

Development year

Year

 

0

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15 & +

 

 

►M2  Year end (discounted data)  ◄

 

 

C0400

C0410

C0420

C0430

C0440

C0450

C0460

C0470

C0480

C0490

C0500

C0510

C0520

C0530

C0540

C0550

 

 

C0560

Prior

R0100

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0100

 

N-14

R0110

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0110

 

N-13

R0120

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0120

 

N-12

R0130

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0130

 

N-11

R0140

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0140

 

N-10

R0150

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0150

 

N-9

R0160

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0160

 

N-8

R0170

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0170

 

N-7

R0180

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0180

 

N-6

R0190

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0190

 

N-5

R0200

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0200

 

N-4

R0210

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0210

 

N-3

R0220

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0220

 

N-2

R0230

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0230

 

N-1

R0240

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0240

 

N

R0250

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0250

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

R0260

 



Reinsurance RBNS Claims

(absolute amount)

Development year

Year

 

0

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15 & +

 

 

►M2  Year end (discounted data)  ◄

 

 

C1000

C1010

C1020

C1030

C1040

C1050

C1060

C1070

C1080

C1090

C1100

C1110

C1120

C1130

C1140

C1150

 

 

C1160

Prior

R0300

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0300

 

N-14

R0310

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0310

 

N-13

R0320

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0320

 

N-12

R0330

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0330

 

N-11

R0340

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0340

 

N-10

R0350

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0350

 

N-9

R0360

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0360

 

N-8

R0370

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0370

 

N-7

R0380

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0380

 

N-6

R0390

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0390

 

N-5

R0400

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0400

 

N-4

R0410

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0410

 

N-3

R0420

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0420

 

N-2

R0430

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0430

 

N-1

R0440

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0440

 

N

R0450

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0450

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

R0460

 



Net RBNS Claims

(absolute amount)

Development year

Year

 

0

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15 & +

 

 

►M2  Year end (discounted data)  ◄

 

 

C1600

C1610

C1620

C1630

C1640

C1650

C1660

C1670

C1680

C1690

C1700

C1710

C1720

C1730

C1740

C1750

 

 

C1760

Prior

R0500

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0500

 

N-14

R0510

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0510

 

N-13

R0520

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0520

 

N-12

R0530

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0530

 

N-11

R0540

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0540

 

N-10

R0550

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0550

 

N-9

R0560

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0560

 

N-8

R0570

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0570

 

N-7

R0580

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0580

 

N-6

R0590

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0590

 

N-5

R0600

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0600

 

N-4

R0610

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0610

 

N-3

R0620

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0620

 

N-2

R0630

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0630

 

N-1

R0640

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0640

 

N

R0650

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

R0650

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

R0660

 



Inflation rates (only in the case of using methods that take into account inflation to adjust data)

 

 

N-14

N-13

N-12

N-11

N-10

N-9

N-8

N-7

N-6

N-5

N-4

N-3

N-2

N-1

N

 

 

C1800

C1810

C1820

C1830

C1840

C1850

C1860

C1870

C1880

C1890

C1900

C1910

C1920

C1930

C1940

Historic inflation rate — total

R0700

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Historic inflation rate: external inflation

R0710

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Historic inflation rate: endogenous inflation

R0720

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

C2000

C2010

C2020

C2030

C2040

C2050

C2060

C2070

C2080

C2090

C2100

C2110

C2120

C2130

C2140

 

 

N+1

N+2

N+3

N+4

N+5

N+6

N+7

N+8

N+9

N+10

N+11

N+12

N+13

N+14

N+15

Expected inflation rate — total

R0730

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Expected inflation rate: external inflation

R0740

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Expected inflation rate: endogenous inflation

R0750

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

C2200

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Description of inflation rate used:

R0760

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

S.20.01.01

Development of the distribution of the claims incurred



Line of business:

Z0010

 

Accident year/ underwriting year

Z0020

 



Gross RBNS Claims

 

 

RBNS claims. Open Claims at the beginning of the year

 

 

Open Claims at the end of the year

Closed Claims at the end of the year:

 

 

 

settled with payment

settled without any payment

 

 

Number of claims

Gross RBNS at the beginning of the year

Gross payments made during the current year

Gross RBNS at the end of the period

Number of claims ended with payments

Gross RBNS at the beginning of the year

Gross payments made during the current year

Number of claims ended without any payments

Gross RBNS at the beginning of the year referred to claim settled without any payment

Year

 

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

Prior

R0010

 

 

 

 

 

 

 

 

 

N-14

R0020

 

 

 

 

 

 

 

 

 

N-13

R0030

 

 

 

 

 

 

 

 

 

N-12

R0040

 

 

 

 

 

 

 

 

 

N-11

R0050

 

 

 

 

 

 

 

 

 

N-10

R0060

 

 

 

 

 

 

 

 

 

N-9

R0070

 

 

 

 

 

 

 

 

 

N-8

R0080

 

 

 

 

 

 

 

 

 

N-7

R0090

 

 

 

 

 

 

 

 

 

N-6

R0100

 

 

 

 

 

 

 

 

 

N-5

R0110

 

 

 

 

 

 

 

 

 

N-4

R0120

 

 

 

 

 

 

 

 

 

N-3

R0130

 

 

 

 

 

 

 

 

 

N-2

R0140

 

 

 

 

 

 

 

 

 

N-1

R0150

 

 

 

 

 

 

 

 

 

Total previous years

R0160

 

 

 

 

 

 

 

 

 

N

R0170

 

 

 

 

 

 

 

 

 

Total

R0180

 

 

 

 

 

 

 

 

 



Gross RBNS Claims

 

 

Claims reported during the year

Reopen Claims during the year

 

 

Open Claims at the end of the year

Closed Claims at the end of the year:

Open Claims at the end of the year

Closed Claims at the end of the year:

 

 

 

settled with payment

settled without any payment

 

 

Number of claims

Gross payments made during the current year

Gross RBNS at the end of the period

Number of claims ended with payments

Gross payments made during the current year

Number of claims ended without any payments

Number of claims

Gross payments made during the current year

Gross RBNS at the end of the period

Number of claims ended with payments

Gross payments made during the current year

Year

 

C0110

C0120

C0130

C0140

C0150

C0160

C0170

C0180

C0190

C0200

C0210

Prior

R0010

 

 

 

 

 

 

 

 

 

 

 

N-14

R0020

 

 

 

 

 

 

 

 

 

 

 

N-13

R0030

 

 

 

 

 

 

 

 

 

 

 

N-12

R0040

 

 

 

 

 

 

 

 

 

 

 

N-11

R0050

 

 

 

 

 

 

 

 

 

 

 

N-10

R0060

 

 

 

 

 

 

 

 

 

 

 

N-9

R0070

 

 

 

 

 

 

 

 

 

 

 

N-8

R0080

 

 

 

 

 

 

 

 

 

 

 

N-7

R0090

 

 

 

 

 

 

 

 

 

 

 

N-6

R0100

 

 

 

 

 

 

 

 

 

 

 

N-5

R0110

 

 

 

 

 

 

 

 

 

 

 

N-4

R0120

 

 

 

 

 

 

 

 

 

 

 

N-3

R0130

 

 

 

 

 

 

 

 

 

 

 

N-2

R0140

 

 

 

 

 

 

 

 

 

 

 

N-1

R0150

 

 

 

 

 

 

 

 

 

 

 

Total previous years

R0160

 

 

 

 

 

 

 

 

 

 

 

N

R0170

 

 

 

 

 

 

 

 

 

 

 

Total

R0180

 

 

 

 

 

 

 

 

 

 

 

S.21.01.01

Loss distribution risk profile



Line of business

Z0010

 

Accident year/ underwriting year

Z0020

 



 

 

Start claims incurred

End claims incurred

Number of claims AY/UWY year N

Total claims incurred AY/UWY year N

Number of claims AY/UWY year N-1

Total claims incurred AY/UWY year N-1

Number of claims AY/UWY year N-2

Total claims incurred AY/UWY year N-2

Number of claims AY/UWY year N-3

Total claims incurred AY/UWY year N-3

Number of claims AY/UWY year N-4

Total claims incurred AY/UWY year N-4

Number of claims AY/UWY year N-5

Total claims incurred AY/UWY year N-5

 

 

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

Bracket 1

R0010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 2

R0020

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 3

R0030

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 4

R0040

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 5

R0050

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 6

R0060

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 7

R0070

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 8

R0080

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 9

R0090

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 10

R0100

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 11

R0110

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 12

R0120

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 13

R0130

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 14

R0140

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 15

R0150

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 16

R0160

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 17

R0170

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 18

R0180

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 19

R0190

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 20

R0200

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 21

R0210

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

R0300

 

 

 

 

 

 

 

 

 

 

 

 

 

 



 

 

Start claims incurred

End claims incurred

Number of claims AY/UWY year N-6

Total claims incurred AY/UWY year N-6

Number of claims AY/UWY year N-7

Total claims incurred AY/UWY year N-7

Number of claims AY/UWY year N-8

Total claims incurred AY/UWY year N-8

Number of claims AY/UWY year N-9

Total claims incurred AY/UWY year N-9

Number of claims AY/UWY year N-10

Total claims incurred AY/UWY year N-10

Number of claims AY/UWY year N-11

Total claims incurred AY/UWY year N-11

 

 

C0030

C0040

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

Bracket 1

R0010

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 2

R0020

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 3

R0030

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 4

R0040

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 5

R0050

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 6

R0060

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 7

R0070

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 8

R0080

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 9

R0090

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 10

R0100

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 11

R0110

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 12

R0120

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 13

R0130

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 14

R0140

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 15

R0150

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 16

R0160

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 17

R0170

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 18

R0180

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 19

R0190

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 20

R0200

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Bracket 21

R0210

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

R0300

 

 

 

 

 

 

 

 

 

 

 

 

 

 



 

 

Start claims incurred

End claims incurred

Number of claims AY/UWY year N-12

Total claims incurred AY/UWY year N-12

Number of claims AY/UWY year N-13

Total claims incurred AY/UWY year N-13

Number of claims AY/UWY year N-14

Total claims incurred AY/UWY year N-14

 

 

C0030

C0040

C0290

C0300

C0310

C0320

C0330

C0340

Bracket 1

R0010

 

 

 

 

 

 

 

 

Bracket 2

R0020

 

 

 

 

 

 

 

 

Bracket 3

R0030

 

 

 

 

 

 

 

 

Bracket 4

R0040

 

 

 

 

 

 

 

 

Bracket 5

R0050

 

 

 

 

 

 

 

 

Bracket 6

R0060

 

 

 

 

 

 

 

 

Bracket 7

R0070

 

 

 

 

 

 

 

 

Bracket 8

R0080

 

 

 

 

 

 

 

 

Bracket 9

R0090

 

 

 

 

 

 

 

 

Bracket 10

R0100

 

 

 

 

 

 

 

 

Bracket 11

R0110

 

 

 

 

 

 

 

 

Bracket 12

R0120

 

 

 

 

 

 

 

 

Bracket 13

R0130

 

 

 

 

 

 

 

 

Bracket 14

R0140

 

 

 

 

 

 

 

 

Bracket 15

R0150

 

 

 

 

 

 

 

 

Bracket 16

R0160

 

 

 

 

 

 

 

 

Bracket 17

R0170

 

 

 

 

 

 

 

 

Bracket 18

R0180

 

 

 

 

 

 

 

 

Bracket 19

R0190

 

 

 

 

 

 

 

 

Bracket 20

R0200

 

 

 

 

 

 

 

 

Bracket 21

R0210

 

 

 

 

 

 

 

 

Total

R0300

 

 

 

 

 

 

 

 

S.21.02.01

Underwriting risks non-life



Risk identification code

Identification of the company / person to which the risk relates

Description risk

Line of business

Description risk category covered

Validity period (start date)

Validity period (expiry date)

Currency

Sum insured

Original deductible policyholder

Type of underwriting model

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

 

 

 

 

 

 

 

 

 

 

 

 

 



Amount underwriting model

Sum reinsured on a facultative basis, with all reinsurers

Sum reinsured, other than on facultative basis, with all reinsurers

Net retention of the insurer

C0120

C0130

C0140

C0150

 

 

 

 

S.21.03.01

Non-life distribution of underwriting risks — by sum insured



Line of business

Z0010

 



 

 

Start sum insured

End sum insured

Number of underwriting risks

Total sum insured

Total annual written premium

 

 

C0020

C0030

C0040

C0050

C0060

Bracket 1

R0010

 

 

 

 

 

Bracket 2

R0020

 

 

 

 

 

Bracket 3

R0030

 

 

 

 

 

Bracket 4

R0040

 

 

 

 

 

Bracket 5

R0050

 

 

 

 

 

Bracket 6

R0060

 

 

 

 

 

Bracket 7

R0070

 

 

 

 

 

Bracket 8

R0080

 

 

 

 

 

Bracket 9

R0090

 

 

 

 

 

Bracket 10

R0100

 

 

 

 

 

Bracket 11

R0110

 

 

 

 

 

Bracket 12

R0120

 

 

 

 

 

Bracket 13

R0130

 

 

 

 

 

Bracket 14

R0140

 

 

 

 

 

Bracket 15

R0150

 

 

 

 

 

Bracket 16

R0160

 

 

 

 

 

Bracket 17

R0170

 

 

 

 

 

Bracket 18

R0180

 

 

 

 

 

Bracket 19

R0190

 

 

 

 

 

Bracket 20

R0200

 

 

 

 

 

Bracket 21

R0210

 

 

 

 

 

Total

R0220

 

 

 

 

 



S.22.01.01

Impact of long term guarantees measures and transitionals

 

 

Amount with Long Term Guarantee measures and transitionals

Impact of the LTG measures and transitionals (Step-by-step approach)

 

 

Without transitional on technical provisions

Impact of transitional on technical provisions

Without transitional on interest rate

Impact of transitional on interest rate

Without volatility adjustment and without other transitional measures

Impact of volatility adjustment set to zero

Without matching adjustment and without all the others

Impact of matching adjustment set to zero

Impact of all LTG measures and transitionals

 

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

Technical provisions

R0010

 

 

 

 

 

 

 

 

 

 

Basic own funds

R0020

 

 

 

 

 

 

 

 

 

 

Excess of assets over liabilities

R0030

 

 

 

 

 

 

 

 

 

 

Restricted own funds due to ring-fencing and matching portfolio

R0040

 

 

 

 

 

 

 

 

 

 

Eligible own funds to meet Solvency Capital Requirement

R0050

 

 

 

 

 

 

 

 

 

 

Tier 1

R0060

 

 

 

 

 

 

 

 

 

 

Tier 2

R0070

 

 

 

 

 

 

 

 

 

 

Tier 3

R0080

 

 

 

 

 

 

 

 

 

 

Solvency Capital Requirement

R0090

 

 

 

 

 

 

 

 

 

 

Eligible own funds to meet Minimum Capital Requirement

R0100

 

 

 

 

 

 

 

 

 

 

Minimum Capital Requirement

R0110

 

 

 

 

 

 

 

 

 

 



S.22.01.04

Impact of long term guarantees measures and transitionals

 

 

Amount with Long Term Guarantee measures and transitionals

Impact of the LTG measures and transitionals (Step-by-step approach)

 

 

Without transitional on technical provisions

Impact of transitional on technical provisions

Without transitional on interest rate

Impact of transitional on interest rate

Without volatility adjustment and without other transitional measures

Impact of volatility adjustment set to zero

Without matching adjustment and without all the others

Impact of matching adjustment set to zero

Impact of all LTG measures and transitionals

 

 

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

Technical provisions

R0010

 

 

 

 

 

 

 

 

 

 

Basic own funds

R0020

 

 

 

 

 

 

 

 

 

 

Excess of assets over liabilities

R0030

 

 

 

 

 

 

 

 

 

 

Restricted own funds due to ring-fencing and matching portfolio

R0040

 

 

 

 

 

 

 

 

 

 

Eligible own funds to meet Solvency Capital Requirement

R0050

 

 

 

 

 

 

 

 

 

 

Tier 1

R0060

 

 

 

 

 

 

 

 

 

 

Tier 2

R0070

 

 

 

 

 

 

 

 

 

 

Tier 3

R0080

 

 

 

 

 

 

 

 

 

 

Solvency Capital Requirement

R0090

 

 

 

 

 

 

 

 

 

 

SR.22.02.01

Projection of future cash flows (Best Estimate — Matching portfolios)



Matching portfolio

Z0010

 



 

 

Projection of future cash-flows at the end of the reporting period

Mismatch during reporting period

 

 

Longevity, mortality and revision obligations cash outflows

Expenses cash outflows

De-risked Assets cash-flows

Positive undiscounted mismatch (inflows > outflows)

Negative undiscounted mismatch (inflows < outflows)

 

 

C0020

C0030

C0040

C0050

C0060

Year (projection of undiscounted expected cash-flows)

 

 

 

 

 

 

1

R0010

 

 

 

 

 

2

R0020

 

 

 

 

 

3

R0030

 

 

 

 

 

4

R0040

 

 

 

 

 

5

R0050

 

 

 

 

 

6

R0060

 

 

 

 

 

7

R0070

 

 

 

 

 

8

R0080

 

 

 

 

 

9

R0090

 

 

 

 

 

10

R0100

 

 

 

 

 

11

R0110

 

 

 

 

 

12

R0120

 

 

 

 

 

13

R0130

 

 

 

 

 

14

R0140

 

 

 

 

 

15

R0150

 

 

 

 

 

16

R0160

 

 

 

 

 

17

R0170

 

 

 

 

 

18

R0180

 

 

 

 

 

19

R0190

 

 

 

 

 

20

R0200

 

 

 

 

 

21

R0210

 

 

 

 

 

22

R0220

 

 

 

 

 

23

R0230

 

 

 

 

 

24

R0240

 

 

 

 

 

25

R0250

 

 

 

 

 

26

R0260

 

 

 

 

 

27

R0270

 

 

 

 

 

28

R0280

 

 

 

 

 

29

R0290

 

 

 

 

 

30

R0300

 

 

 

 

 

31

R0310

 

 

 

 

 

32

R0320

 

 

 

 

 

33

R0330

 

 

 

 

 

34

R0340

 

 

 

 

 

35

R0350

 

 

 

 

 

36

R0360

 

 

 

 

 

37

R0370

 

 

 

 

 

38

R0380

 

 

 

 

 

39

R0390

 

 

 

 

 

40

R0400

 

 

 

 

 

41-45

R0410

 

 

 

 

 

46-50

R0420

 

 

 

 

 

51-60

R0430

 

 

 

 

 

61-70

R0440

 

 

 

 

 

71 & after

R0450

 

 

 

 

 

SR.22.03.01

Information on the matching adjustment calculation



Matching portfolio

Z0010

 



 

 

C0010

Overall calculation of the matching adjustment

 

 

Annual effective rate applied to the CF of the obligations

R0010

 

Annual effective rate of the best estimate

R0020

 

Probability of default used to de-risk assets cash flows

R0030

 

Portion of the fundamental spread not reflected when de-risking assets cash flows

R0040

 

Increase of fundamental spread for sub investment grade assets

R0050

 

Matching adjustment to the risk free rate

R0060

 

SCR

 

 

Mortality risk stress for the purpose of matching adjustment

R0070

 

Portfolio

 

 

Market value of assets of the portfolio

R0080

 

Market value of assets linked to inflation

R0090

 

Best estimate linked to inflation

R0100

 

Market value assets where third party can change the cash flows

R0110

 

Return on assets — portfolio assets

R0120

 

Market value of surrended contracts

R0130

 

Number of surrender options exercised

R0140

 

Market value of assets applied

R0150

 

Surrender rights satisfied to policyholders

R0160

 

Liabilities

 

 

Duration

R0170

 

S.22.04.01

Information on the transitional on interest rates calculation



Overall calculation of the transitional adjustment

Currency

Z0010

 

 

 

 

 

 

C0010

Solvency I Interest rate

R0010

 

Annual effective rate

R0020

 

Portion of the difference applied at the reporting date

R0030

 

Adjustment to risk free rate

R0040

 



Solvency I Interest rate

Currency

Z0010

 

 

 

 

 

 

 

 

Best estimate

Average duration of insurance and reinsurance obligations

 

 

C0020

C0030

Up to 0,5 per cent

R0100

 

 

Above 0,5 % and up to 1,0 %

R0110

 

 

Above 1,0 % and up to 1,5 %

R0120

 

 

Above 1,5 % and up to 2,0 %

R0130

 

 

Above 2,0 % and up to 2,5 %

R0140

 

 

Above 2,5 % and up to 3,0 %

R0150

 

 

Above 3,0 % and up to 4,0 %

R0160

 

 

Above 4,0 % and up to 5,0 %

R0170

 

 

Above 5,0 % and up to 6,0 %

R0180

 

 

Above 6,0 % and up to 7,0 %

R0190

 

 

Above 7,0 % and up to 8,0 %

R0200

 

 

Above 8,0 %

R0210

 

 



S.22.05.01

Overall calculation of the transitional on technical provisions

 

 

C0010

Day 1 Solvency II technical provisions

R0010

 

Technical provisions subject to transitional measure on technical provisions

 

 

TP calculated as a whole

R0020

 

Best estimate

R0030

 

Risk magin

R0040

 

Solvency I technical provisions

R0050

 

Portion of the difference adjusted

R0060

 

Limitation applied in accordance to Article 308d(4)

R0070

 

Technical provision after transitional on technical provisions

R0080

 

S.22.06.01



Best estimate subject to volatility adjustment by country and currency

 

 

Line of Business

Z0010

 

 

 

 

 

 

 

 

 

By currency

 

 

 

 

 

 

C0010

…

 

 

 

 

 

R0010

 

 



Best estimate subject to country and currency volatility adjustment — Total and home country by currency

 

 

 

Total value of Best Estimate subject to volatility adjustment (for all currencies)

Part of the Best Estimate subject to volatility adjustment written in the reporting currency

 

Part of the Best Estimate subject to volatility adjustment written in currencies

 

 

 

C0030

C0040

 

C0050

…

Total value of Best Estimate subject to volatility adjustment in all countries

R0020

 

 

 

 

 

 

Total value of Best Estimate subject to volatility adjustment in the Home country

R0030

 

 

 

 

 

 



Best estimate subject to country and currency volatility adjustment — By country and currency

 

 

Countries

Total value of Best Estimate subject to volatility adjustment (for all currencies)

Part of the Best Estimate subject to volatility adjustment written in the reporting currency

 

Part of the Best Estimate subject to volatility adjustment written in currencies

 

 

C0020

C0030

C0040

 

C0050

…

Country 1

R0040

 

 

 

 

 

 

…

 

 

 

 

 

 

 

S.23.01.01

Own funds



 

 

Total

Tier 1 — unrestricted

Tier 1 — restricted

Tier 2

Tier 3

 

 

C0010

C0020

C0030

C0040

C0050

Basic own funds before deduction for participations in other financial sector as foreseen in article 68 of Delegated Regulation 2015/35

 

 

 

 

 

 

Ordinary share capital (gross of own shares)

R0010

 

 

 

 

 

Share premium account related to ordinary share capital

R0030

 

 

 

 

 

Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual-type undertakings

R0040

 

 

 

 

 

Subordinated mutual member accounts

R0050

 

 

 

 

 

Surplus funds

R0070

 

 

 

 

 

Preference shares

R0090

 

 

 

 

 

Share premium account related to preference shares

R0110

 

 

 

 

 

Reconciliation reserve

R0130

 

 

 

 

 

Subordinated liabilities

R0140

 

 

 

 

 

An amount equal to the value of net deferred tax assets

R0160

 

 

 

 

 

Other own fund items approved by the supervisory authority as basic own funds not specified above

R0180

 

 

 

 

 

Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

 

 

 

 

 

 

Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

R0220

 

 

 

 

 

Deductions

 

 

 

 

 

 

▼M1

Deductions for participations in financial and credit institutions

R0230

 

 

 

 

 

▼B

Total basic own funds after deductions

R0290

 

 

 

 

 

Ancillary own funds

 

 

 

 

 

 

Unpaid and uncalled ordinary share capital callable on demand

R0300

 

 

 

 

 

Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual — type undertakings, callable on demand

R0310

 

 

 

 

 

Unpaid and uncalled preference shares callable on demand

R0320

 

 

 

 

 

A legally binding commitment to subscribe and pay for subordinated liabilities on demand

R0330

 

 

 

 

 

Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC

R0340

 

 

 

 

 

Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC

R0350

 

 

 

 

 

Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC

R0360

 

 

 

 

 

Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC

R0370

 

 

 

 

 

Other ancillary own funds

R0390

 

 

 

 

 

Total ancillary own funds

R0400

 

 

 

 

 

Available and eligible own funds

 

 

 

 

 

 

Total available own funds to meet the SCR

R0500

 

 

 

 

 

Total available own funds to meet the MCR

R0510

 

 

 

 

 

Total eligible own funds to meet the SCR

R0540

 

 

 

 

 

Total eligible own funds to meet the MCR

R0550

 

 

 

 

 

SCR

R0580

 

 

 

 

 

MCR

R0600

 

 

 

 

 

Ratio of Eligible own funds to SCR

R0620

 

 

 

 

 

Ratio of Eligible own funds to MCR

R0640

 

 

 

 

 



 

 

C0060

 

Reconciliation reserve

 

 

 

Excess of assets over liabilities

R0700

 

 

Own shares (held directly and indirectly)

R0710

 

 

Foreseeable dividends, distributions and charges

R0720

 

 

Other basic own fund items

R0730

 

 

Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

R0740

 

 

Reconciliation reserve

R0760

 

 

Expected profits

 

 

 

Expected profits included in future premiums (EPIFP) — Life business

R0770

 

 

Expected profits included in future premiums (EPIFP) — Non- life business

R0780

 

 

Total Expected profits included in future premiums (EPIFP)

R0790

 

 

S.23.01.04

Own funds



 

 

Total

Tier 1 — unrestricted

Tier 1 — restricted

Tier 2

Tier 3

 

 

C0010

C0020

C0030

C0040

C0050

Basic own funds before deduction for participations in other financial sector

 

 

 

 

 

 

Ordinary share capital (gross of own shares)

R0010

 

 

 

 

 

Non-available called but not paid in ordinary share capital at group level

R0020

 

 

 

 

 

Share premium account related to ordinary share capital

R0030

 

 

 

 

 

Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual-type undertakings

R0040

 

 

 

 

 

Subordinated mutual member accounts

R0050

 

 

 

 

 

Non-available subordinated mutual member accounts at group level

R0060

 

 

 

 

 

Surplus funds

R0070

 

 

 

 

 

Non-available surplus funds at group level

R0080

 

 

 

 

 

Preference shares

R0090

 

 

 

 

 

Non-available preference shares at group level

R0100

 

 

 

 

 

Share premium account related to preference shares

R0110

 

 

 

 

 

Non-available share premium account related to preference shares at group level

R0120

 

 

 

 

 

Reconciliation reserve

R0130

 

 

 

 

 

Subordinated liabilities

R0140

 

 

 

 

 

Non-available subordinated liabilities at group level

R0150

 

 

 

 

 

An amount equal to the value of net deferred tax assets

R0160

 

 

 

 

 

The amount equal to the value of net deferred tax assets not available at the group level

R0170

 

 

 

 

 

Other items approved by supervisory authority as basic own funds not specified above

R0180

 

 

 

 

 

Non available own funds related to other own funds items approved by supervisory authority

R0190

 

 

 

 

 

Minority interests (if not reported as part of a specific own fund item)

R0200

 

 

 

 

 

Non-available minority interests at group level

R0210

 

 

 

 

 

Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

 

 

 

 

 

 

▼M1

Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

R0220

 

 

 

 

 

▼B

Deductions

 

 

 

 

 

 

▼M1

Deductions for participations in other financial undertakings, including non-regulated undertakings carrying out financial activities

R0230

 

 

 

 

 

▼B

whereof deducted according to art 228 of the Directive 2009/138/EC

R0240

 

 

 

 

 

Deductions for participations where there is non-availability of information (Article 229)

R0250

 

 

 

 

 

Deduction for participations included by using D&A when a combination of methods is used

R0260

 

 

 

 

 

Total of non-available own fund items

R0270

 

 

 

 

 

Total deductions

R0280

 

 

 

 

 

Total basic own funds after deductions

R0290

 

 

 

 

 

Ancillary own funds

 

 

 

 

 

 

Unpaid and uncalled ordinary share capital callable on demand

R0300

 

 

 

 

 

Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual — type undertakings, callable on demand

R0310

 

 

 

 

 

Unpaid and uncalled preference shares callable on demand

R0320

 

 

 

 

 

A legally binding commitment to subscribe and pay for subordinated liabilities on demand

R0330

 

 

 

 

 

Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC

R0340

 

 

 

 

 

Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC

R0350

 

 

 

 

 

Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC

R0360

 

 

 

 

 

Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC

R0370

 

 

 

 

 

Non available ancillary own funds at group level

R0380

 

 

 

 

 

Other ancillary own funds

R0390

 

 

 

 

 

Total ancillary own funds

R0400

 

 

 

 

 

Own funds of other financial sectors

 

 

 

 

 

 

▼M3

Credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies – total

R0410

 

 

 

 

 

▼B

Institutions for occupational retirement provision

R0420

 

 

 

 

 

Non regulated entities carrying out financial activities

R0430

 

 

 

 

 

▼M2

Total own funds of other financial sectors

R0440

 

 

 

 

 

▼B

Own funds when using the D&A, exclusively or in combination of method 1

 

 

 

 

 

 

Own funds aggregated when using the D&A and combination of method

R0450

 

 

 

 

 

Own funds aggregated when using the D&A and combination of method net of IGT

R0460

 

 

 

 

 

Total available own funds to meet the consolidated group SCR (excluding own funds from other financial sector and from the undertakings included via D&A)

R0520

 

 

 

 

 

Total available own funds to meet the minimum consolidated group SCR

R0530

 

 

 

 

 

Total eligible own funds to meet the consolidated group SCR (excluding own funds from other financial sector and from the undertakings included via D&A)

R0560

 

 

 

 

 

Total eligible own funds to meet the minimum consolidated group SCR

R0570

 

 

 

 

 

Consolidated Group SCR

R0590

 

 

 

 

 

Minimum consolidated Group SCR

R0610

 

 

 

 

 

Ratio of Eligible own funds to the consolidated Group SCR (excluding other financial sectors and the undertakings included via D&A)

R0630

 

 

 

 

 

Ratio of Eligible own funds to Minimum Consolidated Group SCR

R0650

 

 

 

 

 

Total eligible own funds to meet the group SCR (including own funds from other financial sector and from the undertakings included via D&A)

R0660

 

 

 

 

 

SCR for entities included with D&A method

R0670

 

 

 

 

 

Group SCR

R0680

 

 

 

 

 

Ratio of Eligible own funds to group SCR including other financial sectors and the undertakings included via D&A

R0690

 

 

 

 

 



 

 

C0060

 

Reconciliation reserve

 

 

 

Excess of assets over liabilities

R0700

 

 

Own shares (held directly and indirectly)

R0710

 

 

Foreseeable dividends, distributions and charges

R0720

 

 

Other basic own fund items

R0730

 

 

Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

R0740

 

 

Other non available own funds

R0750

 

 

Reconciliation reserve

R0760

 

 

Expected profits

 

 

 

Expected profits included in future premiums (EPIFP) — Life business

R0770

 

 

Expected profits included in future premiums (EPIFP) — Non- life business

R0780

 

 

Total Expected profits included in future premiums (EPIFP)

R0790

 

 

S.23.02.01

Detailed information by tiers on own funds



 

 

Total

Tier 1

Tier 2

Tier 3

 

 

 

Total Tier 1

Of which counted under transitionals

Tier 2

Of which counted under transitionals

 

 

 

C0010

C0020

C0030

C0040

C0050

C0060

Ordinary share capital

 

 

 

 

 

 

 

Paid in

R0010

 

 

 

 

 

 

Called up but not yet paid in

R0020

 

 

 

 

 

 

Own shares held

R0030

 

 

 

 

 

 

Total ordinary share capital

R0100

 

 

 

 

 

 

Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings

 

 

 

 

 

 

 

Paid in

R0110

 

 

 

 

 

 

Called up but not yet paid in

R0120

 

 

 

 

 

 

Total initial fund members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings

R0200

 

 

 

 

 

 

Subordinated mutual members accounts

 

 

 

 

 

 

 

Dated subordinated

R0210

 

 

 

 

 

 

Undated subordinated with a call option

R0220

 

 

 

 

 

 

Undated subordinated with no contractual opportunity to redeem

R0230

 

 

 

 

 

 

Total subordinated mutual members accounts

R0300

 

 

 

 

 

 

Preference shares

 

 

 

 

 

 

 

Dated preference shares

R0310

 

 

 

 

 

 

Undated preference shares with a call option

R0320

 

 

 

 

 

 

Undated preference shares with no contractual opportunity to redeem

R0330

 

 

 

 

 

 

Total preference shares

R0400

 

 

 

 

 

 

Subordinated liabilities

 

 

 

 

 

 

 

Dated subordinated liabilities

R0410

 

 

 

 

 

 

Undated subordinated liabilities with a contractual opportunity to redeem

R0420

 

 

 

 

 

 

Undated subordinated liabilities with no contractual opportunity to redeem

R0430

 

 

 

 

 

 

Total subordinated liabilities

R0500

 

 

 

 

 

 



 

 

 

 

 

Tier 2

Tier 3

 

 

 

 

 

Initial amounts approved

Current amounts

Initial amounts approved

Current amounts

Ancillary own funds

 

 

 

 

C0070

C0080

C0090

C0100

Items for which an amount was approved

R0510

 

 

 

 

 

 

 

Items for which a method was approved

R0520

 

 

 

 

 

 

 



 

 

Total

Explanation

 

 

C0110

C0120

Excess of assets over liabilities — attribution of valuation differences

 

 

 

Difference in the valuation of assets

R0600

 

 

Difference in the valuation of technical provisions

R0610

 

 

Difference in the valuation of other liabilities

R0620

 

 

Total of reserves and retained earnings from financial statements

R0630

 

 

Other, please explain why you need to use this line.

R0640

 

 

Reserves from financial statements adjusted for Solvency II valuation differences

R0650

 

 

Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve)

R0660

 

 

Excess of assets over liabilities

R0700

 

 

S.23.02.04

Detailed information by tiers on own funds



 

 

Total

Tier 1

Tier 2

Tier 3

 

 

 

Total Tier 1

Of which counted under transitionals

Tier 2

Of which counted under transitionals

 

 

 

C0010

C0020

C0030

C0040

C0050

C0060

Ordinary share capital

 

 

 

 

 

 

 

Paid in

R0010

 

 

 

 

 

 

Called up but not yet paid in

R0020

 

 

 

 

 

 

Own shares held

R0030

 

 

 

 

 

 

Total ordinary share capital

R0100

 

 

 

 

 

 

Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings

 

 

 

 

 

 

 

Paid in

R0110

 

 

 

 

 

 

Called up but not yet paid in

R0120

 

 

 

 

 

 

Total initial fund members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings

R0200

 

 

 

 

 

 

Subordinated mutual members accounts

 

 

 

 

 

 

 

Dated subordinated

R0210

 

 

 

 

 

 

Undated subordinated with a call option

R0220

 

 

 

 

 

 

Undated subordinated with no contractual opportunity to redeem

R0230

 

 

 

 

 

 

Total subordinated mutual members accounts

R0300

 

 

 

 

 

 

Preference shares

 

 

 

 

 

 

 

Dated preference shares

R0310

 

 

 

 

 

 

Undated preference shares with a call option

R0320

 

 

 

 

 

 

Undated preference shares with no contractual opportunity to redeem

R0330

 

 

 

 

 

 

Total preference shares

R0400

 

 

 

 

 

 

Subordinated liabilities

 

 

 

 

 

 

 

Dated subordinated liabilities

R0410

 

 

 

 

 

 

Undated subordinated liabilities with a contractual opportunity to redeem

R0420

 

 

 

 

 

 

Undated subordinated liabilities with no contractual opportunity to redeem

R0430

 

 

 

 

 

 

Total subordinated liabilities

R0500

 

 

 

 

 

 



 

 

 

 

 

Tier 2

Tier 3

 

 

 

 

 

Initial amounts approved

Current amounts

Initial amounts approved

Current amounts

Ancillary own funds

 

 

 

 

C0070

C0080

C0090

C0100

Items for which an amount was approved

R0510

 

 

 

 

 

 

 

Items for which a method was approved

R0520

 

 

 

 

 

 

 



 

 

Total

Explanation

 

 

C0110

C0120

Excess of assets over liabilities — attribution of valuation differences

 

 

 

Difference in the valuation of assets

R0600

 

 

Difference in the valuation of technical provisions

R0610

 

 

Difference in the valuation of other liabilities

R0620

 

 

Total of reserves and retained earnings from financial statements

R0630

 

 

Other, please explain why you need to use this line.

R0640

 

 

Reserves from financial statements adjusted for Solvency II valuation differences

R0650

 

 

Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve)

R0660

 

 

Excess of assets over liabilities

R0700

 

 



S.23.03.01

Annual movements on own funds

 

 

Balance b/fwd

Increase

Reduction

 

 

Balance c/fwd

 

 

C0010

C0020

C0030

 

 

C0060

Ordinary share capital — movements in the reporting period

 

 

 

 

 

 

 

Paid in

R0010

 

 

 

 

 

 

Called up but not yet paid in

R0020

 

 

 

 

 

 

Own shares held

R0030

 

 

 

 

 

 

Total ordinary share capital

R0100

 

 

 

 

 

 

Share premium account related to ordinary share capital — movements in the reporting period

 

 

 

 

 

 

 

Tier 1

R0110

 

 

 

 

 

 

Tier 2

R0120

 

 

 

 

 

 

Total

R0200

 

 

 

 

 

 

Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings — movements in the reporting period

 

 

 

 

 

 

 

Paid in

R0210

 

 

 

 

 

 

Called up but not yet paid in

R0220

 

 

 

 

 

 

Total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings

R0300

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

Issued

Redeemed

Movements in valuation

Regulatory action

Balance c/fwd

 

 

C0010

C0070

C0080

C0090

C0100

C0060

Subordinated mutual members accounts — movements in the reporting period

 

 

 

 

 

 

 

Tier 1

R0310

 

 

 

 

 

 

Tier 2

R0320

 

 

 

 

 

 

Tier 3

R0330

 

 

 

 

 

 

Total subordinated mutual members accounts

R0400

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

 

 

 

 

Balance c/fwd

 

 

C0010

 

 

 

 

C0060

Surplus funds

R0500

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

Increase

Reduction

 

 

Balance c/fwd

 

 

C0010

C0020

C0030

 

 

 

Preference shares — movements in the reporting period

 

 

 

 

 

 

 

Tier 1

R0510

 

 

 

 

 

 

Tier 2

R0520

 

 

 

 

 

 

Tier 3

R0530

 

 

 

 

 

 

Total preference shares

R0600

 

 

 

 

 

 

Share premium relating to preference shares

 

 

 

 

 

 

 

Tier 1

R0610

 

 

 

 

 

 

Tier 2

R0620

 

 

 

 

 

 

Tier 3

R0630

 

 

 

 

 

 

Total

R0700

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

Issued

Redeemed

Movements in valuation

Regulatory action

Balance c/fwd

 

 

C0010

C0070

C0080

C0090

C0100

C0060

Subordinated liabilities — movements in the reporting period

 

 

 

 

 

 

 

Tier 1

R0710

 

 

 

 

 

 

Tier 2

R0720

 

 

 

 

 

 

Tier 3

R0730

 

 

 

 

 

 

Total subordinated liabilities

R0800

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

 

 

 

 

Balance c/fwd

 

 

C0010

 

 

 

 

C0060

An amount equal to the value of net deferred tax assets

R0900

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

Issued

Redeemed

Movements in valuation

 

Balance c/fwd

 

 

C0010

C0070

C0080

C0090

 

C0060

Other items approved by supervisory authority as basic own funds not specified above — movements in the reporting period

 

 

 

 

 

 

 

Tier 1 to be treated as unrestricted

R1000

 

 

 

 

 

 

Tier 1 to be treated as restricted

R1010

 

 

 

 

 

 

Tier 2

R1020

 

 

 

 

 

 

Tier 3

R1030

 

 

 

 

 

 

Total of other items approved by supervisory authority as basic own funds items not specified above

R1100

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

New amount made available

Reduction to amount available

Called up to basic own fund

 

Balance c/fwd

 

 

C0010

C0110

C0120

C0130

 

C0060

Ancillary own funds — movements in the reporting period

 

 

 

 

 

 

 

Tier 2

R1110

 

 

 

 

 

 

Tier 3

R1120

 

 

 

 

 

 

Total ancillary own funds

R1200

 

 

 

 

 

 



S.23.03.04

Annual movements on own funds

 

 

Balance b/fwd

Increase

Reduction

 

 

Balance c/fwd

 

 

C0010

C0020

C0030

 

 

C0060

Ordinary share capital — movements in the reporting period

 

 

 

 

 

 

 

Paid in

R0010

 

 

 

 

 

 

Called up but not yet paid in

R0020

 

 

 

 

 

 

Own shares held

R0030

 

 

 

 

 

 

Total ordinary share capital

R0100

 

 

 

 

 

 

Share premium account related to ordinary share capital — movements in the reporting period

 

 

 

 

 

 

 

Tier 1

R0110

 

 

 

 

 

 

Tier 2

R0120

 

 

 

 

 

 

Total

R0200

 

 

 

 

 

 

Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings — movements in the reporting period

 

 

 

 

 

 

 

Paid in

R0210

 

 

 

 

 

 

Called up but not yet paid in

R0220

 

 

 

 

 

 

Total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings

R0300

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

Issued

Redeemed

Movements in valuation

Regulatory action

Balance c/fwd

 

 

C0010

C0070

C0080

C0090

C0100

C0060

Subordinated mutual members accounts — movements in the reporting period

 

 

 

 

 

 

 

Tier 1

R0310

 

 

 

 

 

 

Tier 2

R0320

 

 

 

 

 

 

Tier 3

R0330

 

 

 

 

 

 

Total subordinated mutual members accounts

R0400

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

 

 

 

 

Balance c/fwd

 

 

C0010

 

 

 

 

C0060

Surplus funds

R0500

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

Increase

Reduction

 

 

Balance c/fwd

 

 

C0010

C0020

C0030

 

 

 

Preference shares — movements in the reporting period

 

 

 

 

 

 

 

Tier 1

R0510

 

 

 

 

 

 

Tier 2

R0520

 

 

 

 

 

 

Tier 3

R0530

 

 

 

 

 

 

Total preference shares

R0600

 

 

 

 

 

 

Share premium relating to preference shares

 

 

 

 

 

 

 

Tier 1

R0610

 

 

 

 

 

 

Tier 2

R0620

 

 

 

 

 

 

Tier 3

R0630

 

 

 

 

 

 

Total

R0700

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

Issued

Redeemed

Movements in valuation

Regulatory action

Balance c/fwd

 

 

C0010

C0070

C0080

C0090

C0100

C0060

Subordinated liabilities — movements in the reporting period

 

 

 

 

 

 

 

Tier 1

R0710

 

 

 

 

 

 

Tier 2

R0720

 

 

 

 

 

 

Tier 3

R0730

 

 

 

 

 

 

Total subordinated liabilities

R0800

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

 

 

 

 

Balance c/fwd

 

 

C0010

 

 

 

 

C0060

An amount equal to the value of net deferred tax assets

R0900

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

Issued

Redeemed

Movements in valuation

 

Balance c/fwd

 

 

C0010

C0070

C0080

C0090

 

C0060

Other items approved by supervisory authority as basic own funds not specified above — movements in the reporting period

 

 

 

 

 

 

 

Tier 1 to be treated as unrestricted

R1000

 

 

 

 

 

 

Tier 1 to be treated as restricted

R1010

 

 

 

 

 

 

Tier 2

R1020

 

 

 

 

 

 

Tier 3

R1030

 

 

 

 

 

 

Total of other items approved by supervisory authority as basic own funds items not specified above

R1100

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Balance b/fwd

New amount made available

Reduction to amount available

Called up to basic own fund

 

Balance c/fwd

 

 

C0010

C0110

C0120

C0130

 

C0060

Ancillary own funds — movements in the reporting period

 

 

 

 

 

 

 

Tier 2

R1110

 

 

 

 

 

 

Tier 3

R1120

 

 

 

 

 

 

Total ancillary own funds

R1200

 

 

 

 

 

 

S.23.04.01

List of items on own funds



Description of subordinated mutual members' accounts

Amount

Tier

Currency Code

Counted under transitionals?

Counterparty (if specific)

Issue date

(cont.)

C0010

C0020

C0030

C0040

C0070

C0080

C0090

 

 

 

 

 

 

 

 

 



Maturity date

First call date

Details of further call dates

Details of incentives to redeem

Notice period

Buy back during the year

C0100

C0110

C0120

C0130

C0140

C0160

 

 

 

 

 

 



Description of preference shares

Amount

Counted under transitionals?

Counterparty (if specific)

Issue date

First call date

Details of further call dates

Details of incentives to redeem

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

 

 

 

 

 

 

 

 



Description of subordinated liabilities

Amount

Tier

Currency Code

Lender (if specific)

Counted under transitionals?

Issue date

(cont.)

C0270

C0280

C0290

C0300

C0320

C0330

C0350

 

 

 

 

 

 

 

 

 



Maturity date

First call date

Further call dates

Details of incentives to redeem

Notice period

C0360

C0370

C0380

C0390

C0400

 

 

 

 

 



Other items approved by supervisory authority as basic own funds not specified above

Amount

Currency Code

Tier 1

Tier 2

Tier 3

Date of authorisation

C0450

C0460

C0470

C0480

C0490

C0500

C0510

 

 

 

 

 

 

 



Own funds from the financial statements that shall not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

Description of item

Total

C0570

C0580

 

 



Description of ancillary own funds

Amount

Counterpart

Issue date

Date of authorisation

C0590

C0600

C0610

C0620

C0630

 

 

 

 

 



Adjustment for ring fenced funds and matching adjustment portfolios

Number of ring-fenced fund/Matching adjustment portfolios

 

Notional SCR

Notional SCR (negative results set to zero)

Excess of assets over liablities

Future transfers attributable to shareholders

Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

C0660

 

C0670

C0680

C0690

C0700

C0710

Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

R0010

 

 

 

 

 

 

R0020

 

 

 

 

 

S.23.04.04

List of items on own funds



Description of subordinated mutual members' accounts

Amount

Tier

Currency Code

Issuing entity

Lender (if specific)

Counted under transitionals?

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

 

 

 

 

 

 

 

 

 



Counterparty (if specific)

Issue date

Maturity date

First call date

Details of further call dates

Details of incentives to redeem

Notice period

(cont.)

C0080

C0090

C0100

C0110

C0120

C0130

C0140

 

 

 

 

 

 

 

 

 



Name of supervisory authority having given authorisation

Buy back during the year

% of the issue held by entities in the group

Contribution to group subordinated MMA

C0150

C0160

C0170

C0180

 

 

 

 



Description of preference shares

Amount

Counted under transitionals?

Counterparty (if specific)

Issue date

First call date

Details of further call dates

Details of incentives to redeem

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

 

 

 

 

 

 

 

 



Description of subordinated liabilities

Amount

Tier

Currency Code

Issuing entity

Lender (if specific)

Counted under transitionals?

(cont.)

C0270

C0280

C0290

C0300

C0310

C0320

C0330

 

 

 

 

 

 

 

 

 



Counterparty (if specific)

Issue date

Maturity date

First call date

Further call dates

Details of incentives to redeem

Notice period

(cont.)

C0340

C0350

C0360

C0370

C0380

C0390

C0400

 

 

 

 

 

 

 

 

 



Name of supervisory authority having given authorisation

Buy back during the year

% of the issue held by entities in the group

Contribution to group subordinated liabilities

C0410

C0420

C0430

C0440

 

 

 

 



Other items approved by supervisory authority as basic own funds not specified above

Amount

Currency Code

Tier 1

Tier 2

Tier 3

Date of authorisation

(cont.)

C0450

C0460

C0470

C0480

C0490

C0500

C0510

 

 

 

 

 

 

 

 

 



Name of supervisory authority having given authorisation

Name of entity concerned

Buy back during the year

% of the issue held by entities in the group

Contribution to group other basic own funds

C0520

C0530

C0540

C0550

C0560

 

 

 

 

 



Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

Description of item

Total

C0570

C0580

 

 



Description of ancillary own funds

Amount

Counterpart

issue date

Date of authorisation

Name of supervisory authority having given authorisation

Name of entity concerned

(cont.)

C0590

C0600

C0610

C0620

C0630

C0640

C0650

 

 

 

 

 

 

 

 

 



Adjustment for ring fenced funds and matching adjustment portfolios

Number of ring-fenced fund/Matching adjustment portfolios

 

Notional SCR

Notional SCR (negative results set to zero)

Excess of assets over liablities

Future transfers attributable to shareholders

Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

C0660

 

C0670

C0680

C0690

C0700

C0710

Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds

R0010

 

 

 

 

 

 

R0020

 

 

 

 

 



Calculation of non available own funds at group level (such a calculation has to be done entity by entity)

Non available own funds at group level — exceeding the contribution of solo SCR to Group SCR

Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation

Country

Contribution of solo SCR to Group SCR

Non available minority interests

Non available own funds related to other own funds items approved by supervisory authority

Non available surplus funds

Non available called but not paid in capital

(cont.)

C0720

C0730

C0740

C0750

C0760

C0770

C0780

 

 

 

 

 

 

 

 

 



Non available ancillary own funds

Non available subordinated mutual member accounts

Non available preference shares

Non available Subordinated Liabilites

The amount equal to the value of net deferred tax assets not available at the group level

Non available share premium account related to preference shares at group level

Total non available excess own funds

C0790

C0800

C0810

C0820

C0830

C0840

C0850

 

 

 

 

 

 

 



Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation

Country

Contribution of solo SCR to Group SCR

Non available minority interests

Non available own funds related to other own funds items approved by supervisory authority

Non available surplus funds

Non available called but not paid in capital

Non available ancillary own funds

 

 

 

C0860

C0870

C0880

C0890

C0900

Total

 

 

 

 

 

 

 



Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation

Non available subordinated mutual member accounts

Non available preference shares

Non available Subordinated Liabilites

The amount equal to the value of net deferred tax assets not available at the group level

Non available share premium account related to preference shares at group level

Total non available excess own funds

 

C0910

C0920

C0930

C0940

C0950

C0960

Total

 

 

 

 

 

 

S.24.01.01

Participations held

Participations in related undertakings that are financial and credit institutions (fully or partially) deducted according to article 68 of the Commission Delegated Regulation (EU) 2015/35



Table 1 — Participations in related undertakings that are financial and credit institutions which individually exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69, not including consolidated strategic participations for the purpose of deductions under Article 68 (1) of the Delegated Regulation (EU) 2015/35

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Common Equity Tier 1

Additional Tier 1

Tier 2

C0010

C0020

C0030

C0040

C0050

C0060

C0070

 

 

 

 

 

 

 



Table 2 consolidated strategic participations for the purpose of deductions under Article 68 (2) of the Delegated Regulation (EU) 2015/35— Participations in related undertakings that are financial and credit institutions which when aggregated exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69, not including

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Common Equity Tier 1

Additional Tier 1

Tier 2

C0080

C0090

C0100

C0110

C0120

C0130

C0140

 

 

 

 

 

 

 



 

 

 

Total

Common Equity Tier 1

Additional Tier 1

Tier 2

 

 

 

C0150

C0160

C0170

C0180

Total participations in related undertakings that are financial and credit institutions (for which there is an OF deduction)

 

 

 

 

 

 



Own funds deductions

 

 

Total

Tier 1 — unrestricted

Tier 1 — restricted

Tier 2

 

 

C0190

C0200

C0210

C0220

R0010

Article 68 (1) deduction

 

 

 

 

R0020

Article 68 (2) deduction

 

 

 

 

R0030

Total

 

 

 

 

SCR treatment

Participations in related undertakings that are financial and credit institutions not (fully) deducted according to article 68 of the Commission Delegated Regulation (EU) 2015/35



Table 3 — Participations in related undertakings that are financial and credit institutions which are considered strategic as defined in Article 171 of the Delegated Regulation (EU) 2015/35 and which are included in the calculation of the group solvency on the basis of method 1 (no OF deduction according to art 68(3)).

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

C0230

C0240

C0250

C0260

C0270

C0280

C0290

 

 

 

 

 

 

 



Table 4 — Participations in related undertakings that are financial and credit institutions which are strategic (as defined in Article 171 of the Delegated Regulation (EU) 2015/35), not included in the calculation of the group solvency on the basis of method 1 and which are not deducted according to art 68(1) and 68 (2) (It should include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

C0300

C0310

C0320

C0330

C0340

C0350

C0360

 

 

 

 

 

 

 



Table 5 — Participations in related undertakings that are financial and credit institutions which are not strategic and which are not deducted according to art 68(1) and 68(2) of Delegated Regulation 2015/35

(It should include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

C0370

C0380

C0390

C0400

C0410

C0420

C0430

 

 

 

 

 

 

 

Participations in related undertakings that are not financial and credit institutions



Table 6 — Other strategic participations not in financial and credit institution

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

C0440

C0450

C0460

C0470

C0480

C0490

C0500

 

 

 

 

 

 

 



Table 7 — Other non-strategic participations not in financial and credit institution

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

C0510

C0520

C0530

C0540

C0550

C0560

C0570

 

 

 

 

 

 

 



Total for SCR calculation

 

 

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

 

 

C0580

C0590

C0600

C0610

R0040

Total participations in related undertakings that are financial and credit institutions

 

 

 

 

R0050

of which strategic (method 1 or less than 10 % not method 1)

 

 

 

 

R0060

of which non-strategic (less than 10 %)

 

 

 

 

R0070

Total participations in related undertakings that are not financial and credit institutions

 

 

 

 

R0080

of which strategic

 

 

 

 

R0090

of which non-strategic

 

 

 

 



Total all participations

 

 

Total

 

 

C0620

 

Total of all participations

 

S.25.01.01

Solvency Capital Requirement — for undertakings on Standard Formula



Article 112

Z0010

A001



 

 

Net solvency capital requirement

Gross solvency capital requirement

Allocation from adjustments due to RFF and Matching adjustments portfolios

 

 

C0030

C0040

C0050

Market risk

R0010

 

 

 

Counterparty default risk

R0020

 

 

 

Life underwriting risk

R0030

 

 

 

Health underwriting risk

R0040

 

 

 

Non-life underwriting risk

R0050

 

 

 

Diversification

R0060

 

 

 

Intangible asset risk

R0070

 

 

 

Basic Solvency Capital Requirement

R0100

 

 

 

 

 

 

 

 

Calculation of Solvency Capital Requirement

 

C0100

 

 

Adjustment due to RFF/MAP nSCR aggregation

R0120

 

 

 

Operational risk

R0130

 

 

 

Loss-absorbing capacity of technical provisions

R0140

 

 

 

Loss-absorbing capacity of deferred taxes

R0150

 

 

 

Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC

R0160

 

 

 

Solvency Capital Requirement excluding capital add-on

R0200

 

 

 

Capital add-on already set

R0210

 

 

 

Solvency capital requirement

R0220

 

 

 

Other information on SCR

 

 

 

 

Capital requirement for duration-based equity risk sub-module

R0400

 

 

 

Total amount of Notional Solvency Capital Requirements for remaining part

R0410

 

 

 

Total amount of Notional Solvency Capital Requirements for ring fenced funds

R0420

 

 

 

Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios

R0430

 

 

 

Diversification effects due to RFF nSCR aggregation for article 304

R0440

 

 

 

Method used to calculate the adjustment due to RFF/MAP nSCR aggregation

R0450

 

 

 

Net future discretionary benefits

R0460

 

 

 

▼M4



Approach to tax rate

 

 

Yes/No

 

 

C0109

Approach based on average tax rate

R0590

 



Calculation of the adjustment for the loss-absorbing capacity of deferred taxes (voluntary information until 31 December 2019, compulsory as from 1 January 2020)

 

 

Before the shock

After the shock

LAC DT

 

 

C0110

C0120

C0130

DTA

R0600

 

 

 

DTA carry forward

R0610

 

 

 

DTA due to deductible temporary differences

R0620

 

 

 

DTL

R0630

 

 

 

LAC DT

R0640

 

 

 

LAC DT justified by reversion of deferred tax liabilities

R0650

 

 

 

LAC DT justified by reference to probable future taxable economic profit

R0660

 

 

 

LAC DT justified by carry back, current year

R0670

 

 

 

LAC DT justified by carry back, future years

R0680