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5.5.2023 |
EN |
Official Journal of the European Union |
L 120/1 |
COMMISSION IMPLEMENTING REGULATION (EU) 2023/894
of 4 April 2023
laying down implementing technical standards for the application of Directive 2009/138/EC of the European Parliament and the Council with regard to the templates for the submission by insurance and reinsurance undertakings to their supervisory authorities of information necessary for their supervision and repealing Implementing Regulation (EU) 2015/2450
(Text with EEA relevance)
THE EUROPEAN COMMISSION,
Having regard to the Treaty on the Functioning of the European Union,
Having regard to Directive 2009/138/EC of 25 November 2009 of the European Parliament and of the Council on the taking up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular Article 35(10), third subparagraph, Article 244(6), third subparagraph, and Article 245(6), second subparagraph, thereof,
Whereas:
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(1) |
Information received through reporting is essential for risk based supervision and policyholder protection. To this end, supervisors need to receive meaningful data within reasonable timelines. In order to ensure that the reporting requirements stay up to date and reflect emerging risks and evolving practices, it is necessary to substantially revise reporting templates provided by Implementing Regulation (EU) 2015/2450. This requires changes to numerous templates, the addition of new templates and the removal of obsolete ones. Given the extent of the changes, it is appropriate to repeal Implementing Regulation (EU) 2015/2450. |
|
(2) |
Cross border business is not intrinsically riskier but it adds another layer of complexity. Effective supervision should ensure that all policyholders and beneficiaries receive equal treatment regardless of their nationality or place of residence. With a view to facilitating the achievement of this objective the existing cross-border templates are replaced by new reporting templates that consolidate the information requirement which captures information on premiums, claims and expenses by both location of underwriting and location of risk. |
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(3) |
It is also necessary to establish a certain minimum legal requirement as regards the extent of the information on climate change related risks reported to supervisory authorities. Undertakings should provide an overview on their respective share of investments exposed to climate change-related transition and physical risk to supervisory authorities. |
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(4) |
There is a lack of granularity regarding the information for non-life products, which is detrimental for policyholder protection. Therefore, supervisors should have clear information on product level category. To this end, a new template on non-life obligation analysis is introduced for reporting by line of business with a few exceptions reported by product categories. |
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(5) |
As insurance or reinsurance undertakings may increasingly underwrite cyber risk, supervisors should incorporate considerations on this emerging risk in their supervisory activities. In order to facilitate such activities, a new reporting template on cyber underwriting risk is included. |
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(6) |
As part of the supervisory review process, it is important for supervisory authorities to be able to monitor the adequacy of internal models. Partial and full internal models allow to capture the individual risk of a company better and Directive 2009/138/EC allows insurance and reinsurance undertakings to use them for determining capital requirements without limitations stemming from the standard formula. However, assessments based on non-standardized information make supervision more difficult. Supervisory authorities should therefore benefit from new templates and clarified instructions, which support sensible data production. |
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(7) |
Reporting requirements should not be excessively burdensome for undertakings. To that end, it is necessary to specify how several reporting requirements apply in a proportionate way without jeopardizing the quality of data to be provided by the undertakings. |
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(8) |
Captive insurance undertakings and captive reinsurance undertakings which only cover risks associated with the industrial or commercial group to which they belong, present a particular risk profile that should be taken into account when defining reporting requirements. Captive insurance undertakings and captive reinsurance undertakings should therefore be able to benefit from specific risk-based reporting arrangements. |
|
(9) |
The provisions of this Regulation are closely linked to each other, since they all deal with the submission of information from insurance and reinsurance undertakings and groups to the supervisory authorities. To ensure coherence between those provisions, which should enter into force at the same time, to facilitate a comprehensive understanding of those provisions and to ensure easy access to them by persons subject to the reporting obligations, including investors not established in the Union, it is desirable to include all the implementing technical standards required by Article 35(10), Article 244(6) and Article 245(6) of Directive 2009/138/EC in a single Regulation. |
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(10) |
This Regulation is based on the draft implementing technical standards submitted to the Commission by the European Insurance and Occupational Pensions Authority. |
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(11) |
The European Insurance and Occupational Pensions Authority has conducted open public consultations on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the advice of the Insurance and Reinsurance Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1094/2010 of the European Parliament and of the Council (2). |
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(12) |
Undertakings should be given sufficient time to implement the updated reporting requirements. The date of application of this Regulation should therefore be deferred, |
HAS ADOPTED THIS REGULATION:
CHAPTER I
TEMPLATES FOR SUPERVISORY REPORTING
Article 1
Supervisory reporting formats
Insurance and reinsurance undertakings, captive insurance and captive reinsurance undertakings, participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit the information in accordance with 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:
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(a) |
data points with the data type ‘monetary’ shall be expressed in units with no decimals, with the exception of the information referred to in templates S.06.02, S.08.01 and S.11.01 of Annex I and III to this Implementing Regulation which shall be expressed in units with two decimals; |
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(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:
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Article 2
Reporting currency
1. Unless otherwise required by the supervisory authority for the purposes of this Implementing Regulation, reporting currency, shall be the following currency:
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(a) |
for individual reporting, the currency used for the preparation of the insurance or reinsurance undertaking’s financial statements; |
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(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 provided for in Annex II and III of this Implementing Regulation.
3. When expressing the value of any asset or liability denominated in another currency than the reporting currency, insurance and reinsurance undertakings, captive insurance and captive reinsurance undertakings, participating undertakings, insurance holding companies and mixed financial holding companies shall convert the value into the reporting currency as if the conversion had taken place at the closing rate of the last day for which the appropriate rate was available in the reporting period to which the asset or liability relates.
4. When expressing the value of any income or expense, insurance and reinsurance undertakings, captive insurance and captive reinsurance undertakings, participating undertakings, insurance holding companies and mixed financial holding companies shall convert that value into the reporting currency using the same basis of conversion as that used for accounting purposes.
5. 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.
6. Unless otherwise required by the supervisory authority, the conversion into the reporting currency shall be calculated by applying the exchange rate from the same source as the one used for the insurance or reinsurance undertaking’s financial statements in the case of individual reporting, or the same source used for the consolidated financial statements in the case of group reporting
Article 3
Re-submission of information
Insurance and reinsurance undertakings, captive insurance and captive reinsurance undertakings, participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall be responsible for the quality of the information reported.
They shall re-submit as soon as practicable the information reported using the templates referred to in this Implementing Regulation where:
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(a) |
the information originally reported has materially changed in relation to the same reporting period after the submission of that information to the supervisory authorities or to the group supervisor; or |
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(b) |
the supervisory authorities or the group supervisor request it due to material data quality issues. |
Article 4
Risk-based reporting thresholds
1. Insurance and reinsurance undertakings, captive insurance and captive reinsurance undertakings, participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall not be required by the supervisory authorities to submit annually the information referred to in Articles 35 of Directive 2009/138/EC to which a risk-based reporting threshold applies when that threshold is not exceeded in both the current and the previous reporting year.
2. Insurance and reinsurance undertakings, captive insurance and captive reinsurance undertakings, participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies that do not exceed the applicable risk-based reporting thresholds as defined in the previous paragraph shall be exempted from reporting the information referred to in Article 35 of Directive 2009/138/EC for which risk-based thresholds are identified in this Implementing Regulation for the current and the following reporting year.
3. Insurance and reinsurance undertakings, captive insurance and captive reinsurance undertakings, participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies that exceed the applicable risk-based reporting thresholds as defined in paragraph 1 shall report information referred to in Article 35 of Directive 2009/138/EC for which risk-based thresholds are identified in this Implementing Regulation for the current reporting year and reassess whether the thresholds are not exceeded in the following reporting year.
4. Captive insurance undertakings which fulfil all of the following conditions shall use the templates as set out in Articles 7, 9, 11, 13, 14, 16, 18, 20, 22, 24 and 25 of this Regulation:
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a) |
in relation to the insurance obligations, all insured and beneficiaries are legal entities of the group to which the captive insurance undertaking belongs or are natural persons eligible to be covered under the group insurance policies as long as the business covering natural persons remains below 5 % of technical provisions; |
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b) |
the insurance obligations and the insurance contracts underlying the reinsurance obligations do not relate to any compulsory third party liability insurance. |
5. Captive reinsurance undertakings which fulfil all of the following conditions shall use the templates as set out in Articles 7, 9, 12, 15, 17, 19, 21, 22 and 25 of this Regulation:
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a) |
the conditions in points a) and b) of previous paragraph; |
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b) |
loans in place with the parent or any group company, including groups cashpools do not exceed 20 % of Total Assets held by the captive reinsurance undertaking; |
|
c) |
the maximum loss resulting from the gross technical provisions can be deterministically assessed without the use of stochastic methods. |
CHAPTER II
QUANTITATIVE REPORTING TEMPLATES FOR INDIVIDUAL UNDERTAKINGS
Article 5
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), point (d), of Delegated Regulation (EU) 2015/35, using the following templates and complying with the following instructions:
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(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 to this Regulation; |
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(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; |
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(c) |
template S.02.01.02 of Annex I, specifying balance sheet information using the valuation method referred to in Article 75 of Directive 2009/138/EC, following the instructions set out in section S.02.01 of Annex II to this Regulation; |
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(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 specified 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; |
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(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 specified in Annex VI; |
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(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; |
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(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 specified in Annex VI; |
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(h) |
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 specified 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; |
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(i) |
template S.17.01.02 of Annex I, specifying information on non-life technical provisions for each line of business as specified in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.17.01 of Annex II; |
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(j) |
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; |
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(k) |
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; |
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(l) |
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 paragraph 1, point (f), insurance and reinsurance undertakings shall determine the ratio of collective investments held by the undertaking to total investments by taking 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 and dividing that amount by the sum of items C0010/R0070 and C0010/R0220 of template S.02.01.02.
Article 6
Quarterly quantitative templates for captive insurance and captive reinsurance undertakings
Captive insurance and captive 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), point (d) of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
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(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; |
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(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 method referred to in Article 75 of Directive 2009/138/EC, following the instructions set out in section S.02.01 of Annex II to this Regulation; |
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(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 specified 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.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 specified 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; |
|
(f) |
template S.17.01.02 of Annex I, specifying information on non-life technical provisions for each line of business as specified 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; |
|
(g) |
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; |
|
(h) |
where captive 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; |
|
(i) |
where captive 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 7
Simplifications allowed on quarterly reporting for individual undertakings and captive insurance and captive reinsurance undertakings
1. With regard to the information referred to in Article 5(1), point (c), and Article 6, point (c), valuation of data may rely on estimates and estimation methods to a greater extent than valuation of annual financial data. The valuation for the quarterly reporting shall be designed to ensure that the resulting information is reliable and complies with the standards laid down in Article 75 of Directive 2009/138/EC and that all material information that is relevant for the understanding of the data is reported in accordance to Article 305 of Delegated Regulation (EU) 2015/35.
2. When submitting the information referred to in Article 5(1), points (h) and (i) and Article 6, points (e) and (f), insurance and reinsurance undertakings and captive insurance and captive reinsurance undertakings may apply simplified methods in the calculation of the technical provisions.
Article 8
Annual quantitative templates for individual undertakings and captive insurance and captive reinsurance undertakings – Basic information and content of submission
Insurance and reinsurance undertakings and captive insurance and captive reinsurance undertakings shall submit annually the information referred to in Article 304(1) point (d) of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
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(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; |
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(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), point (d), of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
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(a) |
template S.02.01.01 of Annex I, specifying balance sheet information using the valuation method referred to in 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; |
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(b) |
unless one single currency represents more than 80 % of the total liabilities, template S.02.02.01 of Annex I, specifying information on liabilities by currency, following the instructions set out in section S.02.02 of Annex II; |
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(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, where (i) or (ii) applies:
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|
(d) |
template S.04.02.01 of Annex I, specifying information on class 10 in Part A of Annex I to Directive 2009/138/EC, excluding carrier’s liability, following the instructions set out in section S.04.02 of Annex II; |
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(e) |
template S.04.03.01 of Annex I, specifying information on Basic Information – List of underwriting entities, following the instructions set out in section S.04.03 of Annex II; |
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(f) |
template S.04.04.01 of Annex I, specifying information on activity by country – location of underwriting, following the instructions set out in section S.04.04 of Annex II; |
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(g) |
template S.04.05.01 of Annex I, specifying information on Activity by country – location of risk, following the instructions set out in section S.04.05 of Annex II; |
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(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 specified in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.05.01 of Annex II. |
Article 10
Annual quantitative templates for captive insurance undertakings – Balance sheet and other general information
Captive insurance undertakings shall submit annually the information referred to in Article 304(1) point (d) of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
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(a) |
template S.02.01.01 of Annex I, specifying balance sheet information using the valuation method referred to in 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; |
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(b) |
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, where (i) or (ii) applies:
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(c) |
template S.04.02.01 of Annex I, specifying information on class 10 in Part A of Annex I to Directive 2009/138/EC, excluding carrier’s liability, following the instructions set out in section S.04.02 of Annex II; |
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(d) |
template S.04.03.01 of Annex I, specifying information on Basic Information – List of underwriting entities, following the instructions set out in section S.04.03 of Annex II; |
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(e) |
template S.04.04.01 of Annex I, specifying information on Activity by country – location of underwriting, following the instructions set out in section S.04.04 of Annex II; |
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(f) |
template S.04.05.01 of Annex I, specifying information on Activity by country – location of risk, following the instructions set out in section S.04.05 of Annex II; |
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(g) |
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. |
Article 11
Annual quantitative templates for captive reinsurance undertakings – Balance sheet and other general information
Captive reinsurance undertakings shall submit annually the information referred to in Article 304(1), point (d) of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
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(a) |
template S.02.01.01 of Annex I, specifying balance sheet information using the valuation method referred to in 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; |
|
(b) |
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; |
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(c) |
template S.04.03.01 of Annex I, specifying information on Basic Information – List of underwriting entities, following the instructions set out in section S.04.03 of Annex II Regulation; |
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(d) |
template S.04.04.01 of Annex I, specifying information on Activity by country – location of underwriting, following the instructions set out in section S.04.04 of Annex II; |
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(e) |
template S.04.05.01 of Annex I, specifying information on Activity by country – location of risk, following the instructions set out in section S.04.05 of Annex II; |
|
(f) |
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. |
Article 12
Annual quantitative templates for individual undertakings and captive insurance undertakings – Investments information
Insurance and reinsurance undertakings and captive insurance 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), point (d), of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
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(a) |
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 specified in Annex VI; |
|
(b) |
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 5(1), point (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; |
|
(c) |
template S.06.04.01 of Annex I, specifying the information on climate change-related risks to investments, following the instructions set out in section S.06.04 of Annex II; |
|
(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; |
|
(f) |
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; |
|
(g) |
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; |
|
(h) |
where the ratio of the value of assets held as collateral to total balance sheet as reported in items C0010/R0500 of template S.02.01.01 exceeds 10 %, 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 13
Annual quantitative templates for individual undertakings and captive insurance undertakings – Technical provisions and risks information
1. Insurance and reinsurance undertakings and captive insurance undertakings shall submit annually the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
|
(a) |
template S.12.01.01 of Annex I, specifying by line of business as specified in Annex I to Delegated Regulation (EU) 2015/35 information on life and health SLT technical provisions, following the instructions set out in section S.12.01 of Annex II; |
|
(b) |
template S.12.02.01 of Annex I, specifying information on life and health SLT technical provisions by country where the life and health SLT technical provisions regarding the home country do not represent 100 % of the sum of the technical provisions calculated as a whole and gross best estimate, following the instructions set out in section S.12.02 of Annex II; |
|
(c) |
unless the undertaking uses simplifications for the calculation of technical provisions, for which an estimate of the expected future cash-flows arising from the contracts are not calculated, 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 contracts and annuities stemming from non-life contracts, by product issued by the undertaking, following the instructions set out in section S.14.01 of Annex II; |
|
(e) |
template S.14.02.01 of Annex I, specifying information on non-life obligations analysis, by line of business and specific product categories issued by the undertaking, following the instructions set out in section S.14.02 of Annex II; |
|
(f) |
template S.14.03 of Annex I, specifying information on cyber underwriting risk, following instructions set out in section S.14.03 of Annex II, where any of the following conditions apply:
|
|
(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 specified in Annex I to Delegated Regulation (EU) 2015/35; |
|
(h) |
template S.17.01.01 of Annex I, specifying information on non-life technical provisions by lines of business as specified in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.17.01 of Annex II; |
|
(i) |
template S.17.03.01 of Annex I, specifying information on non-life technical provisions referred to direct insurance business by country, where the non-life technical provisions regarding the home country does not represent 100 % of the sum of the technical provisions calculated as a whole and gross best estimate, following the instructions set out in section S.17.03 of Annex II; |
|
(j) |
unless the undertaking uses simplifications for the calculation of technical provisions, for which an estimate of the expected future cash-flows arising from the contracts are not calculated, 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, for the lines of business representing a coverage of 90 % of the sum of the technical provisions calculated as a whole and gross best estimate, 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 specified in Annex I to Delegated Regulation (EU) 2015/35; |
|
(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 material lines of business representing a coverage of 90 % of the non-life technical provisions as specified in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.20.01 of Annex II; |
|
(m) |
template S.21.01.01 of Annex I, specifying information on loss distribution risk profile of non-life business for material lines of business representing a coverage of 90 % of the non-life technical provisions as specified in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.21.01 of Annex II; |
|
(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 for material lines of business representing a coverage of 90 % of the non-life technical provisions as specified in Annex I to Delegated Regulation (EU) 2015/35, following the instructions in S.21.03 of Annex II. |
2. For the purposes of paragraph 1, point (g), for insurance and reinsurance undertakings other than captive insurance or captive reinsurance undertakings, information shall additionally be reported by currency, following the instructions set out in section S.16.01 of Annex II. 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) |
amount for the reporting currency; |
|
(ii) |
amount 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) |
amount 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. |
3. For the purposes of paragraph 1, point (k), for insurance and reinsurance undertakings other than captive insurance or captive reinsurance undertakings, information shall additionally be reported 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 10 % of the total gross best estimate of the claims provision, with the following split:
|
(i) |
amount 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; |
|
(ii) |
amount 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. |
Article 14
Annual quantitative templates for captive reinsurance undertakings – Technical provisions information
Captive reinsurance undertakings shall submit annually the information referred to in Article 304(1), point (d) of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
|
(a) |
template S.12.01.01 of Annex I, specifying information on life and health SLT technical provisions by line of business as specified in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.12.01 of Annex II; |
|
(b) |
template S.19.01.21 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 specified in Annex I to Delegated Regulation (EU) 2015/35. |
Article 15
Annual quantitative templates for individual undertakings and captive insurance undertakings – Long-term guarantees information
Insurance and reinsurance undertakings and captive insurance undertakings shall submit annually the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
|
(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 16
Annual quantitative templates for captive reinsurance undertakings – Long-term guarantees information
Captive reinsurance undertakings shall submit annually the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35 using 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.
Article 17
Annual quantitative templates for individual undertakings and captive insurance undertakings – Own funds and participations information
Insurance and reinsurance undertakings and captive insurance undertakings shall submit annually the information referred to in Article 304(1), point (d) of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
|
(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) |
where the own funds amount for any tier change more than 5 % compared to the previous year, 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) |
where the own funds amount for any tier change more than 5 % compared to the previous year, 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 18
Annual quantitative templates for captive reinsurance undertakings – Own funds and participations information
Captive reinsurance undertakings shall submit annually the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35 using 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.
Article 19
Annual quantitative templates for individual undertakings and captive insurance undertakings – Solvency Capital Requirement information
1. Insurance and reinsurance undertakings and captive insurance undertakings shall submit annually the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
|
(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 a partial internal model or a full internal model for the calculation of the Solvency Capital Requirement, template S.25.05.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.05 of Annex II; |
|
(c) |
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; |
|
(d) |
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; |
|
(e) |
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; |
|
(f) |
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; |
|
(g) |
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; |
|
(h) |
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; |
|
(i) |
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; |
|
(j) |
template S.26.08.01 of Annex I, specifying further information on the internal model used for the Solvency Capital Requirement, for undertakings using a partial internal model or a full internal model, following the instructions set out in section S.26.08 of Annex II; |
|
(k) |
template S.26.09.01 of Annex I, specifying information on internal model market and credit risk for financial instruments, following the instructions set out in section S.26.09 of Annex II; |
|
(l) |
template S.26.10.01 of Annex I, specifying information on internal model portfolio view details of credit event risk, following the instructions set out in section S.26.10 of Annex II; |
|
(m) |
template S.26.11.01 of Annex I, specifying information on internal model details for financial instruments of credit risk, following the instructions set out in section S.26.11 of Annex II; |
|
(n) |
template S.26.12.01 of Annex I, specifying information on internal model for non-financial instruments of credit risk, following the instructions set out in section S.26.12 of Annex II; |
|
(o) |
template S.26.13.01 of Annex I, specifying information on internal model non-life and health NSLT underwriting risk, following the instructions set out in section S.26.13 of Annex II; |
|
(p) |
template S.26.14.01 of Annex I, specifying information on internal model life and health underwriting risk, following the instructions set out in section S.26.14 of Annex II; |
|
(q) |
template S.26.15.01 of Annex I, specifying information on internal model operational risk, following the instructions set out in section S.26.15 of Annex II; |
|
(r) |
template S.26.16.01 of Annex I, specifying information on internal model changes, following the instructions set out in section S.26.16 of Annex II; |
|
(s) |
template S. 27.01 specifying information on non-life catastrophe risk, following the instructions set out in section S. 27.01 of Annex II as follows:
|
2. In the case of ring-fenced funds or matching adjustment portfolios, the information in the templates referred to in paragraph 1, points (c) to (s), shall not be reported for the entity as a whole.
3. Where a partial internal model is used, the information in the templates referred to in paragraph 1, points (c) to (s), shall only be reported in relation to the risks covered by the standard formula and the templates referred to in of paragraph 1, points (j) to (r), shall only be reported in relation to the risks covered by the internal model.
4. Where a full internal model is used, the information in the templates referred to in paragraph 1, points (c) to (s), shall not be reported and the templates referred to in paragraph 1, points (j) to (r) shall be reported.
Article 20
Annual quantitative templates for captive reinsurance undertaking— Solvency Capital Requirement information
1. Captive reinsurance undertakings shall submit annually the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
|
(a) |
where the undertaking uses the standard formula for the calculation of the Solvency Capital Requirement, template S.25.01.21 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 a partial internal model or a full internal model for the calculation of the Solvency Capital Requirement, template S.25.05.21 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.05 of Annex II. |
Article 21
Annual quantitative templates for individual undertakings and captive insurance and captive reinsurance undertakings – Minimum capital requirement information
Insurance and reinsurance undertakings and captive insurance and captive reinsurance undertakings shall submit annually the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
|
(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 22
Annual quantitative templates for individual undertakings – Variation analysis information
Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
|
(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 23
Annual quantitative templates for individual undertakings and captive insurance undertakings – Reinsurance and special purpose vehicles information
Insurance and reinsurance undertakings and captive insurance undertakings shall submit annually the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35 using the following templates and complying with the following instructions:
|
(a) |
where reinsurance recoverables are higher than 10 % of the total best estimate calculated separately for life and non-life business, template S.30.01.01 of Annex I, specifying information on facultative covers in the next reporting year covering information on the 20 largest facultative reinsurance exposures and the 2 largest in each line of business as specified in Annex I to Delegated Regulation (EU) 2015/35, insofar as not covered by the 20 largest, for which facultative reinsurance is used, following the instructions set out in section S.30.01 of Annex II to this Regulation; |
|
(b) |
where reinsurance recoverables are higher than 10 % of the total best estimate calculated separately for life and non-life business, 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 20 largest facultative reinsurance exposures and the 2 largest in each line of business as specified in Annex I to Delegated Regulation (EU) 2015/35, insofar as not covered by the 20 largest, following the instructions set out in section S.30.02 of Annex II to this Regulation; |
|
(c) |
where reinsurance recoverables are higher than 10 % of the total best estimate calculated separately for life and non-life business, 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) |
where reinsurance recoverables are higher than 10 % of the total best estimate calculated separately for life and non-life business, 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 24
Annual quantitative templates for individual undertakings and captive insurance and captive reinsurance undertakings – Ring-fenced funds, material matching adjustment portfolios and remaining part information
1. Insurance and reinsurance undertakings and captive insurance and captive reinsurance undertakings shall submit annually the information referred to in Article 304(1), point (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 and complying with the following instructions:
|
(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 a partial internal model or a full internal model for the calculation of the Solvency Capital Requirement, template SR.25.05.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.05 of Annex II; |
|
(i) |
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; |
|
(j) |
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; |
|
(k) |
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; |
|
(l) |
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; |
|
(m) |
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; |
|
(n) |
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; |
|
(o) |
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; |
|
(p) |
for undertakings using a partial internal model or a full internal model, template SR.26.08.01 of Annex I, specifying further information on the internal model used for the Solvency Capital Requirement, following the instructions set out in section S.26.08 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 information in the templates referred to in paragraph 1, points (i) to (o) and (q), shall only be reported in relation to the risks covered by the standard formula and the information in the template referred to in paragraph 1, point (p), shall be reported in relation to the risks covered by the internal model.
3. Where a full internal model is used, the information in the templates referred to in paragraph 1, points (i) to (o) and (q), shall not be reported and the information in the template referred to in paragraph 1, point (p), shall be reported.
Article 25
Annual quantitative templates for individual undertakings – intra-group-transactions information
Insurance and reinsurance undertakings which are not part of a group as referred to in Article 213(2), points (a), (b) or (c), 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 Article 245(2), second subparagraph, of that Directive, in conjunction with Article 265 of that Directive, using the following templates and complying with the following instructions:
|
(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 off-balance sheet items and contingent liabilities, 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 insurance and reinsurance, following the instructions set out in section S.36.04 of Annex II; |
|
(e) |
template S.36.05.01 of Annex I, specifying information on significant intra-group transactions on profit and loss, following the instructions set out in section S.36.05 of Annex II. |
Article 26
Quantitative templates for individual undertakings – intra-group transactions information
Insurance and reinsurance undertakings which are not part of a group as referred to in Article 213(2), points (a), (b) or (c), 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 as referred to in Article 245(2), second subparagraph, of that Directive, and intra-group transactions to be reported in all circumstances as referred to in Article 245(3) of that Directive, as soon as practicable using the relevant templates among templates S.36.00.01 to S.36.05.01 of Annex I to this Regulation, following the instructions set out in section S.36.00 to S.36.05 of Annex II to this Regulation.
CHAPTER III
QUANTITATIVE REPORTING TEMPLATES FOR GROUPS
Article 27
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 Article 254(2), second subparagraph, of Directive 2009/138/EC, the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35, using the following templates and complying with the following instructions:
|
(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 specified in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as specified in Article 233 of that Directive, template S.02.01.02 of Annex I to this Regulation, specifying balance sheet information, using the valuation method referred to in 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.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 paragraph 1, point (f), where for the calculation of group solvency method 1 as specified 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 specified 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 of this paragraph and adjusted in order to capture the required items of all entities included in the scope of template S.06.02.04.
Article 28
Simplifications allowed on quarterly reporting for groups
With regard to the information referred to in Article 27(1), point (c), of this Regulation, 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 29
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), point (d), of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates and complying with the following instructions:
|
(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 30
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), point (d), of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates and complying with the following instructions:
|
(a) |
template S.02.01.01 of Annex I, specifying balance sheet information using both the valuation method referred to in 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) |
unless one single currency represents more than 80 % of the total liabilities, 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 where (i) or (ii) applies:
|
|
(d) |
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; |
|
(e) |
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 paragraph 1, points (a) and (b) 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 – Investments information
1. Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall, unless exempted under Article 254(2), third subparagraph, of Directive 2009/138/EC in relation to a specific template, submit annually the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35, using the following templates and complying with the following instructions:
|
(a) |
where the group is exempted from reporting template S.06.02.04 in relation to the last quarter in accordance with Article 254(2), second subparagraph, 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; |
|
(b) |
where the group is exempted from reporting template S.06.03.04 in relation to the last quarter in accordance with Article 254(2), second subparagraph, 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 27(1), point (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; |
|
(c) |
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; |
|
(d) |
where the group is exempted from reporting template S.08.01.04 in relation to the last quarter in accordance with Article 254(2), second subparagraph, 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; |
|
(e) |
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; |
|
(f) |
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; |
|
(g) |
where the ratio of the value of assets held as collateral to total balance sheet as reported in items C0010/R0500 of template S.02.01.01 exceeds 10 %, 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 paragraph 1, point (c), where for the calculation of group solvency as specified in Article 230 of Directive 2009/138/EC method 1 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 of this paragraph 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 paragraph 1, point (f), where for the calculation of group solvency method 1 as specified 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 specified 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 of this paragraph and adjusted in order to capture the required items of all entities included in the scope of template S.06.02.04.
Article 32
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), point (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 33
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), point (d), of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates and complying with the following instructions:
|
(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) |
where the own funds amount for any tier change more than 5 % compared to the previous year, 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) |
where the own funds amount for any tier change more than 5 % compared to the previous year, 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. |
For the purposes of point (d), the template shall be reported in the presence of non-available own fund items, regardless of the threshold.
2. The templates referred to in paragraph 1, points (b) and (c), 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 specified in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as specified in Article 233 of that Directive.
Article 34
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 the method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as specified in Article 233 of that Directive, shall submit annually the information referred to in Article 304(1), point (d), of Delegated Regulation (EU) 2015/35, using the following templates and complying with the following instructions:
|
(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 a partial internal model or a full internal model for the calculation of the Solvency Capital Requirement, template S.25.05.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.05 of Annex III; |
|
(c) |
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; |
|
(d) |
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; |
|
(e) |
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; |
|
(f) |
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; |
|
(g) |
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; |
|
(h) |
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; |
|
(i) |
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; |
|
(j) |
template S.26.08.04 of Annex I, specifying further information on the internal model used for the Solvency Capital Requirement, for undertakings using a partial internal model or a full internal model, following the instructions set out in section S.26.08 of Annex III; |
|
(k) |
template S.26.09.04 of Annex I, specifying information on internal model market and credit risk for financial instruments, following the instructions set out in section S.26.09 of Annex III; |
|
(l) |
template S.26.10.01 of Annex I, specifying information on internal model portfolio view details of credit event risk, following the instructions set out in section S.26.10 of Annex III; |
|
(m) |
template S.26.11.01 of Annex I, specifying information on internal model details for financial instruments of credit risk, following the instructions set out in section S.26.11 of Annex III; |
|
(n) |
template S.26.12.01 of Annex I, specifying information on internal model for non-financial instruments of credit risk, following the instructions set out in section S.26.12 of Annex III; |
|
(o) |
template S.26.13.01 of Annex I, specifying information on internal model non-life and health NSLT underwriting risk, following the instructions set out in section S.26.13 of Annex III; |
|
(p) |
template S.26.14.01 of Annex I, specifying information on internal model life and health underwriting risk, following the instructions set out in section S.26.14 of Annex III; |
|
(q) |
template S.26.15.01 of Annex I, specifying information on internal model operational risk, following the instructions set out in section S.26.15 of Annex III; |
|
(r) |
template S.26.16.01 of Annex I, specifying information on internal model changes, following the instructions set out in section S.26.16 of Annex III; |
|
(s) |
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 ring-fenced funds or matching adjustment portfolios, the information in the templates referred to in paragraph 1, points (c) to (i) and (s), and (j) to (r), shall not be reported for the group as a whole.
3. Where a partial internal model is used, the information referred to in templates referred to in paragraph 1, points (c) to (i) and (s), shall only be reported in relation to the risks covered by the standard formula, and the information in the templates referred to in paragraph 1, points (j) to (r), shall only be reported to the risks covered by the internal model.
4. Where a full internal model is used, the information in the templates referred to in paragraph 1, points (c) to (i) and (s), shall not be reported, and the information in the templates referred to in paragraph 1, points (j) to (r), shall be reported.
Article 35
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), point (d), of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates and complying with the following instructions:
|
(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 36
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), point (d), of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation using the following templates and complying with the following instructions:
|
(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, point (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 off-balance sheet and contingent liabilities, 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 insurance and 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.36.04 of Annex III to this Regulation; |
|
(i) |
template S.36.05.01 of Annex I, specifying information on intra-group transactions on profit and loss, following the instructions set out in section S.36.05 of Annex III; |
|
(j) |
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; |
|
(k) |
template S.37.02.04 specifying information on risk concentration exposures by currency, sector, country, following the instructions set out in section S.37.02 of Annex III to this Regulation; |
|
(l) |
template S.37.03.04 specifying information on risk concentration exposure by asset class and rating, following the instructions set out in section S.37.03 of Annex III to this Regulation. |
Article 37
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), point (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 Article 335(1), points (a) and (c), of Delegated Regulation (EU) 2015/35, as well as in relation to the remaining part, and by complying with the following instructions:
|
(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 a partial internal model or a full internal model for the calculation of the Solvency Capital Requirement, template SR.25.05.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.05 of Annex III; |
|
(d) |
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; |
|
(e) |
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; |
|
(f) |
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; |
|
(g) |
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; |
|
(h) |
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; |
|
(i) |
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; |
|
(j) |
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; |
|
(k) |
template SR.26.08.01 of Annex I, specifying further information on the internal model used for the Solvency Capital Requirement, for undertakings using a partial internal model or a full internal model, following the instructions set out in section S.26.08 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 paragraph 1, points (d) to (j) and (l), shall only be reported in relation to the risks covered by the standard formula and the template referred in paragraph 1, point (k), shall be reported in relation to the risks covered by the internal model.
3. Where a full internal model is used, the templates referred to in paragraph 1, points (d) to (j) and (l), shall not be reported and the template referred to in paragraph 1, point (k), shall 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 the 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 Article 335(1), points (a) or (c), of Delegated Regulation (EU) 2015/35, as well as in relation to the remaining part, as referred to in Article 304(1), point (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 38
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 as referred to in Article 245(2), first and second subparagraphs, of Directive 2009/138/EC, and intra-group transactions to be reported in all circumstances as 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, S.36.04.01 and S.36.05.01 of Annex I to this Regulation, following the instructions set out in section S.36.01 to S.36.05 of Annex III to this Regulation; |
|
(b) |
significant risk concentrations as referred to in Article 244(2) of Directive 2009/138/EC and risk concentrations to be reported in all circumstances as 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 PROVISIONS
Article 39
Repeal of Implementing Regulation (EU) 2015/2450
Implementing Regulation (EU) 2015/2450 is repealed.
Article 40
Entry into force and date of application
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
It shall apply from 31 December 2023.
This Regulation shall be binding in its entirety and directly applicable in all Member States.
Done at Brussels, 4 April 2023.
For the Commission
The President
Ursula VON DER LEYEN
(1) OJ L 335, 17.12.2009, p. 1.
(2) Regulation (EU) No 1094/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Insurance and Occupational Pensions Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/79/EC (OJ L 331, 15.12.2010, p. 48).
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 |
Liabilities by currency |
R0040 |
|
|
S.03.01.01 |
Off-balance sheet items -general |
R0060 |
|
|
S.04.02.01 |
Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability |
R0100 |
|
|
S.04.03.01 |
Basic Information - list of underwriting entities |
R0104 |
|
|
S.04.04.01 |
Activity by country - location of underwriting |
R0105 |
|
|
S.04.05.01 |
Activity by country - location of risk |
R0106 |
|
|
S.05.01.01 |
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.06.04.01 |
Climate change-related risks to investments |
R0151 |
|
|
S.07.01.01 |
Structured products |
R0160 |
|
|
S.08.01.01 |
Open derivatives |
R0170 |
|
|
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.14.02.01 |
Non-life business - policy and customer information |
R0251 |
|
|
S.14.03.01 |
Cyber underwriting risk |
R0252 |
|
|
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.25.05.01 |
Solvency Capital Requirement - for undertakings using an internal model (partial or full) |
R0470 |
|
|
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.26.08.01 |
Solvency Capital Requirement - for undertakings using an internal model (partial or full) |
R0561 |
|
|
S.26.09.01 |
Internal model - Market & credit risk and sensitivities |
R0562 |
|
|
S.26.10.01 |
Internal model - Credit event risk Portfolio view details |
R0563 |
|
|
S.26.11.01 |
Internal model - Credit event risk for financial instruments |
R0564 |
|
|
S.26.12.01 |
Internal model - Credit risk Non-Financial Instruments |
R0565 |
|
|
S.26.13.01 |
Internal model - Non-life & Health Non-SLT |
R0566 |
|
|
S.26.14.01 |
Internal model - Life & Health risk |
R0567 |
|
|
S.26.15.01 |
Internal model - Operational risk |
R0568 |
|
|
S.26.16.01 |
Internal model - Model Changes |
R0569 |
|
|
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 - IGT - Equity-type transactions, debt and asset transfer |
R0740 |
|
|
S.36.02.01 |
IGT - Derivatives |
R0750 |
|
|
S.36.03.01 |
IGT - Off-balance sheet and contingent liabilities |
R0760 |
|
|
S.36.04.01 |
IGT - Insurance and Reinsurance |
R0770 |
|
|
S.36.05.01 |
IGT - P&L |
R0775 |
|
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.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.01.01.04
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 |
Liabilities by currency |
R0040 |
|
|
S.03.01.04 |
Off-balance sheet items -general |
R0060 |
|
|
S.05.01.01 |
Premiums, claims and expenses by line of business |
R0110 |
|
|
S.05.02.04 |
Premiums, claims and expenses by country |
R0120 |
|
|
S.06.02.04 |
List of assets |
R0140 |
|
|
S.06.03.04 |
Collective investment undertakings - look-through approach |
R0150 |
|
|
S.06.04.01 |
Climate change-related risks to investments |
R0151 |
|
|
S.07.01.04 |
Structured products |
R0160 |
|
|
S.08.01.04 |
Open derivatives |
R0170 |
|
|
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 collateral |
R0210 |
|
|
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.25.05.04 |
Solvency Capital Requirement - for groups using an internal model (partial or full) |
R0470 |
|
|
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.26.08.04 |
Solvency Capital Requirement - for groups using an internal model (partial or full) |
R0561 |
|
|
S.26.09.04 |
Internal model - Market & credit risk and sensitivities |
R0562 |
|
|
S.26.10.01 |
Internal model - Credit event risk Portfolio view detail |
R0563 |
|
|
S.26.11.01 |
Internal model - Credit event risk for financial instruments |
R0564 |
|
|
S.26.12.01 |
Internal model - Credit risk Non-Financial Instruments |
R0565 |
|
|
S.26.13.01 |
Internal model - Non-life & Health Non-SLT |
R0566 |
|
|
S.26.14.01 |
Internal model - Life & Health risk |
R0567 |
|
|
S.26.15.01 |
Internal model - Operational risk |
R0568 |
|
|
S.26.16.01 |
Internal model - Model Changes |
R0569 |
|
|
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 - Off-balance sheet and contingent liabilities |
R0760 |
|
|
S.36.04.01 |
IGT - Insurance and Reinsurance |
R0770 |
|
|
S.36.05.01 |
IGT - P&L |
R0775 |
|
|
S.37.01.04 |
Risk concentration |
R0780 |
|
|
S.37.02.04 |
Risk Concentration – Exposure by currency, sector, country |
R0785 |
|
|
S.37.03.04 |
Risk Concentration – Exposure by asset class and rating |
R0786 |
|
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.23.01.04 |
Own funds |
R0410 |
|
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.25.05.01 |
Solvency Capital Requirement - for undertakings using an internal model (partial or full) |
R0850 |
|
|
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.26.08.01 |
Solvency Capital Requirement - for undertakings using an internal model |
R0935 |
|
|
SR.27.01.01 |
Solvency Capital Requirement - Non-Life 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 |
Solvency Capital Requirement - for groups on Standard Formula |
R0840 |
|
|
SR.25.05.01 |
Solvency Capital Requirement - for groups using an internal model (partial or full) |
R0850 |
|
|
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.26.08.04 |
Solvency Capital Requirement - for groups using an internal model |
R0935 |
|
|
SR.27.01.01 |
Solvency Capital Requirement - Non-Life Catastrophe risk |
R0940 |
|
S.01.02.01
Basic Information - General
|
|
|
C0010 |
|
Undertaking name |
R0010 |
|
|
Undertaking identification code |
R0020 |
|
|
Type of undertaking |
R0040 |
|
|
Country of authorisation |
R0050 |
|
|
Language of reporting |
R0070 |
|
|
Reporting submission date |
R0080 |
|
|
Financial year end |
R0081 |
|
|
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 |
|
|
Exemption of reporting ECAI information |
R0250 |
|
|
Direct URL to the webpage where the Solvency and Financial Condition Report (SFCR) is disclosed |
R0255 |
|
|
Direct URL to download the Solvency and Financial Condition Report (SFCR) corresponding to this financial year reporting obligation (R0090) |
R0260 |
|
|
Captive business |
R0270 |
|
|
Run-off business |
R0280 |
|
|
M&A during the period |
R0290 |
|
S.01.02.04
Basic Information - General
|
|
|
C0010 |
|
Participating undertaking name |
R0010 |
|
|
Group identification code |
R0020 |
|
|
Name of the group |
R0025 |
|
|
Country of the group supervisor |
R0050 |
|
|
Sub-group information |
R0060 |
|
|
Language of reporting |
R0070 |
|
|
Reporting submission date |
R0080 |
|
|
Financial year end |
R0081 |
|
|
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 |
|
|
Exemption of reporting ECAI information |
R0250 |
|
|
Direct URL to the webpage where the Solvency and Financial Condition Report (SFCR) is disclosed |
R0255 |
|
|
Direct URL to download the Solvency and Financial Condition Report |
R0260 |
|
|
Captive business |
R0270 |
|
|
Run-off business |
R0280 |
|
|
M&A during the period |
R0290 |
|
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 |
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 |
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
Liabilities by currency
|
|
Material currency |
||||||
|
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 |
… |
|||
|
|
|||||||
|
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 |
Information about the unlimited guarantees |
|
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
||
|
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 |
|
|
|
|
|
|
Unlimited guarantees |
|
|
|
|
|
|
|
received |
R0510 |
|
|
|
|
|
|
provided |
R0520 |
|
|
|
|
|
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 |
Information about the unlimited guarantees |
|
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
||
|
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 |
|
|
|
|
|
|
Of which contingent liabilities toward entities of the same group |
R0320 |
|
|
|
|
|
|
Contingent liabilities in Solvency II Balance Sheet |
R0330 |
|
|
|
|
|
|
Total Contingent liabilities |
R0400 |
|
|
|
|
|
|
Unlimited guarantees |
|
|
|
|
|
|
|
received |
R0510 |
|
|
|
|
|
|
provided |
R0520 |
|
|
|
|
|
S.04.02.01
Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability
|
|
EEA country |
R0010 |
… |
|
||
|
|
||||||
|
|
Undertaking |
By EEA Member |
… |
|||
|
FPS |
Branch |
FPS |
Branch |
FPS |
||
|
C0010 |
C0020 |
C0030 |
… |
|
||
|
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.04.03.01
Basic Information - list of underwriting entities
List of underwriting entities
|
Underwriting entity code |
Type of underwriting entity code |
Type of entity |
Type of branch localisation |
Country of establishment |
|
C0010 |
C0011 |
C0020 |
C0030 |
C0040 |
|
|
|
|
|
|
S.04.04.01
Activity by country- location of underwriting
|
|
Line of Business |
Z0010 |
|
Underwriting entity code |
Z0020 |
|
|
EEA country |
R0010 |
|||
|
|
|||||
|
|
By underwriting entity |
By underwriting entity and by EEA member (localization of activity [based on place of underwriting]) |
… |
||
|
Business underwritten in the country of establishment |
Business underwritten through FPS in country different from the country of establishment |
Business underwritten in the considered country through FPS |
… |
||
|
C0010 |
C0020 |
C0030 |
|
||
|
Premiums written (gross) |
R0020 |
|
|
|
|
|
Claims incurred |
R0030 |
|
|
|
|
|
Acquisition expenses |
R0040 |
|
|
|
|
|
of which commissions |
R0050 |
|
|
|
|
S.04.05.01
Activity by country - location of risk
|
|
Line of Business |
Z0010 |
|
Country |
R0010 |
|
|
Underwriting entity code |
Z0020 |
|
||
|
|
|||||
|
|
Total underwriting entity activity |
… |
Activity by country – location of risk |
… |
|
|
Total of business written by the undertakings |
… |
Total by country |
… |
||
|
C0010 |
|
C0020 |
|
||
|
Premiums written (gross) |
R0020 |
|
|
|
|
|
Premiums earned (gross) |
R0030 |
|
|
|
|
|
Claims incurred (gross) |
R0040 |
|
|
|
|
|
Expenses incurred (gross) |
R0050 |
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
|
Balance - other technical expenses/income |
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 |
|
|
|
|
|
|
|
|
|
Balance - other technical expenses/income |
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 |
|
|
|
|
|
|
|
|
|
|
Balance - other technical expenses/income |
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 |
|
|
|
|
|
|
|
|
|
|
Balance - other technical expenses/income |
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 |
|
|
|
|
|
|
|
|
|
Balance - other technical expenses/income |
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 |
|
|
|
|
|
|
|
|
|
|
Balance - other technical expenses/income |
R2500 |
|
|
|
|
|
|
|
|
|
|
Total expenses |
R2600 |
|
|
|
|
|
|
|
|
|
|
Total amount of surrenders |
R2700 |
|
|
|
|
|
|
|
|
|
S.05.02.04
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 |
|
|
|
|
|
|
|
|
Expenses incurred |
R0550 |
|
|
|
|
|
|
|
|
Balance - other technical expenses/income |
R1210 |
|
|
|
|
|
|
|
|
Total expenses |
R1300 |
|
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
Expenses incurred |
R1900 |
|
|
|
|
|
|
|
|
Balance - other technical expenses/income |
R2510 |
|
|
|
|
|
|
|
|
Total expenses |
R2600 |
|
|
|
|
|
|
|
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 |
Code of custodian |
Type of code of custodian |
Quantity |
Par amount |
Long-term equity investment |
(cont.) |
|
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
C0090 |
C0100 |
C0110 |
C0120 |
C0121 |
C0122 |
C0130 |
C0140 |
C0145 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Valuation method |
Acquisition value |
Total Solvency II amount |
Accrued interest |
|
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 |
SCR calculation approach for CIU |
(cont.) |
|
C0040 |
C0050 |
C0190 |
C0200 |
C0210 |
C0220 |
C0230 |
C0240 |
C0250 |
C0260 |
C0270 |
C0280 |
C0290 |
C0292 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Bail-in rules |
Regional Governments and Local Authorities (RGLA) |
Crypto-assets |
Property type |
Property location |
Infrastructure investment |
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 |
(cont.) |
|
C0293 |
C0294 |
C0295 |
C0296 |
C0297 |
C0300 |
C0310 |
C0320 |
C0330 |
C0340 |
C0350 |
C0360 |
C0370 |
C0380 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Maturity date |
|
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 |
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 |
C0050 |
C0060 |
C0070 |
C0080 |
C0090 |
C0100 |
C0110 |
C0120 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Code of custodian |
Type of code of custodian |
Quantity |
Par amount |
Long-term equity investment |
Valuation method |
Acquisition value |
Total Solvency II amount |
Accrued interest |
|
C0121 |
C0122 |
C0130 |
C0140 |
C0145 |
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 |
(cont.) |
|
C0040 |
C0050 |
C0190 |
C0200 |
C0210 |
C0220 |
C0230 |
C0240 |
C0250 |
C0260 |
C0270 |
C0280 |
C0290 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Bail-in rules |
Regional Governments and Local Authorities (RGLA) |
Crypto-assets |
Property type |
Property location |
Infrastructure investment |
Holdings in related undertakings, including participations |
External rating |
Nominated ECAI |
Credit quality step |
Internal rating |
Duration |
Unit Solvency II price |
(cont.) |
|
C0293 |
C0294 |
C0295 |
C0296 |
C0297 |
C0300 |
C0310 |
C0320 |
C0330 |
C0340 |
C0350 |
C0360 |
C0370 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Unit percentage of par amount Solvency II price |
Maturity date |
|
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.06.04.01
Climate change-related risks to investments
|
|
C0010 |
|
|
Climate change-related transition risk - KPI |
R0010 |
|
|
Climate change-related physical risk - KPI |
R0020 |
|
|
Justification for not reporting climate change-related transition risk - KPI |
R0030 |
|
|
Justification for not reporting climate change-related physical risk - KPI |
R0040 |
|
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 |
Unique Transactions Identifier |
Derivative ID Code type |
Portfolio |
Fund number |
Derivatives held in unit linked and index 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 |
(cont.) |
|
C0040 |
C0041 |
C0050 |
C0060 |
C0070 |
C0080 |
C0090 |
C0100 |
C0110 |
C0131 |
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 |
Currency of price |
CIC |
Trigger value |
Unwind trigger of contract |
Maturity date |
Swap delivered |
Swap received |
|
C0350 |
C0360 |
C0370 |
C0371 |
C0380 |
C0390 |
C0400 |
C0430 |
C0440 |
C0450 |
|
|
|
|
|
|
|
|
|
|
|
S.08.04.01
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 |
Unique Transactions Identifier |
Derivative ID Code type |
Portfolio |
Fund number |
Derivatives held in unit linked and index linked contracts |
Instrument underlying the derivative |
Type of code of asset or liability underlying the derivative |
(cont.) |
|
C0010 |
C0020 |
C0030 |
C0040 |
C0041 |
C0050 |
C0060 |
C0070 |
C0080 |
C0090 |
C0100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Use of derivative |
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 |
(cont.) |
|
C0110 |
C0130 |
C0140 |
C0150 |
C0160 |
C0170 |
C0180 |
C0190 |
C0200 |
C0210 |
C0220 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Duration |
Solvency II value |
Valuation method |
|
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 |
Currency of price |
CIC |
Trigger value |
Unwind trigger of contract |
Maturity date |
Swap delivered |
Swap received |
|
C0350 |
C0360 |
C0370 |
C0371 |
C0380 |
C0390 |
C0400 |
C0430 |
C0440 |
C0450 |
|
|
|
|
|
|
|
|
|
|
|
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 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 |
|
|
|
|
|
Best Estimate of products with a surrender option |
R0220 |
|
|
|
|
|
Gross BE for Cash flow |
|
|
|
|
|
|
Cash out-flows |
|
|
|
|
|
|
Future guaranteed and discretionary benefits |
R0230 |
|
|
|
|
|
Future guaranteed benefits |
R0240 |
|
|
|
|
|
Future discretionary benefits |
R0250 |
|
|
||
|
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 |
|
|
|
|
|
Expected profits included in future premiums (EPIFP) |
R0370 |
|
|
|
|
|
|
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 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 |
|
|
|
|
|
Best Estimate of products with a surrender option |
R0220 |
|
|
|
|
|
Gross BE for Cash flow |
|
|
|
|
|
|
Cash out-flows |
|
|
|
|
|
|
Future guaranteed and discretionary benefits |
R0230 |
|
|
|
|
|
Future guaranteed benefits |
R0240 |
|
|
|
|
|
Future discretionary benefits |
R0250 |
|
|||
|
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 |
|
|
|
|
|
Expected profits included in future premiums (EPIFP) |
R0370 |
|
|
|
|
|
|
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 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 |
|
|
|
|
|
Best Estimate of products with a surrender option |
R0220 |
|
|
|
|
|
Gross BE for Cash flow |
|
|
|
|
|
|
Cash out-flows |
|
|
|
|
|
|
Future guaranteed and discretionary benefits |
R0230 |
|
|
|
|
|
Future guaranteed benefits |
R0240 |
|
|
|
|
|
Future discretionary benefits |
R0250 |
|
|
|
|
|
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 |
|
|
|
|
|
Expected profits included in future premiums (EPIFP) |
R0370 |
|
|
|
|
|
|
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 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 |
|
|
|
Best Estimate of products with a surrender option |
R0220 |
|
|
|
Gross BE for Cash flow |
|
|
|
|
Cash out-flows |
|
|
|
|
Future guaranteed and discretionary benefits |
R0230 |
|
|
|
Future guaranteed benefits |
R0240 |
|
|
|
Future discretionary benefits |
R0250 |
|
|
|
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 |
|
|
|
Expected profits included in future premiums (EPIFP) |
R0370 |
|
|
|
|
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 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 |
|
|
|
|
|
Best Estimate of products with a surrender option |
R0220 |
|
|
|
|
|
Gross BE for Cash flow |
|
|
|
|
|
|
Cash out-flows |
|
|
|
|
|
|
Future guaranteed and discretionary benefits |
R0230 |
|
|
|
|
|
Future guaranteed benefits |
R0240 |
|
|
|
|
|
Future discretionary benefits |
R0250 |
|
|||
|
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 |
|
|
|
|
|
Expected profits included in future premiums (EPIFP) |
R0370 |
|
|
|
|
|
|
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 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 |
|
|
|
Best Estimate of products with a surrender option |
R0220 |
|
|
|
Gross BE for Cash flow |
|
|
|
|
Cash out-flows |
|
|
|
|
Future guaranteed and discretionary benefits |
R0230 |
|
|
|
Future guaranteed benefits |
R0240 |
|
|
|
Future discretionary benefits |
R0250 |
|
|
|
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 |
|
|
|
Expected profits included in future premiums (EPIFP) |
R0370 |
|
|
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 |
(cont.) |
||||
|
|
|
|
Contracts without options and guarantees |
Contracts with options or guarantees |
|
Contracts without options and guarantees |
Contracts with options or guarantees |
|||
|
|
|
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 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 |
|
|
|
|
|
|
|
||
|
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 |
R0210 |
|
|
|
|
|
|
|
|
|
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP as a whole |
R0220 |
|
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
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 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 |
|
|
|
|
|
|
|
||
|
Expected profits included in future premiums (EPIFP) |
R0370 |
|
|
|
|
|
|
|
||
|
|
|
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 |
R0210 |
|
|
|
|
|
|
|
|
|
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP as a whole |
R0220 |
|
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
Expected profits included in future premiums (EPIFP) |
R0370 |
|
|
|
|
|
|
|
|
S.12.02.01
Life and Health SLT Technical Provisions — by country
Gross TP as a whole and Gross BE for different countries — Home country and countries outside the materiality threshold
|
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 |
(cont.) |
|
|
|
|
C0020 |
C0030 |
C0060 |
C0090 |
C0100 |
|
|
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 |
|
|
|
|
|
|
|
|
|
|
|
||||||
|
Countries in the materiality threshold |
|
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) |
|
|
|
|
C0160 |
C0190 |
C0200 |
|
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 |
|
|
|
|
|
|
|||||
|
Countries in the materiality thresholdy |
|
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 |
Total recoverable from reinsurance (after the adjustment) |
Cash out-flows |
Cash in-flows |
Total recoverable from reinsurance (after the adjustment) |
|
||||||||
|
Future guaranteed benefits |
Future discretionary benefits |
Future expenses and other cash out-flows |
Future premiums |
Other cash in-flows |
Future guaranteed benefits |
Future discretionary benefits |
Future expenses and other cash out-flows |
Future premiums |
Other cash in-flows |
(cont.) |
||||
|
C0011 |
C0015 |
C0020 |
C0030 |
C0040 |
C0045 |
C0051 |
C0055 |
C0060 |
C0070 |
C0080 |
C0085 |
|
||
|
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 |
Total recoverable from reinsurance (after the adjustment) |
Cash out-flows |
Cash in-flows |
Total recoverable from reinsurance (after the adjustment) |
|
||||||||
|
Future guaranteed benefits |
Future discretionary benefits |
Future expenses and other cash out-flows |
Future premiums |
Other cash in-flows |
Future guaranteed benefits |
Future discretionary benefits |
Future expenses and other cash out-flows |
Future premiums |
Other cash in-flows |
(cont.) |
||||
|
C0091 |
C0095 |
C0100 |
C0110 |
C0120 |
C0125 |
C0131 |
C0135 |
C0140 |
C0150 |
C0160 |
C0165 |
|
||
|
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 |
Total recoverable from reinsurance (after the adjustment) |
Cash out-flows |
Cash in-flows |
Total recoverable from reinsurance (after the adjustment) |
|
||||||||
|
Future guaranteed benefits |
Future discretionary benefits |
Future expenses and other cash out-flows |
Future premiums |
Other cash in-flows |
Future guaranteed benefits |
Future discretionary benefits |
Future expenses and other cash out-flows |
Future premiums |
Other cash in-flows |
(cont.) |
||||
|
C0171 |
C0175 |
C0180 |
C0190 |
C0200 |
C0205 |
C0211 |
C0215 |
C0220 |
C0230 |
C0240 |
C0245 |
|
||
|
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 |
Total recoverable from reinsurance (after the adjustment) |
||||||
|
Future guaranteed benefits |
Future discretionary benefits |
Future expenses and other cash out-flows |
Future premiums |
Other cash in-flows |
||||
|
C0251 |
C0255 |
C0260 |
C0270 |
C0280 |
C0285 |
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 |
Line of Business |
Number of contracts at the end of the year |
Number of contracts at the end of year — of which, number of contracts with surrender option |
Number of new contracts during year |
Number of contracts surrendered during year |
Number of insured at the end of the year |
Fiscal treatment of the products |
Country |
|
C0010 |
C0030 |
C0040 |
C0041 |
C0050 |
C0051 |
C0054 |
C0055 |
C0080 |
|
|
|
|
|
|
|
|
|
|
Portfolio product
|
Fund number |
Total amount of Written premiums |
Total amount of written premiums — of which written directly by the insurance undertaking |
Total amount of written premiums — of which written via credit institutions |
Total amount of written premiums — of which written via other insurance distributors |
Total amount of claims paid during year |
Total amount of commissions paid during year — Total amount of commissions paid during year |
Expected future premiums |
(cont.) |
|
C0020 |
C0060 |
C0061 |
C0062 |
C0063 |
C0070 |
C0071 |
C0075 |
|
|
|
|
|
|
|
|
|
|
|
|
Expected future commissions |
Best Estimate and Technical Provisions as a whole |
Capital–at–risk |
Surrender value |
Guaranteed rate — Annualised guaranteed rate (over average duration of guarantee) |
Guaranteed rate — Yearly interest rate guarantee for the reporting year |
Exit conditions at reporting date |
Amount on which interest rate is guaranteed |
|
C0077 |
C0180 |
C0190 |
C0200 |
C0260 |
C0261 |
C0270 |
C0280 |
|
|
|
|
|
|
|
|
|
Characteristics of product
|
Product classification |
Pension entitlements |
Type of product |
Product denomination |
Product still commercialised? |
Profit sharing |
Remaining contractual maturity |
|
C0101 |
C0102 |
C0110 |
C0120 |
C0130 |
C0141 |
C0142 |
|
|
|
|
|
|
|
|
S.14.02.01
Non-life obligation analysis
Portfolio
|
Line of Business |
Of which Product category |
For the products commercialised under this product category/LOB, which proportion (measured by gross written premiums) covers climate related perils? (0-100) |
If the product covers climate-related perils, does the product design make allowance for risk-prevention measures? (Yes/No/Not applicable) |
Number of contracts at the end of the year |
Number of new contracts during year |
Total amount of Gross Written premiums — written directly by the insurance undertaking |
Total amount of Gross Written premiums — written via credit institutions |
(cont.) |
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
|
|
|
|
|
|
|
|
|
|
|
|
Total amount of Gross Written premiums — written via insurance distributors other than credit institutions |
Total amount of commissions paid during year |
Total amount of claims paid during the year |
Country |
Information on number of insured |
|
|
Number of insured at the end of the year |
Number of insured at the end of the year |
||||
|
C0090 |
C0100 |
C0110 |
C0120 |
C0130 |
C0140 |
|
|
|
|
|
|
|
S.14.03.01
Cyber underwriting risk
Cyber risk — risk identification
|
Product Group Code |
Target market |
Product identification |
Cyber coverage in the Product Category |
Line(s) of business |
Description of Risk(s) included in the coverage |
Other risk detailed description |
Sum(s) insured |
(cont.) |
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
|
|
|
|
|
|
|
|
|
|
|
|
Premium(s) |
Sum(s) reinsured |
Number of Claims settled with Payment |
Amount of Claims Paid |
Numbers of Claims settled without payment |
Technical Provisions |
|
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 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 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 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 |
|
|
|
|
|
|
|
Expected profits included in future premiums (EPIFP) |
R0500 |
|
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
Expected profits included in future premiums (EPIFP) |
R0500 |
|
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
Expected profits included in future premiums (EPIFP) |
R0500 |
|
|
|
|
|
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 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 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 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 |
|
|
|
|
|
SR.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 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 |
|
|
|
|
|
|
|
Expected profits included in future premiums (EPIFP) |
R0500 |
|
|
|
|
|
|
|
|
|
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 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 |
|
|
|
|
|
|
|
Expected profits included in future premiums (EPIFP) |
R0500 |
|
|
|
|
|
|
|
|
|
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 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 |
|
|
|
|
|
|
Expected profits included in future premiums (EPIFP) |
R0500 |
|
|
|
|
|
S.17.02.01
Non-Life Technical Provisions - By country
Gross TP calculated as a whole and Gross BE for different countries - Home country and countries outside the materiality threshold
|
|
Country … |
C0010 |
|
||||||
|
Business Type |
Z0010 |
||||||||
|
|
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 |
|
Direct business |
|
|
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
Accepted proportional reinsurance business |
|
|
|
|
|
|
|
|
|
|
Home country |
R0041 |
|
|
|
|
|
|
|
|
|
EEA countries outside the materiality threshold - not reported by country |
R0050 |
|
|
|
|
|
|
|
|
|
Non-EEA countries outside the materiality threshold - not reported by country |
R0060 |
|
|
|
|
|
|
|
|
|
Accepted non-proportional reinsurance |
|
|
|
|
|
|
|
|
|
|
Home country |
R0070 |
|
|
|
|
|
|
|
|
|
EEA countries outside the materiality threshold - not reported by country |
R0080 |
|
|
|
|
|
|
|
|
|
Non-EEA countries outside the materiality threshold - not reported by country |
R0090 |
|
|
|
|
|
|
|
|
|
Countries in the materiality threshold |
R0100 |
|
|
|
|
|
|
|
|
|
Countries in the materiality threshold |
R0110 |
|
|
|
|
|
|
|
|
|
|
Direct business |
|
||||||
|
Geographical zone |
|
|
General liability insurance |
Credit and suretyship insurance |
Legal expenses insurance |
Assistance |
Miscellaneous financial loss |
|
|
|
|
C0010 |
C0090 |
C0100 |
C0110 |
C0120 |
C0130 |
|
|
Direct business |
|
|
|
|
|
|
|
(cont.) |
|
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 |
|
|
|
|
|
|
|
|
Accepted proportional reinsurance business |
|
|
|
|
|
|
|
|
|
Home country |
R0041 |
|
|
|
|
|
|
|
|
EEA countries outside the materiality threshold - not reported by country |
R0050 |
|
|
|
|
|
|
|
|
Non-EEA countries outside the materiality threshold - not reported by country |
R0060 |
|
|
|
|
|
|
|
|
Accepted non-proportional reinsurance |
|
|
|
|
|
|
|
|
|
Home country |
R0070 |
|
|
|
|
|
|
|
|
EEA countries outside the materiality threshold - not reported by country |
R0080 |
|
|
|
|
|
|
|
|
Non-EEA countries outside the materiality threshold - not reported by country |
R0090 |
|
|
|
|
|
|
|
|
Countries in the materiality threshold |
R0100 |
|
|
|
|
|
|
|
|
Countries in the materiality threshold |
R0110 |
|
|
|
|
|
|
|
|
|
Accepted non-proportional reinsurance |
|||||
|
Geographical zone |
|
|
Non-proportional health reinsurance |
Non-proportional casualty reinsurance |
Non-proportional marine, aviation and transport reinsurance |
Non-proportional property reinsurance |
|
|
|
C0010 |
C0140 |
C0150 |
C0160 |
C0170 |
|
Direct business |
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
Accepted proportional reinsurance business |
|
|
|
|
|
|
|
Home country |
R0041 |
|
|
|
|
|
|
EEA countries outside the materiality threshold - not reported by country |
R0050 |
|
|
|
|
|
|
Non-EEA countries outside the materiality threshold - not reported by country |
R0060 |
|
|
|
|
|
|
Accepted non-proportional reinsurance |
|
|
|
|
|
|
|
Home country |
R0070 |
|
|
|
|
|
|
EEA countries outside the materiality threshold - not reported by country |
R0080 |
|
|
|
|
|
|
Non-EEA countries outside the materiality threshold - not reported by country |
R0090 |
|
|
|
|
|
|
Countries in the materiality threshold |
R0100 |
|
|
|
|
|
|
Countries in the materiality threshold |
R0110 |
|
|
|
|
|
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 |
|
|
|
|
|
|
|
|
|
|
|
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) |
|
|
|
|
|
|
|
|
|
|
|
22 |
R0220 |
|
|
|
|
|
|
|
|
|
|
23 |
R0230 |
|
|
|
|
|
|
|
|
|
|
24 |
R0240 |
|
|
|
|
|
|
|
|
|
|
25 |
R0250 |
|
|
|
|
|
|
|
|
|
|
26 |
R0260 |
|
|
|
|
|
|
|
|
|
|
27 |
R0270 |
|
|
|
|
|
|
|
|
|
|
28 |
R0280 |
|
|
|
|
|
|
|
|
|
|
29 |
R0290 |
|
|
|
|
|
|
|
|
|
|
30 |
R0300 |
|
|
|
|
|
|
|
|
|
|
31 & after |
R0310 |
|
|
|
|
|
|
|
|
|
|
|
|
Lines of business included |
|
C1000 |
||
|
R1000 |
|
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 & + |
|
|
Year end |
|
|
|
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 & + |
|
|
Year end |
|
|
|
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 & + |
|
|
Year end |
|
|
|
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 I |
R0060 |
|
|
|
|
|
|
|
|
|
|
|
Tier II |
R0070 |
|
|
|
|
|
|
|
|
|
|
|
Tier III |
R0080 |
|
|
|
|
|
|
|
|
|
|
|
Solvency Capital Requirement |
R0090 |
|
|
|
|
|
|
|
|
|
|
|
Eligible own funds to meet Minimum Capital Requirement |
R0100 |
|
|
|
|
|
|
|
|
|
|
|
Minimum Capital Requirement |
R0110 |
|
|
|
|
|
|
|
|
|
|
|
Solvency Capital Requirement ratio |
R0120 |
|
|
|
|
|
|
|
|
|
|
|
Minimum Capital Requirement ratio |
R0130 |
|
|
|
|
|
|
|
|
|
|
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 I |
R0060 |
|
|
|
|
|
|
|
|
|
|
|
Tier II |
R0070 |
|
|
|
|
|
|
|
|
|
|
|
Tier III |
R0080 |
|
|
|
|
|
|
|
|
|
|
|
Solvency Capital Requirement |
R0090 |
|
|
|
|
|
|
|
|
|
|
|
Solvency Capital Requirement ratio |
R0120 |
|
|
|
|
|
|
|
|
|
|
|
Minimum Capital Requirement ratio |
R0130 |
|
|
|
|
|
|
|
|
|
|
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 covering surrendered contracts |
R0150 |
|
|
Amount paid 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 |
|
|
|
Adjustment to risk free rate |
|
|
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 with 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 |
|
|
Other than reporting currency |
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 |
… |
|||
|
Total value of Best Estimate subject to volatility adjustment in countries other than home country |
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 |
|
|
|
|
|
|
|
Deductions for participations in financial and credit institutions |
R0230 |
|
|
|
|
|
|
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 |
Tier 1 - unrestricted |
Tier 1 - restricted |
Tier 2 |
Tier 3 |
|
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
||
|
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 |
|
|
|
|
|
|
|
Ordinary share capital (gross of own shares) |
R0010 |
|
|
|
|
|
|
Non-available called but not paid in ordinary share capital to be deducted 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 to be deducted at group level |
R0060 |
|
|
|
|
|
|
Surplus funds |
R0070 |
|
|
|
|
|
|
Non-available surplus funds to be deducted at group level |
R0080 |
|
|
|
|
|
|
Preference shares |
R0090 |
|
|
|
|
|
|
Non-available preference shares to be deducted at group level |
R0100 |
|
|
|
|
|
|
Share premium account related to preference shares |
R0110 |
|
|
|
|
|
|
Non-available share premium account related to preference shares to be deducted at group level |
R0120 |
|
|
|
|
|
|
Reconciliation reserve |
R0130 |
|
|
|
|
|
|
Subordinated liabilities |
R0140 |
|
|
|
|
|
|
Non-available subordinated liabilities to be deducted 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 to be deducted 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 to be deducted |
R0190 |
|
|
|
|
|
|
Minority interests |
R0200 |
|
|
|
|
|
|
Non-available minority interests to be deducted 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 |
|
|
|
|
|
|
|
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 |
|
|
|
|
|
|
|
Deductions for participations in other financial undertakings, including non-regulated undertakings carrying out financial activities |
R0230 |
|
|
|
|
|
|
where 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 via Deduction and Aggregation method (D&A) when a combination of methods is used |
R0260 |
|
|
|
|
|
|
Total of non-available own funds to be deducted |
R0270 |
|
|
|
|
|
|
Total deductions |
R0280 |
|
|
|
|
|
|
|
Total |
Tier 1 - unrestricted |
Tier 1 - restricted |
Tier 2 |
Tier 3 |
|
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
||
|
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 to be deducted at group level |
R0380 |
|
|
|
|
|
|
Other ancillary own funds |
R0390 |
|
|
|
|
|
|
Total ancillary own funds |
R0400 |
|
|
|
|
|
|
Own funds of other financial sectors |
|
|
|
|
|
|
|
Credit Institutions, investment firms, financial insitutions, alternative investment fund manager, financial institutions |
R0410 |
|
|
|
|
|
|
Institutions for occupational retirement provision |
R0420 |
|
|
|
|
|
|
Non regulated undertakings carrying out financial activities |
R0430 |
|
|
|
|
|
|
Total own funds of other financial sectors |
R0440 |
|
|
|
|
|
|
Own funds when using the Deduction and Aggregation (D&A) method, exclusively or in combination with method 1 |
|
|
|
|
|
|
|
Own funds aggregated when using the Deduction and Aggregation (D&A) method and combination of methods |
R0450 |
|
|
|
|
|
|
Own funds aggregated when using the Deduction and Aggregation (D&A) method and combination of methods net of IGT |
R0460 |
|
|
|
|
|
|
Total available own funds to meet the consolidated part of the group SCR (excluding own funds from other financial sectors and own funds from undertakings included via D&A method) |
R0520 |
|
|
|
|
|
|
Total available own funds to meet the minimum consolidated group SCR |
R0530 |
|
|
|
|
|
|
Total eligible own funds to meet the consolidated part of the group SCR (excluding own funds from other financial sectors and own funds from undertakings included via D&A method) |
R0560 |
|
|
|
|
|
|
Total eligible own funds to meet the minimum consolidated group SCR |
R0570 |
|
|
|
|
|
|
Total eligible own funds to meet the consolidated group SCR (including own funds from other financial sectors, excluding own funds from undertakings included via D&A method) |
R0800 |
|
|
|
|
|
|
Total eligible own funds to meet the group SCR, (excluding own funds from other financial sectors, including own funds from undertakings included via D&A method) |
R0810 |
|
|
|
|
|
|
Total eligible own funds to meet the total group SCR (including own funds from other financial sectors and own funds from undertakings included via D&A method) |
R0660 |
|
|
|
|
|
|
Consolidated part of the Group SCR (excluding CR for other financial sectors and SCR for undertakings included via D&A method) |
R0820 |
|
|
|
|
|
|
Minimum consolidated Group SCR |
R0610 |
|
|
|
|
|
|
Capital requirements (CR) from other financial sectors |
R0860 |
|
|
|
|
|
|
Consolidated Group SCR (including CR for other financial sectors, excluding SCR for undertakings included via D&A method) |
R0590 |
|
|
|
|
|
|
SCR for undertakings included via D&A |
R0670 |
|
|
|
|
|
|
Group SCR (excluding CR for other financial sectors, including SCR for undertakings included via D&A method) |
R0830 |
|
|
|
|
|
|
Total Group SCR (including CR for other financial sectors and SCR for undertakings included via D&A method) |
R0680 |
|
|
|
|
|
|
Ratio of Eligible own funds (R0560) to the consolidated part of the Group SCR (R0820) - ratio excluding other financial sectors and undertakings included via D&A method |
R0630 |
|
|
|
|
|
|
|
Total |
Tier 1 - unrestricted |
Tier 1 - restricted |
Tier 2 |
Tier 3 |
|
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
||
|
Ratio of Eligible own funds (R0570) to Minimum Consolidated Group SCR (R0610) |
R0650 |
|
|
|
|
|
|
Ratio of the Eligible own funds (R0800) to the Consolidated group SCR (R590) - ratio including other financial sectors, excluding undertakings included via D&A method |
R0840 |
|
|
|
|
|
|
Ratio of Eligible own funds (R0810) to the group SCR (R0830) - ratio excluding other financial sectors, including undertakings included via D&A method |
R0850 |
|
|
|
|
|
|
Ratio of Total Eligible own funds (R0660) to the Total group SCR (R0680) - ratio including other financial sectors and undertakings included via D&A method |
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 |
Total 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 |
|
|
|
|
|
|
|
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 |
|
|
C0060 |
||
|
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 fencedring-fenced fund |
|
|
C0290 |
||
|
Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds |
R0010 |
|
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 mutual member accounts |
|
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 |
C0311 |
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 |
|
|
|
|
|
|
|
|
|
|
|
% of the issue held by entities in the group |
Contribution to group subordinated liabilities |
|
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 amount |
|
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 |
|
C0970 |
|
|
|
Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds |
R0010 |
|
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 services undertakings and SPV included in the scope of the group calculation |
Country |
Contribution of solo SCR to Group SCR |
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 |
(cont.) |
|
C0720 |
C0730 |
C0740 |
C0760 |
C0770 |
C0780 |
C0790 |
|
|
|
|
|
|
|
|
|
|
|
Non available subordinated mutual member accounts |
Non available preference shares |
Non available Subordinated Liabilites |
An amount equal to the value of net deferred tax assets |
Non available share premium account related to preference shares |
Non-available own funds in the reconciliation reserve |
Total Non-available Own funds |
(cont.) |
|
C0800 |
C0810 |
C0820 |
C0830 |
C0840 |
C0841 |
C0842 |
|
|
|
|
|
|
|
|
|
|
|
Total non available excess own funds to be deducted |
Non-Available Minority interests |
Non-Available Minority interests - to be deducted from the group own funds |
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 |
|
C0850 |
C0851 |
C0750 |
C0870 |
C0880 |
C0890 |
C0900 |
|
|
|
|
|
|
|
|
|
Non available subordinated mutual member accounts |
Non available preference shares |
Non available Subordinated Liabilites |
An amount equal to the value of non available net deferred tax assets |
Non available share premium account related to preference shares |
Non-available own funds in the reconciliation reserve |
Total non-available own funds |
|
C0910 |
C0920 |
C0930 |
C0940 |
C0950 |
C0951 |
C0962 |
|
|
|
|
|
|
|
|
|
Total non available own funds to be deducted |
Minority interests |
Minority interests to be deducted from the group own funds |
|
C0960 |
C0861 |
C0860 |
|
|
|
|
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 - 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 consolidated strategic participations for the purpose of deductions under Article 68 (2) 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 |
|
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) |
R0001 |
|
|
|
|
|
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 |
|
|
of which, capital add-ons already set - Article 37 (1) Type a |
R0211 |
|
|
of which, capital add-ons already set - Article 37 (1) Type b |
R0212 |
|
|
of which, capital add-ons already set - Article 37 (1) Type c |
R0213 |
|
|
of which, capital add-ons already set - Article 37 (1) Type d |
R0214 |
|
|
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 |
|
Approach to tax rate
|
|
Yes/No |
|
|
C0109 |
||
|
Approach based on average tax rate |
R0590 |
|
|
Calculation of loss absorbing capacity of deffered taxes |
|
Before the shock |
After the shock |
|
|
|
C0110 |
C0120 |
|
DTA |
R0600 |
|
|
|
DTA carry forward |
R0610 |
|
|
|
DTA due to deductible temporary differences |
R0620 |
|
|
|
DTL |
R0630 |
|
|
|
|
|
LAC DT |
|
|
|
C0130 |
|
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 |
|
|
Maximum LAC DT |
R0690 |
|
S.25.01.04
Solvency Capital Requirement - for groups on Standard Formula
|
Article 112 |
Z0010 |
|
|
|
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-ons already set |
R0210 |
|
|
of which, capital add-ons already set - Article 37 (1) Type a |
R0211 |
|
|
of which, capital add-ons already set - Article 37 (1) Type b |
R0212 |
|
|
of which, capital add-ons already set - Article 37 (1) Type c |
R0213 |
|
|
of which, capital add-ons already set - Article 37 (1) Type d |
R0214 |
|
|
Consolidated Group SCR |
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 |
|
|
Minimum consolidated group solvency capital requirement |
R0470 |
|
|
Information on other entities |
|
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) |
R0500 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) - Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies |
R0510 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) - Institutions for occupational retirement provisions |
R0520 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) - Capital requirement for non- regulated entities carrying out financial activities |
R0530 |
|
|
Capital requirement for non-controlled participations |
R0540 |
|
|
Capital requirement for residual related undertakings |
R0550 |
|
|
Capital requirement for collective investment undertakings or investments packaged as funds |
R0555 |
|
|
Overall SCR |
|
|
|
SCR for undertakings included via D&A method |
R0560 |
|
|
Total group solvency capital requirement |
R0570 |
|
SR.25.01.01
Solvency Capital Requirement - for undertakings on Standard Formula
|
Article 112 |
Z0010 |
|
|
Ring Fenced Fund/Matching adjustment portfolio or remaining part |
Z0020 |
|
|
Fund/Portfolio number |
Z0030 |
|
|
|
Net solvency capital requirement |
Gross solvency capital requirement |
|
|
C0030 |
C0040 |
||
|
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 |
|
Operational risk |
R0130 |
|
|
Loss-absorbing capacity of technical provisions |
R0140 |
|
|
Loss-absorbing capacity of deferred taxes |
R0150 |
|
|
Solvency Capital Requirement |
R0200 |
|
|
Net future discretionary benefits |
R0460 |
|
Approach to tax rate
|
|
Yes/No |
|
|
C0109 |
||
|
Approach based on average tax rate |
R0590 |
|
Calculation of loss absorbing capacity of deffered taxes
|
|
Before the shock |
After the shock |
|
|
C0110 |
C0120 |
||
|
DTA |
R0600 |
|
|
|
DTA carry forward |
R0610 |
|
|
|
DTA due to deductible temporary differences |
R0620 |
|
|
|
DTL |
R0630 |
|
|
|
|
|
LAC DT |
|
|
|
C0130 |
|
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 |
|
|
Maximum LAC DT |
R0690 |
|
S.25.05.01
Solvency Capital Requirement - for undertakings using an internal model (partial or full)
|
|
Solvency Capital Requirement |
Allocation from adjustments due to RFF and Matching adjustments portfolios |
Consideration of the future management actions regarding technical provisions and/or deferred taxes |
Amount modelled |
|
|
Risk type |
|
C0010 |
C0050 |
C0060 |
C0070 |
|
Total diversification |
R0020 |
|
|
|
|
|
Total diversified risk before tax |
R0030 |
|
|
|
|
|
Total diversified risk after tax |
R0040 |
|
|
|
|
|
Total market & credit risk |
R0070 |
|
|
|
|
|
Market & Credit risk - diversified |
R0080 |
|
|
|
|
|
Credit event risk not covered in market & credit risk |
R0190 |
|
|
|
|
|
Credit event risk not covered in market & credit risk - diversified |
R0200 |
|
|
|
|
|
Total Business risk |
R0270 |
|
|
|
|
|
Total Business risk - diversified |
R0280 |
|
|
|
|
|
Total Net Non-life underwritting risk |
R0310 |
|
|
|
|
|
Total Net Non-life underwritting risk - diversified |
R0320 |
|
|
|
|
|
Total Life & Health underwriting risk |
R0400 |
|
|
|
|
|
Total Life & Health underwriting risk - diversified |
R0410 |
|
|
|
|
|
Total Operational risk |
R0510 |
|
|
|
|
|
Total Operational risk - diversified |
R0520 |
|
|
|
|
|
Other risk |
R0530 |
|
|
|
|
|
|
C0100 |
|
|
Total undiversified components |
R0110 |
|
|
Diversification |
R0060 |
|
|
Adjustment due to RFF/MAP nSCR aggregation |
R0120 |
|
|
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-ons already set |
R0210 |
|
|
of which, capital add-ons already set - Article 37 (1) Type a |
R0211 |
|
|
of which, capital add-ons already set - Article 37 (1) Type b |
R0212 |
|
|
of which, capital add-ons already set - Article 37 (1) Type c |
R0213 |
|
|
of which, capital add-ons already set - Article 37 (1) Type d |
R0214 |
|
|
Solvency capital requirement |
R0220 |
|
|
Other information on SCR |
|
|
|
Amount/estimate of the overall loss-absorbing capacity of technical provisions |
R0300 |
|
|
Amount/estimate of the overall loss-absorbing capacity of deferred taxes |
R0310 |
|
|
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 Requirement for ring-fenced funds |
R0420 |
|
|
Total amount of Notional Solvency Capital Requirement 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 nSCR aggregation |
R0450 |
|
|
Net future discretionary benefits |
R0460 |
|
|
|
Yes/No |
|
|
C0109 |
||
|
Approach based on average tax rate |
R0590 |
|
|
|
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 |
|
|
|
|
Amount/estimate of LAC DT |
R0640 |
|
|
|
|
Amount/estimate of LAC DT justified by reversion of deferred tax liabilities |
R0650 |
|
|
|
|
Amount/estimate of LAC DT justified by reference to probable future taxable economic profit |
R0660 |
|
|
|
|
Amount/estimate of AC DT justified by carry back, current year |
R0670 |
|
|
|
|
Amount/estimate of LAC DT justified by carry back, future years |
R0680 |
|
|
|
|
Amount/estimate of Maximum LAC DT |
R0690 |
|
|
|
S.25.05.04
Solvency Capital Requirement - for groups using an internal model (partial or full)
|
|
Solvency Capital Requirement |
Allocation from adjustments due to RFF and Matching adjustments portfolios |
Consideration of the future management actions regarding technical provisions and/or deferred taxes |
Amount modelled |
|
|
Risk type |
|
C0010 |
C0050 |
C0060 |
C0070 |
|
Total diversification |
R0020 |
|
|
|
|
|
Total diversified risk before tax |
R0030 |
|
|
|
|
|
Total diversified risk after tax |
R0040 |
|
|
|
|
|
Loss absorbing capacity of deferred taxes |
R0050 |
|
|
|
|
|
Loss absorbing capacity of technical provisions |
R0060 |
|
|
|
|
|
Total market & credit risk |
R0070 |
|
|
|
|
|
Market & Credit risk - diversified |
R0080 |
|
|
|
|
|
Credit event risk not covered in market & credit risk |
R0190 |
|
|
|
|
|
Credit event risk not covered in market & credit risk - diversified |
R0200 |
|
|
|
|
|
Total Business risk |
R0270 |
|
|
|
|
|
Total Business risk - diversified |
R0280 |
|
|
|
|
|
Total Net Non-life underwriting risk |
R0310 |
|
|
|
|
|
Total Net Non-life underwriting risk - diversified |
R0320 |
|
|
|
|
|
Total Life & Health underwriting risk |
R0400 |
|
|
|
|
|
Total Life & Health underwriting risk - diversified |
R0410 |
|
|
|
|
|
Total Operational risk |
R0510 |
|
|
|
|
|
Total Operational risk - diversified |
R0520 |
|
|
|
|
|
Other risk |
R0530 |
|
|
|
|
|
|
C0100 |
|
|
Total undiversified components |
R0110 |
|
|
Diversification |
R0060 |
|
|
Adjustment due to RFF/MAP nSCR aggregation |
R0120 |
|
|
Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC |
R0160 |
|
|
Solvency Capital Requirement calculated on the basis of Art. 336 (a) of Delegated Regulation (EU) 2015/35, excluding capital add-on |
R0200 |
|
|
Capital add-ons already set |
R0210 |
|
|
of which, capital add-ons already set - Article 37 (1) Type a |
R0211 |
|
|
of which, capital add-ons already set - Article 37 (1) Type b |
R0212 |
|
|
of which, capital add-ons already set - Article 37 (1) Type c |
R0213 |
|
|
of which, capital add-ons already set - Article 37 (1) Type d |
R0214 |
|
|
Consolidated Group SCR |
R0220 |
|
|
Other information on SCR |
|
|
|
Amount/estimate of the overall loss-absorbing capacity of technical provisions |
R0300 |
|
|
Amount/estimate of the loss absorbing capacity for deferred taxes |
R0310 |
|
|
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 nSCR aggregation |
R0450 |
|
|
Net future discretionary benefits |
R0460 |
|
|
Minimum consolidated group solvency capital requirement |
R0470 |
|
|
Information on other entities |
|
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) |
R0500 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) - Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies |
R0510 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) - Institutions for occupational retirement provisions |
R0520 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) - Capital requirement for non-regulated undertakings carrying out financial activities |
R0530 |
|
|
Capital requirement for non-controlled participation |
R0540 |
|
|
Capital requirement for residual related undertakings |
R0550 |
|
|
Capital requirement for collective investment undertakings or investments packaged as funds |
R0555 |
|
|
Overall SCR |
|
|
|
SCR for undertakings included via D&A method |
R0560 |
|
|
Total group solvency capital requirement |
R0570 |
|
S.25.05.01
Solvency Capital Requirement - for undertakings using an internal model (partial or full)
|
Ring-fenced fund, matching adjustment portfolio or Remaining Part |
Z0020 |
|
|
Fund/Portfolio number |
Z0030 |
|
|
|
Solvency Capital Requirement |
Consideration of the future management actions regarding technical provisions and/or deferred taxes |
Amount modelled |
|
|
Risk type |
|
C0010 |
C0060 |
C0070 |
|
Total diversification |
R0020 |
|
|
|
|
Total diversified risk before tax |
R0030 |
|
|
|
|
Total diversified risk after tax |
R0040 |
|
|
|
|
Total market & credit risk |
R0070 |
|
|
|
|
Market & Credit risk - diversified |
R0080 |
|
|
|
|
Credit event risk not covered in market & credit risk |
R0190 |
|
|
|
|
Credit event risk not covered in market & credit risk - diversified |
R0200 |
|
|
|
|
Total Business risk |
R0270 |
|
|
|
|
Total Business risk - diversified |
R0280 |
|
|
|
|
Total Net Non-life underwritting risk |
R0310 |
|
|
|
|
Total Net Non-life underwritting risk - diversified |
R0320 |
|
|
|
|
Total Life & Health underwriting risk |
R0400 |
|
|
|
|
Total Life & Health underwriting risk - diversified |
R0410 |
|
|
|
|
Total Operational risk |
R0510 |
|
|
|
|
Total Operational risk - diversified |
R0520 |
|
|
|
|
Other risk |
R0530 |
|
|
|
|
|
C0100 |
|
|
Total undiversified components |
R0110 |
|
|
Diversification |
R0060 |
|
|
Adjustment due to RFF/MAP nSCR aggregation |
R0120 |
|
|
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-ons already set |
R0210 |
|
|
of which, capital add-ons already set - Article 37 (1) Type a |
R0211 |
|
|
of which, capital add-ons already set - Article 37 (1) Type b |
R0212 |
|
|
of which, capital add-ons already set - Article 37 (1) Type c |
R0213 |
|
|
of which, capital add-ons already set - Article 37 (1) Type d |
R0214 |
|
|
Solvency capital requirement |
R0220 |
|
|
Other information on SCR |
|
|
|
Amount/estimate of the overall loss-absorbing capacity of technical provisions |
R0300 |
|
|
Amount/estimate of the overall loss-absorbing capacity ot deferred taxes |
R0310 |
|
|
Net future discretionary benefits |
R0460 |
|
S.25.05.04
Solvency Capital Requirement - for groups using an internal model (partial or full)
|
Ring-fenced fund, matching adjustment portfolio or Remaining Part |
Z0020 |
|
|
Fund/Portfolio number |
Z0030 |
|
|
|
Solvency Capital Requirement |
Allocation from adjustments due to RFF and Matching adjustments portfolios |
Consideration of the future management actions regarding technical provisions and/or deferred taxes |
Amount modelled |
|
|
Risk type |
|
C0010 |
C0050 |
C0060 |
C0070 |
|
Total diversification |
R0020 |
|
|
|
|
|
Total diversified risk before tax |
R0030 |
|
|
|
|
|
Total diversified risk after tax |
R0040 |
|
|
|
|
|
Total market & credit risk |
R0070 |
|
|
|
|
|
Market & Credit risk - diversified |
R0080 |
|
|
|
|
|
Credit event risk not covered in market & credit risk |
R0190 |
|
|
|
|
|
Credit event risk not covered in market & credit risk - diversified |
R0200 |
|
|
|
|
|
Total Business risk |
R0270 |
|
|
|
|
|
Total Business risk - diversified |
R0280 |
|
|
|
|
|
Total Net Non-life underwriting risk |
R0310 |
|
|
|
|
|
Total Net Non-life underwriting risk - diversified |
R0320 |
|
|
|
|
|
Total Life & Health underwriting risk |
R0400 |
|
|
|
|
|
Total Life & Health underwriting risk - diversified |
R0410 |
|
|
|
|
|
Total Operational risk |
R0510 |
|
|
|
|
|
Total Operational risk - diversified |
R0520 |
|
|
|
|
|
Other risk |
R0530 |
|
|
|
|
|
|
C0100 |
|
|
Total undiversified components |
R0110 |
|
|
Diversification |
R0060 |
|
|
Adjustment due to RFF/MAP nSCR aggregation |
R0120 |
|
|
Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC |
R0160 |
|
|
Solvency Capital Requirement calculated on the basis of Art. 336 (a) of Delegated Regulation (EU) 2015/35, excluding capital add-on |
R0200 |
|
|
Capital add-ons already set |
R0210 |
|
|
of which, capital add-ons already set - Article 37 (1) Type a |
R0211 |
|
|
of which, capital add-ons already set - Article 37 (1) Type b |
R0212 |
|
|
of which, capital add-ons already set - Article 37 (1) Type c |
R0213 |
|
|
of which, capital add-ons already set - Article 37 (1) Type d |
R0214 |
|
|
Consolidated Group SCR |
R0220 |
|
|
Other information on SCR |
|
|
|
Amount/estimate of the overall loss-absorbing capacity of technical provisions |
R0300 |
|
|
Amount/estimate of the loss absorbing capacity for deferred taxes |
R0310 |
|
|
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 nSCR aggregation |
R0450 |
|
|
Net future discretionary benefits |
R0460 |
|
|
Minimum consolidated group solvency capital requirement |
R0470 |
|
|
Information on other entities |
|
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) |
R0500 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) - Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies |
R0510 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) - Institutions for occupational retirement provisions |
R0520 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) - Capital requirement for non-regulated undertakings carrying out financial activities |
R0530 |
|
|
Capital requirement for non-controlled participation |
R0540 |
|
|
Capital requirement for residual undertakings |
R0550 |
|
|
Capital requirement for collective investment undertakings or investments packaged as funds |
R0555 |
|
|
Overall SCR |
|
|
|
SCR for undertakings included via D&A method |
R0560 |
|
|
Total group Solvency capital requirement |
R0570 |
|
S.26.01.01
Solvency Capital Requirement — Market risk
|
Article 112 |
Z0010 |
|
|
|
|
|
|
Simplifications used |
|
C0010 |
|
Simplifications spread risk — bonds and loans |
R0012 |
|
|
Simplifications market concentration risk — simplifications used |
R0014 |
|
|
Captives simplifications — interest rate risk |
R0020 |
|
|
Captives simplifications — spread risk on bonds and loans |
R0030 |
|
|
Captives simplifications — market concentration risk |
R0040 |
|
|
|
Initial absolute values before shock |
Absolute values after shock |
Absolute values after shock |
|||||
|
|
Assets |
Liabilities |
Assets |
Liabilities (after the loss absorbing capacity of technical provisions) |
Liabilities (before the loss-absorbing capacity of technical provisions) |
Net solvency capital requirement |
Gross solvency capital requirement |
|
|
Market risk — Basic information |
C0020 |
C0030 |
C0040 |
C0050 |
C0070 |
C0060 |
C0080 |
|
|
Interest rate risk |
R0100 |
|
|
|
|
|
|
|
|
interest rate down shock |
R0110 |
|
|
|
|
|
|
|
|
interest rate up shock |
R0120 |
|
|
|
|
|
|
|
|
Equity risk |
R0200 |
|
|
|
|
|
|
|
|
type 1 equities |
R0210 |
|
|
|
|
|
|
|
|
Type 1 equity other than long-term |
R0221 |
|
|
|
|
|
|
|
|
strategic participations (type 1 equities) |
R0230 |
|
|
|
|
|
|
|
|
Long-term equity investments (type 1 equities) |
R0231 |
|
|
|
|
|
|
|
|
duration-based (type 1 equities) |
R0240 |
|
|
|
|
|
|
|
|
type 2 equities |
R0250 |
|
|
|
|
|
|
|
|
Type 2 equity other than long-term |
R0261 |
|
|
|
|
|
|
|
|
strategic participations (type 2 equities) |
R0270 |
|
|
|
|
|
|
|
|
Long-term equity investments (type 2 equities) |
R0271 |
|
|
|
|
|
|
|
|
duration-based (type 2 equities) |
R0280 |
|
|
|
|
|
|
|
|
qualifying infrastructure corporate equities |
R0291 |
|
|
|
|
|
|
|
|
qualifying infrastructure corporate equities, other than strategic and long-term |
R0293 |
|
|
|
|
|
|
|
|
strategic participations (qualifying infrastructure corporate equities) |
R0294 |
|
|
|
|
|
|
|
|
Long-term equity investments (qualifying infrastructure corporate equities) |
R0295 |
|
|
|
|
|
|
|
|
qualifying infrastructure equities other than corporate |
R0292 |
|
|
|
|
|
|
|
|
qualifying infrastructure equities other than corporate, other than strategic and long-term |
R0296 |
|
|
|
|
|
|
|
|
strategic participations (qualifying infrastructure equities other than corporate) |
R0297 |
|
|
|
|
|
|
|
|
Long-term equity investments (qualifying infrastructure equities other than corporate) |
R0298 |
|
|
|
|
|
|
|
|
Property risk |
R0300 |
|
|
|
|
|
|
|
|
Spread risk |
R0400 |
|
|
|
|
|
|
|
|
bonds and loans |
R0410 |
|
|
|
|
|
|
|
|
loans and bonds (qualifying infrastructure corporate investment) |
R0414 |
|
|
|
|
|
|
|
|
loans and bonds (qualifying investment infrastructure other than infrastructure corporate) |
R0413 |
|
|
|
|
|
|
|
|
loans and bonds (other than qualifying investment infrastructure and infrastructure corporate) |
R0412 |
|
|
|
|
|
|
|
|
credit derivatives |
R0420 |
|
|
|
|
|
|
|
|
downward shock on credit derivatives |
R0430 |
|
|
|
|
|
|
|
|
upward shock on credit derivatives |
R0440 |
|
|
|
|
|
|
|
|
Securitisation positions |
R0450 |
|
|
|
|
|
|
|
|
Senior STS securitisation |
R0461 |
|
|
|
|
|
|
|
|
Non-senior STS securitisation |
R0462 |
|
|
|
|
|
|
|
|
Resecuritisations |
R0480 |
|
|
|
|
|
|
|
|
Other securitisation |
R0481 |
|
|
|
|
|
|
|
|
Transitional type 1 securitisation |
R0482 |
|
|
|
|
|
|
|
|
Guaranteed STS securitisation |
R0483 |
|
|
|
|
|
|
|
|
Market risk concentrations |
R0500 |
|
|
|
|
|
|
|
|
Currency risk |
R0600 |
|
|
|
|
|
|
|
|
increase in the value of the foreign currency |
R0610 |
|
|
|
|
|
|
|
|
decrease in the value of the foreign currency |
R0620 |
|
|
|
|
|
|
|
|
Diversification within market risk module |
R0700 |
|
|
|
|
|
|
|
|
Total market risk |
R0800 |
|
|
|
|
|
|
|
S.26.01.04
Solvency Capital Requirement — Market risk
|
Article 112 |
Z0010 |
|
|
|
|
|
|
Simplifications used |
|
C0010 |
|
Simplifications spread risk — bonds and loans |
R0012 |
|
|
Simplifications market concentration risk — simplifications used |
R0014 |
|
|
Captives simplifications — interest rate risk |
R0020 |
|
|
Captives simplifications — spread risk on bonds and loans |
R0030 |
|
|
Captives simplifications — market concentration risk |
R0040 |
|
|
|
Initial absolute values before shock |
Absolute values after shock |
Absolute values after shock |
|||||
|
|
Assets |
Liabilities |
Assets |
Liabilities (after the loss absorbing capacity of technical provisions) |
Liabilities (before the loss-absorbing capacity of technical provisions) |
Net solvency capital requirement |
Gross solvency capital requirement |
|
|
Market risk — Basic information |
C0020 |
C0030 |
C0040 |
C0050 |
C0070 |
C0060 |
C0080 |
|
|
Interest rate risk |
R0100 |
|
|
|
|
|
|
|
|
interest rate down shock |
R0110 |
|
|
|
|
|
|
|
|
interest rate up shock |
R0120 |
|
|
|
|
|
|
|
|
Equity risk |
R0200 |
|
|
|
|
|
|
|
|
type 1 equities |
R0210 |
|
|
|
|
|
|
|
|
Type 1 equity other than long-term |
R0221 |
|
|
|
|
|
|
|
|
strategic participations (type 1 equities) |
R0230 |
|
|
|
|
|
|
|
|
Long-term equity investments (type 1 equities) |
R0231 |
|
|
|
|
|
|
|
|
duration-based (type 1 equities) |
R0240 |
|
|
|
|
|
|
|
|
type 2 equities |
R0250 |
|
|
|
|
|
|
|
|
Type 2 equity other than long-term |
R0261 |
|
|
|
|
|
|
|
|
strategic participations (type 2 equities) |
R0270 |
|
|
|
|
|
|
|
|
Long-term equity investments (type 2 equities) |
R0271 |
|
|
|
|
|
|
|
|
duration-based (type 2 equities) |
R0280 |
|
|
|
|
|
|
|
|
qualifying infrastructure corporate equities |
R0291 |
|
|
|
|
|
|
|
|
qualifying infrastructure corporate equities, other than strategic and long-term |
R0293 |
|
|
|
|
|
|
|
|
strategic participations (qualifying infrastructure corporate equities) |
R0294 |
|
|
|
|
|
|
|
|
Long-term equity investments (qualifying infrastructure corporate equities) |
R0295 |
|
|
|
|
|
|
|
|
qualifying infrastructure equities other than corporate |
R0292 |
|
|
|
|
|
|
|
|
qualifying infrastructure equities other than corporate, other than strategic and long-term |
R0296 |
|
|
|
|
|
|
|
|
strategic participations (qualifying infrastructure equities other than corporate) |
R0297 |
|
|
|
|
|
|
|
|
Long-term equity investments (qualifying infrastructure equities other than corporate) |
R0298 |
|
|
|
|
|
|
|
|
Property risk |
R0300 |
|
|
|
|
|
|
|
|
Spread risk |
R0400 |
|
|
|
|
|
|
|
|
bonds and loans |
R0410 |
|
|
|
|
|
|
|
|
loans and bonds (qualifying infrastructure corporate investment) |
R0414 |
|
|
|
|
|
|
|
|
loans and bonds (qualifying investment infrastructure other than infrastructure corporate) |
R0413 |
|
|
|
|
|
|
|
|
loans and bonds (other than qualifying investment infrastructure and infrastructure corporate) |
R0412 |
|
|
|
|
|
|
|
|
credit derivatives |
R0420 |
|
|
|
|
|
|
|
|
downward shock on credit derivatives |
R0430 |
|
|
|
|
|
|
|
|
upward shock on credit derivatives |
R0440 |
|
|
|
|
|
|
|
|
Securitisation positions |
R0450 |
|
|
|
|
|
|
|
|
Senior STS securitisation |
R0461 |
|
|
|
|
|
|
|
|
Non-senior STS securitisation |
R0462 |
|
|
|
|
|
|
|
|
resecuritisations |
R0480 |
|
|
|
|
|
|
|
|
Other securitisation |
R0481 |
|
|
|
|
|
|
|
|
Transitional type 1 securitisation |
R0482 |
|
|
|
|
|
|
|
|
Guaranteed STS securitisation |
R0483 |
|
|
|
|
|
|
|
|
Market risk concentrations |
R0500 |
|
|
|
|
|
|
|
|
Currency risk |
R0600 |
|
|
|
|
|
|
|
|
increase in the value of the foreign currency |
R0610 |
|
|
|
|
|
|
|
|
decrease in the value of the foreign currency |
R0620 |
|
|
|
|
|
|
|
|
Diversification within market risk module |
R0700 |
|
|
|
|
|
|
|
|
Total market risk |
R0800 |
|
|
|
|
|
|
|
SR.26.01.01
Solvency Capital Requirement — Market risk
|
Article 112 |
Z0010 |
|
|
Ring–fenced fund, matching adjustment portfolio or remaining part |
Z0020 |
|
|
Fund/Portfolio number |
Z0030 |
|
|
|
|
|
|
Simplifications used |
|
C0010 |
|
Simplifications spread risk — bonds and loans |
R0012 |
|
|
Simplifications market concentration risk — simplifications used |
R0014 |
|
|
Captives simplifications — interest rate risk |
R0020 |
|
|
Captives simplifications — spread risk on bonds and loans |
R0030 |
|
|
Captives simplifications — market concentration risk |
R0040 |
|
|
|
Initial absolute values before shock |
Absolute values after shock |
Absolute values after shock |
|||||||
|
|
Assets |
Liabilities Total |
Liabilities Life |
Liabilities Non-Life |
Assets |
Liabilities (after the loss absorbing capacity of technical provisions) |
Liabilities (before the loss-absorbing capacity of technical provisions) |
Net solvency capital requirement |
Gross solvency capital requirement |
|
|
Market risk — Basic information |
C0020 |
C0030 |
C0034 |
C0035 |
C0040 |
C0050 |
C0070 |
C0060 |
C0080 |
|
|
Interest rate risk |
R0100 |
|
|
|
|
|
|
|
|
|
|
interest rate down shock |
R0110 |
|
|
|
|
|
|
|
|
|
|
interest rate up shock |
R0120 |
|
|
|
|
|
|
|
|
|
|
Equity risk |
R0200 |
|
|
|
|
|
|
|
|
|
|
of which long term |
R0205 |
|
|
|
|
|
|
|
|
|
|
type 1 equities |
R0210 |
|
|
|
|
|
|
|
|
|
|
Type 1 equity other than long-term |
R0221 |
|
|
|
|
|
|
|
|
|
|
strategic participations (type 1 equities) |
R0230 |
|
|
|
|
|
|
|
|
|
|
Long-term equity investments (type 1 equities) |
R0231 |
|
|
|
|
|
|
|
|
|
|
duration-based (type 1 equities) |
R0240 |
|
|
|
|
|
|
|
|
|
|
type 2 equities |
R0250 |
|
|
|
|
|
|
|
|
|
|
Type 2 equity other than long-term |
R0261 |
|
|
|
|
|
|
|
|
|
|
strategic participations (type 2 equities) |
R0270 |
|
|
|
|
|
|
|
|
|
|
Long-term equity investments (type 2 equities) |
R0271 |
|
|
|
|
|
|
|
|
|
|
duration-based (type 2 equities) |
R0280 |
|
|
|
|
|
|
|
|
|
|
qualifying infrastructure corporate equities |
R0291 |
|
|
|
|
|
|
|
|
|
|
qualifying infrastructure corporate equities, other than strategic and long-term |
R0293 |
|
|
|
|
|
|
|
|
|
|
strategic participations (qualifying infrastructure corporate equities) |
R0294 |
|
|
|
|
|
|
|
|
|
|
Long-term equity investments (qualifying infrastructure corporate equities) |
R0295 |
|
|
|
|
|
|
|
|
|
|
qualifying infrastructure equities other than corporate |
R0292 |
|
|
|
|
|
|
|
|
|
|
qualifying infrastructure equities other than corporate, other than strategic and long-term |
R0296 |
|
|
|
|
|
|
|
|
|
|
strategic participations (qualifying infrastructure equities other than corporate) |
R0297 |
|
|
|
|
|
|
|
|
|
|
Long-term equity investments (qualifying infrastructure equities other than corporate) |
R0298 |
|
|
|
|
|
|
|
|
|
|
Property risk |
R0300 |
|
|
|
|
|
|
|
|
|
|
Spread risk |
R0400 |
|
|
|
|
|
|
|
|
|
|
bonds and loans |
R0410 |
|
|
|
|
|
|
|
|
|
|
loans and bonds (qualifying infrastructure corporate investment) |
R0414 |
|
|
|
|
|
|
|
|
|
|
loans and bonds (qualifying investment infrastructure other than infrastructure corporate) |
R0413 |
|
|
|
|
|
|
|
|
|
|
loans and bonds (other than qualifying investment infrastructure and infrastructure corporate) |
R0412 |
|
|
|
|
|
|
|
|
|
|
credit derivatives |
R0420 |
|
|
|
|
|
|
|
|
|
|
downward shock on credit derivatives |
R0430 |
|
|
|
|
|
|
|
|
|
|
upward shock on credit derivatives |
R0440 |
|
|
|
|
|
|
|
|
|
|
Securitisation positions |
R0450 |
|
|
|
|
|
|
|
|
|
|
Senior STS securitisation |
R0461 |
|
|
|
|
|
|
|
|
|
|
Non-senior STS securitisation |
R0462 |
|
|
|
|
|
|
|
|
|
|
resecuritisations |
R0480 |
|
|
|
|
|
|
|
|
|
|
Other securitisation |
R0481 |
|
|
|
|
|
|
|
|
|
|
Transitional type 1 securitisation |
R0482 |
|
|
|
|
|
|
|
|
|
|
Guaranteed STS securitisation |
R0483 |
|
|
|
|
|
|
|
|
|
|
Market risk concentrations |
R0500 |
|
|
|
|
|
|
|
|
|
|
Currency risk |
R0600 |
|
|
|
|
|
|
|
|
|
|
increase in the value of the foreign currency |
R0610 |
|
|
|
|
|
|
|
|
|
|
decrease in the value of the foreign currency |
R0620 |
|
|
|
|
|
|
|
|
|
|
Diversification within market risk module |
R0700 |
|
|
|
|
|
|
|
|
|
|
Total market risk |
R0800 |
|
|
|
|
|
|
|
|
|
SR.26.01.04
Solvency Capital Requirement — Market risk
|
Article 112 |
Z0010 |
|
|
Ring–fenced fund, matching adjustment portfolio or remaining part |
Z0020 |
|
|
Fund/Portfolio number |
Z0030 |
|
|
|
|
|
|
Simplifications used |
|
C0010 |
|
Simplifications spread risk — bonds and loans |
R0012 |
|
|
Simplifications market concentration risk — simplifications used |
R0014 |
|
|
Captives simplifications — interest rate risk |
R0020 |
|
|
Captives simplifications — spread risk on bonds and loans |
R0030 |
|
|
Captives simplifications — market concentration risk |
R0040 |
|
|
|
Initial absolute values before shock |
Absolute values after shock |
Absolute values after shock |
|||||
|
|
Assets |
Liabilities |
Assets |
Liabilities (after the loss absorbing capacity of technical provisions) |
Liabilities (before the loss-absorbing capacity of technical provisions) |
Net solvency capital requirement |
Gross solvency capital requirement |
|
|
Market risk — Basic information |
|
C0020 |
C0030 |
C0040 |
C0050 |
C0070 |
C0060 |
C0080 |
|
Interest rate risk |
R0100 |
|
|
|
|
|
|
|
|
interest rate down shock |
R0110 |
|
|
|
|
|
|
|
|
interest rate up shock |
R0120 |
|
|
|
|
|
|
|
|
Equity risk |
R0200 |
|
|
|
|
|
|
|
|
type 1 equities |
R0210 |
|
|
|
|
|
|
|
|
Type 1 equity other than long-term |
R0221 |
|
|
|
|
|
|
|
|
strategic participations (type 1 equities) |
R0230 |
|
|
|
|
|
|
|
|
Long-term equity investments (type 1 equities) |
R0231 |
|
|
|
|
|
|
|
|
duration-based (type 1 equities) |
R0240 |
|
|
|
|
|
|
|
|
type 2 equities |
R0250 |
|
|
|
|
|
|
|
|
Type 2 equity other than long-term |
R0261 |
|
|
|
|
|
|
|
|
strategic participations (type 2 equities) |
R0270 |
|
|
|
|
|
|
|
|
Long-term equity investments (type 2 equities) |
R0271 |
|
|
|
|
|
|
|
|
duration-based (type 2 equities) |
R0280 |
|
|
|
|
|
|
|
|
qualifying infrastructure corporate equities |
R0291 |
|
|
|
|
|
|
|
|
qualifying infrastructure corporate equities, other than strategic and long-term |
R0293 |
|
|
|
|
|
|
|
|
strategic participations (qualifying infrastructure corporate equities) |
R0294 |
|
|
|
|
|
|
|
|
Long-term equity investments (qualifying infrastructure corporate equities) |
R0295 |
|
|
|
|
|
|
|
|
qualifying infrastructure equities other than corporate |
R0292 |
|
|
|
|
|
|
|
|
qualifying infrastructure equities other than corporate, other than strategic and long-term |
R0296 |
|
|
|
|
|
|
|
|
strategic participations (qualifying infrastructure equities other than corporate) |
R0297 |
|
|
|
|
|
|
|
|
Long-term equity investments (qualifying infrastructure equities other than corporate) |
R0298 |
|
|
|
|
|
|
|
|
Property risk |
R0300 |
|
|
|
|
|
|
|
|
Spread risk |
R0400 |
|
|
|
|
|
|
|
|
bonds and loans |
R0410 |
|
|
|
|
|
|
|
|
loans and bonds (qualifying infrastructure corporate investment) |
R0414 |
|
|
|
|
|
|
|
|
loans and bonds (qualifying investment infrastructure other than infrastructure corporate) |
R0413 |
|
|
|
|
|
|
|
|
loans and bonds (other than qualifying investment infrastructure and infrastructure corporate) |
R0412 |
|
|
|
|
|
|
|
|
credit derivatives |
R0420 |
|
|
|
|
|
|
|
|
downward shock on credit derivatives |
R0430 |
|
|
|
|
|
|
|
|
upward shock on credit derivatives |
R0440 |
|
|
|
|
|
|
|
|
Securitisation positions |
R0450 |
|
|
|
|
|
|
|
|
Senior STS securitisation |
R0461 |
|
|
|
|
|
|
|
|
Non-senior STS securitisation |
R0462 |
|
|
|
|
|
|
|
|
resecuritisations |
R0480 |
|
|
|
|
|
|
|
|
Other securitisation |
R0481 |
|
|
|
|
|
|
|
|
Transitional type 1 securitisation |
R0482 |
|
|
|
|
|
|
|
|
Guaranteed STS securitisation |
R0483 |
|
|
|
|
|
|
|
|
Market risk concentrations |
R0500 |
|
|
|
|
|
|
|
|
Currency risk |
R0600 |
|
|
|
|
|
|
|
|
increase in the value of the foreign currency |
R0610 |
|
|
|
|
|
|
|
|
decrease in the value of the foreign currency |
R0620 |
|
|
|
|
|
|
|
|
Diversification within market risk module |
R0700 |
|
|
|
|
|
|
|
|
Total market risk |
R0800 |
|
|
|
|
|
|
|
Currency used as a reference to calculate the currency risk
|
|
|
C0090 |
|
Currency used as a reference to calculate the currency risk |
R0810 |
|
S.26.02.01
Solvency Capital Requirement — Counterparty default risk
|
Article 112 |
Z0010 |
|
|
|
|
|
|
Simplifications used |
|
C0010 |
|
Simplifications |
R0010 |
|
|
|
Name of single name exposure |
Code of single name exposure |
Type of code of the single name exposure |
Loss Given Default |
Probability of Default |
Net solvency capital requirement |
Gross solvency capital requirement |
|
|
Counterparty default risk — Basic information |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
|
|
Type 1 exposures |
R0100 |
|
|
|
|
|
|
|
|
Single name exposure 1 |
R0110 |
|
|
|
|
|
|
|
|
Single name exposure 2 |
R0120 |
|
|
|
|
|
|
|
|
Single name exposure 3 |
R0130 |
|
|
|
|
|
|
|
|
Single name exposure 4 |
R0140 |
|
|
|
|
|
|
|
|
Single name exposure 5 |
R0150 |
|
|
|
|
|
|
|
|
Single name exposure 6 |
R0160 |
|
|
|
|
|
|
|
|
Single name exposure 7 |
R0170 |
|
|
|
|
|
|
|
|
Single name exposure 8 |
R0180 |
|
|
|
|
|
|
|
|
Single name exposure 9 |
R0190 |
|
|
|
|
|
|
|
|
Single name exposure 10 |
R0200 |
|
|
|
|
|
|
|
|
Type 2 exposures |
R0300 |
|
|
|
|
|
|
|
|
Receivables from Intermediaries due for more than 3 months |
R0310 |
|
|
|
|
|
|
|
|
All type 2 exposures other than receivables from Intermediaries due for more than 3 months |
R0320 |
|
|
|
|
|
|
|
|
Diversification within counterparty default risk module |
R0330 |
|
|
|
|
|
|
|
|
Total counterparty default risk |
R0400 |
|
|
|
|
|
|
|
|
Further details on mortgages |
|
C0090 |
|
Losses steaming from type 2 mortgage loans |
R0500 |
|
|
Overall losses steaming from mortgage loans |
R0510 |
|
S.26.02.04
Solvency Capital Requirement — Counterparty default risk
|
Article 112 |
Z0010 |
|
|
|
|
|
|
Simplifications used |
|
C0010 |
|
Simplifications |
R0010 |
|
|
|
Name of single name exposure |
Code of single name exposure |
Type of code of the single name exposure |
Loss Given Default |
Probability of Default |
Net solvency capital requirement |
Gross solvency capital requirement |
|
|
Counterparty default risk — Basic information |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
|
|
Type 1 exposures |
R0100 |
|
|
|
|
|
|
|
|
Single name exposure 1 |
R0110 |
|
|
|
|
|
|
|
|
Single name exposure 2 |
R0120 |
|
|
|
|
|
|
|
|
Single name exposure 3 |
R0130 |
|
|
|
|
|
|
|
|
Single name exposure 4 |
R0140 |
|
|
|
|
|
|
|
|
Single name exposure 5 |
R0150 |
|
|
|
|
|
|
|
|
Single name exposure 6 |
R0160 |
|
|
|
|
|
|
|
|
Single name exposure 7 |
R0170 |
|
|
|
|
|
|
|
|
Single name exposure 8 |
R0180 |
|
|
|
|
|
|
|
|
Single name exposure 9 |
R0190 |
|
|
|
|
|
|
|
|
Single name exposure 10 |
R0200 |
|
|
|
|
|
|
|
|
Type 2 exposures |
R0300 |
|
|
|
|
|
|
|
|
Receivables from Intermediaries due for more than 3 months |
R0310 |
|
|
|
|
|
|
|
|
All type 2 exposures other than receivables from Intermediaries due for more than 3 months |
R0320 |
|
|
|
|
|
|
|
|
Diversification within counterparty default risk module |
R0330 |
|
|
|
|
|
|
|
|
Total counterparty default risk |
R0400 |
|
|
|
|
|
|
|
|
Further details on mortgages |
|
C0090 |
|
Losses steaming from type 2 mortgage loans |
R0500 |
|
|
Overall losses steaming from mortgage loans |
R0510 |
|
SR.26.02.01
Solvency Capital Requirement — Counterparty default risk
|
Article 112 |
Z0010 |
|
|
Ring Fenced Fund/Matching adjustment portfolio or remaining part |
Z0020 |
|
|
Fund/Portfolio number |
Z0030 |
|
|
|
|
|
|
Simplifications used |
|
C0010 |
|
Simplifications |
R0010 |
|
|
|
Name of single name exposure |
Code of single name exposure |
Type of code of the single name exposure |
Loss Given Default |
Probability of Default |
Net solvency capital requirement |
Gross solvency capital requirement |
|
|
Counterparty default risk — Basic information |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
|
|
Type 1 exposures |
R0100 |
|
|
|
|
|
|
|
|
Single name exposure 1 |
R0110 |
|
|
|
|
|
|
|
|
Single name exposure 2 |
R0120 |
|
|
|
|
|
|
|
|
Single name exposure 3 |
R0130 |
|
|
|
|
|
|
|
|
Single name exposure 4 |
R0140 |
|
|
|
|
|
|
|
|
Single name exposure 5 |
R0150 |
|
|
|
|
|
|
|
|
Single name exposure 6 |
R0160 |
|
|
|
|
|
|
|
|
Single name exposure 7 |
R0170 |
|
|
|
|
|
|
|
|
Single name exposure 8 |
R0180 |
|
|
|
|
|
|
|
|
Single name exposure 9 |
R0190 |
|
|
|
|
|
|
|
|
Single name exposure 10 |
R0200 |
|
|
|
|
|
|
|
|
Type 2 exposures |
R0300 |
|
|
|
|
|
|
|
|
Receivables from Intermediaries due for more than 3 months |
R0310 |
|
|
|
|
|
|
|
|
All type 2 exposures other than receivables from Intermediaries due for more than 3 months |
R0320 |
|
|
|
|
|
|
|
|
Diversification within counterparty default risk module |
R0330 |
|
|
|
|
|
|
|
|
Total counterparty default risk |
R0400 |
|
|
|
|
|
|
|
S.26.03.01
Solvency Capital Requirement — Life underwriting risk
|
Article 112 |
Z0010 |
|
|
|
|
|
|
Simplifications used |
|
C0010 |
|
Simplifications — mortality risk |
R0010 |
|
|
Simplifications- longevity risk |
R0020 |
|
|
Simplifications — disability-morbidity risk |
R0030 |
|
|
Simplifications — lapse risk |
R0040 |
|
|
Simplifications — life expense risk |
R0050 |
|
|
Simplifications — life catastrophe risk |
R0060 |
|
|
|
Initial absolute values before shock |
Absolute values after shock |
||||||
|
|
Assets |
Liabilities |
Assets |
Liabilities (after the loss absorbing capacity of technical provisions) |
Net solvency capital requirement |
Liabilities (before the loss-absorbing capacity of technical provisions) |
Gross solvency capital requirement |
|
|
Life underwriting risk |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
|
|
Mortality risk |
R0100 |
|
|
|
|
|
|
|
|
Longevity risk |
R0200 |
|
|
|
|
|
|
|
|
Disability-morbidity risk |
R0300 |
|
|
|
|
|
|
|
|
Lapse risk |
R0400 |
|
|
|
|
|
|
|
|
risk of increase in lapse rates |
R0410 |
|
|
|
|
|
|
|
|
risk of decrease in lapse rates |
R0420 |
|
|
|
|
|
|
|
|
mass lapse risk |
R0430 |
|
|
|
|
|
|
|
|
Life expense risk |
R0500 |
|
|
|
|
|
|
|
|
Revision risk |
R0600 |
|
|
|
|
|
|
|
|
Life catastrophe risk |
R0700 |
|
|
|
|
|
|
|
|
Diversification within life underwriting risk module |
R0800 |
|
|
|
|
|
|
|
|
Total life underwriting risk |
R0900 |
|
|
|
|
|
|
|
|
|
|
USP |
|
Further details on revision risk |
|
C0090 |
|
Factor applied for the revision shock |
R1000 |
|
S.26.03.04
Solvency Capital Requirement — Life underwriting risk
|
Article 112 |
Z0010 |
|
|
|
|
|
|
Simplifications used |
|
C0010 |
|
Simplifications — mortality risk |
R0010 |
|
|
Simplifications — longevity risk |
R0020 |
|
|
Simplifications — disability-morbidity risk |
R0030 |
|
|
Simplifications — lapse risk |
R0040 |
|
|
Simplifications — life expense risk |
R0050 |
|
|
Simplifications — life catastrophe risk |
R0060 |
|
|
|
Initial absolute values before shock |
Absolute values after shock |
||||||
|
Assets |
Liabilities |
Assets |
Liabilities (after the loss absorbing capacity of technical provisions) |
Net solvency capital requirement |
Liabilities (before the loss-absorbing capacity of technical provisions) |
Gross solvency capital requirement |
||
|
Life underwriting risk |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
|
|
Mortality risk |
R0100 |
|
|
|
|
|
|
|
|
Longevity risk |
R0200 |
|
|
|
|
|
|
|
|
Disability-morbidity risk |
R0300 |
|
|
|
|
|
|
|
|
Lapse risk |
R0400 |
|
|
|
|
|
|
|
|
risk of increase in lapse rates |
R0410 |
|
|
|
|
|
|
|
|
risk of decrease in lapse rates |
R0420 |
|
|
|
|
|
|
|
|
mass lapse risk |
R0430 |
|
|
|
|
|
|
|
|
Life expense risk |
R0500 |
|
|
|
|
|
|
|
|
Revision risk |
R0600 |
|
|
|
|
|
|
|
|
Life catastrophe risk |
R0700 |
|
|
|
|
|
|
|
|
Diversification within life underwriting risk module |
R0800 |
|
|
|
|
|
|
|
|
Total life underwriting risk |
R0900 |
|
|
|
|
|
|
|
|
|
|
USP |
|
Further details on revision risk |
|
C0090 |
|
Factor applied for the revision shock |
R1000 |
|
SR.26.03.01
Solvency Capital Requirement — Life underwriting risk
|
Article 112 |
Z0010 |
|
|
Ring Fenced Fund/Matching adjustment portfolio or remaining part |
Z0020 |
|
|
Fund/Portfolio number |
Z0030 |
|
|
|
|
|
|
Simplifications used |
|
C0010 |
|
Simplifications — mortality risk |
R0010 |
|
|
Simplifications — longevity risk |
R0020 |
|
|
Simplifications — disability-morbidity risk |
R0030 |
|
|
Simplifications — lapse risk |
R0040 |
|
|
Simplifications — life expense risk |
R0050 |
|
|
Simplifications — life catastrophe risk |
R0060 |
|
|
|
Initial absolute values before shock |
Absolute values after shock |
||||||
|
|
Assets |
Liabilities |
Assets |
Liabilities (after the loss absorbing capacity of technical provisions) |
Net solvency capital requirement |
Liabilities (before the loss-absorbing capacity of technical provisions) |
Gross solvency capital requirement |
|
|
Life underwriting risk |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
|
|
Mortality risk |
R0100 |
|
|
|
|
|
|
|
|
Longevity risk |
R0200 |
|
|
|
|
|
|
|
|
Disability-morbidity risk |
R0300 |
|
|
|
|
|
|
|
|
Lapse risk |
R0400 |
|
|
|
|
|
|
|
|
risk of increase in lapse rates |
R0410 |
|
|
|
|
|
|
|
|
risk of decrease in lapse rates |
R0420 |
|
|
|
|
|
|
|
|
mass lapse risk |
R0430 |
|
|
|
|
|
|
|
|
Life expense risk |
R0500 |
|
|
|
|
|
|
|
|
Revision risk |
R0600 |
|
|
|
|
|
|
|
|
Life catastrophe risk |
R0700 |
|
|
|
|
|
|
|
|
Diversification within life underwriting risk module |
R0800 |
|
|
|
|
|
|
|
|
Total life underwriting risk |
R0900 |
|
|
|
|
|
|
|
|
|
|
USP |
|
Further details on revision risk |
|
C0090 |
|
Factor applied for the revision shock |
R1000 |
|
S.26.04.01
Solvency Capital Requirement — Health underwriting risk
|
Article 112 |
Z0010 |
|
|
|
|
|
|
Simplifications used |
|
C0010 |
|
Simplifications — health mortality risk |
R0010 |
|
|
Simplifications — health longevity risk |
R0020 |
|
|
Simplifications — health disability-morbidity risk-medical expenses |
R0030 |
|
|
Simplifications — health disability-morbidity risk-income protection |
R0040 |
|
|
Simplifications — SLT lapse risk |
R0050 |
|
|
Simplifications — NSLT lapse risk |
R0051 |
|
|
Simplifications — health expense risk |
R0060 |
|
|
|
Initial absolute values before shock |
Absolute values after shock |
||||||
|
|
Assets |
Liabilities |
Assets |
Liabilities (after the loss absorbing capacity of technical provisions) |
Net solvency capital requirement |
Liabilities (before the loss absorbing capacity of technical provisions) |
Gross solvency capital requirement |
|
|
SLT health underwriting risk |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
|
|
Health mortality risk |
R0100 |
|
|
|
|
|
|
|
|
Health longevity risk |
R0200 |
|
|
|
|
|
|
|
|
Health disability-morbidity risk |
R0300 |
|
|
|
|
|
|
|
|
Medical expencses |
R0310 |
|
|
|
|
|
|
|
|
increase of medical payments |
R0320 |
|
|
|
|
|
|
|
|
decrease of medical payments |
R0330 |
|
|
|
|
|
|
|
|
Income protection |
R0340 |
|
|
|
|
|
|
|
|
SLT health lapse risk |
R0400 |
|
|
|
|
|
|
|
|
risk of increase in lapse rates |
R0410 |
|
|
|
|
|
|
|
|
risk of decrease in lapse rates |
R0420 |
|
|
|
|
|
|
|
|
mass lapse risk |
R0430 |
|
|
|
|
|
|
|
|
Health expense risk |
R0500 |
|
|
|
|
|
|
|
|
Health revision risk |
R0600 |
|
|
|
|
|
|
|
|
Diversification within SLT health underwriting risk |
R0700 |
|
|
|
|
|
|
|
|
Total SLT health underwriting risk |
R0800 |
|
|
|
|
|
|
|
|
|
|
USP |
|
Further details on revision risk |
|
C0090 |
|
Factor applied for the revision shock |
R0900 |
|
|
|
Standard deviation for premium risk |
Standard deviation for reserve risk |
Volume measure for premium and reserve risk |
||||||
|
|
USP Standard Deviation |
USP Standard Deviation gross/net |
USP Adjustment factor for non-proportional reinsurance |
USP |
Vprem |
Vres |
Geographical Diversification |
V |
|
|
NSLT Health premium and reserve risk |
C0100 |
C0110 |
C0120 |
C0130 |
C0140 |
C0150 |
C0160 |
C0170 |
|
|
Medical expenses insurance and proportional reinsurance |
R1000 |
|
|
|
|
|
|
|
|
|
Income protection insurance and proportional reinsurance |
R1010 |
|
|
|
|
|
|
|
|
|
Worker's compensation insurance and proportional reinsurance |
R1020 |
|
|
|
|
|
|
|
|
|
Non-proportional health reinsurance |
R1030 |
|
|
|
|
|
|
|
|
|
Total Volume measure |
R1040 |
|
|
|
|
|
|
|
|
|
Combined standard deviation |
R1050 |
|
|
|
|
|
|
|
|
|
|
|
Solvency capital requirement |
|
|
|
C0180 |
|
NSLT health premium and reserve risk |
R1100 |
|
|
|