S.01.01.01
Content of the submission
Template Code | Template name | C0010 | |
S.01.02.01 | Basic Information — General | R0010 | |
S.01.03.01 | Basic Information — RFF and matching adjustment portfolios | R0020 | |
S.02.01.01 | Balance sheet | R0030 | |
S.02.02.01 | Assets and liabilities by currency | R0040 | |
S.03.01.01 | Off-balance sheet items — general | R0060 | |
S.03.02.01 | Off-balance sheet items — List of unlimited guarantees received by the undertaking | R0070 | |
S.03.03.01 | Off-balance sheet items — List of unlimited guarantees provided by the undertaking | R0080 | |
S.04.01.01 | Activity by country | R0090 | |
S.04.02.01 | Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability | R0100 | |
S.05.01.01 | Premiums, claims and expenses by line of business | R0110 | |
S.05.02.01 | Premiums, claims and expenses by country | R0120 | |
S.06.01.01 | Summary of assets | R0130 | |
S.06.02.01 | List of assets | R0140 | |
S.06.03.01 | Collective investment undertakings — look-through approach | R0150 | |
S.07.01.01 | Structured products | R0160 | |
S.08.01.01 | Open derivatives | R0170 | |
S.08.02.01 | Derivatives Transactions | R0180 | |
S.09.01.01 | Income/gains and losses in the period | R0190 | |
S.10.01.01 | Securities lending and repos | R0200 | |
S.11.01.01 | Assets held as collateral | R0210 | |
S.12.01.01 | Life and Health SLT Technical Provisions | R0220 | |
S.12.02.01 | Life and Health SLT Technical Provisions — by country | R0230 | |
S.13.01.01 | Projection of future gross cash flows | R0240 | |
S.14.01.01 | Life obligations analysis | R0250 | |
S.15.01.01 | Description of the guarantees of variable annuities | R0260 | |
S.15.02.01 | Hedging of guarantees of variable annuities | R0270 | |
S.16.01.01 | Information on annuities stemming from Non-Life Insurance obligations | R0280 | |
S.17.01.01 | Non-Life Technical Provisions | R0290 | |
S.17.02.01 | Non-Life Technical Provisions — By country | R0300 | |
S.18.01.01 | Projection of future cash flows (Best Estimate — Non Life) | R0310 | |
S.19.01.01 | Non-life insurance claims | R0320 | |
S.20.01.01 | Development of the distribution of the claims incurred | R0330 | |
S.21.01.01 | Loss distribution risk profile | R0340 | |
S.21.02.01 | Underwriting risks non-life | R0350 | |
S.21.03.01 | Non-life distribution of underwriting risks — by sum insured | R0360 | |
S.22.01.01 | Impact of long term guarantees measures and transitionals | R0370 | |
S.22.04.01 | Information on the transitional on interest rates calculation | R0380 | |
S.22.05.01 | Overall calculation of the transitional on technical provisions | R0390 | |
S.22.06.01 | Best estimate subject to volatility adjustment by country and currency | R0400 | |
S.23.01.01 | Own funds | R0410 | |
S.23.02.01 | Detailed information by tiers on own funds | R0420 | |
S.23.03.01 | Annual movements on own funds | R0430 | |
S.23.04.01 | List of items on own funds | R0440 | |
S.24.01.01 | Participations held | R0450 | |
S.25.01.01 | Solvency Capital Requirement — for undertakings on Standard Formula | R0460 | |
S.25.02.01 | Solvency Capital Requirement — for undertakings using the standard formula and partial internal model | R0470 | |
S.25.03.01 | Solvency Capital Requirement — for undertakings on Full Internal Models | R0480 | |
S.26.01.01 | Solvency Capital Requirement — Market risk | R0500 | |
S.26.02.01 | Solvency Capital Requirement — Counterparty default risk | R0510 | |
S.26.03.01 | Solvency Capital Requirement — Life underwriting risk | R0520 | |
S.26.04.01 | Solvency Capital Requirement — Health underwriting risk | R0530 | |
S.26.05.01 | Solvency Capital Requirement — Non-Life underwriting risk | R0540 | |
S.26.06.01 | Solvency Capital Requirement — Operational risk | R0550 | |
S.26.07.01 | Solvency Capital Requirement — Simplifications | R0560 | |
S.27.01.01 | Solvency Capital Requirement — Non-Life and Health catastrophe risk | R0570 | |
S.28.01.01 | Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity | R0580 | |
S.28.02.01 | Minimum Capital Requirement — Both life and non-life insurance activity | R0590 | |
S.29.01.01 | Excess of Assets over Liabilities | R0600 | |
S.29.02.01 | Excess of Assets over Liabilities — explained by investments and financial liabilities | R0610 | |
S.29.03.01 | Excess of Assets over Liabilities — explained by technical provisions | R0620 | |
S.29.04.01 | Detailed analysis per period — Technical flows versus Technical provisions | R0630 | |
S.30.01.01 | Facultative covers for non-life and life business basic data | R0640 | |
S.30.02.01 | Facultative covers for non-life and life business shares data | R0650 | |
S.30.03.01 | Outgoing Reinsurance Program basic data | R0660 | |
S.30.04.01 | Outgoing Reinsurance Program shares data | R0670 | |
S.31.01.01 | Share of reinsurers (including Finite Reinsurance and SPV's) | R0680 | |
S.31.02.01 | Special Purpose Vehicles | R0690 | |
S.36.01.01 | IGT — Equity-type transactions, debt and asset transfer | R0740 | |
S.36.02.01 | IGT — Derivatives | R0750 | |
S.36.03.01 | IGT — Internal reinsurance | R0760 | |
S.36.04.01 | IGT — Cost Sharing, contingent liabilities, off BS and other items | R0770 |
S.01.01.02
Content of the submission
Template Code | Template name | C0010 | |
S.01.02.01 | Basic Information — General | R0010 | |
S.02.01.02 | Balance sheet | R0030 | |
S.05.01.02 | Premiums, claims and expenses by line of business | R0110 | |
S.06.02.01 | List of assets | R0140 | |
S.06.03.01 | Collective investment undertakings — look-through approach | R0150 | |
S.08.01.01 | Open derivatives | R0170 | |
S.08.02.01 | Derivatives Transactions | R0180 | |
S.12.01.02 | Life and Health SLT Technical Provisions | R0220 | |
S.17.01.02 | Non-Life Technical Provisions | R0290 | |
S.23.01.01 | Own funds | R0410 | |
S.28.01.01 | Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity | R0580 | |
S.28.02.01 | Minimum Capital Requirement — Both life and non-life insurance activity | R0590 |
S.01.01.03
Content of the submission
Template Code | Template name | C0010 | |
S.01.02.01 | Basic Information — General | R0010 | |
S.01.03.01 | Basic Information — RFF and matching adjustment portfolios | R0020 | |
S.02.01.02 | Balance sheet | R0030 | |
S.23.01.01 | Own funds | R0410 | |
S.25.01.01 | Solvency Capital Requirement — for undertakings on Standard Formula | R0460 | |
S.25.02.01 | Solvency Capital Requirement — for undertakings using the standard formula and partial internal model | R0470 | |
S.25.03.01 | Solvency Capital Requirement — for undertakings on Full Internal Models | R0480 | |
S.28.01.01 | Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity | R0580 | |
S.28.02.01 | Minimum Capital Requirement — Both life and non-life insurance activity | R0590 |
S.01.01.04
Content of the submission
Template Code | Template name | C0010 | |
S.01.02.04 | Basic Information — General | R0010 | |
S.01.03.04 | Basic Information — RFF and matching adjustment portfolios | R0020 | |
S.02.01.01 | Balance sheet | R0030 | |
S.02.02.01 | Assets and liabilities by currency | R0040 | |
S.03.01.04 | Off-balance sheet items — general | R0060 | |
S.03.02.04 | Off-balance sheet items — List of unlimited guarantees received by the group | R0070 | |
S.03.03.04 | Off-balance sheet items — List of unlimited guarantees provided by the group | R0080 | |
S.05.01.01 | Premiums, claims and expenses by line of business | R0110 | |
S.05.02.01 | Premiums, claims and expenses by country | R0120 | |
S.06.01.01 | Summary of assets | R0130 | |
S.06.02.04 | List of assets | R0140 | |
S.06.03.04 | Collective investment undertakings — look-through approach | R0150 | |
S.07.01.04 | Structured products | R0160 | |
S.08.01.04 | Open derivatives | R0170 | |
S.08.02.04 | Derivatives Transactions | R0180 | |
S.09.01.04 | Income/gains and losses in the period | R0190 | |
S.10.01.04 | Securities lending and repos | R0200 | |
S.11.01.04 | Assets held as colateral | R0210 | |
S.15.01.04 | Description of the guarantees of variable annuities | R0260 | |
S.15.02.04 | Hedging of guarantees of variable annuities | R0270 | |
S.22.01.04 | Impact of long term guarantees measures and transitionals | R0370 | |
S.23.01.04 | Own funds | R0410 | |
S.23.02.04 | Detailed information by tiers on own funds | R0420 | |
S.23.03.04 | Annual movements on own funds | R0430 | |
S.23.04.04 | List of items on own funds | R0440 | |
S.25.01.04 | Solvency Capital Requirement — for groups on Standard Formula | R0460 | |
S.25.02.04 | Solvency Capital Requirement — for groups using the standard formula and partial internal model | R0470 | |
S.25.03.04 | Solvency Capital Requirement — for groups on Full Internal Models | R0480 | |
S.26.01.04 | Solvency Capital Requirement — Market risk | R0500 | |
S.26.02.04 | Solvency Capital Requirement — Counterparty default risk | R0510 | |
S.26.03.04 | Solvency Capital Requirement — Life underwriting risk | R0520 | |
S.26.04.04 | Solvency Capital Requirement — Health underwriting risk | R0530 | |
S.26.05.04 | Solvency Capital Requirement — Non-Life underwriting risk | R0540 | |
S.26.06.04 | Solvency Capital Requirement — Operational risk | R0550 | |
S.26.07.04 | Solvency Capital Requirement — Simplifications | R0560 | |
S.27.01.04 | Solvency Capital Requirement — Non-Life and Health catastrophe risk | R0570 | |
S.31.01.04 | Share of reinsurers (including Finite Reinsurance and SPV's) | R0680 | |
S.31.02.04 | Special Purpose Vehicles | R0690 | |
S.32.01.04 | Undertakings in the scope of the group | R0700 | |
S.33.01.04 | Insurance and Reinsurance individual requirements | R0710 | |
S.34.01.04 | Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements | R0720 | |
S.35.01.04 | Contribution to group Technical Provisions | R0730 | |
S.36.01.01 | IGT — Equity-type transactions, debt and asset transfer | R0740 | |
S.36.02.01 | IGT — Derivatives | R0750 | |
S.36.03.01 | IGT — Internal reinsurance | R0760 | |
S.36.04.01 | IGT — Cost Sharing, contingent liabilities, off BS and other items | R0770 | |
S.37.01.04 | Risk concentration | R0780 |
S.01.01.05
Content of the submission
Template Code | Template name | C0010 | |
S.01.02.04 | Basic Information — General | R0010 | |
S.02.01.02 | Balance sheet | R0030 | |
S.05.01.02 | Premiums, claims and expenses by line of business | R0110 | |
S.06.02.04 | List of assets | R0140 | |
S.06.03.04 | Collective investment undertakings — look-through approach | R0150 | |
S.08.01.04 | Open derivatives | R0170 | |
S.08.02.04 | Derivatives Transactions | R0180 | |
S.23.01.04 | Own funds | R0410 |
S.01.01.06
Content of the submission
Template Code | Template name | C0010 | |
S.01.02.04 | Basic Information — General | R0010 | |
S.01.03.04 | Basic Information — RFF and matching adjustment portfolios | R0020 | |
S.02.01.02 | Balance sheet | R0030 | |
S.23.01.04 | Own funds | R0410 | |
S.25.01.04 | Solvency Capital Requirement — for groups on Standard Formula | R0460 | |
S.25.02.04 | Solvency Capital Requirement — for groups using the standard formula and partial internal model | R0470 | |
S.25.03.04 | Solvency Capital Requirement — for groups on Full Internal Models | R0480 | |
S.32.01.04 | Entities in the scope of the group | R0700 | |
S.33.01.04 | Insurance and Reinsurance individual requirements | R0710 | |
S.34.01.04 | Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements | R0720 |
SR.01.01.01
Content of the submission
Ring-fenced fund/matching portfolio/remaining part | Z0010 | |
Fund/Portfolio number | Z0020 |
Template Code | Template name | C0010 | |
SR.02.01.01 | Balance sheet | R0790 | |
SR.12.01.01 | Life and Health SLT Technical Provisions | R0800 | |
SR.17.01.01 | Non-Life Technical Provisions | R0810 | |
SR.22.02.01 | Projection of future cash flows (Best Estimate — Matching portfolios) | R0820 | |
SR.22.03.01 | Information on the matching adjustment calculation | R0830 | |
SR.25.01.01 | Solvency Capital Requirement — for undertakings on Standard Formula | R0840 | |
SR.25.02.01 | Solvency Capital Requirement — for undertakings using the standard formula and partial internal model | R0850 | |
SR.25.03.01 | Solvency Capital Requirement — for undertakings on Full Internal Models | R0860 | |
SR.26.01.01 | Solvency Capital Requirement — Market risk | R0870 | |
SR.26.02.01 | Solvency Capital Requirement — Counterparty default risk | R0880 | |
SR.26.03.01 | Solvency Capital Requirement — Life underwriting risk | R0890 | |
SR.26.04.01 | Solvency Capital Requirement — Health underwriting risk | R0900 | |
SR.26.05.01 | Solvency Capital Requirement — Non-Life underwriting risk | R0910 | |
SR.26.06.01 | Solvency Capital Requirement — Operational risk | R0920 | |
SR.26.07.01 | Solvency Capital Requirement — Simplifications | R0930 | |
SR.27.01.01 | Solvency Capital Requirement — Non-Life and Health catastrophe risk | R0940 |
SR.01.01.04
Content of the submission
Ring-fenced fund/matching portfolio/remaining part | Z0010 | |
Fund/Portfolio number | Z0020 |
Template Code | Template name | C0010 | |
SR.02.01.04 | Balance sheet | R0790 | |
SR.25.01.01 | ►M1 Solvency Capital Requirement — for groups on Standard Formula ◄ | R0840 | |
SR.25.02.01 | ►M1 Solvency Capital Requirement — for groups using the standard formula and partial internal model ◄ | R0850 | |
SR.25.03.01 | ►M1 Solvency Capital Requirement — for groups on Full Internal Models ◄ | R0860 | |
SR.26.01.01 | Solvency Capital Requirement — Market risk | R0870 | |
SR.26.02.01 | Solvency Capital Requirement — Counterparty default risk | R0880 | |
SR.26.03.01 | Solvency Capital Requirement — Life underwriting risk | R0890 | |
SR.26.04.01 | Solvency Capital Requirement — Health underwriting risk | R0900 | |
SR.26.05.01 | Solvency Capital Requirement — Non-Life underwriting risk | R0910 | |
SR.26.06.01 | Solvency Capital Requirement — Operational risk | R0920 | |
SR.26.07.01 | Solvency Capital Requirement — Simplifications | R0930 | |
SR.27.01.01 | Solvency Capital Requirement — Non-Life and Health catastrophe risk | R0940 |
S.01.02.01
Basic Information — General
C0010 | ||
Undertaking name | R0010 | |
Undertaking identification code | R0020 | |
Type of code of undertaking | R0030 | |
Type of undertaking | R0040 | |
Country of authorisation | R0050 | |
Language of reporting | R0070 | |
Reporting submission date | R0080 | |
▼M2 | ||
Financial year end | R0081 | |
▼B | ||
Reporting reference date | R0090 | |
Regular/Ad-hoc submission | R0100 | |
Currency used for reporting | R0110 | |
Accounting standards | R0120 | |
Method of Calculation of the SCR | R0130 | |
Use of undertaking specific parameters | R0140 | |
Ring-fenced funds | R0150 | |
Matching adjustment | R0170 | |
Volatility adjustment | R0180 | |
Transitional measure on the risk-free interest rate | R0190 | |
Transitional measure on technical provisions | R0200 | |
Initial submission or re-submission | R0210 | |
▼M3 | ||
Exemption of reporting ECAI information | R0250 | |
▼B | ||
S.01.02.04
Basic Information — General
C0010 | ||
Participating undertaking name | R0010 | |
Group identification code | R0020 | |
Type of code of group | R0030 | |
Country of the group supervisor | R0050 | |
Sub-group information | R0060 | |
Language of reporting | R0070 | |
Reporting submission date | R0080 | |
▼M2 | ||
Financial year end | R0081 | |
▼B | ||
Reporting reference date | R0090 | |
Regular/Ad-hoc submission | R0100 | |
Currency used for reporting | R0110 | |
Accounting standards | R0120 | |
Method of Calculation of the group SCR | R0130 | |
Use of group specific parameters | R0140 | |
Ring-fenced funds | R0150 | |
Method of group solvency calculation | R0160 | |
Matching adjustment | R0170 | |
Volatility adjustment | R0180 | |
Transitional measure on the risk-free interest rate | R0190 | |
Transitional measure on technical provisions | R0200 | |
Initial submission or re-submission | R0210 | |
▼M3 | ||
Exemption of reporting ECAI information | R0250 | |
▼B | ||
S.01.03.01
Basic Information — RFF and matching adjustment portfolios
List of all RFF/MAP (overlaps allowed)
Fund /Portfolio Number | Name of Ring-fenced fund/Matching adjustment portfolio | RFF / MAP / Remaining part of a fund | RFF / MAP with sub RFF / MAP | Material | Article 304 |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 |
List of RFF/MAP with sub RFF/MAP
Number of RFF / MAP with sub RFF / MAP | Number of sub RFF / MAP | Sub RFF / MAP |
C0100 | C0110 | C0120 |
S.01.03.04
Basic Information — RFF and matching adjustment portfolios
List of all RFF/MAP (overlaps allowed)
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Fund / Portfolio Number | Name of ring-fenced fund / Matching adjustment portfolio | RFF / MAP / Remaining part of a fund | RFF / MAP with sub RFF / MAP | Material | Article 304 |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 |
List of RFF/MAP with sub RFF/MAP
Number of RFF / MAP with sub RFF / MAP | Number of sub RFF/MAP | Sub RFF / MAP |
C0100 | C0110 | C0120 |
S.02.01.01
Balance sheet
Solvency II value | Statutory accounts value | ||
Assets | C0010 | C0020 | |
Goodwill | R0010 | ||
Deferred acquisition costs | R0020 | ||
Intangible assets | R0030 | ||
Deferred tax assets | R0040 | ||
Pension benefit surplus | R0050 | ||
Property, plant & equipment held for own use | R0060 | ||
Investments (other than assets held for index-linked and unit-linked contracts) | R0070 | ||
Property (other than for own use) | R0080 | ||
Holdings in related undertakings, including participations | R0090 | ||
Equities | R0100 | ||
Equities — listed | R0110 | ||
Equities — unlisted | R0120 | ||
Bonds | R0130 | ||
Government Bonds | R0140 | ||
Corporate Bonds | R0150 | ||
Structured notes | R0160 | ||
Collateralised securities | R0170 | ||
Collective Investments Undertakings | R0180 | ||
Derivatives | R0190 | ||
Deposits other than cash equivalents | R0200 | ||
Other investments | R0210 | ||
Assets held for index-linked and unit-linked contracts | R0220 | ||
Loans and mortgages | R0230 | ||
Loans on policies | R0240 | ||
Loans and mortgages to individuals | R0250 | ||
Other loans and mortgages | R0260 | ||
Reinsurance recoverables from: | R0270 | ||
Non-life and health similar to non-life | R0280 | ||
Non-life excluding health | R0290 | ||
Health similar to non-life | R0300 | ||
Life and health similar to life, excluding health and index-linked and unit-linked | R0310 | ||
Health similar to life | R0320 | ||
Life excluding health and index-linked and unit-linked | R0330 | ||
Life index-linked and unit-linked | R0340 | ||
Deposits to cedants | R0350 | ||
Insurance and intermediaries receivables | R0360 | ||
Reinsurance receivables | R0370 | ||
Receivables (trade, not insurance) | R0380 | ||
Own shares (held directly) | R0390 | ||
Amounts due in respect of own fund items or initial fund called up but not yet paid in | R0400 | ||
Cash and cash equivalents | R0410 | ||
Any other assets, not elsewhere shown | R0420 | ||
Total assets | R0500 | ||
Liabilities | C0010 | C0020 | |
Technical provisions — non-life | R0510 | ||
Technical provisions — non-life (excluding health) | R0520 | ||
Technical provisions calculated as a whole | R0530 | ||
Best Estimate | R0540 | ||
Risk margin | R0550 | ||
Technical provisions — health (similar to non-life) | R0560 | ||
Technical provisions calculated as a whole | R0570 | ||
Best Estimate | R0580 | ||
Risk margin | R0590 | ||
Technical provisions — life (excluding index-linked and unit-linked) | R0600 | ||
Technical provisions — health (similar to life) | R0610 | ||
Technical provisions calculated as a whole | R0620 | ||
Best Estimate | R0630 | ||
Risk margin | R0640 | ||
Technical provisions — life (excluding health and index-linked and unit-linked) | R0650 | ||
Technical provisions calculated as a whole | R0660 | ||
Best Estimate | R0670 | ||
Risk margin | R0680 | ||
Technical provisions — index-linked and unit-linked | R0690 | ||
Technical provisions calculated as a whole | R0700 | ||
Best Estimate | R0710 | ||
Risk margin | R0720 | ||
Other technical provisions | R0730 | ||
Contingent liabilities | R0740 | ||
Provisions other than technical provisions | R0750 | ||
Pension benefit obligations | R0760 | ||
Deposits from reinsurers | R0770 | ||
Deferred tax liabilities | R0780 | ||
Derivatives | R0790 | ||
Debts owed to credit institutions | R0800 | ||
Financial liabilities other than debts owed to credit institutions | R0810 | ||
Insurance & intermediaries payables | R0820 | ||
Reinsurance payables | R0830 | ||
Payables (trade, not insurance) | R0840 | ||
Subordinated liabilities | R0850 | ||
Subordinated liabilities not in Basic Own Funds | R0860 | ||
Subordinated liabilities in Basic Own Funds | R0870 | ||
Any other liabilities, not elsewhere shown | R0880 | ||
Total liabilities | R0900 | ||
Excess of assets over liabilities | R1000 |
S.02.01.02
Balance sheet
Solvency II value | ||
Assets | C0010 | |
Goodwill | R0010 | |
Deferred acquisition costs | R0020 | |
Intangible assets | R0030 | |
Deferred tax assets | R0040 | |
Pension benefit surplus | R0050 | |
Property, plant & equipment held for own use | R0060 | |
Investments (other than assets held for index-linked and unit-linked contracts) | R0070 | |
Property (other than for own use) | R0080 | |
Holdings in related undertakings, including participations | R0090 | |
Equities | R0100 | |
Equities — listed | R0110 | |
Equities — unlisted | R0120 | |
Bonds | R0130 | |
Government Bonds | R0140 | |
Corporate Bonds | R0150 | |
Structured notes | R0160 | |
Collateralised securities | R0170 | |
Collective Investments Undertakings | R0180 | |
Derivatives | R0190 | |
Deposits other than cash equivalents | R0200 | |
Other investments | R0210 | |
Assets held for index-linked and unit-linked contracts | R0220 | |
Loans and mortgages | R0230 | |
Loans on policies | R0240 | |
Loans and mortgages to individuals | R0250 | |
Other loans and mortgages | R0260 | |
Reinsurance recoverables from: | R0270 | |
Non-life and health similar to non-life | R0280 | |
Non-life excluding health | R0290 | |
Health similar to non-life | R0300 | |
Life and health similar to life, excluding health and index-linked and unit-linked | R0310 | |
Health similar to life | R0320 | |
Life excluding health and index-linked and unit-linked | R0330 | |
Life index-linked and unit-linked | R0340 | |
Deposits to cedants | R0350 | |
Insurance and intermediaries receivables | R0360 | |
Reinsurance receivables | R0370 | |
Receivables (trade, not insurance) | R0380 | |
Own shares (held directly) | R0390 | |
Amounts due in respect of own fund items or initial fund called up but not yet paid in | R0400 | |
Cash and cash equivalents | R0410 | |
Any other assets, not elsewhere shown | R0420 | |
Total assets | R0500 | |
Liabilities | C0010 | |
Technical provisions — non-life | R0510 | |
Technical provisions — non-life (excluding health) | R0520 | |
Technical provisions calculated as a whole | R0530 | |
Best Estimate | R0540 | |
Risk margin | R0550 | |
Technical provisions — health (similar to non-life) | R0560 | |
Technical provisions calculated as a whole | R0570 | |
Best Estimate | R0580 | |
Risk margin | R0590 | |
Technical provisions — life (excluding index-linked and unit-linked) | R0600 | |
Technical provisions — health (similar to life) | R0610 | |
Technical provisions calculated as a whole | R0620 | |
Best Estimate | R0630 | |
Risk margin | R0640 | |
Technical provisions — life (excluding health and index-linked and unit-linked) | R0650 | |
Technical provisions calculated as a whole | R0660 | |
Best Estimate | R0670 | |
Risk margin | R0680 | |
Technical provisions — index-linked and unit-linked | R0690 | |
Technical provisions calculated as a whole | R0700 | |
Best Estimate | R0710 | |
Risk margin | R0720 | |
Other technical provisions | R0730 | |
Contingent liabilities | R0740 | |
Provisions other than technical provisions | R0750 | |
Pension benefit obligations | R0760 | |
Deposits from reinsurers | R0770 | |
Deferred tax liabilities | R0780 | |
Derivatives | R0790 | |
Debts owed to credit institutions | R0800 | |
Financial liabilities other than debts owed to credit institutions | R0810 | |
Insurance & intermediaries payables | R0820 | |
Reinsurance payables | R0830 | |
Payables (trade, not insurance) | R0840 | |
Subordinated liabilities | R0850 | |
Subordinated liabilities not in Basic Own Funds | R0860 | |
Subordinated liabilities in Basic Own Funds | R0870 | |
Any other liabilities, not elsewhere shown | R0880 | |
Total liabilities | R0900 | |
Excess of assets over liabilities | R1000 |
SR.02.01.01
Balance sheet
Ring-fenced fund or remaining part | Z0020 | |
Fund number | Z0030 |
Solvency II value | Statutory accounts value | ||
Assets | C0010 | C0020 | |
Goodwill | R0010 | ||
Deferred acquisition costs | R0020 | ||
Intangible assets | R0030 | ||
Deferred tax assets | R0040 | ||
Pension benefit surplus | R0050 | ||
Property, plant & equipment held for own use | R0060 | ||
Investments (other than assets held for index-linked and unit-linked contracts) | R0070 | ||
Property (other than for own use) | R0080 | ||
Holdings in related undertakings, including participations | R0090 | ||
Equities | R0100 | ||
Equities — listed | R0110 | ||
Equities — unlisted | R0120 | ||
Bonds | R0130 | ||
Government Bonds | R0140 | ||
Corporate Bonds | R0150 | ||
Structured notes | R0160 | ||
Collateralised securities | R0170 | ||
Collective Investments Undertakings | R0180 | ||
Derivatives | R0190 | ||
Deposits other than cash equivalents | R0200 | ||
Other investments | R0210 | ||
Assets held for index-linked and unit-linked contracts | R0220 | ||
Loans and mortgages | R0230 | ||
Loans on policies | R0240 | ||
Loans and mortgages to individuals | R0250 | ||
Other loans and mortgages | R0260 | ||
Reinsurance recoverables from: | R0270 | ||
Non-life and health similar to non-life | R0280 | ||
Non-life excluding health | R0290 | ||
Health similar to non-life | R0300 | ||
Life and health similar to life, excluding health and index-linked and unit-linked | R0310 | ||
Health similar to life | R0320 | ||
Life excluding health and index-linked and unit-linked | R0330 | ||
Life index-linked and unit-linked | R0340 | ||
Deposits to cedants | R0350 | ||
Insurance and intermediaries receivables | R0360 | ||
Reinsurance receivables | R0370 | ||
Receivables (trade, not insurance) | R0380 | ||
Own shares (held directly) | R0390 | ||
Amounts due in respect of own fund items or initial fund called up but not yet paid in | R0400 | ||
Cash and cash equivalents | R0410 | ||
Any other assets, not elsewhere shown | R0420 | ||
Total assets | R0500 | ||
Liabilities | C0010 | C0020 | |
Technical provisions — non-life | R0510 | ||
Technical provisions — non-life (excluding health) | R0520 | ||
Technical provisions calculated as a whole | R0530 | ||
Best Estimate | R0540 | ||
Risk margin | R0550 | ||
Technical provisions — health (similar to non-life) | R0560 | ||
Technical provisions calculated as a whole | R0570 | ||
Best Estimate | R0580 | ||
Risk margin | R0590 | ||
Technical provisions — life (excluding index-linked and unit-linked) | R0600 | ||
Technical provisions — health (similar to life) | R0610 | ||
Technical provisions calculated as a whole | R0620 | ||
Best Estimate | R0630 | ||
Risk margin | R0640 | ||
Technical provisions — life (excluding health and index-linked and unit-linked) | R0650 | ||
Technical provisions calculated as a whole | R0660 | ||
Best Estimate | R0670 | ||
Risk margin | R0680 | ||
Technical provisions — index-linked and unit-linked | R0690 | ||
Technical provisions calculated as a whole | R0700 | ||
Best Estimate | R0710 | ||
Risk margin | R0720 | ||
Other technical provisions | |||
Contingent liabilities | R0740 | ||
Provisions other than technical provisions | R0750 | ||
Pension benefit obligations | R0760 | ||
Deposits from reinsurers | R0770 | ||
Deferred tax liabilities | R0780 | ||
Derivatives | R0790 | ||
Debts owed to credit institutions | R0800 | ||
Financial liabilities other than debts owed to credit institutions | R0810 | ||
Insurance & intermediaries payables | R0820 | ||
Reinsurance payables | R0830 | ||
Payables (trade, not insurance) | R0840 | ||
Subordinated liabilities | R0850 | ||
Subordinated liabilities not in Basic Own Funds | R0860 | ||
Subordinated liabilities in Basic Own Funds | R0870 | ||
Any other liabilities, not elsewhere shown | R0880 | ||
Total liabilities | R0900 | ||
Excess of assets over liabilities | R1000 |
S.02.02.01
Assets and liabilities by currency
Currencies | |||||||
C0010 | ... | ||||||
Currency code | R0010 | ... | |||||
Total value of all currencies | Value of the solvency II reporting currency | Value of remaining other currencies | Value of material currencies | ||||
C0020 | C0030 | C0040 | C0050 | ... | |||
Assets | |||||||
Investments (other than assets held for index-linked and unit-linked contracts) | R0020 | ... | |||||
Other assets: Property, plant & equipment held for own use, Cash and cash equivalents, Loans on policies, Loans & mortgages to individuals and Other loans & mortgages (other than index-linked and unit-linked contracts) | R0030 | ... | |||||
Assets held for index-linked and unit-linked contracts | R0040 | ... | |||||
Reinsurance recoverables | R0050 | ... | |||||
Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables | R0060 | ... | |||||
Any other assets | R0070 | ... | |||||
Total assets | R0100 | ... | |||||
Liabilities | |||||||
Technical provisions (excluding index-linked and unit-linked contracts) | R0110 | ... | |||||
Technical provisions — index-linked and unit-linked contracts | R0120 | ... | |||||
Deposits from reinsurers and insurance, intermediaries and reinsurance payables | R0130 | ... | |||||
Derivatives | R0140 | ... | |||||
Financial liabilities | R0150 | ... | |||||
Contingent liabilities | R0160 | ... | |||||
Any other liabilities | R0170 | ... | |||||
Total liabilites | R0200 | ... | |||||
S.03.01.01
Off-balance sheet items — general
Maximum value | Value of guarantee / collateral / contingent liabilities | Value of assets for which collateral is held | Value of liabilities for which collateral is pledged | ||
C0010 | C0020 | C0030 | C0040 | ||
Guarantees provided by the undertaking, including letters of credit | R0010 | ||||
Of which, guarantees, including letters of credit provided to other undertakings of the same group | R0020 | ||||
Guarantees received by the undertaking, including letters of credit | R0030 | ||||
Of which, guarantees, including letters of credit received from other undertakings of the same group | R0040 | ||||
Collateral held | |||||
Collateral held for loans made or bonds purchased | R0100 | ||||
Collateral held for derivatives | R0110 | ||||
Assets pledged by reinsurers for ceded technical provisions | R0120 | ||||
Other collateral held | R0130 | ||||
Total collateral held | R0200 | ||||
Collateral pledged | |||||
Collateral pledged for loans received or bonds issued | R0210 | ||||
Collateral pledged for derivatives | R0220 | ||||
Assets pledged to cedants for technical provisions (reinsurance accepted) | R0230 | ||||
Other collateral pledged | R0240 | ||||
Total collateral pledged | R0300 | ||||
Contingent liabilities | |||||
Contingent liabilities not in Solvency II Balance Sheet | R0310 | ||||
Of which contingent liabilities toward entities of the same group | R0320 | ||||
Contingent liabilities in Solvency II Balance Sheet | R0330 | ||||
Total Contingent liabilities | R0400 |
S.03.01.04
Off-balance sheet items — general
Maximum value | Value of guarantee / collateral / contingent liabilities | Value of assets for which collateral is held | Value of liabilities for which collateral is pledged | ||
C0010 | C0020 | C0030 | C0040 | ||
Guarantees provided by the group including letters of credit | R0010 | ||||
Guarantees received by the group including letters of credit | R0030 | ||||
Collateral held | |||||
Collateral held for loans made or bonds purchased | R0100 | ||||
Collateral held for derivatives | R0110 | ||||
Assets pledged by reinsurers for ceded technical provisions | R0120 | ||||
Other collateral held | R0130 | ||||
Total collateral held | R0200 | ||||
Collateral pledged | |||||
Collateral pledged for loans received or bonds issued | R0210 | ||||
Collateral pledged for derivatives | R0220 | ||||
Assets pledged to cedants for technical provisions (reinsurance accepted) | R0230 | ||||
Other collateral pledged | R0240 | ||||
Total collateral pledged | R0300 | ||||
Contingent liabilities | |||||
Contingent liabilities not in Solvency II Balance Sheet | R0310 | ||||
Contingent liabilities in Solvency II Balance Sheet | R0330 | ||||
Total Contingent liabilities | R0400 |
S.03.02.01
Off-balance sheet items — List of unlimited guarantees received by the undertaking
Code of guarantee | Name of provider of guarantee | Code of provider of guarantee | Type of code of provider of guarantee | Provider of guarantee belonging to the same group | Triggering event(s) of guarantee | Specific triggering event(s) of guarantee | Effective date of guarantee | Ancillary Own Funds |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 |
S.03.02.04
Off-balance sheet items — List of unlimited guarantees received by the group
Code of guarantee | Name of provider of guarantee | Code of provider of guarantee | Type of code of provider of guarantee | Triggering event(s) of guarantee | Specific triggering event(s) of guarantee | Effective date of guarantee | Ancillary Own Funds |
C0010 | C0020 | C0030 | C0040 | C0060 | C0070 | C0080 | C0090 |
S.03.03.01
Off-balance sheet items — List of unlimited guarantees provided by the undertaking
Code of guarantee | Name of receiver of guarantee | Code of receiver of guarantee | Type of code of receiver of guarantee | Receiver of guarantee belonging to the same group | Triggering event(s) of guarantee | Estimation of the maximum value of guarantee | Specific triggering event(s) of guarantee | Effective date of guarantee |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 |
S.03.03.04
Off-balance sheet items — List of unlimited guarantees provided by the group
Code of guarantee | Name of receiver of guarantee | Code of receiver of guarantee | Type of code of receiver of guarantee | Triggering event(s) of guarantee | Estimation of the maximum value of guarantee | Specific triggering event(s) of guarantee | Effective date of guarantee |
C0010 | C0020 | C0030 | C0040 | C0060 | C0070 | C0080 | C0090 |
S.04.01.01
Activity by country
Line of Business | Z0010 | |||||||
Undertaking | All EEA members | Total business underwritten by all non-EEA branches | ||||||
Business underwritten in the home country, by the undertaking | Business underwritten through FPS, by the undertaking in the EEA countries different from the home country | Business underwritten through FPS in the home country, by any EEA branch | Total business underwritten by all EEA branches in the country where they are established | Total business underwritten through FPS, by all EEA branches | Total of the business underwritten through FPS by the undertaking and all EEA branches | |||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | ||
Country | R0010 | |||||||
Premiums written | R0020 | |||||||
Claims incurred | R0030 | |||||||
Commissions | R0040 | |||||||
By EEA member | ... | By material non-EEA member | ... | ||||||
Business underwritten in the considered country, by the EEA branch established in this country | Business underwritten through FPS, by the EEA branch established in the considered country | Business underwritten in the considered country through FPS, by the undertaking or any EEA branch | Business underwritten in the considered country, by the EEA branch established in this country | Business underwritten through FPS, by the EEA branch established in the considered country | Business underwritten in the considered country through FPS, by the undertaking or any EEA branch | Business underwritten by material non-EEA country branches | ... | ||
C0080 | C0090 | C0100 | ... | ... | C0110 | ||||
Country | R0010 | ||||||||
Premiums written | R0020 | ||||||||
Claims incurred | R0030 | ||||||||
Commissions | R0040 | ||||||||
S.04.02.01
Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability
Undertaking | By EEA Member | ... | ||||
FPS | Branch | FPS | Branch | FPS | ||
C0010 | C0020 | C0030 | ... | |||
Country | R0010 | |||||
Frequency of claims for Motor Vehicle Liability (except carrier's liability) | R0020 | |||||
Average cost of claims for Motor Vehicle Liability (except carrier's liability) | R0030 | |||||
S.05.01.01
Premiums, claims and expenses by line of business
Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance) | ||||||||||
Medical expense insurance | Income protection insurance | Workers' compensation insurance | Motor vehicle liability insurance | Other motor insurance | Marine, aviation and transport insurance | Fire and other damage to property insurance | General liability insurance | Credit and suretyship insurance | ||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | ||
Premiums written | ||||||||||
Gross — Direct Business | R0110 | |||||||||
Gross — Proportional reinsurance accepted | R0120 | |||||||||
Gross — Non-proportional reinsurance accepted | R0130 | |||||||||
Reinsurers' share | R0140 | |||||||||
Net | R0200 | |||||||||
Premiums earned | ||||||||||
Gross — Direct Business | R0210 | |||||||||
Gross — Proportional reinsurance accepted | R0220 | |||||||||
Gross — Non-proportional reinsurance accepted | R0230 | |||||||||
Reinsurers' share | R0240 | |||||||||
Net | R0300 | |||||||||
Claims incurred | ||||||||||
Gross — Direct Business | R0310 | |||||||||
Gross — Proportional reinsurance accepted | R0320 | |||||||||
Gross — Non-proportional reinsurance accepted | R0330 | |||||||||
Reinsurers' share | R0340 | |||||||||
Net | R0400 | |||||||||
Changes in other technical provisions | ||||||||||
Gross — Direct Business | R0410 | |||||||||
Gross — Proportional reinsurance accepted | R0420 | |||||||||
Gross — Non- proportional reinsurance accepted | R0430 | |||||||||
Reinsurers'share | R0440 | |||||||||
Net | R0500 | |||||||||
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 | ||||||||
Line of Business for: non-life insurance obligations | ||||||||||
Medical expense insurance | Income protection insurance | Workers' compensation insurance | Motor vehicle liability insurance | Other motor insurance | Marine, aviation and transport insurance | Fire and other damage to property insurance | General liability insurance | Credit and suretyship insurance | ||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | ||
Expenses incurred | R0550 | |||||||||
Administrative expenses | ||||||||||
Gross — Direct Business | R0610 | |||||||||
Gross — Proportional reinsurance accepted | R0620 | |||||||||
Gross — Non-proportional reinsurance accepted | R0630 | |||||||||
Reinsurers' share | R0640 | |||||||||
Net | R0700 | |||||||||
Investment management expenses | ||||||||||
Gross — Direct Business | R0710 | |||||||||
Gross — Proportional reinsurance accepted | R0720 | |||||||||
Gross — Non-proportional reinsurance accepted | R0730 | |||||||||
Reinsurers' share | R0740 | |||||||||
Net | R0800 | |||||||||
Claims management expenses | ||||||||||
Gross — Direct Business | R0810 | |||||||||
Gross — Proportional reinsurance accepted | R0820 | |||||||||
Gross — Non-proportional reinsurance accepted | R0830 | |||||||||
Reinsurers' share | R0840 | |||||||||
Net | R0900 | |||||||||
Acquisition expenses | ||||||||||
Gross — Direct Business | R0910 | |||||||||
Gross — Proportional reinsurance accepted | R0920 | |||||||||
Gross — Non-proportional reinsurance accepted | R0930 | |||||||||
Reinsurers' share | R0940 | |||||||||
Net | R1000 | |||||||||
Overhead expenses | ||||||||||
Gross — Direct Business | R1010 | |||||||||
Gross — Proportional reinsurance accepted | R1020 | |||||||||
Gross — Non-proportional reinsurance accepted | R1030 | |||||||||
Reinsurers' share | R1040 | |||||||||
Net | R1100 | |||||||||
Other expenses | R1200 | |||||||||
Total expenses | R1300 | |||||||||
Line of Business for: non-life insurance obligations | Line of Business for: accepted non-proportional reinsurance | Total | |||||||
Legal expenses insurance | Assistance | Miscellaneous financial loss | Health | Casualty | Marine, aviation, transport | Property | |||
C0100 | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0200 | ||
Expenses incurred | R0550 | ||||||||
Administrative expenses | |||||||||
Gross — Direct Business | R0610 | ||||||||
Gross — Proportional reinsurance accepted | R0620 | ||||||||
Gross — Non-proportional reinsurance accepted | R0630 | ||||||||
Reinsurers' share | R0640 | ||||||||
Net | R0700 | ||||||||
Investment management expenses | |||||||||
Gross — Direct Business | R0710 | ||||||||
Gross — Proportional reinsurance accepted | R0720 | ||||||||
Gross — Non-proportional reinsurance accepted | R0730 | ||||||||
Reinsurers' share | R0740 | ||||||||
Net | R0800 | ||||||||
Claims management expenses | |||||||||
Gross — Direct Business | R0810 | ||||||||
Gross — Proportional reinsurance accepted | R0820 | ||||||||
Gross — Non-proportional reinsurance accepted | R0830 | ||||||||
Reinsurers' share | R0840 | ||||||||
Net | R0900 | ||||||||
Acquisition expenses | |||||||||
Gross — Direct Business | R0910 | ||||||||
Gross — Proportional reinsurance accepted | R0920 | ||||||||
Gross — Non-proportional reinsurance accepted | R0930 | ||||||||
Reinsurers' share | R0940 | ||||||||
Net | R1000 | ||||||||
Overhead expenses | |||||||||
Gross — Direct Business | R1010 | ||||||||
Gross — Proportional reinsurance accepted | R1020 | ||||||||
Gross — Non-proportional reinsurance accepted | R1030 | ||||||||
Reinsurers' share | R1040 | ||||||||
Net | R1100 | ||||||||
Other expenses | R1200 | ||||||||
Total expenses | R1300 | ||||||||
Line of Business for: life insurance obligations | Life reinsurance obligations | Total | ||||||||
Health insurance | Insurance with profit participation | Index-linked and unit-linked insurance | Other life insurance | Annuities stemming from non-life insurance contracts and relating to health insurance obligations | Annuities stemming from non-life insurance contracts and relating to insurance obligations other than health insurance obligations | Health reinsurance | Life reinsurance | |||
C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | C0300 | ||
Premiums written | ||||||||||
Gross | R1410 | |||||||||
Reinsurers' share | R1420 | |||||||||
Net | R1500 | |||||||||
Premiums earned | ||||||||||
Gross | R1510 | |||||||||
Reinsurers' share | R1520 | |||||||||
Net | R1600 | |||||||||
Claims incurred | ||||||||||
Gross | R1610 | |||||||||
Reinsurers' share | R1620 | |||||||||
Net | R1700 | |||||||||
Changes in other technical provisions | ||||||||||
Gross | R1710 | |||||||||
Reinsurers' share | R1720 | |||||||||
Net | R1800 | |||||||||
Expenses incurred | R1900 | |||||||||
Administrative expenses | ||||||||||
Gross | R1910 | |||||||||
Reinsurers' share | R1920 | |||||||||
Net | R2000 | |||||||||
Investment management expenses | ||||||||||
Gross | R2010 | |||||||||
Reinsurers' share | R2020 | |||||||||
Net | R2100 | |||||||||
Claims management expenses | ||||||||||
Gross | R2110 | |||||||||
Reinsurers' share | R2120 | |||||||||
Net | R2200 | |||||||||
Line of Business for: life insurance obligations | Life reinsurance obligations | Total | ||||||||
Health insurance | Insurance with profit participation | Index-linked and unit-linked insurance | Other life insurance | Annuities stemming from non-life insurance contracts and relating to health insurance obligations | Annuities stemming from non-life insurance contracts and relating to insurance obligations other than health insurance obligations | Health reinsurance | Life reinsurance | |||
C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | C0300 | ||
Acquisition expenses | ||||||||||
Gross | R2210 | |||||||||
Reinsurers' share | R2220 | |||||||||
Net | R2300 | |||||||||
Overhead expenses | ||||||||||
Gross | R2310 | |||||||||
Reinsurers' share | R2320 | |||||||||
Net | R2400 | |||||||||
Other expenses | R2500 | |||||||||
Total expenses | R2600 | |||||||||
Total amount of surrenders | R2700 | |||||||||
S.05.01.02
Premiums, claims and expenses by line of business
Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance) | ||||||||||
Medical expense insurance | Income protection insurance | Workers' compensation insurance | Motor vehicle liability insurance | Other motor insurance | Marine, aviation and transport insurance | Fire and other damage to property insurance | General liability insurance | Credit and suretyship insurance | ||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | ||
Premiums written | ||||||||||
Gross — Direct Business | R0110 | |||||||||
Gross — Proportional reinsurance accepted | R0120 | |||||||||
Gross — Non-proportional reinsurance accepted | R0130 | |||||||||
Reinsurers' share | R0140 | |||||||||
Net | R0200 | |||||||||
Premiums earned | ||||||||||
Gross — Direct Business | R0210 | |||||||||
Gross — Proportional reinsurance accepted | R0220 | |||||||||
Gross — Non-proportional reinsurance accepted | R0230 | |||||||||
Reinsurers' share | R0240 | |||||||||
Net | R0300 | |||||||||
Claims incurred | ||||||||||
Gross — Direct Business | R0310 | |||||||||
Gross — Proportional reinsurance accepted | R0320 | |||||||||
Gross — Non-proportional reinsurance accepted | R0330 | |||||||||
Reinsurers' share | R0340 | |||||||||
Net | R0400 | |||||||||
Changes in other technical provisions | ||||||||||
Gross — Direct Business | R0410 | |||||||||
Gross — Proportional reinsurance accepted | R0420 | |||||||||
Gross — Non- proportional reinsurance accepted | R0430 | |||||||||
Reinsurers' share | R0440 | |||||||||
Net | R0500 | |||||||||
Expenses incurred | R0550 | |||||||||
Other expenses | R1200 | |||||||||
Total expenses | R1300 | |||||||||
Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance) | Line of business for: accepted non-proportional reinsurance | Total | |||||||
Legal expenses insurance | Assistance | Miscellaneous financial loss | Health | Casualty | Marine, aviation, transport | Property | |||
C0100 | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0200 | ||
Premiums written | |||||||||
Gross — Direct Business | R0110 | ||||||||
Gross — Proportional reinsurance accepted | R0120 | ||||||||
Gross — Non-proportional reinsurance accepted | R0130 | ||||||||
Reinsurers' share | R0140 | ||||||||
Net | R0200 | ||||||||
Premiums earned | |||||||||
Gross — Direct Business | R0210 | ||||||||
Gross — Proportional reinsurance accepted | R0220 | ||||||||
Gross — Non-proportional reinsurance accepted | R0230 | ||||||||
Reinsurers' share | R0240 | ||||||||
Net | R0300 | ||||||||
Claims incurred | |||||||||
Gross — Direct Business | R0310 | ||||||||
Gross — Proportional reinsurance accepted | R0320 | ||||||||
Gross — Non-proportional reinsurance accepted | R0330 | ||||||||
Reinsurers' share | R0340 | ||||||||
Net | R0400 | ||||||||
Changes in other technical provisions | |||||||||
Gross — Direct Business | R0410 | ||||||||
Gross — Proportional reinsurance accepted | R0420 | ||||||||
Gross — Non- proportional reinsurance accepted | R0430 | ||||||||
Reinsurers'share | R0440 | ||||||||
Net | R0500 | ||||||||
Expenses incurred | R0550 | ||||||||
Other expenses | R1200 | ||||||||
Total expenses | R1300 | ||||||||
Line of Business for: life insurance obligations | Life reinsurance obligations | Total | ||||||||
Health insurance | Insurance with profit participation | Index-linked and unit-linked insurance | Other life insurance | Annuities stemming from non-life insurance contracts and relating to health insurance obligations | Annuities stemming from non-life insurance contracts and relating to insurance obligations other than health insurance obligations | Health reinsurance | Life reinsurance | |||
C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | C0300 | ||
Premiums written | ||||||||||
Gross | R1410 | |||||||||
einsurers' share | R1420 | |||||||||
Net | R1500 | |||||||||
Premiums earned | ||||||||||
Gross | R1510 | |||||||||
Reinsurers' share | R1520 | |||||||||
Net | R1600 | |||||||||
Claims incurred | ||||||||||
Gross | R1610 | |||||||||
Reinsurers' share | R1620 | |||||||||
Net | R1700 | |||||||||
Changes in other technical provisions | ||||||||||
Gross | R1710 | |||||||||
Reinsurers' share | R1720 | |||||||||
Net | R1800 | |||||||||
Expenses incurred | R1900 | |||||||||
Other expenses | R2500 | |||||||||
Total expenses | R2600 | |||||||||
S.05.02.01
Premiums, claims and expenses by country
Home Country | Top 5 countries (by amount of gross premiums written) — non-life obligations | Total Top 5 and home country | ||||||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | ||
R0010 | ||||||||
C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | ||
Premiums written | ||||||||
Gross — Direct Business | R0110 | |||||||
Gross — Proportional reinsurance accepted | R0120 | |||||||
Gross — Non-proportional reinsurance accepted | R0130 | |||||||
Reinsurers' share | R0140 | |||||||
Net | R0200 | |||||||
Premiums earned | ||||||||
Gross — Direct Business | R0210 | |||||||
Gross — Proportional reinsurance accepted | R0220 | |||||||
Gross — Non-proportional reinsurance accepted | R0230 | |||||||
Reinsurers' share | R0240 | |||||||
Net | R0300 | |||||||
Claims incurred | ||||||||
Gross — Direct Business | R0310 | |||||||
Gross — Proportional reinsurance accepted | R0320 | |||||||
Gross — Non-proportional reinsurance accepted | R0330 | |||||||
Reinsurers' share | R0340 | |||||||
Net | R0400 | |||||||
Changes in other technical provisions | ||||||||
Gross — Direct Business | R0410 | |||||||
Gross — Proportional reinsurance accepted | R0420 | |||||||
Gross — Non- proportional reinsurance accepted | R0430 | |||||||
Reinsurers'share | R0440 | |||||||
Net | R0500 | |||||||
Expenses incurred | R0550 | |||||||
Other expenses | R1200 | |||||||
▼M1 | ||||||||
Total expenses | R1300 | |||||||
▼B | ||||||||
Home Country | Top 5 countries (by amount of gross premiums written) — life obligations | Total Top 5 and home country | ||||||
C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | ||
R1400 | ||||||||
C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | ||
Premiums written | ||||||||
Gross | R1410 | |||||||
Reinsurers' share | R1420 | |||||||
Net | R1500 | |||||||
Premiums earned | ||||||||
Gross | R1510 | |||||||
Reinsurers' share | R1520 | |||||||
Net | R1600 | |||||||
Claims incurred | ||||||||
Gross | R1610 | |||||||
Reinsurers' share | R1620 | |||||||
Net | R1700 | |||||||
Changes in other technical provisions | ||||||||
Gross | R1710 | |||||||
Reinsurers' share | R1720 | |||||||
Net | R1800 | |||||||
Expenses incurred | R1900 | |||||||
Other expenses | R2500 | |||||||
Total expenses | R2600 | |||||||
S.06.01.01
Summary of assets
Life | Non-life | Ring-fenced funds | Other internal funds | Shareholders' funds | General | ||
Assets listing | C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | |
Assets listed | R0010 | ||||||
Assets that are not listed in a stock exchange | R0020 | ||||||
Assets that are not exchange tradable | R0030 | ||||||
By category | |||||||
Government bonds | R0040 | ||||||
Corporate bonds | R0050 | ||||||
Equity | R0060 | ||||||
Collective Investment Undertakings | R0070 | ||||||
Structured notes | R0080 | ||||||
Collateralised securities | R0090 | ||||||
Cash and deposits | R0100 | ||||||
Mortgages and loans | R0110 | ||||||
Property | R0120 | ||||||
Other investments | R0130 | ||||||
Futures | R0140 | ||||||
Call Options | R0150 | ||||||
Put Options | R0160 | ||||||
Swaps | R0170 | ||||||
Forwards | R0180 | ||||||
Credit derivatives | R0190 |
S.06.02.01
List of assets
Information on positions held
Asset ID Code | Asset ID Code type | Portfolio | Fund number | Matching portfolio number | Asset held in unit linked and index linked contracts | Asset pledged as collateral | Country of custody | Custodian | Quantity | Par amount | Valuation method | Acquisition value | Total Solvency II amount | Accrued interest |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 |
Information on assets
Asset ID Code | Asset ID Code type | Item Title | Issuer Name | Issuer Code | Type of issuer code | Issuer Sector | Issuer Group | Issuer Group Code | Type of issuer group code | Issuer Country | Currency | CIC | ►M4 SCR calculation approach for CIU ◄ | Infrastructure investment | (cont.) |
C0040 | C0050 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | C0290 | ►M4 C0292 ◄ | C0300 | |
Holdings in related undertakings, including participations | External rating | Nominated ECAI | Credit quality step | Internal rating | Duration | Unit Solvency II price | Unit percentage of par amount Solvency II price | Maturity date |
C0310 | C0320 | C0330 | C0340 | C0350 | C0360 | C0370 | C0380 | C0390 |
S.06.02.04
List of assets
Information on positions held
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Asset ID Code | Asset ID Code type | Portfolio | Fund number | Matching portfolio number | Asset held in unit linked and index linked contracts | Asset pledged as collateral | Country of custody | Custodian | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | |
Quantity | Par amount | Valuation method | Acquisition value | Total Solvency II amount | Accrued interest |
C0130 | C0140 | C0150 | C0160 | C0170 | C0180 |
Information on assets
Asset ID Code | Asset ID Code type | Item Title | Issuer Name | Issuer Code | Type of issuer code | Issuer Sector | Issuer Group | Issuer Group Code | Type of issuer group code | Issuer Country | Currency | (cont.) |
C0040 | C0050 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | |
CIC | Infrastructure investment | Participation | External rating | Nominated ECAI | Credit quality step | Internal rating | Duration | Unit Solvency II price | Unit percentage of par amount Solvency II price | Maturity date |
C0290 | C0300 | C0310 | C0320 | C0330 | C0340 | C0350 | C0360 | C0370 | C0380 | C0390 |
S.06.03.01
Collective investment undertakings — look-through approach
Collective Investments Undertaking ID Code | Collective Investments Undertaking ID Code type | Underlying asset category | Country of issue | Currency | Total amount |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 |
S.06.03.04
Collective investment undertakings — look-through approach
Collective Investments Undertaking ID Code | Collective Investments Undertaking ID Code type | Underlying asset category | Country of issue | Currency | Total amount |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 |
S.07.01.01
Structured products
Asset ID Code | Asset ID Code type | Collateral type | Type of structured product | Capital protection | Underlying security / index / portfolio | Callable or Putable | Synthetic structured product | Prepayment structured product | Collateral value | Collateral portfolio | Fixed annual return | Variable annual return | Loss given default | Attachment point | Detachment point |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 |
S.07.01.04
Structured products
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Asset ID Code | Asset ID Code type | Collateral type | Type of structured product | Capital protection | Underlying security / index / portfolio | Callable or Putable | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | |
Synthetic structured product | Prepayment structured product | Collateral value | Collateral portfolio | Fixed annual return | Variable annual return | Loss given default | Attachment point | Detachment point |
C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 |
S.08.01.01
Open derivatives
Information on positions held
Derivative ID Code | Derivative ID Code type | Portfolio | Fund number | Derivatives held in index-linked and unit-linked contracts | Instrument underlying the derivative | Type of code of asset or liability underlying the derivative | Use of derivative | Delta | Notional amount of the derivative | Buyer / Seller | (cont.) |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | |
Premium paid to date | Premium received to date | Number of contracts | Contract size | Maximum loss under unwinding event | Swap outflow amount | Swap inflow amount | Initial date | Duration | Solvency II value | Valuation method |
C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 |
Information on derivatives
Derivative ID Code | Derivative ID Code type | Counterparty Name | Counterparty Code | Type of counterparty code | External rating | Nominated ECAI | Credit quality step | Internal rating | Counterparty Group | Counterparty group code | (cont.) |
C0040 | C0050 | C0260 | C0270 | C0280 | C0290 | C0300 | C0310 | C0320 | C0330 | C0340 | |
Type of counterparty group code | Contract name | Currency | CIC | Trigger value | Unwind trigger of contract | Swap delivered currency | Swap received currency | Maturity date |
C0350 | C0360 | C0370 | C0380 | C0390 | C0400 | C0410 | C0420 | C0430 |
S.08.01.04
Open derivatives
Information on positions held
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Derivative ID Code | Derivative ID Code type | Portfolio | Fund number | Derivatives held in index-linked and unit-linked contracts | Instrument underlying the derivative | Type of code of asset or liability underlying the derivative | Use of derivative | Delta | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | |
Notional amount of the derivative | Buyer / Seller | Premium paid to date | Premium received to date | Number of contracts | Contract size | Maximum loss under unwinding event | Swap outflow amount | Swap inflow amount | Initial date | Duration | Solvency II value | Valuation method |
C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 |
Information on derivatives
Derivative ID Code | Derivative ID Code type | Counterparty Name | Counterparty Code | Type of counterparty code | External rating | Nominated ECAI | Credit quality step | Internal rating | Counterparty Group | Counterparty group code | (cont.) |
C0040 | C0050 | C0260 | C0270 | C0280 | C0290 | C0300 | C0310 | C0320 | C0330 | C0340 | |
Type of counterparty group code | Contract name | Currency | CIC | Trigger value | Unwind trigger of contract | Swap delivered currency | Swap received currency | Maturity date |
C0350 | C0360 | C0370 | C0380 | C0390 | C0400 | C0410 | C0420 | C0430 |
S.08.02.01
Derivatives Transactions
Information on positions held
Derivative ID Code | Derivative ID Code type | Portfolio | Fund number | Derivatives held in index-linked and unit-linked contracts | Instrument underlying the derivative | Type of code of asset or liability underlying the derivative | Use of derivative | Notional amount of the derivative | Buyer / Seller | Premium paid to date | (cont.) |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | |
Premium received to date | Profit and loss to date | Number of contracts | Contract size | Maximum loss under unwinding event | Swap outflow amount | Swap inflow amount | Initial date | Solvency II value |
C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 |
Information on derivatives
Derivative ID Code | Derivative ID Code type | Counterparty Name | Counterparty Code | Type of counterparty code | Counterparty group | Counterparty group code | Type of counterparty group code | Contract name | Currency | CIC | (cont.) |
C0040 | C0050 | C0240 | C0250 | C0260 | C0270 | C0280 | C0290 | C0300 | C0310 | C0320 | |
Trigger value | Unwind trigger of contract | Swap delivered currency | Swap received currency | Maturity date |
C0330 | C0340 | C0350 | C0360 | C0370 |
S.08.02.04
Derivatives Transactions
Information on positions held
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Derivative ID Code | Derivative ID Code type | Portfolio | Fund number | Derivatives held in index-linked and unit-linked contracts | Instrument underlying the derivative | Type of code of asset or liability underlying the derivative | Use of derivative | (cont.) |
0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | |
Notional amount of the derivative | Buyer / Seller | Premium paid to date | Premium received to date | Profit and loss to date | Number of contracts | Contract size | Maximum loss under unwinding event | Swap outflow amount | Swap inflow amount | Initial date | Solvency II value |
C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 |
Information on derivatives
Derivative ID Code | Derivative ID Code type | Counterparty Name | Counterparty Code | Type of counterparty code | Counterparty group | Counterparty group code | Type of counterparty group code | Contract name | Currency | CIC | (cont.) |
C0040 | C0050 | C0240 | C0250 | C0260 | C0270 | C0280 | C0290 | C0300 | C0310 | C0320 | |
Trigger value | Unwind trigger of contract | Swap delivered currency | Swap received currency | Maturity date |
C0330 | C0340 | C0350 | C0360 | C0370 |
S.09.01.01
Income/gains and losses in the period
Asset category | Portfolio | Asset held in unit-linked and index-linked contracts | Dividends | Interest | Rent | Net gains and losses | Unrealised gains and losses |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 |
S.09.01.04
Income/gains and losses in the period
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Asset category | Portfolio | Asset held in unit-linked and index-linked contracts | Dividends | Interest | Rent | Net gains and losses | Unrealised gains and losses |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 |
S.10.01.01
Securities lending and repos
Portfolio | Fund number | Asset category | Counterparty Name | Counterparty code | Type of counterparty code | Counterparty asset category | Assets held in unit-linked and index-linked contracts | Position in the contract | Near leg amount | Far leg amount | Start date | Maturity date | Solvency II Value |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 |
S.10.01.04
Securities lending and repos
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Portfolio | Fund number | Asset category | Counterparty Name | Counterparty code | Type of counterparty code | Counterparty asset category | Assets held in unit-linked and index-linked contracts | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | |
Position in the contract | Near leg amount | Far leg amount | Start date | Maturity date | Solvency II Value |
C0120 | C0130 | C0140 | C0150 | C0160 | C0170 |
S.11.01.01
Assets held as collateral
Information on positions held
Information on the assets held | Information on the asset for which collateral is held | |||||||||
Asset ID Code | Asset ID Code type | Name of counterparty pledging the collateral | Name of the group of the counterparty pledging the collateral | Country of custody | Quantity | Par amount | Valuation method | Total amount | Accrued interest | Type of asset for which the collateral is held |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 |
Information on assets
Information on the assets held | |||||||||||||||
Asset ID Code | Asset ID Code type | Item Title | Issuer Name | Issuer Code | Type of issuer code | Issuer Sector | Issuer Group name | Issuer Group Code | Type of issuer group code | Issuer Country | Currency | CIC | Unit price | Unit percentage of par amount Solvency II price | Maturity date |
C0040 | C0050 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 |
S.11.01.04
Assets held as collateral
Information on positions held
Information on the assets held | Information on the asset for which collateral is held | ||||||||||||
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Asset ID Code | Asset ID Code type | Name of counterparty pledging the collateral | Name of the group of the counterparty pledging the collateral | Country of custody | Quantity | Par amount | Valuation method | Total amount | Accrued interest | Type of asset for which the collateral is held |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 |
Information on assets
Information on the assets held | |||||||||||||
Asset ID Code | Asset ID Code type | Item Title | Issuer Name | Issuer Code | Type of issuer code | Issuer Sector | Issuer Group name | Issuer Group Code | Type of issuer group code | Issuer Country | Currency | CIC | (cont) |
C0040 | C0050 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | |
Information on the assets held
Unit price | Unit percentage of par amount Solvency II price | Maturity date |
C0260 | C0270 | C0280 |
S.12.01.01
Life and Health SLT Technical Provisions
Insurance with profit participation | Index-linked and unit-linked insurance | ||||
Contracts without options and guarantees | Contracts with options or guarantees | ||||
C0020 | C0030 | C0040 | C0050 | ||
Technical provisions calculated as a whole | R0010 | ||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0020 | ||||
Technical provisions calculated as a sum of BE and RM | |||||
Best Estimate | |||||
Gross Best Estimate | R0030 | ||||
Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0040 | ||||
Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses | R0050 | ||||
Recoverables from SPV before adjustment for expected losses | R0060 | ||||
Recoverables from Finite Re before adjustment for expected losses | R0070 | ||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0080 | ||||
Best estimate minus recoverables from reinsurance/SPV and Finite Re | R0090 | ||||
Risk Margin | R0100 | ||||
Amount of the transitional on Technical Provisions | |||||
Technical Provisions calculated as a whole | R0110 | ||||
Best estimate | R0120 | ||||
Risk margin | R0130 | ||||
Technical provisions - total | R0200 | ||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total | R0210 | ||||
▼M3 | |||||
Best Estimate of products with a surrender option | R0220 | ||||
▼B | |||||
Gross BE for Cash flow | |||||
Cash out-flows | |||||
▼M3 | |||||
Future guaranteed and discretionary benefits | R0230 | ||||
Future guaranteed benefits | R0240 | ||||
Future discretionary benefits | R0250 | ||||
▼B | |||||
Future expenses and other cash out-flows | R0260 | ||||
Cash in-flows | |||||
Future premiums | R0270 | ||||
Other cash in-flows | R0280 | ||||
Percentage of gross Best Estimate calculated using approximations | R0290 | ||||
Surrender value | R0300 | ||||
Best estimate subject to transitional of the interest rate | R0310 | ||||
Technical provisions without transitional on interest rate | R0320 | ||||
Best estimate subject to volatility adjustment | R0330 | ||||
Technical provisions without volatility adjustment and without others transitional measures | R0340 | ||||
Best estimate subject to matching adjustment | R0350 | ||||
Technical provisions without matching adjustment and without all the others | R0360 | ||||
Other life insurance | Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations | ||||
Contracts without options and guarantees | Contracts with options or guarantees | ||||
C0060 | C0070 | C0080 | C0090 | ||
Technical provisions calculated as a whole | R0010 | ||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0020 | ||||
Technical provisions calculated as a sum of BE and RM | |||||
Best Estimate | |||||
Gross Best Estimate | R0030 | ||||
Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0040 | ||||
Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses | R0050 | ||||
Recoverables from SPV before adjustment for expected losses | R0060 | ||||
Recoverables from Finite Re before adjustment for expected losses | R0070 | ||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0080 | ||||
Best estimate minus recoverables from reinsurance/SPV and Finite Re | R0090 | ||||
Risk Margin | R0100 | ||||
Amount of the transitional on Technical Provisions | |||||
Technical Provisions calculated as a whole | R0110 | ||||
Best estimate | R0120 | ||||
Risk margin | R0130 | ||||
Technical provisions - total | R0200 | ||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total | R0210 | ||||
▼M3 | |||||
Best Estimate of products with a surrender option | R0220 | ||||
▼B | |||||
Gross BE for Cash flow | |||||
Cash out-flows | |||||
▼M3 | |||||
Future guaranteed and discretionary benefits | R0230 | ||||
Future guaranteed benefits | R0240 | ||||
Future discretionary benefits | R0250 | ||||
▼B | |||||
Future expenses and other cash out-flows | R0260 | ||||
Cash in-flows | |||||
Future premiums | R0270 | ||||
Other cash in-flows | R0280 | ||||
Percentage of gross Best Estimate calculated using approximations | R0290 | ||||
Surrender value | R0300 | ||||
Best estimate subject to transitional of the interest rate | R0310 | ||||
Technical provisions without transitional on interest rate | R0320 | ||||
Best estimate subject to volatility adjustment | R0330 | ||||
Technical provisions without volatility adjustment and without others transitional measures | R0340 | ||||
Best estimate subject to matching adjustment | R0350 | ||||
Technical provisions without matching adjustment and without all the others | R0360 | ||||
Accepted reinsurance | |||||
Insurance with profit participation | Index-linked and unit-linked insurance | Other life insurance | |||
C0100 | C0110 | C0120 | C0130 | ||
Technical provisions calculated as a whole | R0010 | ||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0020 | ||||
Technical provisions calculated as a sum of BE and RM | |||||
Best Estimate | |||||
Gross Best Estimate | R0030 | ||||
Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0040 | ||||
Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses | R0050 | ||||
Recoverables from SPV before adjustment for expected losses | R0060 | ||||
Recoverables from Finite Re before adjustment for expected losses | R0070 | ||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0080 | ||||
Best estimate minus recoverables from reinsurance/SPV and Finite Re | R0090 | ||||
Risk Margin | R0100 | ||||
Amount of the transitional on Technical Provisions | |||||
Technical Provisions calculated as a whole | R0110 | ||||
Best estimate | R0120 | ||||
Risk margin | R0130 | ||||
Technical provisions - total | R0200 | ||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total | R0210 | ||||
▼M3 | |||||
Best Estimate of products with a surrender option | R0220 | ||||
▼B | |||||
Gross BE for Cash flow | |||||
Cash out-flows | |||||
▼M3 | |||||
Future guaranteed and discretionary benefits | R0230 | ||||
Future guaranteed benefits | R0240 | ||||
Future discretionary benefits | R0250 | ||||
▼B | |||||
Future expenses and other cash out-flows | R0260 | ||||
Cash in-flows | |||||
Future premiums | R0270 | ||||
Other cash in-flows | R0280 | ||||
Percentage of gross Best Estimate calculated using approximations | R0290 | ||||
Surrender value | R0300 | ||||
Best estimate subject to transitional of the interest rate | R0310 | ||||
Technical provisions without transitional on interest rate | R0320 | ||||
Best estimate subject to volatility adjustment | R0330 | ||||
Technical provisions without volatility adjustment and without others transitional measures | R0340 | ||||
Best estimate subject to matching adjustment | R0350 | ||||
Technical provisions without matching adjustment and without all the others | R0360 | ||||
Accepted reinsurance | Total (Life other than health insurance, incl. Unit-Linked) | ||
Annuities stemming from non-life accepted insurance contracts and relating to insurance obligation other than health insurance obligations | |||
C0140 | C0150 | ||
Technical provisions calculated as a whole | R0010 | ||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0020 | ||
Technical provisions calculated as a sum of BE and RM | |||
Best Estimate | |||
Gross Best Estimate | R0030 | ||
Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0040 | ||
Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses | R0050 | ||
Recoverables from SPV before adjustment for expected losses | R0060 | ||
Recoverables from Finite Re before adjustment for expected losses | R0070 | ||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0080 | ||
Best estimate minus recoverables from reinsurance/SPV and Finite Re | R0090 | ||
Risk Margin | R0100 | ||
Amount of the transitional on Technical Provisions | |||
Technical Provisions calculated as a whole | R0110 | ||
Best estimate | R0120 | ||
Risk margin | R0130 | ||
Technical provisions - total | R0200 | ||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total | R0210 | ||
▼M3 | |||
Best Estimate of products with a surrender option | R0220 | ||
▼B | |||
Gross BE for Cash flow | |||
Cash out-flows | |||
▼M3 | |||
Future guaranteed and discretionary benefits | R0230 | ||
Future guaranteed benefits | R0240 | ||
Future discretionary benefits | R0250 | ||
▼B | |||
Future expenses and other cash out-flows | R0260 | ||
Cash in-flows | |||
Future premiums | R0270 | ||
Other cash in-flows | R0280 | ||
Percentage of gross Best Estimate calculated using approximations | R0290 | ||
Surrender value | R0300 | ||
Best estimate subject to transitional of the interest rate | R0310 | ||
Technical provisions without transitional on interest rate | R0320 | ||
Best estimate subject to volatility adjustment | R0330 | ||
Technical provisions without volatility adjustment and without others transitional measures | R0340 | ||
Best estimate subject to matching adjustment | R0350 | ||
Technical provisions without matching adjustment and without all the others | R0360 | ||
Health insurance (direct business) | Annuities stemming from non-life insurance contracts and relating to health insurance obligations | ||||
Contracts without options and guarantees | Contracts with options or guarantees | ||||
C0160 | C0170 | C0180 | C0190 | ||
Technical provisions calculated as a whole | R0010 | ||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0020 | ||||
Technical provisions calculated as a sum of BE and RM | |||||
Best Estimate | |||||
Gross Best Estimate | R0030 | ||||
Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0040 | ||||
Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses | R0050 | ||||
Recoverables from SPV before adjustment for expected losses | R0060 | ||||
Recoverables from Finite Re before adjustment for expected losses | R0070 | ||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0080 | ||||
Best estimate minus recoverables from reinsurance/SPV and Finite Re | R0090 | ||||
Risk Margin | R0100 | ||||
Amount of the transitional on Technical Provisions | |||||
Technical Provisions calculated as a whole | R0110 | ||||
Best estimate | R0120 | ||||
Risk margin | R0130 | ||||
Technical provisions - total | R0200 | ||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total | R0210 | ||||
▼M3 | |||||
Best Estimate of products with a surrender option | R0220 | ||||
▼B | |||||
Gross BE for Cash flow | |||||
Cash out-flows | |||||
▼M3 | |||||
Future guaranteed and discretionary benefits | R0230 | ||||
Future guaranteed benefits | R0240 | ||||
Future discretionary benefits | R0250 | ||||
▼B | |||||
Future expenses and other cash out-flows | R0260 | ||||
Cash in-flows | |||||
Future premiums | R0270 | ||||
Other cash in-flows | R0280 | ||||
Percentage of gross Best Estimate calculated using approximations | R0290 | ||||
Surrender value | R0300 | ||||
Best estimate subject to transitional of the interest rate | R0310 | ||||
Technical provisions without transitional on interest rate | R0320 | ||||
Best estimate subject to volatility adjustment | R0330 | ||||
Technical provisions without volatility adjustment and without others transitional measures | R0340 | ||||
Best estimate subject to matching adjustment | R0350 | ||||
Technical provisions without matching adjustment and without all the others | R0360 | ||||
Health reinsurance (reinsurance accepted) | Total (Health similar to life insurance) | ||
C0200 | C0210 | ||
Technical provisions calculated as a whole | R0010 | ||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0020 | ||
Technical provisions calculated as a sum of BE and RM | |||
Best Estimate | |||
Gross Best Estimate | R0030 | ||
Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0040 | ||
Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses | R0050 | ||
Recoverables from SPV before adjustment for expected losses | R0060 | ||
Recoverables from Finite Re before adjustment for expected losses | R0070 | ||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0080 | ||
Best estimate minus recoverables from reinsurance/SPV and Finite Re | R0090 | ||
Risk Margin | R0100 | ||
Amount of the transitional on Technical Provisions | |||
Technical Provisions calculated as a whole | R0110 | ||
Best estimate | R0120 | ||
Risk margin | R0130 | ||
Technical provisions - total | R0200 | ||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total | R0210 | ||
▼M3 | |||
Best Estimate of products with a surrender option | R0220 | ||
▼B | |||
Gross BE for Cash flow | |||
Cash out-flows | |||
▼M3 | |||
Future guaranteed and discretionary benefits | R0230 | ||
Future guaranteed benefits | R0240 | ||
Future discretionary benefits | R0250 | ||
▼B | |||
Future expenses and other cash out-flows | R0260 | ||
Cash in-flows | |||
Future premiums | R0270 | ||
Other cash in-flows | R0280 | ||
Percentage of gross Best Estimate calculated using approximations | R0290 | ||
Surrender value | R0300 | ||
Best estimate subject to transitional of the interest rate | R0310 | ||
Technical provisions without transitional on interest rate | R0320 | ||
Best estimate subject to volatility adjustment | R0330 | ||
Technical provisions without volatility adjustment and without others transitional measures | R0340 | ||
Best estimate subject to matching adjustment | R0350 | ||
Technical provisions without matching adjustment and without all the others | R0360 | ||
S.12.01.02
Life and Health SLT Technical Provisions
Insurance with profit participation | Index-linked and unit-linked insurance | Other life insurance | Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations | |||||||
Contracts without options and guarantees | Contracts with options or guarantees | Contracts without options and guarantees | Contracts with options or guarantees | (cont.) | ||||||
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |||
Technical provisions calculated as a whole | R0010 | |||||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0020 | |||||||||
Technical provisions calculated as a sum of BE and RM | ||||||||||
Best Estimate | ||||||||||
Gross Best Estimate | R0030 | |||||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0080 | |||||||||
Best estimate minus recoverables from reinsurance/SPV and Finite Re — total | R0090 | |||||||||
Risk Margin | R0100 | |||||||||
Amount of the transitional on Technical Provisions | ||||||||||
Technical Provisions calculated as a whole | R0110 | |||||||||
Best estimate | R0120 | |||||||||
Risk margin | R0130 | |||||||||
Technical provisions — total | R0200 | |||||||||
Accepted reinsurance | Total (Life other than health insurance, incl. Unit-Linked) | Health insurance (direct business) | Annuities stemming from non-life insurance contracts and relating to health insurance obligations | Health reinsurance (reinsurance accepted) | Total (Health similar to life insurance) | ||||
Contracts without options and guarantees | Contracts with options or guarantees | ||||||||
C0100 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | ||
Technical provisions calculated as a whole | R0010 | ||||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0020 | ||||||||
Technical provisions calculated as a sum of BE and RM | |||||||||
Best Estimate | |||||||||
Gross Best Estimate | R0030 | ||||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0080 | ||||||||
Best estimate minus recoverables from reinsurance/SPV and Finite Re — total | R0090 | ||||||||
Risk Margin | R0100 | ||||||||
Amount of the transitional on Technical Provisions | |||||||||
Technical Provisions calculated as a whole | R0110 | ||||||||
Best estimate | R0120 | ||||||||
Risk margin | R0130 | ||||||||
Technical provisions — total | R0200 | ||||||||
SR.12.01.01
Life and Health SLT Technical Provisions
Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
Fund/Portfolio number | Z0030 |
Insurance with profit participation | Index-linked and unit-linked insurance | Other life insurance | Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations | |||||||
Contracts without options and guarantees | Contracts with options or guarantees | Contracts without options and guarantees | Contracts with options or guarantees | (cont.) | ||||||
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |||
Technical provisions calculated as a whole | R0010 | |||||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0020 | |||||||||
Technical provisions calculated as a sum of BE and RM | ||||||||||
Best Estimate | ||||||||||
Gross Best Estimate | R0030 | |||||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0080 | |||||||||
Best estimate minus recoverables from reinsurance/SPV and Finite Re — total | R0090 | |||||||||
Risk Margin | R0100 | |||||||||
Amount of the transitional on Technical Provisions | ||||||||||
Risk margin | R0130 | |||||||||
Best estimate | R0120 | |||||||||
Technical Provisions calculated as a whole | R0110 | |||||||||
Technical provisions — total | R0200 | |||||||||
Accepted reinsurance | Total (Life other than health insurance, including Unit-Linked) | Health insurance (direct business) | Annuities stemming from non-life insurance contracts and relating to health insurance obligations | Health reinsurance (reinsurance accepted) | Total (Health similar to life insurance) | ||||
Contracts without options and guarantees | Contracts with options or guarantees | ||||||||
C0100 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | ||
Technical provisions calculated as a whole | R0010 | ||||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP as a whole | R0020 | ||||||||
Technical provisions calculated as a sum of BE and RM | |||||||||
Best Estimate | |||||||||
Gross Best Estimate | R0030 | ||||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0080 | ||||||||
Best estimate minus recoverables from reinsurance/SPV and Finite Re — total | R0090 | ||||||||
Risk Margin | R0100 | ||||||||
Amount of the transitional on Technical Provisions | |||||||||
Technical Provisions calculated as a whole | R0110 | ||||||||
Best estimate | R0120 | ||||||||
Risk margin | R0130 | ||||||||
Technical provisions — total | R0200 | ||||||||
S.12.02.01
Life and Health SLT Technical Provisions — by country
Gross TP calculated as a whole and Gross BE for different countries
Geographical zone | Insurance with profit participation | Index-linked and unit-linked insurance | Other life insurance | Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations | Accepted reinsurance | Total (Life other than health insurance, including Unit-Linked) | (cont.) | ||
C0020 | C0030 | C0060 | C0090 | C0100 | C0150 | ||||
Home country | R0010 | ||||||||
EEA countries outside the materiality threshold — not reported by country | R0020 | ||||||||
Non-EEA countries outside the materiality threshold — not reported by country | R0030 | ||||||||
By country | C0010 | ||||||||
Country 1 | R0040 | ||||||||
... | ... |
Geographical zone | Health insurance (direct business) | Annuities stemming from non-life insurance contracts and relating to health insurance obligations | Health reinsurance (reinsurance accepted) | Total (Health similar to life insurance) | ||
C0160 | C0190 | C0200 | C0210 | |||
Home country | R0010 | |||||
EEA countries outside the materiality threshold — not reported by country | R0020 | |||||
Non-EEA countries outside the materiality threshold — not reported by country | R0030 | |||||
By country | C0010 | |||||
Country 1 | R0040 | |||||
... | ... |
S.13.01.01
Projection of future gross cash flows
Insurance with profit participation | Index linked and unit-linked insurance | ||||||||
Cash out-flows | Cash in-flows | Cash out-flows | Cash in-flows | ||||||
Future Benefits | Future expenses and other cash out-flows | Future premiums | Other cash in-flows | Future Benefits | Future expenses and other cash out-flows | Future premiums | Other cash in-flows | ||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
Year (projection of undiscounted expected cash-flows) | |||||||||
1 | R0010 | ||||||||
2 | R0020 | ||||||||
3 | R0030 | ||||||||
4 | R0040 | ||||||||
5 | R0050 | ||||||||
6 | R0060 | ||||||||
7 | R0070 | ||||||||
8 | R0080 | ||||||||
9 | R0090 | ||||||||
10 | R0100 | ||||||||
11 | R0110 | ||||||||
12 | R0120 | ||||||||
13 | R0130 | ||||||||
14 | R0140 | ||||||||
15 | R0150 | ||||||||
16 | R0160 | ||||||||
17 | R0170 | ||||||||
18 | R0180 | ||||||||
19 | R0190 | ||||||||
20 | R0200 | ||||||||
21 | R0210 | ||||||||
22 | R0220 | ||||||||
23 | R0230 | ||||||||
24 | R0240 | ||||||||
25 | R0250 | ||||||||
26 | R0260 | ||||||||
27 | R0270 | ||||||||
28 | R0280 | ||||||||
29 | R0290 | ||||||||
30 | R0300 | ||||||||
31-40 | R0310 | ||||||||
41-50 | R0320 | ||||||||
51 & after | R0330 | ||||||||
Other life insurance | Annuities stemming from non-life contracts | ||||||||
Cash out-flows | Cash in-flows | Cash out-flows | Cash in-flows | ||||||
Future Benefits | Future expenses and other cash out-flows | Future premiums | Other cash in-flows | Future Benefits | Future expenses and other cash out-flows | Future premiums | Other cash in-flows | ||
C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | ||
Year (projection of undiscounted expected cash-flows) | |||||||||
1 | R0010 | ||||||||
2 | R0020 | ||||||||
3 | R0030 | ||||||||
4 | R0040 | ||||||||
5 | R0050 | ||||||||
6 | R0060 | ||||||||
7 | R0070 | ||||||||
8 | R0080 | ||||||||
9 | R0090 | ||||||||
10 | R0100 | ||||||||
11 | R0110 | ||||||||
12 | R0120 | ||||||||
13 | R0130 | ||||||||
14 | R0140 | ||||||||
15 | R0150 | ||||||||
16 | R0160 | ||||||||
17 | R0170 | ||||||||
18 | R0180 | ||||||||
19 | R0190 | ||||||||
20 | R0200 | ||||||||
21 | R0210 | ||||||||
22 | R0220 | ||||||||
23 | R0230 | ||||||||
24 | R0240 | ||||||||
25 | R0250 | ||||||||
26 | R0260 | ||||||||
27 | R0270 | ||||||||
28 | R0280 | ||||||||
29 | R0290 | ||||||||
30 | R0300 | ||||||||
31-40 | R0310 | ||||||||
41-50 | R0320 | ||||||||
51 & after | R0330 | ||||||||
Accepted reinsurance | Health insurance | ||||||||
Cash out-flows | Cash in-flows | Cash out-flows | Cash in-flows | ||||||
Future Benefits | Future expenses and other cash out-flows | Future premiums | Other cash in-flows | Future Benefits | Future expenses and other cash out-flows | Future premiums | Other cash in-flows | ||
C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | ||
Year (projection of undiscounted expected cash-flows) | |||||||||
1 | R0010 | ||||||||
2 | R0020 | ||||||||
3 | R0030 | ||||||||
4 | R0040 | ||||||||
5 | R0050 | ||||||||
6 | R0060 | ||||||||
7 | R0070 | ||||||||
8 | R0080 | ||||||||
9 | R0090 | ||||||||
10 | R0100 | ||||||||
11 | R0110 | ||||||||
12 | R0120 | ||||||||
13 | R0130 | ||||||||
14 | R0140 | ||||||||
15 | R0150 | ||||||||
16 | R0160 | ||||||||
17 | R0170 | ||||||||
18 | R0180 | ||||||||
19 | R0190 | ||||||||
20 | R0200 | ||||||||
21 | R0210 | ||||||||
22 | R0220 | ||||||||
23 | R0230 | ||||||||
24 | R0240 | ||||||||
25 | R0250 | ||||||||
26 | R0260 | ||||||||
27 | R0270 | ||||||||
28 | R0280 | ||||||||
29 | R0290 | ||||||||
30 | R0300 | ||||||||
31-40 | R0310 | ||||||||
41-50 | R0320 | ||||||||
51 & after | R0330 | ||||||||
Health reinsurance | Total recoverable from reinsurance (after the adjustment) | |||||
Cash out-flows | Cash in-flows | |||||
Future Benefits | Future expenses and other cash out-flows | Future premiums | Other cash in-flows | |||
C0250 | C0260 | C0270 | C0280 | C0290 | ||
Year (projection of undiscounted expected cash-flows) | ||||||
1 | R0010 | |||||
2 | R0020 | |||||
3 | R0030 | |||||
4 | R0040 | |||||
5 | R0050 | |||||
6 | R0060 | |||||
7 | R0070 | |||||
8 | R0080 | |||||
9 | R0090 | |||||
10 | R0100 | |||||
11 | R0110 | |||||
12 | R0120 | |||||
13 | R0130 | |||||
14 | R0140 | |||||
15 | R0150 | |||||
16 | R0160 | |||||
17 | R0170 | |||||
18 | R0180 | |||||
19 | R0190 | |||||
20 | R0200 | |||||
21 | R0210 | |||||
22 | R0220 | |||||
23 | R0230 | |||||
24 | R0240 | |||||
25 | R0250 | |||||
26 | R0260 | |||||
27 | R0270 | |||||
28 | R0280 | |||||
29 | R0290 | |||||
30 | R0300 | |||||
31-40 | R0310 | |||||
41-50 | R0320 | |||||
51 & after | R0330 | |||||
S.14.01.01
Life obligations analysis
Portfolio
Product ID code | Fund number | Line of Business | Number of contracts at the end of the year | Number of new contracts during year | Total amount of written premiums | Total amount of claims paid during year | Country |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 |
Characterictics of product
Product ID code | Product classification | Type of product | Product denomination | Product still commercialised? | Type of premium | Use of financial instrument for replication? | Number of HRGs in products |
C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 |
Information on Homogeneous risk groups
HRG code | ►M1 Best Estimate and Technical Provisions as a whole ◄ | Capital-at-risk | Surrender value | Annualised guaranteed rate (over average duration of guarantee) |
C0170 | C0180 | C0190 | C0200 | C0210 |
Information on products and homogeneous risk groups
Product ID code | HRG code |
C0220 | C0230 |
S.15.01.01
Description of the guarantees of variable annuities
Product ID code | Product Denomination | Description of the product | Initial date of guarantee | Final date of guarantee | Type of guarantee | Guareanteed level | Description of the guarantee |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 |
S.15.01.04
Description of the guarantees of variable annuities
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Product ID code | Product Denomination | Description of the product | Initial date of guarantee | Final date of guarantee | Type of guarantee | Guareanteed level | Description of the guarantee |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 |
A1 |
S.15.02.01
Hedging of guarantees of variable annuities
Product ID code | Product Denomination | Type of hedging | Delta hedged | Rho hedged | Gamma hedged | Vega hedged | FX hedged | Other hedged risks | Economic result without hedging | Economic result with hedging |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 |
S.15.02.04
Hedging of guarantees of variable annuities
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Product ID code | Product Denomination | Type of hedging | Delta hedged | Rho hedged | (cont) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | |
Gamma hedged | Vega hedged | FX hedged | Other hedged risks | Economic result without hedging | Economic result with hedging |
C0090 | C0100 | C0110 | C0120 | C0130 | C0140 |
S.16.01.01
Information on annuities stemming from Non-Life Insurance obligations
The related non-life line of business | Z0010 | |
Accident year / Underwriting year | Z0020 | |
Currency | Z0030 | |
Currency conversion | Z0040 | |
Information on year N: | C0010 | |
The average interest rate | R0010 | |
The average duration of the obligations | R0020 | |
The weighted average age of the beneficiaries | R0030 |
Annuities information
Year | Undiscounted annuity claims provisions at the start of year N | Undiscounted annuity claims provisions set up during year N | Annuity payments paid during year N | Undiscounted annuity claims provisions at the end of year N | Number of annuities obligations at the end of year N | Best Estimate for annuity claims provisions at the end of year N (discounted basis) | Undiscounted development result | |
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
Prior years | R0040 | |||||||
N-14 | R0050 | |||||||
N-13 | R0060 | |||||||
N-12 | R0070 | |||||||
N-11 | R0080 | |||||||
N-10 | R0090 | |||||||
N-9 | R0100 | |||||||
N-8 | R0110 | |||||||
N-7 | R0120 | |||||||
N-6 | R0130 | |||||||
N-5 | R0140 | |||||||
N-4 | R0150 | |||||||
N-3 | R0160 | |||||||
N-2 | R0170 | |||||||
N-1 | R0180 | |||||||
N | R0190 | |||||||
Total | R0200 |
S.17.01.01
Non-life Technical Provisions
Direct business and accepted proportional reinsurance | |||||||
Medical expense insurance | Income protection insurance | Workers' compensation insurance | Motor vehicle liability insurance | Other motor insurance | Marine, aviation and transport insurance | ||
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | ||
Technical provisions calculated as a whole | R0010 | ||||||
Direct business | R0020 | ||||||
Accepted proportional reinsurance business | R0030 | ||||||
Accepted non-proportional reinsurance | R0040 | ||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0050 | ||||||
Technical provisions calculated as a sum of BE and RM | |||||||
Best estimate | |||||||
Premium provisions | |||||||
Gross — Total | R0060 | ||||||
Gross — direct business | R0070 | ||||||
Gross — accepted proportional reinsurance business | R0080 | ||||||
Gross — accepted non-proportional reinsurance business | R0090 | ||||||
Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0100 | ||||||
Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses | R0110 | ||||||
Recoverables from SPV before adjustment for expected losses | R0120 | ||||||
Recoverables from Finite Reinsurance before adjustment for expected losses | R0130 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0140 | ||||||
Net Best Estimate of Premium Provisions | R0150 | ||||||
Claims provisions | |||||||
Gross — Total | R0160 | ||||||
Gross — direct business | R0170 | ||||||
Gross — accepted proportional reinsurance business | R0180 | ||||||
Gross — accepted non-proportional reinsurance business | R0190 | ||||||
Direct business and accepted proportional reinsurance | |||||||
Fire and other damage to property insurance | General liability insurance | Credit and suretyship insurance | Legal expenses insurance | Assistance | Miscellaneous financial loss | ||
C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | ||
Technical provisions calculated as a whole | R0010 | ||||||
Direct business | R0020 | ||||||
Accepted proportional reinsurance business | R0030 | ||||||
Accepted non-proportional reinsurance | R0040 | ||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0050 | ||||||
Technical provisions calculated as a sum of BE and RM | |||||||
Best estimate | |||||||
Premium provisions | |||||||
Gross — Total | R0060 | ||||||
Gross — direct business | R0070 | ||||||
Gross — accepted proportional reinsurance business | R0080 | ||||||
Gross — accepted non-proportional reinsurance business | R0090 | ||||||
Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0100 | ||||||
Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses | R0110 | ||||||
Recoverables from SPV before adjustment for expected losses | R0120 | ||||||
Recoverables from Finite Reinsurance before adjustment for expected losses | R0130 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0140 | ||||||
Net Best Estimate of Premium Provisions | R0150 | ||||||
Claims provisions | |||||||
Gross — Total | R0160 | ||||||
Gross — direct business | R0170 | ||||||
Gross — accepted proportional reinsurance business | R0180 | ||||||
Gross — accepted non-proportional reinsurance business | R0190 | ||||||
Accepted non-proportional reinsurance | Total Non-Life obligation | |||||
Non-proportional health reinsurance | Non-proportional casualty reinsurance | Non-proportional marine, aviation and transport reinsurance | Non-proportional property reinsurance | |||
C0140 | C0150 | C0160 | C0170 | C0180 | ||
Technical provisions calculated as a whole | R0010 | |||||
Direct business | R0020 | |||||
Accepted proportional reinsurance business | R0030 | |||||
Accepted non-proportional reinsurance | R0040 | |||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0050 | |||||
Technical provisions calculated as a sum of BE and RM | ||||||
Best estimate | ||||||
Premium provisions | ||||||
Gross — Total | R0060 | |||||
Gross — direct business | R0070 | |||||
Gross — accepted proportional reinsurance business | R0080 | |||||
Gross — accepted non-proportional reinsurance business | R0090 | |||||
Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0100 | |||||
Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses | R0110 | |||||
Recoverables from SPV before adjustment for expected losses | R0120 | |||||
Recoverables from Finite Reinsurance before adjustment for expected losses | R0130 | |||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0140 | |||||
Net Best Estimate of Premium Provisions | R0150 | |||||
Claims provisions | ||||||
Gross — Total | R0160 | |||||
Gross — direct business | R0170 | |||||
Gross — accepted proportional reinsurance business | R0180 | |||||
Gross — accepted non-proportional reinsurance business | R0190 | |||||
Direct business and accepted proportional reinsurance | |||||||
Medical expense insurance | Income protection insurance | Workers' compensation insurance | Motor vehicle liability insurance | Other motor insurance | Marine, aviation and transport insurance | ||
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | ||
Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0200 | ||||||
Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses | R0210 | ||||||
Recoverables from SPV before adjustment for expected losses | R0220 | ||||||
Recoverables from Finite Reinsurance before adjustment for expected losses | R0230 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0240 | ||||||
Net Best Estimate of Claims Provisions | R0250 | ||||||
Total Best estimate — gross | R0260 | ||||||
Total Best estimate — net | R0270 | ||||||
Risk margin | R0280 | ||||||
Amount of the transitional on Technical Provisions | |||||||
TP as a whole | R0290 | ||||||
Best estimate | R0300 | ||||||
Risk margin | R0310 | ||||||
Technical provisions — total | |||||||
Technical provisions — total | R0320 | ||||||
Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total | R0330 | ||||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re- total | R0340 | ||||||
Line of Business: further segmentation (Homogeneous Risk Groups) | |||||||
Premium provisions — Total number of homogeneous risk groups | R0350 | ||||||
Claims provisions — Total number of homogeneous risk groups | R0360 | ||||||
Cash-flows of the Best estimate of Premium Provisions (Gross) | |||||||
Cash out-flows | |||||||
Future benefits and claims | R0370 | ||||||
Future expenses and other cash-out flows | R0380 | ||||||
Cash in-flows | |||||||
Future premiums | R0390 | ||||||
Other cash-in flows (incl. Recoverable from salvages and subrogations) | R0400 | ||||||
Direct business and accepted proportional reinsurance | |||||||
Fire and other damage to property insurance | General liability insurance | Credit and suretyship insurance | Legal expenses insurance | Assistance | Miscellaneous financial loss | ||
C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | ||
Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0200 | ||||||
Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses | R0210 | ||||||
Recoverables from SPV before adjustment for expected losses | R0220 | ||||||
Recoverables from Finite Reinsurance before adjustment for expected losses | R0230 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0240 | ||||||
Net Best Estimate of Claims Provisions | R0250 | ||||||
Total Best estimate — gross | R0260 | ||||||
Total Best estimate — net | R0270 | ||||||
Risk margin | R0280 | ||||||
Amount of the transitional on Technical Provisions | |||||||
TP as a whole | R0290 | ||||||
Best estimate | R0300 | ||||||
Risk margin | R0310 | ||||||
Technical provisions — total | |||||||
Technical provisions — total | R0320 | ||||||
Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total | R0330 | ||||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re- total | R0340 | ||||||
Line of Business: further segmentation (Homogeneous Risk Groups) | |||||||
Premium provisions — Total number of homogeneous risk groups | R0350 | ||||||
Claims provisions — Total number of homogeneous risk groups | R0360 | ||||||
Cash-flows of the Best estimate of Premium Provisions (Gross) | |||||||
Cash out-flows | |||||||
Future benefits and claims | R0370 | ||||||
Future expenses and other cash-out flows | R0380 | ||||||
Cash in-flows | |||||||
Future premiums | R0390 | ||||||
Other cash-in flows (incl. Recoverable from salvages and subrogations) | R0400 | ||||||
Accepted non-proportional reinsurance | Total Non-Life obligation | |||||
Non-proportional health reinsurance | Non-proportional casualty reinsurance | Non-proportional marine, aviation and transport reinsurance | Non-proportional property reinsurance | |||
C0140 | C0150 | C0160 | C0170 | C0180 | ||
Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default | R0200 | |||||
Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses | R0210 | |||||
Recoverables from SPV before adjustment for expected losses | R0220 | |||||
Recoverables from Finite Reinsurance before adjustment for expected losses | R0230 | |||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0240 | |||||
Net Best Estimate of Claims Provisions | R0250 | |||||
Total Best estimate — gross | R0260 | |||||
Total Best estimate — net | R0270 | |||||
Risk margin | R0280 | |||||
Amount of the transitional on Technical Provisions | ||||||
TP as a whole | R0290 | |||||
Best estimate | R0300 | |||||
Risk margin | R0310 | |||||
Technical provisions — total | ||||||
Technical provisions — total | R0320 | |||||
Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total | R0330 | |||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re- total | R0340 | |||||
Line of Business: further segmentation (Homogeneous Risk Groups) | ||||||
Premium provisions — Total number of homogeneous risk groups | R0350 | |||||
Claims provisions — Total number of homogeneous risk groups | R0360 | |||||
Cash-flows of the Best estimate of Premium Provisions (Gross) | ||||||
Cash out-flows | ||||||
Future benefits and claims | R0370 | |||||
Future expenses and other cash-out flows | R0380 | |||||
Cash in-flows | ||||||
Future premiums | R0390 | |||||
Other cash-in flows (incl. Recoverable from salvages and subrogations) | R0400 | |||||
Direct business and accepted proportional reinsurance | |||||||
Medical expense insurance | Income protection insurance | Workers' compensation insurance | Motor vehicle liability insurance | Other motor insurance | Marine, aviation and transport insurance | ||
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | ||
Cash-flows of the Best estimate of Claims Provisions (Gross) | |||||||
Cash out-flows | |||||||
Future benefits and claims | R0410 | ||||||
Future expenses and other cash-out flows | R0420 | ||||||
Cash in-flows | |||||||
Future premiums | R0430 | ||||||
Other cash-in flows (incl. Recoverable from salvages and subrogations) | R0440 | ||||||
Percentage of gross Best Estimate calculated using approximations | R0450 | ||||||
Best estimate subject to transitional of the interest rate | R0460 | ||||||
Technical provisions without transitional on interest rate | R0470 | ||||||
Best estimate subject to volatility adjustment | R0480 | ||||||
Technical provisions without volatility adjustment and without others transitional measures | R0490 | ||||||
Direct business and accepted proportional reinsurance | |||||||
Fire and other damage to property insurance | General liability insurance | Credit and suretyship insurance | Legal expenses insurance | Assistance | Miscellaneous financial loss | ||
C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | ||
Cash-flows of the Best estimate of Claims Provisions (Gross) | |||||||
Cash out-flows | |||||||
Future benefits and claims | R0410 | ||||||
Future expenses and other cash-out flows | R0420 | ||||||
Cash in-flows | |||||||
Future premiums | R0430 | ||||||
Other cash-in flows (incl. Recoverable from salvages and subrogations) | R0440 | ||||||
Percentage of gross Best Estimate calculated using approximations | R0450 | ||||||
Best estimate subject to transitional of the interest rate | R0460 | ||||||
Technical provisions without transitional on interest rate | R0470 | ||||||
Best estimate subject to volatility adjustment | R0480 | ||||||
Technical provisions without volatility adjustment and without others transitional measures | R0490 | ||||||
Accepted non-proportional reinsurance | Total Non-Life obligation | |||||
Non-proportional health reinsurance | Non-proportional casualty reinsurance | Non-proportional marine, aviation and transport reinsurance | Non-proportional property reinsurance | |||
C0140 | C0150 | C0160 | C0170 | C0180 | ||
Cash-flows of the Best estimate of Claims Provisions (Gross) | ||||||
Cash out-flows | ||||||
Future benefits and claims | R0410 | |||||
Future expenses and other cash-out flows | R0420 | |||||
Cash in-flows | ||||||
Future premiums | R0430 | |||||
Other cash-in flows (incl. Recoverable from salvages and subrogations) | R0440 | |||||
Percentage of gross Best Estimate calculated using approximations | R0450 | |||||
Best estimate subject to transitional of the interest rate | R0460 | |||||
Technical provisions without transitional on interest rate | R0470 | |||||
Best estimate subject to volatility adjustment | R0480 | |||||
Technical provisions without volatility adjustment and without others transitional measures | R0490 | |||||
S.17.01.02
Non-life Technical Provisions
Direct business and accepted proportional reinsurance | |||||||
Medical expense insurance | Income protection insurance | Workers' compensation insurance | Motor vehicle liability insurance | Other motor insurance | Marine, aviation and transport insurance | ||
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | ||
Technical provisions calculated as a whole | R0010 | ||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0050 | ||||||
Technical provisions calculated as a sum of BE and RM | |||||||
Best estimate | |||||||
Premium provisions | |||||||
Gross | R0060 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0140 | ||||||
Net Best Estimate of Premium Provisions | R0150 | ||||||
Claims provisions | |||||||
Gross | R0160 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0240 | ||||||
Net Best Estimate of Claims Provisions | R0250 | ||||||
Total Best estimate — gross | R0260 | ||||||
Total Best estimate — net | R0270 | ||||||
Risk margin | R0280 | ||||||
Amount of the transitional on Technical Provisions | |||||||
Technical Provisions calculated as a whole | R0290 | ||||||
Best estimate | R0300 | ||||||
Risk margin | R0310 | ||||||
Technical provisions — total | |||||||
Technical provisions — total | R0320 | ||||||
Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total | R0330 | ||||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total | R0340 | ||||||
Direct business and accepted proportional reinsurance | |||||||
Fire and other damage to property insurance | General liability insurance | Credit and suretyship insurance | Legal expenses insurance | Assistance | Miscellaneous financial loss | ||
C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | ||
Technical provisions calculated as a whole | R0010 | ||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0050 | ||||||
Technical provisions calculated as a sum of BE and RM | |||||||
Best estimate | |||||||
Premium provisions | |||||||
Gross | R0060 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0140 | ||||||
Net Best Estimate of Premium Provisions | R0150 | ||||||
Claims provisions | |||||||
Gross | R0160 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0240 | ||||||
Net Best Estimate of Claims Provisions | R0250 | ||||||
Total Best estimate — gross | R0260 | ||||||
Total Best estimate — net | R0270 | ||||||
Risk margin | R0280 | ||||||
Amount of the transitional on Technical Provisions | |||||||
Technical Provisions calculated as a whole | R0290 | ||||||
Best estimate | R0300 | ||||||
Risk margin | R0310 | ||||||
Technical provisions — total | |||||||
Technical provisions — total | R0320 | ||||||
Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total | R0330 | ||||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total | R0340 | ||||||
Accepted non-proportional reinsurance | Total Non-Life obligation | |||||
Non-proportional health reinsurance | Non-proportional casualty reinsurance | Non-proportional marine, aviation and transport reinsurance | Non-proportional property reinsurance | |||
C0140 | C0150 | C0160 | C0170 | C0180 | ||
Technical provisions calculated as a whole | R0010 | |||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0050 | |||||
Technical provisions calculated as a sum of BE and RM | ||||||
Best estimate | ||||||
Premium provisions | ||||||
Gross | R0060 | |||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0140 | |||||
Net Best Estimate of Premium Provisions | R0150 | |||||
Claims provisions | ||||||
Gross | R0160 | |||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0240 | |||||
Net Best Estimate of Claims Provisions | R0250 | |||||
Total Best estimate — gross | R0260 | |||||
Total Best estimate — net | R0270 | |||||
Risk margin | R0280 | |||||
Amount of the transitional on Technical Provisions | ||||||
Technical Provisions calculated as a whole | R0290 | |||||
Best estimate | R0300 | |||||
Risk margin | R0310 | |||||
Technical provisions — total | ||||||
Technical provisions — total | R0320 | |||||
Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total | R0330 | |||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total | R0340 | |||||
S.17.01.01
Non-life Technical Provisions
Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
Fund/Portfolio number | Z0030 |
Direct business and accepted proportional reinsurance | |||||||
Medical expense insurance | Income protection insurance | Workers' compensation insurance | Motor vehicle liability insurance | Other motor insurance | Marine, aviation and transport insurance | ||
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | ||
Technical provisions calculated as a whole | R0010 | ||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0050 | ||||||
Technical provisions calculated as a sum of BE and RM | |||||||
Best estimate | |||||||
Premium provisions | |||||||
Gross | R0060 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0140 | ||||||
Net Best Estimate of Premium Provisions | R0150 | ||||||
Claims provisions | |||||||
Gross | R0160 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0240 | ||||||
Net Best Estimate of Claims Provisions | R0250 | ||||||
Total Best estimate — gross | R0260 | ||||||
Total Best estimate — net | R0270 | ||||||
Risk margin | R0280 | ||||||
Amount of the transitional on Technical Provisions | |||||||
Technical Provisions calculated as a whole | R0290 | ||||||
Best estimate | R0300 | ||||||
Risk margin | R0310 | ||||||
Technical provisions — total | |||||||
Technical provisions — total | R0320 | ||||||
Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total | R0330 | ||||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total | R0340 | ||||||
Direct business and accepted proportional reinsurance | |||||||
Fire and other damage to property insurance | General liability insurance | Credit and suretyship insurance | Legal expenses insurance | Assistance | Miscellaneous financial loss | ||
C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | ||
Technical provisions calculated as a whole | R0010 | ||||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0050 | ||||||
Technical provisions calculated as a sum of BE and RM | |||||||
Best estimate | |||||||
Premium provisions | |||||||
Gross | R0060 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0140 | ||||||
Net Best Estimate of Premium Provisions | R0150 | ||||||
Claims provisions | |||||||
Gross | R0160 | ||||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0240 | ||||||
Net Best Estimate of Claims Provisions | R0250 | ||||||
Total Best estimate — gross | R0260 | ||||||
Total Best estimate — net | R0270 | ||||||
Risk margin | R0280 | ||||||
Amount of the transitional on Technical Provisions | |||||||
Technical Provisions calculated as a whole | R0290 | ||||||
Best estimate | R0300 | ||||||
Risk margin | R0310 | ||||||
Technical provisions — total | |||||||
Technical provisions — total | R0320 | ||||||
Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total | R0330 | ||||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total | R0340 | ||||||
Accepted non-proportional reinsurance | Total Non-Life obligation | |||||
Non-proportional health reinsurance | Non-proportional casualty reinsurance | Non-proportional marine, aviation and transport reinsurance | Non-proportional property reinsurance | |||
C0140 | C0150 | C0160 | C0170 | C0180 | ||
Technical provisions calculated as a whole | R0010 | |||||
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP calculated as a whole | R0050 | |||||
Technical provisions calculated as a sum of BE and RM | ||||||
Best estimate | ||||||
Premium provisions | ||||||
Gross | R0060 | |||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0140 | |||||
Net Best Estimate of Premium Provisions | R0150 | |||||
Claims provisions | ||||||
Gross | R0160 | |||||
Total recoverable from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default | R0240 | |||||
Net Best Estimate of Claims Provisions | R0250 | |||||
Total Best estimate — gross | R0260 | |||||
Total Best estimate — net | R0270 | |||||
Risk margin | R0280 | |||||
Amount of the transitional on Technical Provisions | ||||||
Technical Provisions calculated as a whole | R0290 | |||||
Best estimate | R0300 | |||||
Risk margin | R0310 | |||||
Technical provisions — total | ||||||
Technical provisions — total | R0320 | |||||
Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total | R0330 | |||||
Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total | R0340 | |||||
S.17.02.01
Non-Life Technical Provisions — By country
Gross TP calculated as a whole and Gross BE for different countries
Direct business | |||||||||
Geographical zone | Medical expense insurance | Income protection insurance | Workers' compensation insurance | Motor vehicle liability insurance | Other motor insurance | Marine, aviation and transport insurance | Fire and other damage to property insurance | ||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
Home country | R0010 | ||||||||
EEA countries outside the materiality threshold — not reported by country | R0020 | ||||||||
Non-EEA countries outside the materiality threshold — not reported by country | R0030 | ||||||||
By country | C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | |
Country 1 | R0040 | ||||||||
... | |||||||||
Direct business | |||||||
Geographical zone | General liability insurance | Credit and suretyship insurance | Legal expenses insurance | Assistance | Miscellaneous financial loss | ||
C0010 | C0090 | C0100 | C0110 | C0120 | C0130 | ||
Home country | R0010 | ||||||
EEA countries outside the materiality threshold — not reported by country | R0020 | ||||||
Non-EEA countries outside the materiality threshold — not reported by country | R0030 | ||||||
By country | C0010 | C0090 | C0100 | C0110 | C0120 | C0130 | |
Country 1 | R0040 | ||||||
... | |||||||
S.18.01.01
Projection of future cash flows (Best Estimate — Non Life)
Best Estimate Premium Provision (Gross) | Best Estimate Claim Provision (Gross) | Total recoverable from reinsurance (after the adjustment) | ||||||||
Cash out-flows | Cash in-flows | Cash out-flows | Cash in-flows | |||||||
Future benefits | Future expenses and other cash-out flows | Future premiums | Other cash-in flows | Future benefits | Future expenses and other cash-out flows | Future premiums | Other cash-in flows | |||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | ||
Year (projection of undiscounted expected cash-flows) | ||||||||||
1 | R0010 | |||||||||
2 | R0020 | |||||||||
3 | R0030 | |||||||||
4 | R0040 | |||||||||
5 | R0050 | |||||||||
6 | R0060 | |||||||||
7 | R0070 | |||||||||
8 | R0080 | |||||||||
9 | R0090 | |||||||||
10 | R0100 | |||||||||
11 | R0110 | |||||||||
12 | R0120 | |||||||||
13 | R0130 | |||||||||
14 | R0140 | |||||||||
15 | R0150 | |||||||||
16 | R0160 | |||||||||
17 | R0170 | |||||||||
18 | R0180 | |||||||||
19 | R0190 | |||||||||
20 | R0200 | |||||||||
21 | R0210 | |||||||||
22 | R0220 | |||||||||
23 | R0230 | |||||||||
24 | R0240 | |||||||||
25 | R0250 | |||||||||
26 | R0260 | |||||||||
27 | R0270 | |||||||||
28 | R0280 | |||||||||
29 | R0290 | |||||||||
30 | R0300 | |||||||||
31 & after | R0310 | |||||||||
S.19.01.01
Non-life insurance claims
Line of business | Z0010 | |
Accident year / Underwriting year | Z0020 | |
Currency | Z0030 | |
Currency conversion | Z0040 |
Gross Claims Paid (non-cumulative)
(absolute amount)
Development year | ||||||||||||||||||||||
Year | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 & + | In Current year | Sum of years (cumulative) | ||||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | |||||
Prior | R0100 | R0100 | ||||||||||||||||||||
N-14 | R0110 | R0110 | ||||||||||||||||||||
N-13 | R0120 | R0120 | ||||||||||||||||||||
N-12 | R0130 | R0130 | ||||||||||||||||||||
N-11 | R0140 | R0140 | ||||||||||||||||||||
N-10 | R0150 | R0150 | ||||||||||||||||||||
N-9 | R0160 | R0160 | ||||||||||||||||||||
N-8 | R0170 | R0170 | ||||||||||||||||||||
N-7 | R0180 | R0180 | ||||||||||||||||||||
N-6 | R0190 | R0190 | ||||||||||||||||||||
N-5 | R0200 | R0200 | ||||||||||||||||||||
N-4 | R0210 | R0210 | ||||||||||||||||||||
N-3 | R0220 | R0220 | ||||||||||||||||||||
N-2 | R0230 | R0230 | ||||||||||||||||||||
N-1 | R0240 | R0240 | ||||||||||||||||||||
N | R0250 | R0250 | ||||||||||||||||||||
Total | R0260 | |||||||||||||||||||||
Reinsurance Recoveries received (non-cumulative)
(absolute amount)
Development year | ||||||||||||||||||||||
Year | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 & + | In Current year | Sum of years (cumulative) | ||||
C0600 | C0610 | C0620 | C0630 | C0640 | C0650 | C0660 | C0670 | C0680 | C0690 | C0700 | C0710 | C0720 | C0730 | C0740 | C0750 | C0760 | C0770 | |||||
Prior | R0300 | R0300 | ||||||||||||||||||||
N-14 | R0310 | R0310 | ||||||||||||||||||||
N-13 | R0320 | R0320 | ||||||||||||||||||||
N-12 | R0330 | R0330 | ||||||||||||||||||||
N-11 | R0340 | R0340 | ||||||||||||||||||||
N-10 | R0350 | R0350 | ||||||||||||||||||||
N-9 | R0360 | R0360 | ||||||||||||||||||||
N-8 | R0370 | R0370 | ||||||||||||||||||||
N-7 | R0380 | R0380 | ||||||||||||||||||||
N-6 | R0390 | R0390 | ||||||||||||||||||||
N-5 | R0400 | R0400 | ||||||||||||||||||||
N-4 | R0410 | R0410 | ||||||||||||||||||||
N-3 | R0420 | R0420 | ||||||||||||||||||||
N-2 | R0430 | R0430 | ||||||||||||||||||||
N-1 | R0440 | R0440 | ||||||||||||||||||||
N | R0450 | R0450 | ||||||||||||||||||||
Total | R0460 | |||||||||||||||||||||
Net Claims Paid (non-cumulative)
(absolute amount)
Development year | ||||||||||||||||||||||
Year | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 & + | In Current year | Sum of years (cumulative) | ||||
C1200 | C1210 | C1220 | C1230 | C1240 | C1250 | C1260 | C1270 | C1280 | C1290 | C1300 | C1310 | C1320 | C1330 | C1340 | C1350 | C1360 | C1370 | |||||
Prior | R0500 | R0500 | ||||||||||||||||||||
N-14 | R0510 | R0510 | ||||||||||||||||||||
N-13 | R0520 | R0520 | ||||||||||||||||||||
N-12 | R0530 | R0530 | ||||||||||||||||||||
N-11 | R0540 | R0540 | ||||||||||||||||||||
N-10 | R0550 | R0550 | ||||||||||||||||||||
N-9 | R0560 | R0560 | ||||||||||||||||||||
N-8 | R0570 | R0570 | ||||||||||||||||||||
N-7 | R0580 | R0580 | ||||||||||||||||||||
N-6 | R0590 | R0590 | ||||||||||||||||||||
N-5 | R0600 | R0600 | ||||||||||||||||||||
N-4 | R0610 | R0610 | ||||||||||||||||||||
N-3 | R0620 | R0620 | ||||||||||||||||||||
N-2 | R0630 | R0630 | ||||||||||||||||||||
N-1 | R0640 | R0640 | ||||||||||||||||||||
N | R0650 | R0650 | ||||||||||||||||||||
Total | R0660 | |||||||||||||||||||||
Gross undiscounted Best Estimate Claims Provisions
(absolute amount)
Development year | ||||||||||||||||||||
Year | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 & + | Year end (discounted data) | |||
C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | C0290 | C0300 | C0310 | C0320 | C0330 | C0340 | C0350 | C0360 | ||||
Prior | R0100 | R0100 | ||||||||||||||||||
N-14 | R0110 | R0110 | ||||||||||||||||||
N-13 | R0120 | R0120 | ||||||||||||||||||
N-12 | R0130 | R0130 | ||||||||||||||||||
N-11 | R0140 | R0140 | ||||||||||||||||||
N-10 | R0150 | R0150 | ||||||||||||||||||
N-9 | R0160 | R0160 | ||||||||||||||||||
N-8 | R0170 | R0170 | ||||||||||||||||||
N-7 | R0180 | R0180 | ||||||||||||||||||
N-6 | R0190 | R0190 | ||||||||||||||||||
N-5 | R0200 | R0200 | ||||||||||||||||||
N-4 | R0210 | R0210 | ||||||||||||||||||
N-3 | R0220 | R0220 | ||||||||||||||||||
N-2 | R0230 | R0230 | ||||||||||||||||||
N-1 | R0240 | R0240 | ||||||||||||||||||
N | R0250 | R0250 | ||||||||||||||||||
Total | R0260 | |||||||||||||||||||
Undiscounted Best Estimate Claims Provisions — Reinsurance recoverable
(absolute amount)
Development year | ||||||||||||||||||||
Year | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 & + | Year end (discounted data) | |||
C0800 | C0810 | C0820 | C0830 | C0840 | C0850 | C0860 | C0870 | C0880 | C0890 | C0900 | C0910 | C0920 | C0930 | C0940 | C0950 | C0960 | ||||
Prior | R0300 | R0300 | ||||||||||||||||||
N-14 | R0310 | R0310 | ||||||||||||||||||
N-13 | R0320 | R0320 | ||||||||||||||||||
N-12 | R0330 | R0330 | ||||||||||||||||||
N-11 | R0340 | R0340 | ||||||||||||||||||
N-10 | R0350 | R0350 | ||||||||||||||||||
N-9 | R0360 | R0360 | ||||||||||||||||||
N-8 | R0370 | R0370 | ||||||||||||||||||
N-7 | R0380 | R0380 | ||||||||||||||||||
N-6 | R0390 | R0390 | ||||||||||||||||||
N-5 | R0400 | R0400 | ||||||||||||||||||
N-4 | R0410 | R0410 | ||||||||||||||||||
N-3 | R0420 | R0420 | ||||||||||||||||||
N-2 | R0430 | R0430 | ||||||||||||||||||
N-1 | R0440 | R0440 | ||||||||||||||||||
N | R0450 | R0450 | ||||||||||||||||||
Total | R0460 | |||||||||||||||||||
Net Undiscounted Best Estimate Claims Provisions
(absolute amount)
Development year | ||||||||||||||||||||
Year | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 & + | Year end (discounted data) | |||
C1400 | C1410 | C1420 | C1430 | C1440 | C1450 | C1460 | C1470 | C1480 | C1490 | C1500 | C1510 | C1520 | C1530 | C1540 | C1550 | C1560 | ||||
Prior | R0500 | R0500 | ||||||||||||||||||
N-14 | R0510 | R0510 | ||||||||||||||||||
N-13 | R0520 | R0520 | ||||||||||||||||||
N-12 | R0530 | R0530 | ||||||||||||||||||
N-11 | R0540 | R0540 | ||||||||||||||||||
N-10 | R0550 | R0550 | ||||||||||||||||||
N-9 | R0560 | R0560 | ||||||||||||||||||
N-8 | R0570 | R0570 | ||||||||||||||||||
N-7 | R0580 | R0580 | ||||||||||||||||||
N-6 | R0590 | R0590 | ||||||||||||||||||
N-5 | R0600 | R0600 | ||||||||||||||||||
N-4 | R0610 | R0610 | ||||||||||||||||||
N-3 | R0620 | R0620 | ||||||||||||||||||
N-2 | R0630 | R0630 | ||||||||||||||||||
N-1 | R0640 | R0640 | ||||||||||||||||||
N | R0650 | R0650 | ||||||||||||||||||
Total | R0660 | |||||||||||||||||||
Gross Reported but not Settled Claims (RBNS)
(absolute amount)
Development year | ||||||||||||||||||||
Year | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 & + | ►M2 Year end (discounted data) ◄ | |||
C0400 | C0410 | C0420 | C0430 | C0440 | C0450 | C0460 | C0470 | C0480 | C0490 | C0500 | C0510 | C0520 | C0530 | C0540 | C0550 | C0560 | ||||
Prior | R0100 | R0100 | ||||||||||||||||||
N-14 | R0110 | R0110 | ||||||||||||||||||
N-13 | R0120 | R0120 | ||||||||||||||||||
N-12 | R0130 | R0130 | ||||||||||||||||||
N-11 | R0140 | R0140 | ||||||||||||||||||
N-10 | R0150 | R0150 | ||||||||||||||||||
N-9 | R0160 | R0160 | ||||||||||||||||||
N-8 | R0170 | R0170 | ||||||||||||||||||
N-7 | R0180 | R0180 | ||||||||||||||||||
N-6 | R0190 | R0190 | ||||||||||||||||||
N-5 | R0200 | R0200 | ||||||||||||||||||
N-4 | R0210 | R0210 | ||||||||||||||||||
N-3 | R0220 | R0220 | ||||||||||||||||||
N-2 | R0230 | R0230 | ||||||||||||||||||
N-1 | R0240 | R0240 | ||||||||||||||||||
N | R0250 | R0250 | ||||||||||||||||||
Total | R0260 | |||||||||||||||||||
Reinsurance RBNS Claims
(absolute amount)
Development year | ||||||||||||||||||||
Year | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 & + | ►M2 Year end (discounted data) ◄ | |||
C1000 | C1010 | C1020 | C1030 | C1040 | C1050 | C1060 | C1070 | C1080 | C1090 | C1100 | C1110 | C1120 | C1130 | C1140 | C1150 | C1160 | ||||
Prior | R0300 | R0300 | ||||||||||||||||||
N-14 | R0310 | R0310 | ||||||||||||||||||
N-13 | R0320 | R0320 | ||||||||||||||||||
N-12 | R0330 | R0330 | ||||||||||||||||||
N-11 | R0340 | R0340 | ||||||||||||||||||
N-10 | R0350 | R0350 | ||||||||||||||||||
N-9 | R0360 | R0360 | ||||||||||||||||||
N-8 | R0370 | R0370 | ||||||||||||||||||
N-7 | R0380 | R0380 | ||||||||||||||||||
N-6 | R0390 | R0390 | ||||||||||||||||||
N-5 | R0400 | R0400 | ||||||||||||||||||
N-4 | R0410 | R0410 | ||||||||||||||||||
N-3 | R0420 | R0420 | ||||||||||||||||||
N-2 | R0430 | R0430 | ||||||||||||||||||
N-1 | R0440 | R0440 | ||||||||||||||||||
N | R0450 | R0450 | ||||||||||||||||||
Total | R0460 | |||||||||||||||||||
Net RBNS Claims
(absolute amount)
Development year | ||||||||||||||||||||
Year | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | 13 | 14 | 15 & + | ►M2 Year end (discounted data) ◄ | |||
C1600 | C1610 | C1620 | C1630 | C1640 | C1650 | C1660 | C1670 | C1680 | C1690 | C1700 | C1710 | C1720 | C1730 | C1740 | C1750 | C1760 | ||||
Prior | R0500 | R0500 | ||||||||||||||||||
N-14 | R0510 | R0510 | ||||||||||||||||||
N-13 | R0520 | R0520 | ||||||||||||||||||
N-12 | R0530 | R0530 | ||||||||||||||||||
N-11 | R0540 | R0540 | ||||||||||||||||||
N-10 | R0550 | R0550 | ||||||||||||||||||
N-9 | R0560 | R0560 | ||||||||||||||||||
N-8 | R0570 | R0570 | ||||||||||||||||||
N-7 | R0580 | R0580 | ||||||||||||||||||
N-6 | R0590 | R0590 | ||||||||||||||||||
N-5 | R0600 | R0600 | ||||||||||||||||||
N-4 | R0610 | R0610 | ||||||||||||||||||
N-3 | R0620 | R0620 | ||||||||||||||||||
N-2 | R0630 | R0630 | ||||||||||||||||||
N-1 | R0640 | R0640 | ||||||||||||||||||
N | R0650 | R0650 | ||||||||||||||||||
Total | R0660 | |||||||||||||||||||
Inflation rates (only in the case of using methods that take into account inflation to adjust data)
N-14 | N-13 | N-12 | N-11 | N-10 | N-9 | N-8 | N-7 | N-6 | N-5 | N-4 | N-3 | N-2 | N-1 | N | ||
C1800 | C1810 | C1820 | C1830 | C1840 | C1850 | C1860 | C1870 | C1880 | C1890 | C1900 | C1910 | C1920 | C1930 | C1940 | ||
Historic inflation rate — total | R0700 | |||||||||||||||
Historic inflation rate: external inflation | R0710 | |||||||||||||||
Historic inflation rate: endogenous inflation | R0720 | |||||||||||||||
C2000 | C2010 | C2020 | C2030 | C2040 | C2050 | C2060 | C2070 | C2080 | C2090 | C2100 | C2110 | C2120 | C2130 | C2140 | ||
N+1 | N+2 | N+3 | N+4 | N+5 | N+6 | N+7 | N+8 | N+9 | N+10 | N+11 | N+12 | N+13 | N+14 | N+15 | ||
Expected inflation rate — total | R0730 | |||||||||||||||
Expected inflation rate: external inflation | R0740 | |||||||||||||||
Expected inflation rate: endogenous inflation | R0750 | |||||||||||||||
C2200 | ||||||||||||||||
Description of inflation rate used: | R0760 |
S.20.01.01
Development of the distribution of the claims incurred
Line of business: | Z0010 | |
Accident year/ underwriting year | Z0020 |
Gross RBNS Claims
RBNS claims. Open Claims at the beginning of the year | ||||||||||
Open Claims at the end of the year | Closed Claims at the end of the year: | |||||||||
settled with payment | settled without any payment | |||||||||
Number of claims | Gross RBNS at the beginning of the year | Gross payments made during the current year | Gross RBNS at the end of the period | Number of claims ended with payments | Gross RBNS at the beginning of the year | Gross payments made during the current year | Number of claims ended without any payments | Gross RBNS at the beginning of the year referred to claim settled without any payment | ||
Year | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | |
Prior | R0010 | |||||||||
N-14 | R0020 | |||||||||
N-13 | R0030 | |||||||||
N-12 | R0040 | |||||||||
N-11 | R0050 | |||||||||
N-10 | R0060 | |||||||||
N-9 | R0070 | |||||||||
N-8 | R0080 | |||||||||
N-7 | R0090 | |||||||||
N-6 | R0100 | |||||||||
N-5 | R0110 | |||||||||
N-4 | R0120 | |||||||||
N-3 | R0130 | |||||||||
N-2 | R0140 | |||||||||
N-1 | R0150 | |||||||||
Total previous years | R0160 | |||||||||
N | R0170 | |||||||||
Total | R0180 | |||||||||
Gross RBNS Claims
Claims reported during the year | Reopen Claims during the year | |||||||||||
Open Claims at the end of the year | Closed Claims at the end of the year: | Open Claims at the end of the year | Closed Claims at the end of the year: | |||||||||
settled with payment | settled without any payment | |||||||||||
Number of claims | Gross payments made during the current year | Gross RBNS at the end of the period | Number of claims ended with payments | Gross payments made during the current year | Number of claims ended without any payments | Number of claims | Gross payments made during the current year | Gross RBNS at the end of the period | Number of claims ended with payments | Gross payments made during the current year | ||
Year | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | |
Prior | R0010 | |||||||||||
N-14 | R0020 | |||||||||||
N-13 | R0030 | |||||||||||
N-12 | R0040 | |||||||||||
N-11 | R0050 | |||||||||||
N-10 | R0060 | |||||||||||
N-9 | R0070 | |||||||||||
N-8 | R0080 | |||||||||||
N-7 | R0090 | |||||||||||
N-6 | R0100 | |||||||||||
N-5 | R0110 | |||||||||||
N-4 | R0120 | |||||||||||
N-3 | R0130 | |||||||||||
N-2 | R0140 | |||||||||||
N-1 | R0150 | |||||||||||
Total previous years | R0160 | |||||||||||
N | R0170 | |||||||||||
Total | R0180 | |||||||||||
S.21.01.01
Loss distribution risk profile
Line of business | Z0010 | |
Accident year/ underwriting year | Z0020 |
Start claims incurred | End claims incurred | Number of claims AY/UWY year N | Total claims incurred AY/UWY year N | Number of claims AY/UWY year N-1 | Total claims incurred AY/UWY year N-1 | Number of claims AY/UWY year N-2 | Total claims incurred AY/UWY year N-2 | Number of claims AY/UWY year N-3 | Total claims incurred AY/UWY year N-3 | Number of claims AY/UWY year N-4 | Total claims incurred AY/UWY year N-4 | Number of claims AY/UWY year N-5 | Total claims incurred AY/UWY year N-5 | ||
C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | ||
Bracket 1 | R0010 | ||||||||||||||
Bracket 2 | R0020 | ||||||||||||||
Bracket 3 | R0030 | ||||||||||||||
Bracket 4 | R0040 | ||||||||||||||
Bracket 5 | R0050 | ||||||||||||||
Bracket 6 | R0060 | ||||||||||||||
Bracket 7 | R0070 | ||||||||||||||
Bracket 8 | R0080 | ||||||||||||||
Bracket 9 | R0090 | ||||||||||||||
Bracket 10 | R0100 | ||||||||||||||
Bracket 11 | R0110 | ||||||||||||||
Bracket 12 | R0120 | ||||||||||||||
Bracket 13 | R0130 | ||||||||||||||
Bracket 14 | R0140 | ||||||||||||||
Bracket 15 | R0150 | ||||||||||||||
Bracket 16 | R0160 | ||||||||||||||
Bracket 17 | R0170 | ||||||||||||||
Bracket 18 | R0180 | ||||||||||||||
Bracket 19 | R0190 | ||||||||||||||
Bracket 20 | R0200 | ||||||||||||||
Bracket 21 | R0210 | ||||||||||||||
Total | R0300 |
Start claims incurred | End claims incurred | Number of claims AY/UWY year N-6 | Total claims incurred AY/UWY year N-6 | Number of claims AY/UWY year N-7 | Total claims incurred AY/UWY year N-7 | Number of claims AY/UWY year N-8 | Total claims incurred AY/UWY year N-8 | Number of claims AY/UWY year N-9 | Total claims incurred AY/UWY year N-9 | Number of claims AY/UWY year N-10 | Total claims incurred AY/UWY year N-10 | Number of claims AY/UWY year N-11 | Total claims incurred AY/UWY year N-11 | ||
C0030 | C0040 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | ||
Bracket 1 | R0010 | ||||||||||||||
Bracket 2 | R0020 | ||||||||||||||
Bracket 3 | R0030 | ||||||||||||||
Bracket 4 | R0040 | ||||||||||||||
Bracket 5 | R0050 | ||||||||||||||
Bracket 6 | R0060 | ||||||||||||||
Bracket 7 | R0070 | ||||||||||||||
Bracket 8 | R0080 | ||||||||||||||
Bracket 9 | R0090 | ||||||||||||||
Bracket 10 | R0100 | ||||||||||||||
Bracket 11 | R0110 | ||||||||||||||
Bracket 12 | R0120 | ||||||||||||||
Bracket 13 | R0130 | ||||||||||||||
Bracket 14 | R0140 | ||||||||||||||
Bracket 15 | R0150 | ||||||||||||||
Bracket 16 | R0160 | ||||||||||||||
Bracket 17 | R0170 | ||||||||||||||
Bracket 18 | R0180 | ||||||||||||||
Bracket 19 | R0190 | ||||||||||||||
Bracket 20 | R0200 | ||||||||||||||
Bracket 21 | R0210 | ||||||||||||||
Total | R0300 |
Start claims incurred | End claims incurred | Number of claims AY/UWY year N-12 | Total claims incurred AY/UWY year N-12 | Number of claims AY/UWY year N-13 | Total claims incurred AY/UWY year N-13 | Number of claims AY/UWY year N-14 | Total claims incurred AY/UWY year N-14 | ||
C0030 | C0040 | C0290 | C0300 | C0310 | C0320 | C0330 | C0340 | ||
Bracket 1 | R0010 | ||||||||
Bracket 2 | R0020 | ||||||||
Bracket 3 | R0030 | ||||||||
Bracket 4 | R0040 | ||||||||
Bracket 5 | R0050 | ||||||||
Bracket 6 | R0060 | ||||||||
Bracket 7 | R0070 | ||||||||
Bracket 8 | R0080 | ||||||||
Bracket 9 | R0090 | ||||||||
Bracket 10 | R0100 | ||||||||
Bracket 11 | R0110 | ||||||||
Bracket 12 | R0120 | ||||||||
Bracket 13 | R0130 | ||||||||
Bracket 14 | R0140 | ||||||||
Bracket 15 | R0150 | ||||||||
Bracket 16 | R0160 | ||||||||
Bracket 17 | R0170 | ||||||||
Bracket 18 | R0180 | ||||||||
Bracket 19 | R0190 | ||||||||
Bracket 20 | R0200 | ||||||||
Bracket 21 | R0210 | ||||||||
Total | R0300 |
S.21.02.01
Underwriting risks non-life
Risk identification code | Identification of the company / person to which the risk relates | Description risk | Line of business | Description risk category covered | Validity period (start date) | Validity period (expiry date) | Currency | Sum insured | Original deductible policyholder | Type of underwriting model | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | |
Amount underwriting model | Sum reinsured on a facultative basis, with all reinsurers | Sum reinsured, other than on facultative basis, with all reinsurers | Net retention of the insurer |
C0120 | C0130 | C0140 | C0150 |
S.21.03.01
Non-life distribution of underwriting risks — by sum insured
Line of business | Z0010 |
Start sum insured | End sum insured | Number of underwriting risks | Total sum insured | Total annual written premium | ||
C0020 | C0030 | C0040 | C0050 | C0060 | ||
Bracket 1 | R0010 | |||||
Bracket 2 | R0020 | |||||
Bracket 3 | R0030 | |||||
Bracket 4 | R0040 | |||||
Bracket 5 | R0050 | |||||
Bracket 6 | R0060 | |||||
Bracket 7 | R0070 | |||||
Bracket 8 | R0080 | |||||
Bracket 9 | R0090 | |||||
Bracket 10 | R0100 | |||||
Bracket 11 | R0110 | |||||
Bracket 12 | R0120 | |||||
Bracket 13 | R0130 | |||||
Bracket 14 | R0140 | |||||
Bracket 15 | R0150 | |||||
Bracket 16 | R0160 | |||||
Bracket 17 | R0170 | |||||
Bracket 18 | R0180 | |||||
Bracket 19 | R0190 | |||||
Bracket 20 | R0200 | |||||
Bracket 21 | R0210 | |||||
Total | R0220 |
S.22.01.01
Impact of long term guarantees measures and transitionals
Amount with Long Term Guarantee measures and transitionals | Impact of the LTG measures and transitionals (Step-by-step approach) | ||||||||||
Without transitional on technical provisions | Impact of transitional on technical provisions | Without transitional on interest rate | Impact of transitional on interest rate | Without volatility adjustment and without other transitional measures | Impact of volatility adjustment set to zero | Without matching adjustment and without all the others | Impact of matching adjustment set to zero | Impact of all LTG measures and transitionals | |||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | ||
Technical provisions | R0010 | ||||||||||
Basic own funds | R0020 | ||||||||||
Excess of assets over liabilities | R0030 | ||||||||||
Restricted own funds due to ring-fencing and matching portfolio | R0040 | ||||||||||
Eligible own funds to meet Solvency Capital Requirement | R0050 | ||||||||||
Tier 1 | R0060 | ||||||||||
Tier 2 | R0070 | ||||||||||
Tier 3 | R0080 | ||||||||||
Solvency Capital Requirement | R0090 | ||||||||||
Eligible own funds to meet Minimum Capital Requirement | R0100 | ||||||||||
Minimum Capital Requirement | R0110 | ||||||||||
S.22.01.04
Impact of long term guarantees measures and transitionals
Amount with Long Term Guarantee measures and transitionals | Impact of the LTG measures and transitionals (Step-by-step approach) | ||||||||||
Without transitional on technical provisions | Impact of transitional on technical provisions | Without transitional on interest rate | Impact of transitional on interest rate | Without volatility adjustment and without other transitional measures | Impact of volatility adjustment set to zero | Without matching adjustment and without all the others | Impact of matching adjustment set to zero | Impact of all LTG measures and transitionals | |||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | ||
Technical provisions | R0010 | ||||||||||
Basic own funds | R0020 | ||||||||||
Excess of assets over liabilities | R0030 | ||||||||||
Restricted own funds due to ring-fencing and matching portfolio | R0040 | ||||||||||
Eligible own funds to meet Solvency Capital Requirement | R0050 | ||||||||||
Tier 1 | R0060 | ||||||||||
Tier 2 | R0070 | ||||||||||
Tier 3 | R0080 | ||||||||||
Solvency Capital Requirement | R0090 | ||||||||||
SR.22.02.01
Projection of future cash flows (Best Estimate — Matching portfolios)
Matching portfolio | Z0010 |
Projection of future cash-flows at the end of the reporting period | Mismatch during reporting period | |||||
Longevity, mortality and revision obligations cash outflows | Expenses cash outflows | De-risked Assets cash-flows | Positive undiscounted mismatch (inflows > outflows) | Negative undiscounted mismatch (inflows < outflows) | ||
C0020 | C0030 | C0040 | C0050 | C0060 | ||
Year (projection of undiscounted expected cash-flows) | ||||||
1 | R0010 | |||||
2 | R0020 | |||||
3 | R0030 | |||||
4 | R0040 | |||||
5 | R0050 | |||||
6 | R0060 | |||||
7 | R0070 | |||||
8 | R0080 | |||||
9 | R0090 | |||||
10 | R0100 | |||||
11 | R0110 | |||||
12 | R0120 | |||||
13 | R0130 | |||||
14 | R0140 | |||||
15 | R0150 | |||||
16 | R0160 | |||||
17 | R0170 | |||||
18 | R0180 | |||||
19 | R0190 | |||||
20 | R0200 | |||||
21 | R0210 | |||||
22 | R0220 | |||||
23 | R0230 | |||||
24 | R0240 | |||||
25 | R0250 | |||||
26 | R0260 | |||||
27 | R0270 | |||||
28 | R0280 | |||||
29 | R0290 | |||||
30 | R0300 | |||||
31 | R0310 | |||||
32 | R0320 | |||||
33 | R0330 | |||||
34 | R0340 | |||||
35 | R0350 | |||||
36 | R0360 | |||||
37 | R0370 | |||||
38 | R0380 | |||||
39 | R0390 | |||||
40 | R0400 | |||||
41-45 | R0410 | |||||
46-50 | R0420 | |||||
51-60 | R0430 | |||||
61-70 | R0440 | |||||
71 & after | R0450 | |||||
SR.22.03.01
Information on the matching adjustment calculation
Matching portfolio | Z0010 |
C0010 | ||
Overall calculation of the matching adjustment | ||
Annual effective rate applied to the CF of the obligations | R0010 | |
Annual effective rate of the best estimate | R0020 | |
Probability of default used to de-risk assets cash flows | R0030 | |
Portion of the fundamental spread not reflected when de-risking assets cash flows | R0040 | |
Increase of fundamental spread for sub investment grade assets | R0050 | |
Matching adjustment to the risk free rate | R0060 | |
SCR | ||
Mortality risk stress for the purpose of matching adjustment | R0070 | |
Portfolio | ||
Market value of assets of the portfolio | R0080 | |
Market value of assets linked to inflation | R0090 | |
Best estimate linked to inflation | R0100 | |
Market value assets where third party can change the cash flows | R0110 | |
Return on assets — portfolio assets | R0120 | |
Market value of surrended contracts | R0130 | |
Number of surrender options exercised | R0140 | |
Market value of assets applied | R0150 | |
Surrender rights satisfied to policyholders | R0160 | |
Liabilities | ||
Duration | R0170 |
S.22.04.01
Information on the transitional on interest rates calculation
Overall calculation of the transitional adjustment
Currency | Z0010 | |
C0010 | ||
Solvency I Interest rate | R0010 | |
Annual effective rate | R0020 | |
Portion of the difference applied at the reporting date | R0030 | |
Adjustment to risk free rate | R0040 |
Solvency I Interest rate
Currency | Z0010 | ||
Best estimate | Average duration of insurance and reinsurance obligations | ||
C0020 | C0030 | ||
Up to 0,5 per cent | R0100 | ||
Above 0,5 % and up to 1,0 % | R0110 | ||
Above 1,0 % and up to 1,5 % | R0120 | ||
Above 1,5 % and up to 2,0 % | R0130 | ||
Above 2,0 % and up to 2,5 % | R0140 | ||
Above 2,5 % and up to 3,0 % | R0150 | ||
Above 3,0 % and up to 4,0 % | R0160 | ||
Above 4,0 % and up to 5,0 % | R0170 | ||
Above 5,0 % and up to 6,0 % | R0180 | ||
Above 6,0 % and up to 7,0 % | R0190 | ||
Above 7,0 % and up to 8,0 % | R0200 | ||
Above 8,0 % | R0210 |
S.22.05.01
Overall calculation of the transitional on technical provisions
C0010 | ||
Day 1 Solvency II technical provisions | R0010 | |
Technical provisions subject to transitional measure on technical provisions | ||
TP calculated as a whole | R0020 | |
Best estimate | R0030 | |
Risk magin | R0040 | |
Solvency I technical provisions | R0050 | |
Portion of the difference adjusted | R0060 | |
Limitation applied in accordance to Article 308d(4) | R0070 | |
Technical provision after transitional on technical provisions | R0080 |
S.22.06.01
Best estimate subject to volatility adjustment by country and currency
Line of Business | Z0010 | ||||||
By currency | |||||||
C0010 | ... | ||||||
R0010 | |||||||
Best estimate subject to country and currency volatility adjustment — Total and home country by currency
Total value of Best Estimate subject to volatility adjustment (for all currencies) | Part of the Best Estimate subject to volatility adjustment written in the reporting currency | Part of the Best Estimate subject to volatility adjustment written in currencies | |||||
C0030 | C0040 | C0050 | ... | ||||
Total value of Best Estimate subject to volatility adjustment in all countries | R0020 | ||||||
Total value of Best Estimate subject to volatility adjustment in the Home country | R0030 | ||||||
Best estimate subject to country and currency volatility adjustment — By country and currency
Countries | Total value of Best Estimate subject to volatility adjustment (for all currencies) | Part of the Best Estimate subject to volatility adjustment written in the reporting currency | Part of the Best Estimate subject to volatility adjustment written in currencies | ||||
C0020 | C0030 | C0040 | C0050 | ... | |||
Country 1 | R0040 | ||||||
... | |||||||
S.23.01.01
Own funds
Total | Tier 1 — unrestricted | Tier 1 — restricted | Tier 2 | Tier 3 | ||
C0010 | C0020 | C0030 | C0040 | C0050 | ||
Basic own funds before deduction for participations in other financial sector as foreseen in article 68 of Delegated Regulation 2015/35 | ||||||
Ordinary share capital (gross of own shares) | R0010 | |||||
Share premium account related to ordinary share capital | R0030 | |||||
Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual-type undertakings | R0040 | |||||
Subordinated mutual member accounts | R0050 | |||||
Surplus funds | R0070 | |||||
Preference shares | R0090 | |||||
Share premium account related to preference shares | R0110 | |||||
Reconciliation reserve | R0130 | |||||
Subordinated liabilities | R0140 | |||||
An amount equal to the value of net deferred tax assets | R0160 | |||||
Other own fund items approved by the supervisory authority as basic own funds not specified above | R0180 | |||||
Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds | ||||||
Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds | R0220 | |||||
Deductions | ||||||
▼M1 | ||||||
Deductions for participations in financial and credit institutions | R0230 | |||||
▼B | ||||||
Total basic own funds after deductions | R0290 | |||||
Ancillary own funds | ||||||
Unpaid and uncalled ordinary share capital callable on demand | R0300 | |||||
Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual — type undertakings, callable on demand | R0310 | |||||
Unpaid and uncalled preference shares callable on demand | R0320 | |||||
A legally binding commitment to subscribe and pay for subordinated liabilities on demand | R0330 | |||||
Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC | R0340 | |||||
Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC | R0350 | |||||
Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC | R0360 | |||||
Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC | R0370 | |||||
Other ancillary own funds | R0390 | |||||
Total ancillary own funds | R0400 | |||||
Available and eligible own funds | ||||||
Total available own funds to meet the SCR | R0500 | |||||
Total available own funds to meet the MCR | R0510 | |||||
Total eligible own funds to meet the SCR | R0540 | |||||
Total eligible own funds to meet the MCR | R0550 | |||||
SCR | R0580 | |||||
MCR | R0600 | |||||
Ratio of Eligible own funds to SCR | R0620 | |||||
Ratio of Eligible own funds to MCR | R0640 | |||||
C0060 | |||
Reconciliation reserve | |||
Excess of assets over liabilities | R0700 | ||
Own shares (held directly and indirectly) | R0710 | ||
Foreseeable dividends, distributions and charges | R0720 | ||
Other basic own fund items | R0730 | ||
Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds | R0740 | ||
Reconciliation reserve | R0760 | ||
Expected profits | |||
Expected profits included in future premiums (EPIFP) — Life business | R0770 | ||
Expected profits included in future premiums (EPIFP) — Non- life business | R0780 | ||
Total Expected profits included in future premiums (EPIFP) | R0790 |
S.23.01.04
Own funds
Total | Tier 1 — unrestricted | Tier 1 — restricted | Tier 2 | Tier 3 | ||
C0010 | C0020 | C0030 | C0040 | C0050 | ||
Basic own funds before deduction for participations in other financial sector | ||||||
Ordinary share capital (gross of own shares) | R0010 | |||||
Non-available called but not paid in ordinary share capital at group level | R0020 | |||||
Share premium account related to ordinary share capital | R0030 | |||||
Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual-type undertakings | R0040 | |||||
Subordinated mutual member accounts | R0050 | |||||
Non-available subordinated mutual member accounts at group level | R0060 | |||||
Surplus funds | R0070 | |||||
Non-available surplus funds at group level | R0080 | |||||
Preference shares | R0090 | |||||
Non-available preference shares at group level | R0100 | |||||
Share premium account related to preference shares | R0110 | |||||
Non-available share premium account related to preference shares at group level | R0120 | |||||
Reconciliation reserve | R0130 | |||||
Subordinated liabilities | R0140 | |||||
Non-available subordinated liabilities at group level | R0150 | |||||
An amount equal to the value of net deferred tax assets | R0160 | |||||
The amount equal to the value of net deferred tax assets not available at the group level | R0170 | |||||
Other items approved by supervisory authority as basic own funds not specified above | R0180 | |||||
Non available own funds related to other own funds items approved by supervisory authority | R0190 | |||||
Minority interests (if not reported as part of a specific own fund item) | R0200 | |||||
Non-available minority interests at group level | R0210 | |||||
Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds | ||||||
▼M1 | ||||||
Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds | R0220 | |||||
▼B | ||||||
Deductions | ||||||
▼M1 | ||||||
Deductions for participations in other financial undertakings, including non-regulated undertakings carrying out financial activities | R0230 | |||||
▼B | ||||||
whereof deducted according to art 228 of the Directive 2009/138/EC | R0240 | |||||
Deductions for participations where there is non-availability of information (Article 229) | R0250 | |||||
Deduction for participations included by using D&A when a combination of methods is used | R0260 | |||||
Total of non-available own fund items | R0270 | |||||
Total deductions | R0280 | |||||
Total basic own funds after deductions | R0290 | |||||
Ancillary own funds | ||||||
Unpaid and uncalled ordinary share capital callable on demand | R0300 | |||||
Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual — type undertakings, callable on demand | R0310 | |||||
Unpaid and uncalled preference shares callable on demand | R0320 | |||||
A legally binding commitment to subscribe and pay for subordinated liabilities on demand | R0330 | |||||
Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC | R0340 | |||||
Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC | R0350 | |||||
Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC | R0360 | |||||
Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC | R0370 | |||||
Non available ancillary own funds at group level | R0380 | |||||
Other ancillary own funds | R0390 | |||||
Total ancillary own funds | R0400 | |||||
Own funds of other financial sectors | ||||||
▼M3 | ||||||
Credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies – total | R0410 | |||||
▼B | ||||||
Institutions for occupational retirement provision | R0420 | |||||
Non regulated entities carrying out financial activities | R0430 | |||||
▼M2 | ||||||
Total own funds of other financial sectors | R0440 | |||||
▼B | ||||||
Own funds when using the D&A, exclusively or in combination of method 1 | ||||||
Own funds aggregated when using the D&A and combination of method | R0450 | |||||
Own funds aggregated when using the D&A and combination of method net of IGT | R0460 | |||||
Total available own funds to meet the consolidated group SCR (excluding own funds from other financial sector and from the undertakings included via D&A) | R0520 | |||||
Total available own funds to meet the minimum consolidated group SCR | R0530 | |||||
Total eligible own funds to meet the consolidated group SCR (excluding own funds from other financial sector and from the undertakings included via D&A) | R0560 | |||||
Total eligible own funds to meet the minimum consolidated group SCR | R0570 | |||||
Consolidated Group SCR | R0590 | |||||
Minimum consolidated Group SCR | R0610 | |||||
Ratio of Eligible own funds to the consolidated Group SCR (excluding other financial sectors and the undertakings included via D&A) | R0630 | |||||
Ratio of Eligible own funds to Minimum Consolidated Group SCR | R0650 | |||||
Total eligible own funds to meet the group SCR (including own funds from other financial sector and from the undertakings included via D&A) | R0660 | |||||
SCR for entities included with D&A method | R0670 | |||||
Group SCR | R0680 | |||||
Ratio of Eligible own funds to group SCR including other financial sectors and the undertakings included via D&A | R0690 | |||||
C0060 | |||
Reconciliation reserve | |||
Excess of assets over liabilities | R0700 | ||
Own shares (held directly and indirectly) | R0710 | ||
Foreseeable dividends, distributions and charges | R0720 | ||
Other basic own fund items | R0730 | ||
Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds | R0740 | ||
Other non available own funds | R0750 | ||
Reconciliation reserve | R0760 | ||
Expected profits | |||
Expected profits included in future premiums (EPIFP) — Life business | R0770 | ||
Expected profits included in future premiums (EPIFP) — Non- life business | R0780 | ||
Total Expected profits included in future premiums (EPIFP) | R0790 |
S.23.02.01
Detailed information by tiers on own funds
Total | Tier 1 | Tier 2 | Tier 3 | ||||
Total Tier 1 | Of which counted under transitionals | Tier 2 | Of which counted under transitionals | ||||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | ||
Ordinary share capital | |||||||
Paid in | R0010 | ||||||
Called up but not yet paid in | R0020 | ||||||
Own shares held | R0030 | ||||||
Total ordinary share capital | R0100 | ||||||
Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings | |||||||
Paid in | R0110 | ||||||
Called up but not yet paid in | R0120 | ||||||
Total initial fund members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings | R0200 | ||||||
Subordinated mutual members accounts | |||||||
Dated subordinated | R0210 | ||||||
Undated subordinated with a call option | R0220 | ||||||
Undated subordinated with no contractual opportunity to redeem | R0230 | ||||||
Total subordinated mutual members accounts | R0300 | ||||||
Preference shares | |||||||
Dated preference shares | R0310 | ||||||
Undated preference shares with a call option | R0320 | ||||||
Undated preference shares with no contractual opportunity to redeem | R0330 | ||||||
Total preference shares | R0400 | ||||||
Subordinated liabilities | |||||||
Dated subordinated liabilities | R0410 | ||||||
Undated subordinated liabilities with a contractual opportunity to redeem | R0420 | ||||||
Undated subordinated liabilities with no contractual opportunity to redeem | R0430 | ||||||
Total subordinated liabilities | R0500 | ||||||
Tier 2 | Tier 3 | |||||||
Initial amounts approved | Current amounts | Initial amounts approved | Current amounts | |||||
Ancillary own funds | C0070 | C0080 | C0090 | C0100 | ||||
Items for which an amount was approved | R0510 | |||||||
Items for which a method was approved | R0520 | |||||||
Total | Explanation | ||
C0110 | C0120 | ||
Excess of assets over liabilities — attribution of valuation differences | |||
Difference in the valuation of assets | R0600 | ||
Difference in the valuation of technical provisions | R0610 | ||
Difference in the valuation of other liabilities | R0620 | ||
Total of reserves and retained earnings from financial statements | R0630 | ||
Other, please explain why you need to use this line. | R0640 | ||
Reserves from financial statements adjusted for Solvency II valuation differences | R0650 | ||
Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve) | R0660 | ||
Excess of assets over liabilities | R0700 |
S.23.02.04
Detailed information by tiers on own funds
Total | Tier 1 | Tier 2 | Tier 3 | ||||
Total Tier 1 | Of which counted under transitionals | Tier 2 | Of which counted under transitionals | ||||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | ||
Ordinary share capital | |||||||
Paid in | R0010 | ||||||
Called up but not yet paid in | R0020 | ||||||
Own shares held | R0030 | ||||||
Total ordinary share capital | R0100 | ||||||
Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings | |||||||
Paid in | R0110 | ||||||
Called up but not yet paid in | R0120 | ||||||
Total initial fund members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings | R0200 | ||||||
Subordinated mutual members accounts | |||||||
Dated subordinated | R0210 | ||||||
Undated subordinated with a call option | R0220 | ||||||
Undated subordinated with no contractual opportunity to redeem | R0230 | ||||||
Total subordinated mutual members accounts | R0300 | ||||||
Preference shares | |||||||
Dated preference shares | R0310 | ||||||
Undated preference shares with a call option | R0320 | ||||||
Undated preference shares with no contractual opportunity to redeem | R0330 | ||||||
Total preference shares | R0400 | ||||||
Subordinated liabilities | |||||||
Dated subordinated liabilities | R0410 | ||||||
Undated subordinated liabilities with a contractual opportunity to redeem | R0420 | ||||||
Undated subordinated liabilities with no contractual opportunity to redeem | R0430 | ||||||
Total subordinated liabilities | R0500 | ||||||
Tier 2 | Tier 3 | |||||||
Initial amounts approved | Current amounts | Initial amounts approved | Current amounts | |||||
Ancillary own funds | C0070 | C0080 | C0090 | C0100 | ||||
Items for which an amount was approved | R0510 | |||||||
Items for which a method was approved | R0520 | |||||||
Total | Explanation | ||
C0110 | C0120 | ||
Excess of assets over liabilities — attribution of valuation differences | |||
Difference in the valuation of assets | R0600 | ||
Difference in the valuation of technical provisions | R0610 | ||
Difference in the valuation of other liabilities | R0620 | ||
Total of reserves and retained earnings from financial statements | R0630 | ||
Other, please explain why you need to use this line. | R0640 | ||
Reserves from financial statements adjusted for Solvency II valuation differences | R0650 | ||
Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve) | R0660 | ||
Excess of assets over liabilities | R0700 |
S.23.03.01
Annual movements on own funds
Balance b/fwd | Increase | Reduction | Balance c/fwd | ||||
C0010 | C0020 | C0030 | C0060 | ||||
Ordinary share capital — movements in the reporting period | |||||||
Paid in | R0010 | ||||||
Called up but not yet paid in | R0020 | ||||||
Own shares held | R0030 | ||||||
Total ordinary share capital | R0100 | ||||||
Share premium account related to ordinary share capital — movements in the reporting period | |||||||
Tier 1 | R0110 | ||||||
Tier 2 | R0120 | ||||||
Total | R0200 | ||||||
Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings — movements in the reporting period | |||||||
Paid in | R0210 | ||||||
Called up but not yet paid in | R0220 | ||||||
Total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings | R0300 | ||||||
Balance b/fwd | Issued | Redeemed | Movements in valuation | Regulatory action | Balance c/fwd | ||
C0010 | C0070 | C0080 | C0090 | C0100 | C0060 | ||
Subordinated mutual members accounts — movements in the reporting period | |||||||
Tier 1 | R0310 | ||||||
Tier 2 | R0320 | ||||||
Tier 3 | R0330 | ||||||
Total subordinated mutual members accounts | R0400 | ||||||
Balance b/fwd | Balance c/fwd | ||||||
C0010 | C0060 | ||||||
Surplus funds | R0500 | ||||||
Balance b/fwd | Increase | Reduction | Balance c/fwd | ||||
C0010 | C0020 | C0030 | |||||
Preference shares — movements in the reporting period | |||||||
Tier 1 | R0510 | ||||||
Tier 2 | R0520 | ||||||
Tier 3 | R0530 | ||||||
Total preference shares | R0600 | ||||||
Share premium relating to preference shares | |||||||
Tier 1 | R0610 | ||||||
Tier 2 | R0620 | ||||||
Tier 3 | R0630 | ||||||
Total | R0700 | ||||||
Balance b/fwd | Issued | Redeemed | Movements in valuation | Regulatory action | Balance c/fwd | ||
C0010 | C0070 | C0080 | C0090 | C0100 | C0060 | ||
Subordinated liabilities — movements in the reporting period | |||||||
Tier 1 | R0710 | ||||||
Tier 2 | R0720 | ||||||
Tier 3 | R0730 | ||||||
Total subordinated liabilities | R0800 | ||||||
Balance b/fwd | Balance c/fwd | ||||||
C0010 | C0060 | ||||||
An amount equal to the value of net deferred tax assets | R0900 | ||||||
Balance b/fwd | Issued | Redeemed | Movements in valuation | Balance c/fwd | |||
C0010 | C0070 | C0080 | C0090 | C0060 | |||
Other items approved by supervisory authority as basic own funds not specified above — movements in the reporting period | |||||||
Tier 1 to be treated as unrestricted | R1000 | ||||||
Tier 1 to be treated as restricted | R1010 | ||||||
Tier 2 | R1020 | ||||||
Tier 3 | R1030 | ||||||
Total of other items approved by supervisory authority as basic own funds items not specified above | R1100 | ||||||
Balance b/fwd | New amount made available | Reduction to amount available | Called up to basic own fund | Balance c/fwd | |||
C0010 | C0110 | C0120 | C0130 | C0060 | |||
Ancillary own funds — movements in the reporting period | |||||||
Tier 2 | R1110 | ||||||
Tier 3 | R1120 | ||||||
Total ancillary own funds | R1200 |
S.23.03.04
Annual movements on own funds
Balance b/fwd | Increase | Reduction | Balance c/fwd | ||||
C0010 | C0020 | C0030 | C0060 | ||||
Ordinary share capital — movements in the reporting period | |||||||
Paid in | R0010 | ||||||
Called up but not yet paid in | R0020 | ||||||
Own shares held | R0030 | ||||||
Total ordinary share capital | R0100 | ||||||
Share premium account related to ordinary share capital — movements in the reporting period | |||||||
Tier 1 | R0110 | ||||||
Tier 2 | R0120 | ||||||
Total | R0200 | ||||||
Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings — movements in the reporting period | |||||||
Paid in | R0210 | ||||||
Called up but not yet paid in | R0220 | ||||||
Total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings | R0300 | ||||||
Balance b/fwd | Issued | Redeemed | Movements in valuation | Regulatory action | Balance c/fwd | ||
C0010 | C0070 | C0080 | C0090 | C0100 | C0060 | ||
Subordinated mutual members accounts — movements in the reporting period | |||||||
Tier 1 | R0310 | ||||||
Tier 2 | R0320 | ||||||
Tier 3 | R0330 | ||||||
Total subordinated mutual members accounts | R0400 | ||||||
Balance b/fwd | Balance c/fwd | ||||||
C0010 | C0060 | ||||||
Surplus funds | R0500 | ||||||
Balance b/fwd | Increase | Reduction | Balance c/fwd | ||||
C0010 | C0020 | C0030 | |||||
Preference shares — movements in the reporting period | |||||||
Tier 1 | R0510 | ||||||
Tier 2 | R0520 | ||||||
Tier 3 | R0530 | ||||||
Total preference shares | R0600 | ||||||
Share premium relating to preference shares | |||||||
Tier 1 | R0610 | ||||||
Tier 2 | R0620 | ||||||
Tier 3 | R0630 | ||||||
Total | R0700 | ||||||
Balance b/fwd | Issued | Redeemed | Movements in valuation | Regulatory action | Balance c/fwd | ||
C0010 | C0070 | C0080 | C0090 | C0100 | C0060 | ||
Subordinated liabilities — movements in the reporting period | |||||||
Tier 1 | R0710 | ||||||
Tier 2 | R0720 | ||||||
Tier 3 | R0730 | ||||||
Total subordinated liabilities | R0800 | ||||||
Balance b/fwd | Balance c/fwd | ||||||
C0010 | C0060 | ||||||
An amount equal to the value of net deferred tax assets | R0900 | ||||||
Balance b/fwd | Issued | Redeemed | Movements in valuation | Balance c/fwd | |||
C0010 | C0070 | C0080 | C0090 | C0060 | |||
Other items approved by supervisory authority as basic own funds not specified above — movements in the reporting period | |||||||
Tier 1 to be treated as unrestricted | R1000 | ||||||
Tier 1 to be treated as restricted | R1010 | ||||||
Tier 2 | R1020 | ||||||
Tier 3 | R1030 | ||||||
Total of other items approved by supervisory authority as basic own funds items not specified above | R1100 | ||||||
Balance b/fwd | New amount made available | Reduction to amount available | Called up to basic own fund | Balance c/fwd | |||
C0010 | C0110 | C0120 | C0130 | C0060 | |||
Ancillary own funds — movements in the reporting period | |||||||
Tier 2 | R1110 | ||||||
Tier 3 | R1120 | ||||||
Total ancillary own funds | R1200 |
S.23.04.01
List of items on own funds
Description of subordinated mutual members' accounts | Amount | Tier | Currency Code | Counted under transitionals? | Counterparty (if specific) | Issue date | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0070 | C0080 | C0090 | |
Maturity date | First call date | Details of further call dates | Details of incentives to redeem | Notice period | Buy back during the year |
C0100 | C0110 | C0120 | C0130 | C0140 | C0160 |
Description of preference shares | Amount | Counted under transitionals? | Counterparty (if specific) | Issue date | First call date | Details of further call dates | Details of incentives to redeem |
C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 |
Description of subordinated liabilities | Amount | Tier | Currency Code | Lender (if specific) | Counted under transitionals? | Issue date | (cont.) |
C0270 | C0280 | C0290 | C0300 | C0320 | C0330 | C0350 | |
Maturity date | First call date | Further call dates | Details of incentives to redeem | Notice period |
C0360 | C0370 | C0380 | C0390 | C0400 |
Other items approved by supervisory authority as basic own funds not specified above | Amount | Currency Code | Tier 1 | Tier 2 | Tier 3 | Date of authorisation |
C0450 | C0460 | C0470 | C0480 | C0490 | C0500 | C0510 |
Own funds from the financial statements that shall not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds
Description of item | Total |
C0570 | C0580 |
Description of ancillary own funds | Amount | Counterpart | Issue date | Date of authorisation |
C0590 | C0600 | C0610 | C0620 | C0630 |
Adjustment for ring fenced funds and matching adjustment portfolios
Number of ring-fenced fund/Matching adjustment portfolios | Notional SCR | Notional SCR (negative results set to zero) | Excess of assets over liablities | Future transfers attributable to shareholders | Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds | |
C0660 | C0670 | C0680 | C0690 | C0700 | C0710 | |
Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds | R0010 | |||||
R0020 |
S.23.04.04
List of items on own funds
Description of subordinated mutual members' accounts | Amount | Tier | Currency Code | Issuing entity | Lender (if specific) | Counted under transitionals? | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | |
Counterparty (if specific) | Issue date | Maturity date | First call date | Details of further call dates | Details of incentives to redeem | Notice period | (cont.) |
C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | |
Name of supervisory authority having given authorisation | Buy back during the year | % of the issue held by entities in the group | Contribution to group subordinated MMA |
C0150 | C0160 | C0170 | C0180 |
Description of preference shares | Amount | Counted under transitionals? | Counterparty (if specific) | Issue date | First call date | Details of further call dates | Details of incentives to redeem |
C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 |
Description of subordinated liabilities | Amount | Tier | Currency Code | Issuing entity | Lender (if specific) | Counted under transitionals? | (cont.) |
C0270 | C0280 | C0290 | C0300 | C0310 | C0320 | C0330 | |
Counterparty (if specific) | Issue date | Maturity date | First call date | Further call dates | Details of incentives to redeem | Notice period | (cont.) |
C0340 | C0350 | C0360 | C0370 | C0380 | C0390 | C0400 | |
Name of supervisory authority having given authorisation | Buy back during the year | % of the issue held by entities in the group | Contribution to group subordinated liabilities |
C0410 | C0420 | C0430 | C0440 |
Other items approved by supervisory authority as basic own funds not specified above | Amount | Currency Code | Tier 1 | Tier 2 | Tier 3 | Date of authorisation | (cont.) |
C0450 | C0460 | C0470 | C0480 | C0490 | C0500 | C0510 | |
Name of supervisory authority having given authorisation | Name of entity concerned | Buy back during the year | % of the issue held by entities in the group | Contribution to group other basic own funds |
C0520 | C0530 | C0540 | C0550 | C0560 |
Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds
Description of item | Total |
C0570 | C0580 |
Description of ancillary own funds | Amount | Counterpart | issue date | Date of authorisation | Name of supervisory authority having given authorisation | Name of entity concerned | (cont.) |
C0590 | C0600 | C0610 | C0620 | C0630 | C0640 | C0650 | |
Adjustment for ring fenced funds and matching adjustment portfolios
Number of ring-fenced fund/Matching adjustment portfolios | Notional SCR | Notional SCR (negative results set to zero) | Excess of assets over liablities | Future transfers attributable to shareholders | Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds | |
C0660 | C0670 | C0680 | C0690 | C0700 | C0710 | |
Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds | R0010 | |||||
R0020 |
Calculation of non available own funds at group level (such a calculation has to be done entity by entity)
Non available own funds at group level — exceeding the contribution of solo SCR to Group SCR
Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation | Country | Contribution of solo SCR to Group SCR | Non available minority interests | Non available own funds related to other own funds items approved by supervisory authority | Non available surplus funds | Non available called but not paid in capital | (cont.) |
C0720 | C0730 | C0740 | C0750 | C0760 | C0770 | C0780 | |
Non available ancillary own funds | Non available subordinated mutual member accounts | Non available preference shares | Non available Subordinated Liabilites | The amount equal to the value of net deferred tax assets not available at the group level | Non available share premium account related to preference shares at group level | Total non available excess own funds |
C0790 | C0800 | C0810 | C0820 | C0830 | C0840 | C0850 |
Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation | Country | Contribution of solo SCR to Group SCR | Non available minority interests | Non available own funds related to other own funds items approved by supervisory authority | Non available surplus funds | Non available called but not paid in capital | Non available ancillary own funds |
C0860 | C0870 | C0880 | C0890 | C0900 | |||
Total |
Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation | Non available subordinated mutual member accounts | Non available preference shares | Non available Subordinated Liabilites | The amount equal to the value of net deferred tax assets not available at the group level | Non available share premium account related to preference shares at group level | Total non available excess own funds |
C0910 | C0920 | C0930 | C0940 | C0950 | C0960 | |
Total |
S.24.01.01
Participations held
Participations in related undertakings that are financial and credit institutions (fully or partially) deducted according to article 68 of the Commission Delegated Regulation (EU) 2015/35
Table 1 — Participations in related undertakings that are financial and credit institutions which individually exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69, not including consolidated strategic participations for the purpose of deductions under Article 68 (1) of the Delegated Regulation (EU) 2015/35
Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Common Equity Tier 1 | Additional Tier 1 | Tier 2 |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 |
Table 2 consolidated strategic participations for the purpose of deductions under Article 68 (2) of the Delegated Regulation (EU) 2015/35— Participations in related undertakings that are financial and credit institutions which when aggregated exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69, not including
Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Common Equity Tier 1 | Additional Tier 1 | Tier 2 |
C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 |
Total | Common Equity Tier 1 | Additional Tier 1 | Tier 2 | |||
C0150 | C0160 | C0170 | C0180 | |||
Total participations in related undertakings that are financial and credit institutions (for which there is an OF deduction) |
Own funds deductions
Total | Tier 1 — unrestricted | Tier 1 — restricted | Tier 2 | ||
C0190 | C0200 | C0210 | C0220 | ||
R0010 | Article 68 (1) deduction | ||||
R0020 | Article 68 (2) deduction | ||||
R0030 | Total |
SCR treatment
Participations in related undertakings that are financial and credit institutions not (fully) deducted according to article 68 of the Commission Delegated Regulation (EU) 2015/35
Table 3 — Participations in related undertakings that are financial and credit institutions which are considered strategic as defined in Article 171 of the Delegated Regulation (EU) 2015/35 and which are included in the calculation of the group solvency on the basis of method 1 (no OF deduction according to art 68(3)).
Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities |
C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | C0290 |
Table 4 — Participations in related undertakings that are financial and credit institutions which are strategic (as defined in Article 171 of the Delegated Regulation (EU) 2015/35), not included in the calculation of the group solvency on the basis of method 1 and which are not deducted according to art 68(1) and 68 (2) (It should include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)
Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities |
C0300 | C0310 | C0320 | C0330 | C0340 | C0350 | C0360 |
Table 5 — Participations in related undertakings that are financial and credit institutions which are not strategic and which are not deducted according to art 68(1) and 68(2) of Delegated Regulation 2015/35
(It should include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)
Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities |
C0370 | C0380 | C0390 | C0400 | C0410 | C0420 | C0430 |
Participations in related undertakings that are not financial and credit institutions
Table 6 — Other strategic participations not in financial and credit institution
Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities |
C0440 | C0450 | C0460 | C0470 | C0480 | C0490 | C0500 |
Table 7 — Other non-strategic participations not in financial and credit institution
Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities |
C0510 | C0520 | C0530 | C0540 | C0550 | C0560 | C0570 |
Total for SCR calculation
Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities | ||
C0580 | C0590 | C0600 | C0610 | ||
R0040 | Total participations in related undertakings that are financial and credit institutions | ||||
R0050 | of which strategic (method 1 or less than 10 % not method 1) | ||||
R0060 | of which non-strategic (less than 10 %) | ||||
R0070 | Total participations in related undertakings that are not financial and credit institutions | ||||
R0080 | of which strategic | ||||
R0090 | of which non-strategic |
Total all participations
Total | ||
C0620 | ||
Total of all participations |
S.25.01.01
Solvency Capital Requirement — for undertakings on Standard Formula
Article 112 | Z0010 | A001 |
Net solvency capital requirement | Gross solvency capital requirement | Allocation from adjustments due to RFF and Matching adjustments portfolios | ||
C0030 | C0040 | C0050 | ||
Market risk | R0010 | |||
Counterparty default risk | R0020 | |||
Life underwriting risk | R0030 | |||
Health underwriting risk | R0040 | |||
Non-life underwriting risk | R0050 | |||
Diversification | R0060 | |||
Intangible asset risk | R0070 | |||
Basic Solvency Capital Requirement | R0100 | |||
Calculation of Solvency Capital Requirement | C0100 | |||
Adjustment due to RFF/MAP nSCR aggregation | R0120 | |||
Operational risk | R0130 | |||
Loss-absorbing capacity of technical provisions | R0140 | |||
Loss-absorbing capacity of deferred taxes | R0150 | |||
Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC | R0160 | |||
Solvency Capital Requirement excluding capital add-on | R0200 | |||
Capital add-on already set | R0210 | |||
Solvency capital requirement | R0220 | |||
Other information on SCR | ||||
Capital requirement for duration-based equity risk sub-module | R0400 | |||
Total amount of Notional Solvency Capital Requirements for remaining part | R0410 | |||
Total amount of Notional Solvency Capital Requirements for ring fenced funds | R0420 | |||
Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios | R0430 | |||
Diversification effects due to RFF nSCR aggregation for article 304 | R0440 | |||
Method used to calculate the adjustment due to RFF/MAP nSCR aggregation | R0450 | |||
Net future discretionary benefits | R0460 |
Approach to tax rate
Yes/No | ||
C0109 | ||
Approach based on average tax rate | R0590 |
Calculation of the adjustment for the loss-absorbing capacity of deferred taxes (voluntary information until 31 December 2019, compulsory as from 1 January 2020)
Before the shock | After the shock | LAC DT | ||
C0110 | C0120 | C0130 | ||
DTA | R0600 | |||
DTA carry forward | R0610 | |||
DTA due to deductible temporary differences | R0620 | |||
DTL | R0630 | |||
LAC DT | R0640 | |||
LAC DT justified by reversion of deferred tax liabilities | R0650 | |||
LAC DT justified by reference to probable future taxable economic profit | R0660 | |||
LAC DT justified by carry back, current year | R0670 | |||
LAC DT justified by carry back, future years | R0680 | |||
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 | |||
Solvency capital requirement for undertakings under consolidated method | 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 participation requirements | R0540 | |||
Capital requirement for residual undertakings | R0550 | |||
Overall SCR | ||||
SCR for undertakings included via D and A | R0560 | |||
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 the adjustment for the loss-absorbing capacity of deferred taxes (voluntary information until 31 December 2019, compulsory from 1 January 2020)
Before the shock | After the shock | LAC DT | ||
C0110 | C0120 | C0130 | ||
DTA | R0600 | |||
DTA carry forward | R0610 | |||
DTA due to deductible temporary differences | R0620 | |||
DTL | R0630 | |||
LAC DT | R0640 | |||
LAC DT justified by reversion of deferred tax liabilities | R0650 | |||
LAC DT justified by reference to probable future taxable economic profit | R0660 | |||
LAC DT justified by carry back, current year | R0670 | |||
LAC DT justified by carry back, future years | R0680 | |||
Maximum LAC DT | R0690 |
S.25.02.01
Solvency Capital Requirement — for undertakings using the standard formula and partial internal model
Unique number of component | Components description | Calculation of the 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 |
C0010 | C0020 | C0030 | C0050 | C0060 | C0070 |
Calculation of Solvency Capital Requirement | 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 | ||||
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 | ||||
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/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 the adjustment for the loss-absorbing capacity of deferred taxes (voluntary information until 31 December 2019, compulsory as from 1 January 2020)
Before the shock | After the shock | LAC DT | ||
C0110 | C0120 | C0130 | ||
DTA | R0600 | |||
DTA carry forward | R0610 | |||
DTA due to deductible temporary differences | R0620 | |||
DTL | R0630 | |||
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 LAC 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.25.02.04
Solvency Capital Requirement — for groups using the standard formula and partial internal model
Unique number of component | Components description | Calculation of the 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 |
C0010 | C0020 | C0030 | C0050 | C0060 | C0070 |
Calculation of Solvency Capital Requirement | 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 | ||||
Solvency capital requirement for undertakings under consolidated method | 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 | ||||
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/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 participation requirements | R0540 | ||||
Capital requirement for residual undertakings | R0550 | ||||
Overall SCR | |||||
SCR for undertakings included via D and A | R0560 | ||||
Solvency capital requirement | R0570 |
SR.25.02.01
Solvency Capital Requirement — for undertakings using the standard formula and partial internal model
Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
Fund/Portfolio number | Z0030 |
Unique number of component | Components description | Calculation of the Solvency Capital Requirement | Consideration of the future management actions regarding technical provisions and/or deferred taxes | Amount modelled |
C0010 | C0020 | C0030 | C0060 | C0070 |
Calculation of Solvency Capital Requirement | C0100 | |||
Total undiversified components | R0110 | |||
Diversification | R0060 | |||
Solvency capital requirement excluding capital add-on | R0200 | |||
Capital add-ons already set | R0210 | |||
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 |
Approach to tax rate
Yes/No | ||
C0109 | ||
Approach based on average tax rate | R0590 |
Calculation of the adjustment for the loss-absorbing capacity of deferred taxes (voluntary information until 31 December 2019, compulsory as from 1 January 2020)
Before the shock | After the shock | LAC DT | ||
C0110 | C0120 | C0130 | ||
DTA | R0600 | |||
DTA carry forward | R0610 | |||
DTA due to deductible temporary differences | R0620 | |||
DTL | R0630 | |||
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 LAC 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.25.03.01
Solvency Capital Requirement — for undertakings on Full Internal Models
Unique number of component | Components description | Calculation of the Solvency Capital Requirement | Consideration of the future management actions regarding technical provisions and/or deferred taxes |
C0010 | C0020 | C0030 | C0060 |
Calculation of Solvency Capital Requirement | C0100 | ||
Total undiversified components | R0110 | ||
Diversification | R0060 | ||
Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional) | R0160 | ||
Solvency capital requirement excluding capital add-on | R0200 | ||
Capital add-ons already set | R0210 | ||
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 | ||
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 | ||
Net future discretionary benefits | R0460 |
Approach to tax rate
Yes/No | ||
C0109 | ||
Approach based on average tax rate | R0590 |
Calculation of the adjustment for the loss-absorbing capacity of deferred taxes (voluntary information until 31 December 2019, compulsory as from 1 January 2020)
Before the shock | After the shock | LAC DT | ||
C0110 | C0120 | C0130 | ||
DTA | R0600 | |||
DTA carry forward | R0610 | |||
DTA due to deductible temporary differences | R0620 | |||
DTL | R0630 | |||
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 LAC 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.25.03.04
Solvency Capital Requirement — for groups on Full Internal Models
Unique number of component | Components description | Calculation of the Solvency Capital Requirement | Consideration of the future management actions regarding technical provisions and/or deferred taxes |
C0010 | C0020 | C0030 | C0060 |
Calculation of Solvency Capital Requirement | C0100 | ||
Total undiversified components | R0110 | ||
Diversification | R0060 | ||
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 | ||
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 | ||
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 | ||
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 participation requirements | R0540 | ||
Capital requirement for residual undertakings | R0550 |
SR.25.03.01
Solvency Capital Requirement — for undertakings on Full Internal Models
Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
Fund/Portfolio number | Z0030 |
Unique number of component | Components description | Calculation of the Solvency Capital Requirement | Consideration of the future management actions regarding technical provisions and/or deferred taxes |
C0010 | C0020 | C0030 | C0060 |
Calculation of Solvency Capital Requirement | C0100 | ||
Total undiversified components | R0110 | ||
Diversification | R0060 | ||
Solvency capital requirement excluding capital add-on | R0200 | ||
Capital add-ons already set | R0210 | ||
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 |
Approach to tax rate
Yes/No | ||
C0109 | ||
Approach based on average tax rate | R0590 |
Calculation of the adjustment for the loss-absorbing capacity of deferred taxes (voluntary information until 31 December 2019, compulsory as from 1 January 2020)
Before the shock | After the shock | LAC DT | ||
C0110 | C0120 | C0130 | ||
DTA | R0600 | |||
DTA carry forward | R0610 | |||
DTA due to deductible temporary differences | R0620 | |||
DTL | R0630 | |||
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 LAC DT justified by carry back, current year | R0670 | |||
Amount/estimate of LAC DT justified by carry back, future years | R0680 | |||
Maximum LAC DT | R0690 |
S.26.01.01
Solvency Capital Requirement — Market risk
Article 112 | Z0010 | |
Simplifications used | C0010 | |
▼M4 ————— | ||
▼M4 | ||
Simplifications spread risk – bonds and loans | R0012 | |
Simplifications market risk concentration– simplifications used | R0014 | |
▼M1 | ||
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 | |||||||
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 | ||
Market risk — Basic information | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | |
Interest rate risk | R0100 | |||||||
interest rate down shock | R0110 | |||||||
interest rate up shock | R0120 | |||||||
Equity risk | R0200 | |||||||
type 1 equities | R0210 | |||||||
▼M4 | ||||||||
type 1 equity other than long-term | R0221 | |||||||
▼M1 | ||||||||
strategic participations (type 1 equities) | R0230 | |||||||
▼M4 | ||||||||
Long-term equity investments (type 1 equities) | R0231 | |||||||
▼M1 | ||||||||
duration-based (type 1 equities) | R0240 | |||||||
type 2 equities | R0250 | |||||||
▼M4 | ||||||||
type 2 equity other than long-term | R0261 | |||||||
▼M1 | ||||||||
strategic participations (type 2 equities) | R0270 | |||||||
▼M4 | ||||||||
long-term equity investments (type 2 equities) | R0271 | |||||||
▼M1 | ||||||||
duration-based (type 2 equities) | R0280 | |||||||
▼M3 ————— | ||||||||
▼M3 | ||||||||
Qualifying infrastructure corporate equities | R0291 | |||||||
▼M4 | ||||||||
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 | |||||||
▼M3 | ||||||||
Qualifying infrastructure equities other than corporate | R0292 | |||||||
▼M4 | ||||||||
Qualifying infrastructure equities other than corporate equities, other than strategic and long-term | R0296 | |||||||
Strategic participations (qualifying infrastructure equities other than corporate equities) | R0297 | |||||||
Long-term equity investments (qualifying infrastructure equities other than corporate equities) | R0298 | |||||||
▼M1 | ||||||||
Property risk | R0300 | |||||||
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 | ||
Market risk — Basic information | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | |
Spread risk | R0400 | |||||||
bonds and loans | R0410 | |||||||
▼M3 ————— | ||||||||
▼M3 | ||||||||
loans and bonds (other than qualifying infrastructure investment and infrastructure corporate) | R0412 | |||||||
▼M3 | ||||||||
loans and bonds (qualifying infrastructure corporate investment) | R0414 | |||||||
loans and bonds (qualifying infrastructure investment other than infrastructure corporate) | R0413 | |||||||
▼M1 | ||||||||
credit derivatives | R0420 | |||||||
downward shock on credit derivatives | R0430 | |||||||
upward shock on credit derivatives | R0440 | |||||||
Securitisation positions | R0450 | |||||||
▼M4 ————— | ||||||||
▼M4 | ||||||||
Senior STS securitisation | R0461 | |||||||
Non-senior STS securitisation | R0462 | |||||||
▼M4 ————— | ||||||||
▼M1 | ||||||||
resecuritisations | R0480 | |||||||
▼M4 | ||||||||
Other securitisation | R0481 | |||||||
Transitional type 1 securitisation | R0482 | |||||||
Guaranteed STS securitisation | R0483 | |||||||
▼M1 | ||||||||
Market risk concentrations | R0500 | |||||||
▼M2 | ||||||||
Currency risk | R0600 | |||||||
▼M1 | ||||||||
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 | |
▼M4 ————— | ||
▼M4 | ||
Simplifications spread risk – bonds and loans | R0012 | |
Simplifications market risk concentration – simplifications used | R0014 | |
▼M1 | ||
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 | |||||||
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 | ||
Market risk — Basic information | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | |
Interest rate risk | R0100 | |||||||
interest rate down shock | R0110 | |||||||
interest rate up shock | R0120 | |||||||
Equity risk | R0200 | |||||||
type 1 equities | R0210 | |||||||
▼M4 | ||||||||
type 1 equity other than long-term | R0221 | |||||||
▼M1 | ||||||||
strategic participations (type 1 equities) | R0230 | |||||||
▼M4 | ||||||||
Long-term equity investments (type 1 equities) | R0231 | |||||||
▼M1 | ||||||||
duration-based (type 1 equities) | R0240 | |||||||
type 2 equities | R0250 | |||||||
▼M4 | ||||||||
type 2 equity other than long-term | R0261 | |||||||
▼M1 | ||||||||
strategic participations (type 2 equities) | R0270 | |||||||
▼M4 | ||||||||
Long-term equity investments (type 2 equities) | R0271 | |||||||
▼M1 | ||||||||
duration-based (type 2 equities) | R0280 | |||||||
▼M3 ————— | ||||||||
▼M3 | ||||||||
qualifying infrastructure corporate equities | R0291 | |||||||
▼M4 | ||||||||
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 | |||||||
▼M3 | ||||||||
qualifying infrastructure equities other than corporate | R0292 | |||||||
▼M4 | ||||||||
qualifying infrastructure equities other than corporate equities, other than strategic and long-term | R0296 | |||||||
strategic participations (qualifying infrastructure equities other than corporate equities) | R0297 | |||||||
Long-term equity investments (qualifying infrastructure equities other than corporate equities) | R0298 | |||||||
▼M1 | ||||||||
Property risk | R0300 | |||||||
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 | ||
Market risk — Basic information | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | |
Spread risk | R0400 | |||||||
bonds and loans | R0410 | |||||||
▼M3 ————— | ||||||||
▼M3 | ||||||||
loans and bonds (other than qualifying infrastructure investment and infrastructure corporate) | R0412 | |||||||
▼M3 | ||||||||
loans and bonds (qualifying infrastructure corporate investment) | R0414 | |||||||
loans and bonds (qualifying infrastructure investment other than infrastructure corporate) | R0413 | |||||||
▼M1 | ||||||||
credit derivatives | R0420 | |||||||
downward shock on credit derivatives | R0430 | |||||||
upward shock on credit derivatives | R0440 | |||||||
Securitisation positions | R0450 | |||||||
▼M4 ————— | ||||||||
▼M4 | ||||||||
Senior STS securitisation | R0461 | |||||||
Non-senior STS securitisation | R0462 | |||||||
▼M1 | ||||||||
resecuritisations | R0480 | |||||||
▼M4 | ||||||||
Other securitisation | R0481 | |||||||
Transitional type 1 securitisation | R0482 | |||||||
Guaranteed STS securitisation | R0483 | |||||||
▼M1 | ||||||||
Market risk concentrations | R0500 | |||||||
▼M2 | ||||||||
Currency risk | R0600 | |||||||
▼M1 | ||||||||
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 |
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 | |
▼M4 ————— | ||
▼M4 | ||
Simplifications spread risk – bonds and loans | R0012 | |
Simplifications market risk concentration – simplifications used | R0014 | |
▼M1 | ||
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 | |||||||
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 | ||
Market risk — Basic information | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | |
Interest rate risk | R0100 | |||||||
interest rate down shock | R0110 | |||||||
interest rate up shock | R0120 | |||||||
Equity risk | R0200 | |||||||
type 1 equities | R0210 | |||||||
▼M4 | ||||||||
type 1 equity other than long-term | R0221 | |||||||
▼M1 | ||||||||
strategic participations (type 1 equities) | R0230 | |||||||
▼M4 | ||||||||
Long-term equity investments (type 1 equities) | R0231 | |||||||
▼M1 | ||||||||
duration-based (type 1 equities) | R0240 | |||||||
type 2 equities | R0250 | |||||||
▼M4 | ||||||||
type 2 equity other than long-term | R0261 | |||||||
▼M1 | ||||||||
strategic participations (type 2 equities) | R0270 | |||||||
▼M4 | ||||||||
Long-term equity investments (type 2 equities) | R0271 | |||||||
▼M1 | ||||||||
duration-based (type 2 equities) | R0280 | |||||||
▼M3 ————— | ||||||||
▼M3 | ||||||||
qualifying infrastructure corporate equities | R0291 | |||||||
▼M4 | ||||||||
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 | |||||||
▼M3 | ||||||||
qualifying infrastructure equities other than corporate | R0292 | |||||||
▼M4 | ||||||||
qualifying infrastructure equities other than corporate equities, other than strategic and long-term | R0296 | |||||||
strategic participations (qualifying infrastructure equities other than corporate equities) | R0297 | |||||||
Long-term equity investments (qualifying infrastructure equities other than corporate equities) | R0298 | |||||||
▼M1 | ||||||||
Property risk | R0300 | |||||||
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 | ||
Market risk — Basic information | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | |
Spread risk | R0400 | |||||||
bonds and loans | R0410 | |||||||
▼M3 ————— | ||||||||
▼M3 | ||||||||
loans and bonds (other than qualifying infrastructure investment and infrastructure corporate) | R0412 | |||||||
▼M3 | ||||||||
loans and bonds (qualifying infrastructure corporate investment) | R0414 | |||||||
loans and bonds (qualifying infrastructure investment other than infrastructure corporate) | R0413 | |||||||
▼M1 | ||||||||
credit derivatives | R0420 | |||||||
downward shock on credit derivatives | R0430 | |||||||
upward shock on credit derivatives | R0440 | |||||||
Securitisation positions | R0450 | |||||||
type 1 securitisations | R0460 | |||||||
▼M4 | ||||||||
Senior STS securitisation | R0461 | |||||||
Non-senior STS securitisation | R0462 | |||||||
▼M1 | ||||||||
type 2 securitisations | R0470 | |||||||
resecuritisations | R0480 | |||||||
▼M4 | ||||||||
Other securitisation | R0481 | |||||||
Transitional type 1 securitisation | R0482 | |||||||
Guaranteed STS securitisation | R0483 | |||||||
▼M1 | ||||||||
Market risk concentrations | R0500 | |||||||
▼M2 | ||||||||
Currency risk | R0600 | |||||||
▼M1 | ||||||||
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.26.02.01
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 | |
▼M4 | ||
Simplifications — NSLT lapse risk | R0051 | |
▼B | ||
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 expense | 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 |
Initial absolute values before shock | Absolute values after shock | |||||
Assets | Liabilities | Assets | Liabilities | Solvency capital requirement | ||
NSLT Health lapse risk | C0190 | C0200 | C0210 | C0220 | C0230 | |
NSLT health lapse risk | R1200 | |||||
Solvency capital requirement | ||
C0240 | ||
Diversification within NSLT health underwriting risk | R1300 | |
Total NSLT health underwriting risk | R1400 |
Net solvency capital requirement | Gross solvency capital requirement | ||
Health catastrophe risk | C0250 | C0260 | |
Mass accident risk | R1500 | ||
Accident concentration risk | R1510 | ||
Pandemic risk | R1520 | ||
Diversification within health catastrophe risk | R1530 | ||
Total health catastrophe risk | R1540 |
Net solvency capital requirement | Gross solvency capital requirement | ||
Total health underwriting risk | C0270 | C0280 | |
Diversification within health underwriting risk module | R1600 | ||
Total health underwriting risk | R1700 |
S.26.04.04
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 | |
▼M4 | ||
Simplifications — NSLT lapse risk | R0051 | |
▼B | ||
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 expense | 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 |
Initial absolute values before shock | Absolute values after shock | |||||
Assets | Liabilities | Assets | Liabilities | Solvency capital requirement | ||
NSLT Health lapse risk | C0190 | C0200 | C0210 | C0220 | C0230 | |
NSLT health lapse risk | R1200 | |||||
Solvency capital requirement | ||
C0240 | ||
Diversification within NSLT health underwriting risk | R1300 | |
Total NSLT health underwriting risk | R1400 |
Net solvency capital requirement | Gross solvency capital requirement | ||
Health catastrophe risk | C0250 | C0260 | |
Mass accident risk | R1500 | ||
Accident concentration risk | R1510 | ||
Pandemic risk | R1520 | ||
Diversification within health catastrophe risk | R1530 | ||
Total health catastrophe risk | R1540 |
Net solvency capital requirement | Gross solvency capital requirement | ||
Total health underwriting risk | C0270 | C0280 | |
Diversification within health underwriting risk module | R1600 | ||
Total health underwriting risk | R1700 |
SR.26.04.01
Solvency Capital Requirement — Health underwriting risk
Article 112 | Z0010 | |
Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
Fund/Portfolio number | Z0030 | |
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 | |
▼M4 | ||
Simplifications — NSLT lapse risk | R0051 | |
▼B | ||
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 expense | 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 |
Initial absolute values before shock | Absolute values after shock | |||||
Assets | Liabilities | Assets | Liabilities | Solvency capital requirement | ||
NSLT Health lapse risk | C0190 | C0200 | C0210 | C0220 | C0230 | |
NSLT health lapse risk | R1200 | |||||
Solvency capital requirement | ||
C0240 | ||
Diversification within NSLT health underwriting risk | R1300 | |
Total NSLT health underwriting risk | R1400 |
Net solvency capital requirement | Gross solvency capital requirement | ||
Health catastrophe risk | C0250 | C0260 | |
Mass accident risk | R1500 | ||
Accident concentration risk | R1510 | ||
Pandemic risk | R1520 | ||
Diversification within health catastrophe risk | R1530 | ||
Total health catastrophe risk | R1540 |
Net solvency capital requirement | Gross solvency capital requirement | ||
Total health underwriting risk | C0270 | C0280 | |
Diversification within health underwriting risk module | R1600 | ||
Total health underwriting risk | R1700 |
S.26.05.01
Solvency Capital Requirement — Non-Life underwriting risk
Article 112 | Z0010 | |
Simplifications used | C0010 | |
Captives simplifications — premium and reserve risk | R0010 | |
▼M4 | ||
Simplifications used – non-life lapse risk | R0011 | |
▼B | ||
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 | ||
Non-life premium and reserve Risk | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |
Motor vehicle liability | R0100 | ||||||||
Motor, other classes | R0110 | ||||||||
Marine, aviation, transport (MAT) | R0120 | ||||||||
Fire and other property damage | R0130 | ||||||||
Third-party liability | R0140 | ||||||||
Credit and suretyship | R0150 | ||||||||
Legal expenses | R0160 | ||||||||
Assistance | R0170 | ||||||||
Miscellaneous | R0180 | ||||||||
Non-proportional reinsurance — property | R0190 | ||||||||
Non-proportional reinsurance — casualty | R0200 | ||||||||
Non-proportional reinsurance — MAT | R0210 | ||||||||
Total Volume measure | R0220 | ||||||||
Combined standard deviation | R0230 | ||||||||
Solvency capital requirement | ||
C0100 | ||
Non-life premium and reserve risk | R0300 |
Initial absolute values before shock | Absolute values after shock | |||||
Assets | Liabilities | Assets | Liabilities | Solvency capital requirement | ||
Non-Life lapse risk | C0110 | C0120 | C0130 | C0140 | C0150 | |
Non-life lapse risk | R0400 | |||||
Solvency capital requirement | ||
Non-life catastrophe risk | C0160 | |
Non-life catastrophe risk | R0500 | |
Total non-life underwriting risk | ||
Diversification within non — life underwriting risk module | R0600 | |
Total non-life underwriting risk | R0700 |
S.26.05.04
Solvency Capital Requirement — Non-Life underwriting risk
Article 112 | Z0010 | |
Simplifications used | C0010 | |
Captives simplifications — premium and reserve risk | R0010 | |
▼M4 | ||
Simplifications used – non-life lapse risk | R0011 | |
▼B | ||
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 | ||
Non-life premium and reserve Risk | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |
Motor vehicle liability | R0100 | ||||||||
Motor, other classes | R0110 | ||||||||
Marine, aviation, transport (MAT) | R0120 | ||||||||
Fire and other property damage | R0130 | ||||||||
Third-party liability | R0140 | ||||||||
Credit and suretyship | R0150 | ||||||||
Legal expenses | R0160 | ||||||||
Assistance | R0170 | ||||||||
Miscellaneous | R0180 | ||||||||
Non-proportional reinsurance — property | R0190 | ||||||||
Non-proportional reinsurance — casualty | R0200 | ||||||||
Non-proportional reinsurance — MAT | R0210 | ||||||||
Total Volume measure | R0220 | ||||||||
Combined standard deviation | R0230 | ||||||||
Solvency capital requirement | ||
C0100 | ||
Non-life premium and reserve risk | R0300 |
Initial absolute values before shock | Absolute values after shock | |||||
Assets | Liabilities | Assets | Liabilities | Solvency capital requirement | ||
Non-Life lapse risk | C0110 | C0120 | C0130 | C0140 | C0150 | |
Non-life lapse risk | R0400 | |||||
Solvency capital requirement | ||
Non-life catastrophe risk | C0160 | |
Non-life catastrophe risk | R0500 | |
Total non-life underwriting risk | ||
Diversification within non — life underwriting risk module | R0600 | |
Total non-life underwriting risk | R0700 |
SR.26.05.01
Solvency Capital Requirement — Non-Life underwriting risk
Article 112 | Z0010 | |
Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
Fund/Portfolio number | Z0030 | |
Simplifications used | C0010 | |
Captives simplifications — premium and reserve risk | R0010 | |
▼M4 | ||
Simplifications used – non-life lapse risk | R0011 | |
▼B | ||
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 | ||
Non-life premium and reserve Risk | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |
Motor vehicle liability | R0100 | ||||||||
Motor, other classes | R0110 | ||||||||
Marine, aviation, transport (MAT) | R0120 | ||||||||
Fire and other property damage | R0130 | ||||||||
Third-party liability | R0140 | ||||||||
Credit and suretyship | R0150 | ||||||||
Legal expenses | R0160 | ||||||||
Assistance | R0170 | ||||||||
Miscellaneous | R0180 | ||||||||
Non-proportional reinsurance — property | R0190 | ||||||||
Non-proportional reinsurance — casualty | R0200 | ||||||||
Non-proportional reinsurance — MAT | R0210 | ||||||||
Total Volume measure | R0220 | ||||||||
Combined standard deviation | R0230 | ||||||||
Solvency capital requirement | ||
C0100 | ||
Non-life premium and reserve risk | R0300 |
Initial absolute values before shock | Absolute values after shock | |||||
Assets | Liabilities | Assets | Liabilities | Solvency capital requirement | ||
Non-Life lapse risk | C0110 | C0120 | C0130 | C0140 | C0150 | |
Non-life lapse risk | R0400 | |||||
Solvency capital requirement | ||
Non-life catastrophe risk | C0160 | |
Non-life catastrophe risk | R0500 | |
Total non-life underwriting risk | ||
Diversification within non — life underwriting risk module | R0600 | |
Total non-life underwriting risk | R0700 |
S.26.06.01
Solvency Capital Requirement — Operational risk
Article 112 | Z0010 | |
Capital requirement | ||
Operational risk — Information on technical provisions | C0020 | |
Life gross technical provisions (excluding risk margin) | R0100 | |
Life gross technical provisions unit-linked (excluding risk margin) | R0110 | |
Non-life gross technical provisions (excluding risk margin) | R0120 | |
Capital requirement for operational risk based on technical provisions | R0130 | |
Operational risk — Information on earned premiums | ||
Earned life gross premiums (previous 12 months) | R0200 | |
Earned life gross premiums unit-linked (previous 12 months) | R0210 | |
Earned non-life gross premiums (previous 12 months) | R0220 | |
Earned life gross premiums (12 months prior to the previous 12 months) | R0230 | |
Earned life gross premiums unit-linked (12 months prior to the previous 12 months) | R0240 | |
Earned non-life gross premiums (12 months prior to the previous 12 months) | R0250 | |
Capital requirement for operational risk based on earned premiums | R0260 | |
Operational risk — calculation of the SCR | ||
Capital requirement for operational risk charge before capping | R0300 | |
Percentage of Basic Solvency Capital Requirement | R0310 | |
Capital requirement for operational risk charge after capping | R0320 | |
Expenses incurred in respect of unit linked business (previous 12 months) | R0330 | |
Total capital requirement for operational risk | R0340 |
S.26.06.04
Solvency Capital Requirement — Operational risk
Article 112 | Z0010 | |
Capital requirement | ||
Operational risk — Information on technical provisions | C0020 | |
Life gross technical provisions (excluding risk margin) | R0100 | |
Life gross technical provisions unit-linked (excluding risk margin) | R0110 | |
Non-life gross technical provisions (excluding risk margin) | R0120 | |
Capital requirement for operational risk based on technical provisions | R0130 | |
Operational risk — Information on earned premiums | ||
Earned life gross premiums (previous 12 months) | R0200 | |
Earned life gross premiums unit-linked (previous 12 months) | R0210 | |
Earned non-life gross premiums (previous 12 months) | R0220 | |
Earned life gross premiums (12 months prior to the previous 12 months) | R0230 | |
Earned life gross premiums unit-linked (12 months prior to the previous 12 months) | R0240 | |
Earned non-life gross premiums (12 months prior to the previous 12 months) | R0250 | |
Capital requirement for operational risk based on earned premiums | R0260 | |
Operational risk — calculation of the SCR | ||
Capital requirement for operational risk charge before capping | R0300 | |
Percentage of Basic Solvency Capital Requirement | R0310 | |
Capital requirement for operational risk charge after capping | R0320 | |
Expenses incurred in respect of unit linked business (previous 12 months) | R0330 | |
Total capital requirement for operational risk | R0340 |
SR.26.06.01
Solvency Capital Requirement — Operational risk
Article 112 | Z0010 | |
Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
Fund/Portfolio number | Z0030 |
Capital requirement | ||
Operational risk — Information on technical provisions | C0020 | |
Life gross technical provisions (excluding risk margin) | R0100 | |
Life gross technical provisions unit-linked (excluding risk margin) | R0110 | |
Non-life gross technical provisions (excluding risk margin) | R0120 | |
Capital requirement for operational risk based on technical provisions | R0130 | |
Operational risk — Information on earned premiums | ||
Earned life gross premiums (previous 12 months) | R0200 | |
Earned life gross premiums unit-linked (previous 12 months) | R0210 | |
Earned non-life gross premiums (previous 12 months) | R0220 | |
Earned life gross premiums (12 months prior to the previous 12 months) | R0230 | |
Earned life gross premiums unit-linked (12 months prior to the previous 12 months) | R0240 | |
Earned non-life gross premiums (12 months prior to the previous 12 months) | R0250 | |
Capital requirement for operational risk based on earned premiums | R0260 | |
Operational risk — calculation of the SCR | ||
Capital requirement for operational risk charge before capping | R0300 | |
Percentage of Basic Solvency Capital Requirement | R0310 | |
Capital requirement for operational risk charge after capping | R0320 | |
Expenses incurred in respect of unit linked business (previous 12 months) | R0330 | |
Total capital requirement for operational risk | R0340 |
S.26.07.01
Solvency Capital Requirement — Simplifications
Article 112 | Z0010 | |
Currency for interest rate risk (captives) | Z0040 |
Market risk | Credit quality step | ||||||||
Spread risk (bonds and loans) (including captives) | 0 | 1 | 2 | 3 | 4 | 5 | 6 | No rating available | |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
Market value | R0010 | ||||||||
Modified duration | R0020 | ||||||||
C0090 | ||
Increase in unit-linked and index-linked technical provisions | R0030 |
Capital requirment | |||
Interest rate risk (captives) | Interest rate up | Interest rate down | |
C0100 | C0110 | ||
Currency | R0040 | ||
Capital at risk | Capital at risk t+1 | Surrender strain | Best Estimate | Average rate t+1 | Average rate t+2 | Modified duration | Average run off period | Termination rate | Payments | Average inflation rate | ||
Life underwriting risk | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | |
Mortality risk | R0100 | |||||||||||
Longevity risk | R0110 | |||||||||||
Disability-morbidity risk | R0120 | |||||||||||
Lapse risk | ||||||||||||
Lapse risk (up) | R0130 | |||||||||||
Lapse risk (down) | R0140 | |||||||||||
Life expense risk | R0150 | |||||||||||
Life catastrophe risk | R0160 | |||||||||||
Health underwriting risk | ||||||||||||
Health mortality risk | R0200 | |||||||||||
Health longevity risk | R0210 | |||||||||||
Health disability-morbidity risk (medical expense) | R0220 | |||||||||||
Health disability-morbidity risk (income protection) | R0230 | |||||||||||
Health SLT lapse risk | ||||||||||||
Lapse risk (up) | R0240 | |||||||||||
Lapse risk (down) | R0250 | |||||||||||
Health expense risk | R0260 |
Market risk — Market risk concentration
C0300 | ||
Debt portfolio share | R0300 |
NAT CAT simplifications
Chosen risk weight | Sum of exposure | ||
C0320 | C0330 | ||
Windstorm | R0400 | ||
Hail | R0410 | ||
Earthquake | R0420 | ||
Flood | R0430 | ||
Subsidence | R0440 |
S.26.07.04
Solvency Capital Requirement — Simplifications
Article 112 | Z0010 | |
Currency for interest rate risk (captives) | Z0040 |
Market risk | Credit quality step | ||||||||
Spread risk (bonds and loans) (including captives) | 0 | 1 | 2 | 3 | 4 | 5 | 6 | No rating available | |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
Market value | R0010 | ||||||||
Modified duration | R0020 | ||||||||
C0090 | ||
Increase in unit-linked and index-linked technical provisions | R0030 |
Capital requirment | |||
Interest rate risk (captives) | Interest rate up | Interest rate down | |
C0100 | C0110 | ||
Currency 1 | R0040 | ||
Capital at risk | Capital at risk t+1 | Surrender strain | Best Estimate | Average rate t+1 | Average rate t+2 | Modified duration | Average run off period | Termination rate | Payments | Average inflation rate | ||
Life underwriting risk | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | |
Mortality risk | R0100 | |||||||||||
Longevity risk | R0110 | |||||||||||
Disability-morbidity risk | R0120 | |||||||||||
Lapse risk | ||||||||||||
Lapse risk (up) | R0130 | |||||||||||
Lapse risk (down) | R0140 | |||||||||||
Life expense risk | R0150 | |||||||||||
Life catastrophe risk | R0160 | |||||||||||
Health underwriting risk | ||||||||||||
Health mortality risk | R0200 | |||||||||||
Health longevity risk | R0210 | |||||||||||
Health disability-morbidity risk (medical expense) | R0220 | |||||||||||
Health disability-morbidity risk (income protection) | R0230 | |||||||||||
Health SLT lapse risk | ||||||||||||
Lapse risk (up) | R0240 | |||||||||||
Lapse risk (down) | R0250 | |||||||||||
Health expense risk | R0260 |
Market risk — Market risk concentration
C0300 | ||
Debt portfolio share | R0300 |
NAT CAT simplifications
Chosen risk weight | Sum of exposure | ||
C0320 | C0330 | ||
Windstorm | R0400 | ||
Hail | R0410 | ||
Earthquake | R0420 | ||
Flood | R0430 | ||
Subsidence | R0440 |
SR.26.07.01
Solvency Capital Requirement — Simplifications
Article 112 | Z0010 | |
Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
Fund/Portfolio number | Z0030 | |
Currency for interest rate risk (captives) | Z0040 |
Market risk | Credit quality step | ||||||||
Spread risk (bonds and loans) (including captives) | 0 | 1 | 2 | 3 | 4 | 5 | 6 | No rating available | |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
Market value | R0010 | ||||||||
Modified duration | R0020 | ||||||||
C0090 | ||
Increase in unit-linked and index-linked technical provisions | R0030 |
Capital requirment | |||
Interest rate risk (captives) | Interest rate up | Interest rate down | |
C0100 | C0110 | ||
Currency | R0040 | ||
Capital at risk | Capital at risk t+1 | Surrender strain | Best Estimate | Average rate t+1 | Average rate t+2 | Modified duration | Average run off period | Termination rate | Payments | Average inflation rate | ||
Life underwriting risk | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | |
Mortality risk | R0100 | |||||||||||
Longevity risk | R0110 | |||||||||||
Disability-morbidity risk | R0120 | |||||||||||
Lapse risk | ||||||||||||
Lapse risk (up) | R0130 | |||||||||||
Lapse risk (down) | R0140 | |||||||||||
Life expense risk | R0150 | |||||||||||
Life catastrophe risk | R0160 | |||||||||||
Health underwriting risk | ||||||||||||
Health mortality risk | R0200 | |||||||||||
Health longevity risk | R0210 | |||||||||||
Health disability-morbidity risk (medical expense) | R0220 | |||||||||||
Health disability-morbidity risk (income protection) | R0230 | |||||||||||
Health SLT lapse risk | ||||||||||||
Lapse risk (up) | R0240 | |||||||||||
Lapse risk (down) | R0250 | |||||||||||
Health expense risk | R0260 |
Market risk — Market risk concentration
C0300 | ||
Debt portfolio share | R0300 |
NAT CAT simplifications
Chosen risk weight | Sum of exposure | ||
C0320 | C0330 | ||
Windstorm | R0400 | ||
Hail | R0410 | ||
Earthquake | R0420 | ||
Flood | R0430 | ||
Subsidence | R0440 |
S.27.01.01
Solvency Capital Requirement — Non-life and Health catastrophe risk
Simplifications used
Simplifications used | ||
C0001 | ||
Simplifications used – fire risk | R0001 | |
Simplifications used – natural catastrophe risk | R0002 |
Non-life and Health catastrophe risk — Summary | SCR before risk mitigation | Total risk mitigation | SCR after risk mitigation | |
C0010 | C0020 | C0030 | ||
Non-life catastrophe risk — Summary | ||||
Natural catastrophe risk | R0010 | |||
Windstorm | R0020 | |||
Earthquake | R0030 | |||
Flood | R0040 | |||
Hail | R0050 | |||
Subsidence | R0060 | |||
Diversification between perils | R0070 | |||
Catastrophe risk non-proportional property reinsurance | R0080 | |||
Man-made catastrophe risk | R0090 | |||
Motor vehicle liability | R0100 | |||
Marine | R0110 | |||
Aviation | R0120 | |||
Fire | R0130 | |||
Liability | R0140 | |||
Credit & Suretyship | R0150 | |||
Diversification between perils | R0160 | |||
Other non-life catastrophe risk | R0170 | |||
Diversification between perils | R0180 | |||
Total Non-life catastrophe risk before diversification | R0190 | |||
Diversification between sub-modules | R0200 | |||
Total Non-life catastrophe risk after diversification | R0210 | |||
Health catastrophe risk — Summary | ||||
Health catastrophe risk | R0300 | |||
Mass accident | R0310 | |||
Accident concentration | R0320 | |||
Pandemic | R0330 | |||
Diversification between sub-modules | R0340 |
Natural Catastrophe risk — Windstorm | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |||
Republic of Austria | R0400 | |||||||
Kingdom of Belgium | R0410 | |||||||
Czech Republic | R0420 | |||||||
Swiss Confederation; Principality of Lichtenstein | R0430 | |||||||
Kingdom of Denmark | R0440 | |||||||
▼M4 | ||||||||
Republic of Slovenia | R0441 | |||||||
▼B | ||||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0450 | |||||||
Federal Republic of Germany | R0460 | |||||||
▼M4 | ||||||||
Republic of Hungary | R0461 | |||||||
▼B | ||||||||
Republic of Iceland | R0470 | |||||||
Ireland | R0480 | |||||||
Grand Duchy of Luxemburg | R0490 | |||||||
Kingdom of the Netherlands | R0500 | |||||||
Kingdom of Norway | R0510 | |||||||
Republic of Poland | R0520 | |||||||
▼M4 | ||||||||
Republic of Finland | R0521 | |||||||
▼B | ||||||||
Kingdom of Spain | R0530 | |||||||
Kingdom of Sweden | R0540 | |||||||
United Kingdom of Great Britain and Northern Ireland | R0550 | |||||||
Guadeloupe | R0560 | |||||||
Martinique | R0570 | |||||||
Collectivity of Saint Martin | R0580 | |||||||
Réunion | R0590 | |||||||
►M1 Total Windstorm specified Regions before diversification ◄ | R0600 | |||||||
Northern Europe | R0610 | |||||||
Western Europe | R0620 | |||||||
Eastern Europe | R0630 | |||||||
Southern Europe | R0640 | |||||||
Central and Western Asia | R0650 | |||||||
Eastern Asia | R0660 | |||||||
South and South-Eastern Asia | R0670 | |||||||
Oceania | R0680 | |||||||
Northern Africa | R0690 | |||||||
Southern Africa | R0700 | |||||||
Northern America excluding the United States of America | R0710 | |||||||
Natural Catastrophe risk — Windstorm | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0100 | C0110 | C0120 | ||
Republic of Austria | R0400 | |||
Kingdom of Belgium | R0410 | |||
Czech Republic | R0420 | |||
Swiss Confederation; Principality of Lichtenstein | R0430 | |||
Kingdom of Denmark | R0440 | |||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0450 | |||
Federal Republic of Germany | R0460 | |||
Republic of Iceland | R0470 | |||
Ireland | R0480 | |||
Grand Duchy of Luxemburg | R0490 | |||
Kingdom of the Netherlands | R0500 | |||
Kingdom of Norway | R0510 | |||
Republic of Poland | R0520 | |||
Kingdom of Spain | R0530 | |||
Kingdom of Sweden | R0540 | |||
United Kingdom of Great Britain and Northern Ireland | R0550 | |||
Guadeloupe | R0560 | |||
Martinique | R0570 | |||
Collectivity of Saint Martin | R0580 | |||
Réunion | R0590 | |||
►M1 Total Windstorm specified Regions before diversification ◄ | R0600 | |||
Northern Europe | R0610 | |||
Western Europe | R0620 | |||
Eastern Europe | R0630 | |||
Southern Europe | R0640 | |||
Central and Western Asia | R0650 | |||
Eastern Asia | R0660 | |||
South and South-Eastern Asia | R0670 | |||
Oceania | R0680 | |||
Northern Africa | R0690 | |||
Southern Africa | R0700 | |||
Northern America excluding the United States of America | R0710 |
Natural Catastrophe risk — Windstorm | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |||
Caribbean and Central America | R0720 | |||||||
Eastern South America | R0730 | |||||||
Northern, southern and western South America | R0740 | |||||||
North-east United States of America | R0750 | |||||||
South-east United States of America | R0760 | |||||||
Mid-west United States of America | R0770 | |||||||
Western United States of America | R0780 | |||||||
Total Windstorm Other Regions before diversifications | R0790 | |||||||
Total Windstorm all Regions before diversification | R0800 | |||||||
Diversification effect between regions | R0810 | |||||||
Total Windstorm after diversification | R0820 |
Natural Catastrophe risk — Windstorm | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0100 | C0110 | C0120 | ||
Caribbean and Central America | R0720 | |||
Eastern South America | R0730 | |||
Northern, southern and western South America | R0740 | |||
North-east United States of America | R0750 | |||
South-east United States of America | R0760 | |||
Mid-west United States of America | R0770 | |||
Western United States of America | R0780 | |||
Total Windstorm Other Regions before diversifications | R0790 | |||
Total Windstorm all Regions before diversification | R0800 | |||
Diversification effect between regions | R0810 | |||
Total Windstorm after diversification | R0820 |
Natural Catastrophe risk — Earthquake | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | (cont.) | |
C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | |||
Republic of Austria | R0830 | |||||||
Kingdom of Belgium | R0840 | |||||||
Republic of Bulgaria | R0850 | |||||||
Republic of Croatia | R0860 | |||||||
Republic of Cyprus | R0870 | |||||||
Czech Republic | R0880 | |||||||
Swiss Confederation; Principality of Lichtenstein | R0890 | |||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0900 | |||||||
Federal Republic of Germany | R0910 | |||||||
Hellenic Republic | R0920 | |||||||
Republic of Hungary | R0930 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R0940 | |||||||
Republic of Malta | R0950 | |||||||
Portuguese Republic | R0960 | |||||||
Romania | R0970 | |||||||
Slovak Republic | R0980 | |||||||
Republic of Slovenia | R0990 | |||||||
Guadeloupe | R1000 | |||||||
Martinique | R1010 | |||||||
Collectivity of Saint Martin | R1020 | |||||||
►M1 Total Earthquake specified Regions before diversification ◄ | R1030 | |||||||
Northern Europe | R1040 | |||||||
Western Europe | R1050 | |||||||
Eastern Europe | R1060 | |||||||
Southern Europe | R1070 | |||||||
Central and Western Asia | R1080 | |||||||
Eastern Asia | R1090 | |||||||
South and South-Eastern Asia | R1100 | |||||||
Oceania | R1110 | |||||||
Northern Africa | R1120 | |||||||
Southern Africa | R1130 | |||||||
Northern America excluding the United States of America | R1140 |
Natural Catastrophe risk — Earthquake | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0190 | C0200 | ||
Republic of Austria | R0830 | ||
Kingdom of Belgium | R0840 | ||
Republic of Bulgaria | R0850 | ||
Republic of Croatia | R0860 | ||
Republic of Cyprus | R0870 | ||
Czech Republic | R0880 | ||
Swiss Confederation; Principality of Lichtenstein | R0890 | ||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0900 | ||
Federal Republic of Germany | R0910 | ||
Hellenic Republic | R0920 | ||
Republic of Hungary | R0930 | ||
Italian Republic; Republic of San Marino; Vatican City State | R0940 | ||
Republic of Malta | R0950 | ||
Portuguese Republic | R0960 | ||
Romania | R0970 | ||
Slovak Republic | R0980 | ||
Republic of Slovenia | R0990 | ||
Guadeloupe | R1000 | ||
Martinique | R1010 | ||
Collectivity of Saint Martin | R1020 | ||
►M1 Total Earthquake specified Regions before diversification ◄ | R1030 | ||
Northern Europe | R1040 | ||
Western Europe | R1050 | ||
Eastern Europe | R1060 | ||
Southern Europe | R1070 | ||
Central and Western Asia | R1080 | ||
Eastern Asia | R1090 | ||
South and South-Eastern Asia | R1100 | ||
Oceania | R1110 | ||
Northern Africa | R1120 | ||
Southern Africa | R1130 | ||
Northern America excluding the United States of America | R1140 |
Natural Catastrophe risk — Earthquake | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | (cont.) | |
C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | |||
Caribbean and Central America | R1150 | |||||||
Eastern South America | R1160 | |||||||
Northern, southern and western South America | R1170 | |||||||
North-east United States of America | R1180 | |||||||
South-east United States of America | R1190 | |||||||
Mid-west United States of America | R1200 | |||||||
Western United States of America | R1210 | |||||||
Total Earthquake Other Regions before diversifications | R1220 | |||||||
Total Earthquake all Regions before diversification | R1230 | |||||||
Diversification effect between regions | R1240 | |||||||
Total Earthquake after diversification | R1250 |
Natural Catastrophe risk — Earthquake | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0190 | C0200 | ||
Caribbean and Central America | R1150 | ||
Eastern South America | R1160 | ||
Northern, southern and western South America | R1170 | ||
North-east United States of America | R1180 | ||
South-east United States of America | R1190 | ||
Mid-west United States of America | R1200 | ||
Western United States of America | R1210 | ||
Total Earthquake Other Regions before diversifications | R1220 | ||
Total Earthquake all Regions before diversification | R1230 | ||
Diversification effect between regions | R1240 | ||
Total Earthquake after diversification | R1250 |
Natural Catastrophe risk — Flood | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | |||
Republic of Austria | R1260 | |||||||
Kingdom of Belgium | R1270 | |||||||
Republic of Bulgaria | R1280 | |||||||
Czech Republic | R1290 | |||||||
Swiss Confederation; Principality of Lichtenstein | R1300 | |||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1310 | |||||||
Federal Republic of Germany | R1320 | |||||||
Republic of Hungary | R1330 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R1340 | |||||||
Republic of Poland | R1350 | |||||||
Romania | R1360 | |||||||
Slovak Republic | R1370 | |||||||
Republic of Slovenia | R1380 | |||||||
United Kingdom of Great Britain and Northern Ireland | R1390 | |||||||
►M1 Total Flood specified Regions before diversification ◄ | R1400 | |||||||
Northern Europe | R1410 | |||||||
Western Europe | R1420 | |||||||
Eastern Europe | R1430 | |||||||
Southern Europe | R1440 | |||||||
Central and Western Asia | R1450 | |||||||
Eastern Asia | R1460 | |||||||
South and South-Eastern Asia | R1470 | |||||||
Oceania | R1480 | |||||||
Northern Africa | R1490 | |||||||
Southern Africa | R1500 | |||||||
Northern America excluding the United States of America | R1510 | |||||||
Caribbean and Central America | R1520 | |||||||
Eastern South America | R1530 | |||||||
Northern, southern and western South America | R1540 | |||||||
North-east United States of America | R1550 | |||||||
South-east United States of America | R1560 | |||||||
Mid-west United States of America | R1570 |
Natural Catastrophe risk — Flood | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0270 | C0280 | C0290 | ||
Republic of Austria | R1260 | |||
Kingdom of Belgium | R1270 | |||
Republic of Bulgaria | R1280 | |||
Czech Republic | R1290 | |||
Swiss Confederation; Principality of Lichtenstein | R1300 | |||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1310 | |||
Federal Republic of Germany | R1320 | |||
Republic of Hungary | R1330 | |||
Italian Republic; Republic of San Marino; Vatican City State | R1340 | |||
Republic of Poland | R1350 | |||
Romania | R1360 | |||
Slovak Republic | R1370 | |||
Republic of Slovenia | R1380 | |||
United Kingdom of Great Britain and Northern Ireland | R1390 | |||
►M1 Total Flood specified Regions before diversification ◄ | R1400 | |||
Northern Europe | R1410 | |||
Western Europe | R1420 | |||
Eastern Europe | R1430 | |||
Southern Europe | R1440 | |||
Central and Western Asia | R1450 | |||
Eastern Asia | R1460 | |||
South and South-Eastern Asia | R1470 | |||
Oceania | R1480 | |||
Northern Africa | R1490 | |||
Southern Africa | R1500 | |||
Northern America excluding the United States of America | R1510 | |||
Caribbean and Central America | R1520 | |||
Eastern South America | R1530 | |||
Northern, southern and western South America | R1540 | |||
North-east United States of America | R1550 | |||
South-east United States of America | R1560 | |||
Mid-west United States of America | R1570 |
Natural Catastrophe risk — Flood | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | |||
Western United States of America | R1580 | |||||||
Total Flood Other Regions before diversifications | R1590 | |||||||
Total Flood all Regions before diversification | R1600 | |||||||
Diversification effect between regions | R1610 | |||||||
Total Flood after diversification | R1620 |
Natural Catastrophe risk — Flood | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0270 | C0280 | C0290 | ||
Western United States of America | R1580 | |||
Total Flood Other Regions before diversifications | R1590 | |||
Total Flood all Regions before diversification | R1600 | |||
Diversification effect between regions | R1610 | |||
Total Flood after diversification | R1620 |
Natural Catastrophe risk — Hail | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0300 | C0310 | C0320 | C0330 | C0340 | C0350 | |||
Republic of Austria | R1630 | |||||||
Kingdom of Belgium | R1640 | |||||||
▼M4 | ||||||||
Czech Republic | R1641 | |||||||
▼B | ||||||||
Swiss Confederation; Principality of Lichtenstein | R1650 | |||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1660 | |||||||
Federal Republic of Germany | R1670 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R1680 | |||||||
Grand Duchy of Luxemburg | R1690 | |||||||
Kingdom of the Netherlands | R1700 | |||||||
▼M4 | ||||||||
Republic of Slovenia | R1701 | |||||||
▼B | ||||||||
Kingdom of Spain | R1710 | |||||||
►M1 Total Hail specified Regions before diversification ◄ | R1720 | |||||||
Northern Europe | R1730 | |||||||
Western Europe | R1740 | |||||||
Eastern Europe | R1750 | |||||||
Southern Europe | R1760 | |||||||
Central and Western Asia | R1770 | |||||||
Eastern Asia | R1780 | |||||||
South and South-Eastern Asia | R1790 | |||||||
Oceania | R1800 | |||||||
Northern Africa | R1810 | |||||||
Southern Africa | R1820 | |||||||
Northern America excluding the United States of America | R1830 | |||||||
Caribbean and Central America | R1840 | |||||||
Eastern South America | R1850 | |||||||
Northern, southern and western South America | R1860 | |||||||
North-east United States of America | R1870 | |||||||
South-east United States of America | R1880 | |||||||
Mid-west United States of America | R1890 | |||||||
Western United States of America | R1900 | |||||||
Total Hail Other Regions before diversifications | R1910 | |||||||
Total Hail all Regions before diversification | R1920 | |||||||
Diversification effect between regions | R1930 | |||||||
Total Hail after diversification | R1940 | |||||||
Natural Catastrophe risk — Hail | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0360 | C0370 | C0380 | ||
Republic of Austria | R1630 | |||
Kingdom of Belgium | R1640 | |||
Swiss Confederation; Principality of Lichtenstein | R1650 | |||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1660 | |||
Federal Republic of Germany | R1670 | |||
Italian Republic; Republic of San Marino; Vatican City State | R1680 | |||
Grand Duchy of Luxemburg | R1690 | |||
Kingdom of the Netherlands | R1700 | |||
Kingdom of Spain | R1710 | |||
►M1 Total Hail specified Regions before diversification ◄ | R1720 | |||
Northern Europe | R1730 | |||
Western Europe | R1740 | |||
Eastern Europe | R1750 | |||
Southern Europe | R1760 | |||
Central and Western Asia | R1770 | |||
Eastern Asia | R1780 | |||
South and South-Eastern Asia | R1790 | |||
Oceania | R1800 | |||
Northern Africa | R1810 | |||
Southern Africa | R1820 | |||
Northern America excluding the United States of America | R1830 | |||
Caribbean and Central America | R1840 | |||
Eastern South America | R1850 | |||
Northern, southern and western South America | R1860 | |||
North-east United States of America | R1870 | |||
South-east United States of America | R1880 | |||
Mid-west United States of America | R1890 | |||
Western United States of America | R1900 | |||
Total Hail Other Regions before diversifications | R1910 | |||
Total Hail all Regions before diversification | R1920 | |||
Diversification effect between regions | R1930 | |||
Total Hail after diversification | R1940 |
Natural Catastrophe risk -Subsidence | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | |
C0390 | C0400 | C0410 | C0420 | C0430 | C0440 | ||
Total Subsidence before diversification | R1950 | ||||||
Diversification effect between zones | R1960 | ||||||
Total Subsidence after diversification | R1970 |
Natural Catastrophe risk -Subsidence | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0450 | C0460 | ||
Total Subsidence before diversification | R1950 | ||
Diversification effect between zones | R1960 | ||
Total Subsidence after diversification | R1970 |
Catastrophe risk — Non-proportional property reinsurance | Estimation of the premiums to be earned | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0470 | C0480 | C0490 | C0500 | C0510 | ||
Non-proportional property reinsurance | R2000 |
Man made catastrophe risk — Motor Vehicle Liability | Number of vehicles policy limit above 24M€ | Number of vehicles policy limit below or equal to 24M€ | Catastrophe Risk Charge Motor Vehicle Liability before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Motor Vehicle Liability after risk mitigation | |
C0520 | C0530 | C0540 | C0550 | C0560 | C0570 | ||
Motor Vehicle Liability | R2100 |
Man made catastrophe risk — Marine Tanker Collision | Catastrophe Risk Charge Share marine hull in tanker t before risk mitigation | Catastrophe Risk Charge Share marine liability in tanker t before risk mitigation | Catastrophe Risk Charge Share marine oil pollution liability in tanker t before risk mitigation | Catastrophe Risk Charge Marine Tanker Collision before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | (cont.) | |
C0580 | C0590 | C0600 | C0610 | C0620 | C0630 | |||
Marine Tanker Collision | R2200 |
Man made catastrophe risk — Marine Tanker Collision | Catastrophe Risk Charge Marine Tanker Collision after risk mitigation | Name vessel | |
C0640 | C0650 | ||
Marine Tanker Collision | R2200 |
Man made catastrophe risk — Marine Platform Explosion | Catastrophe Risk Charge Property damage before risk mitigation | Catastrophe Risk Charge Removal of wreckage before risk mitigation | Catastrophe Risk Charge Loss of production income before risk mitigation | Catastrophe Risk Charge Capping of the well or making the well secure before risk mitigation | Catastrophe Risk Charge Liability insurance and reinsurance obligations before risk mitigation | Catastrophe Risk Charge Marine Platform Explosion before risk mitigation | (cont.) | |
C0660 | C0670 | C0680 | C0690 | C0700 | C0710 | |||
Marine Platform Explosion | R2300 |
Man made catastrophe risk — Marine Platform Explosion | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Marine Platform Explosion after risk mitigation | Name platform | |
C0720 | C0730 | C0740 | C0750 | ||
Marine Platform Explosion | R2300 |
Man made catastrophe risk — Marine | Catastrophe Risk Charge Marine before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Marine after risk mitigation | |
C0760 | C0770 | C0780 | ||
Total before diversification | R2400 | |||
Diversification between type of event | R2410 | |||
▼M1 | ||||
Total after diversification | R2420 | |||
Number of vessels
Number | ||
C0781 | ||
Number of vessels below the threshold of EUR 250k | R2421 |
Man made catastrophe risk — Aviation | Catastrophe risk Charge Aviation hull before risk mitigation | Catastrophe risk Charge Aviation liability before risk mitigation | Catastrophe Risk Charge Aviation before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Aviation after risk mitigation | |
C0790 | C0800 | C0810 | C0820 | C0830 | C0840 | ||
Gross Catastrophe Risk Charge Aviation | R2500 |
Man made catastrophe risk — Fire | Catastrophe Risk Charge Fire before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Fire after risk mitigation | |
C0850 | C0860 | C0870 | C0880 | ||
Fire | R2600 |
Man made catastrophe risk — Liability | Earned premium following 12 months | Largest liability limit provided | Number of claims | Catastrophe Risk Charge Liability before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Liability after risk mitigation | |
C0890 | C0900 | C0910 | C0920 | C0930 | C0940 | C0950 | ||
Professional malpractice liability | R2700 | |||||||
Employers liability | R2710 | |||||||
Directors and officers liability | R2720 | |||||||
Other liability | R2730 | |||||||
Non-proportional reinsurance | R2740 | |||||||
Total | R2750 |
Man made catastrophe risk — Liability | Catastrophe Risk Charge Liability before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Liability after risk mitigation | |
C0960 | C0970 | C0980 | ||
Total before diversification | R2800 | |||
Diversification between type of cover | R2810 | |||
▼M1 | ||||
Total after diversification | R2820 | |||
▼B | ||||
Man made catastrophe risk — Credit & Suretyship — Large Credit Default | Exposure (individual or group) | Proportion of damage caused by scenario | Catastrophe Risk Charge Credit & Surety before risk mitigation — Large Credit Default | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Credit & Surety after risk mitigation — Large Credit Default | |
C0990 | C1000 | C1010 | C1020 | C1030 | C1040 | ||
Largest exposure 1 | R2900 | ||||||
Largest exposure 2 | R2910 | ||||||
Total | R2920 |
Man made catastrophe risk — Credit & Suretyship — Recession Risk | Earned premium following 12 months | Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Recession Risk | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Recession Risk | |
C1050 | C1060 | C1070 | C1080 | C1090 | ||
Total | R3000 |
Man made catastrophe risk — Credit & Suretyship | Catastrophe Risk Charge Credit & Suretyship before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Credit & Suretyship after risk mitigation | |
C1100 | C1110 | C1120 | ||
Total before diversification | R3100 | |||
Diversification between type of event | R3110 | |||
▼M1 | ||||
Total after diversification | R3120 | |||
▼B | ||||
Other non-life catastrophe risk | Estimation of the gross premiums to be earned | Catastrophe Risk Charge Other non-life catastrophe risk before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Other non-life catastrophe risk after risk mitigation | |
C1130 | C1140 | C1150 | C1160 | ||
MAT other than Marine and Aviation | R3200 | ||||
Non-proportional MAT reinsurance other than Marine and Aviation | R3210 | ||||
Miscellaneous financial loss | R3220 | ||||
Non-proportional Casualty reinsurance other than General liability | R3230 | ||||
Non-proportional Credit & Surety reinsurance | R3240 | ||||
Total before diversification | R3250 | ||||
▼M1 | |||||
Diversification between groups of obligations | R3260 | ||||
Total after diversification | R3270 | ||||
▼B | |||||
Accidental death | Permanent disability | ►M4 ◄ | ||||||
Health Catastrophe risk — Mass accident | # Policyholders | Total value of benefits payable | # Policyholders | Total value of benefits payable | ►M4 ◄ | ►M4 ◄ | (cont.) | |
C1170 | C1180 | C1190 | C1200 | ►M4 ◄ | ►M4 ◄ | |||
Republic of Austria | R3300 | |||||||
Kingdom of Belgium | R3310 | |||||||
Republic of Bulgaria | R3320 | |||||||
Republic of Croatia | R3330 | |||||||
Republic of Cyprus | R3340 | |||||||
Czech Republic | R3350 | |||||||
Kingdom of Denmark | R3360 | |||||||
Republic of Estonia | R3370 | |||||||
Republic of Finland | R3380 | |||||||
French Republic; Principality of Monaco; Principality of Andorra | R3390 | |||||||
Hellenic Republic | R3400 | |||||||
Federal Republic of Germany | R3410 | |||||||
Republic of Hungary | R3420 | |||||||
Republic of Iceland | R3430 | |||||||
Ireland | R3440 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R3450 | |||||||
Republic of Latvia | R3460 | |||||||
Republic of Lithuania | R3470 | |||||||
Grand Duchy of Luxemburg | R3480 | |||||||
Republic of Malta | R3490 | |||||||
Kingdom of the Netherlands | R3500 | |||||||
Kingdom of Norway | R3510 | |||||||
Republic of Poland | R3520 | |||||||
Portuguese Republic | R3530 | |||||||
Romania | R3540 | |||||||
Slovak Republic | R3550 | |||||||
Republic of Slovenia | R3560 | |||||||
Kingdom of Spain | R3570 | |||||||
Kingdom of Sweden | R3580 | |||||||
Swiss Confederation | R3590 | |||||||
United Kingdom of Great Britain and Northern Ireland | R3600 | |||||||
Total Mass accident all countries before diversification | R3610 | |||||||
Diversification effect between countries | R3620 | |||||||
Total Mass accident all countries after diversification | R3630 | |||||||
Disability 12 months | Medical treatment | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | |||||
Health Catastrophe risk — Mass accident | # Policyholders | Total value of benefits payable | # Policyholders | Total value of benefits payable | (cont.) | |||
C1230 | C1240 | C1250 | C1260 | C1270 | C1280 | |||
Republic of Austria | R3300 | |||||||
Kingdom of Belgium | R3310 | |||||||
Republic of Bulgaria | R3320 | |||||||
Republic of Croatia | R3330 | |||||||
Republic of Cyprus | R3340 | |||||||
Czech Republic | R3350 | |||||||
Kingdom of Denmark | R3360 | |||||||
Republic of Estonia | R3370 | |||||||
Republic of Finland | R3380 | |||||||
French Republic; Principality of Monaco; Principality of Andorra | R3390 | |||||||
Hellenic Republic | R3400 | |||||||
Federal Republic of Germany | R3410 | |||||||
Republic of Hungary | R3420 | |||||||
Republic of Iceland | R3430 | |||||||
Ireland | R3440 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R3450 | |||||||
Republic of Latvia | R3460 | |||||||
Republic of Lithuania | R3470 | |||||||
Grand Duchy of Luxemburg | R3480 | |||||||
Republic of Malta | R3490 | |||||||
Kingdom of the Netherlands | R3500 | |||||||
Kingdom of Norway | R3510 | |||||||
Republic of Poland | R3520 | |||||||
Portuguese Republic | R3530 | |||||||
Romania | R3540 | |||||||
Slovak Republic | R3550 | |||||||
Republic of Slovenia | R3560 | |||||||
Kingdom of Spain | R3570 | |||||||
Kingdom of Sweden | R3580 | |||||||
Swiss Confederation | R3590 | |||||||
United Kingdom of Great Britain and Northern Ireland | R3600 | |||||||
Total Mass accident all countries before diversification | R3610 | |||||||
Diversification effect between countries | R3620 | |||||||
Total Mass accident all countries after diversification | R3630 | |||||||
Health Catastrophe risk — Mass accident | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1290 | C1300 | ||
Republic of Austria | R3300 | ||
Kingdom of Belgium | R3310 | ||
Republic of Bulgaria | R3320 | ||
Republic of Croatia | R3330 | ||
Republic of Cyprus | R3340 | ||
Czech Republic | R3350 | ||
Kingdom of Denmark | R3360 | ||
Republic of Estonia | R3370 | ||
Republic of Finland | R3380 | ||
French Republic; Principality of Monaco; Principality of Andorra | R3390 | ||
Hellenic Republic | R3400 | ||
Federal Republic of Germany | R3410 | ||
Republic of Hungary | R3420 | ||
Republic of Iceland | R3430 | ||
Ireland | R3440 | ||
Italian Republic; Republic of San Marino; Vatican City State | R3450 | ||
Republic of Latvia | R3460 | ||
Republic of Lithuania | R3470 | ||
Grand Duchy of Luxemburg | R3480 | ||
Republic of Malta | R3490 | ||
Kingdom of the Netherlands | R3500 | ||
Kingdom of Norway | R3510 | ||
Republic of Poland | R3520 | ||
Portuguese Republic | R3530 | ||
Romania | R3540 | ||
Slovak Republic | R3550 | ||
Republic of Slovenia | R3560 | ||
Kingdom of Spain | R3570 | ||
Kingdom of Sweden | R3580 | ||
Swiss Confederation | R3590 | ||
United Kingdom of Great Britain and Northern Ireland | R3600 | ||
Total Mass accident all countries before diversification | R3610 | ||
Diversification effect between countries | R3620 | ||
Total Mass accident all countries after diversification | R3630 |
Health Catastrophe risk — Concentration accident | Largest known accident risk concentration | Accidental death | Permanent disability | ►M4 ◄ | Disability 12 months | Medical treatment | ||
Average sum insured | Average sum insured | ►M4 ◄ | Average sum insured | Average sum insured | (cont.) | |||
C1310 | C1320 | C1330 | ►M4 ◄ | C1350 | C1360 | |||
Republic of Austria | R3700 | |||||||
Kingdom of Belgium | R3710 | |||||||
Republic of Bulgaria | R3720 | |||||||
Republic of Croatia | R3730 | |||||||
Republic of Cyprus | R3740 | |||||||
Czech Republic | R3750 | |||||||
Kingdom of Denmark | R3760 | |||||||
Republic of Estonia | R3770 | |||||||
Republic of Finland | R3780 | |||||||
French Republic | R3790 | |||||||
Hellenic Republic | R3800 | |||||||
Federal Republic of Germany | R3810 | |||||||
Republic of Hungary | R3820 | |||||||
Republic of Iceland | R3830 | |||||||
Ireland | R3840 | |||||||
Italian Republic | R3850 | |||||||
Republic of Latvia | R3860 | |||||||
Republic of Lithuania | R3870 | |||||||
Grand Duchy of Luxemburg | R3880 | |||||||
Republic of Malta | R3890 | |||||||
Kingdom of the Netherlands | R3900 | |||||||
Kingdom of Norway | R3910 | |||||||
Republic of Poland | R3920 | |||||||
Portuguese Republic | R3930 | |||||||
Romania | R3940 | |||||||
Slovak Republic | R3950 | |||||||
Republic of Slovenia | R3960 | |||||||
Kingdom of Spain | R3970 | |||||||
Kingdom of Sweden | R3980 | |||||||
Swiss Confederation | R3990 | |||||||
United Kingdom of Great Britain and Northern Ireland | R4000 |
Health Catastrophe risk — Concentration accident | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1370 | C1380 | C1390 | C1400 | ||
Republic of Austria | R3700 | ||||
Kingdom of Belgium | R3710 | ||||
Republic of Bulgaria | R3720 | ||||
Republic of Croatia | R3730 | ||||
Republic of Cyprus | R3740 | ||||
Czech Republic | R3750 | ||||
Kingdom of Denmark | R3760 | ||||
Republic of Estonia | R3770 | ||||
Republic of Finland | R3780 | ||||
French Republic | R3790 | ||||
Hellenic Republic | R3800 | ||||
Federal Republic of Germany | R3810 | ||||
Republic of Hungary | R3820 | ||||
Republic of Iceland | R3830 | ||||
Ireland | R3840 | ||||
Italian Republic | R3850 | ||||
Republic of Latvia | R3860 | ||||
Republic of Lithuania | R3870 | ||||
Grand Duchy of Luxemburg | R3880 | ||||
Republic of Malta | R3890 | ||||
Kingdom of the Netherlands | R3900 | ||||
Kingdom of Norway | R3910 | ||||
Republic of Poland | R3920 | ||||
Portuguese Republic | R3930 | ||||
Romania | R3940 | ||||
Slovak Republic | R3950 | ||||
Republic of Slovenia | R3960 | ||||
Kingdom of Spain | R3970 | ||||
Kingdom of Sweden | R3980 | ||||
Swiss Confederation | R3990 | ||||
United Kingdom of Great Britain and Northern Ireland | R4000 |
Health Catastrophe risk — Concentration accident | Largest known accident risk concentration | Accidental death | Permanent disability | ►M4 ◄ | Disability 12 months | Medical treatment | ||
Average sum insured | Average sum insured | ►M4 ◄ | Average sum insured | Average sum insured | (cont.) | |||
C1310 | C1320 | C1330 | ►M4 ◄ | C1350 | C1360 | |||
Other countries to be considered in the Concentration accident | ||||||||
C1410 | ||||||||
Country 1 | R4010 | |||||||
... |
Health Catastrophe risk — Concentration accident | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1370 | C1380 | C1390 | C1400 | ||
Other countries to be considered in the Concentration accident | |||||
C1410 | |||||
Country 1 | R4010 | ||||
... |
Health Catastrophe risk — Concentration accident | Largest known accident risk concentration | Accidental death | Permanent disability | Disability 10 years | Disability 12 months | Medical treatment | ||
Average sum insured | Average sum insured | Average sum insured | Average sum insured | Average sum insured | (cont.) | |||
C1310 | C1320 | C1330 | C1340 | C1350 | C1360 | |||
Total Concentration accident all countries before diversification | R4020 | |||||||
Diversification effect between countries | R4030 | |||||||
Total Concentration accident all countries after diversification | R4040 |
Health Catastrophe risk — Concentration accident | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1370 | C1380 | C1390 | C1400 | ||
Total Concentration accident all countries before diversification | R4020 | ||||
Diversification effect between countries | R4030 | ||||
Total Concentration accident all countries after diversification | R4040 |
Health Catastrophe risk — Pandemic | Income protection | Medical expense | ||||||
Number of insured people | Total pandemic exposure | Number of insured persons | Unit claim cost hospitalisation | Ratio of insured persons using hospitalisation | Unit claim cost medical practitioner | (cont.) | ||
C1420 | C1430 | C1440 | C1450 | C1460 | C1470 | |||
Republic of Austria | R4100 | |||||||
Kingdom of Belgium | R4110 | |||||||
Republic of Bulgaria | R4120 | |||||||
Republic of Croatia | R4130 | |||||||
Republic of Cyprus | R4140 | |||||||
Czech Republic | R4150 | |||||||
Kingdom of Denmark | R4160 | |||||||
Republic of Estonia | R4170 | |||||||
Republic of Finland | R4180 | |||||||
French Republic | R4190 | |||||||
Hellenic Republic | R4200 | |||||||
Federal Republic of Germany | R4210 | |||||||
Republic of Hungary | R4220 | |||||||
Republic of Iceland | R4230 | |||||||
Ireland | R4240 | |||||||
Italian Republic | R4250 | |||||||
Republic of Latvia | R4260 | |||||||
Republic of Lithuania | R4270 | |||||||
Grand Duchy of Luxemburg | R4280 | |||||||
Republic of Malta | R4290 | |||||||
Kingdom of the Netherlands | R4300 | |||||||
Kingdom of Norway | R4310 | |||||||
Republic of Poland | R4320 | |||||||
Portuguese Republic | R4330 | |||||||
Romania | R4340 | |||||||
Slovak Republic | R4350 | |||||||
Republic of Slovenia | R4360 | |||||||
Kingdom of Spain | R4370 | |||||||
Kingdom of Sweden | R4380 | |||||||
Swiss Confederation | R4390 | |||||||
United Kingdom of Great Britain and Northern Ireland | R4400 | |||||||
Health Catastrophe risk — Pandemic | Medical expense | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |||
Ratio of insured persons using medical practitioner | Unit claim cost no formal medical care | Ratio of insured persons using no formal medical care | ||||||
C1480 | C1490 | C1500 | C1510 | C1520 | C1530 | C1540 | ||
Republic of Austria | R4100 | |||||||
Kingdom of Belgium | R4110 | |||||||
Republic of Bulgaria | R4120 | |||||||
Republic of Croatia | R4130 | |||||||
Republic of Cyprus | R4140 | |||||||
Czech Republic | R4150 | |||||||
Kingdom of Denmark | R4160 | |||||||
Republic of Estonia | R4170 | |||||||
Republic of Finland | R4180 | |||||||
French Republic | R4190 | |||||||
Hellenic Republic | R4200 | |||||||
Federal Republic of Germany | R4210 | |||||||
Republic of Hungary | R4220 | |||||||
Republic of Iceland | R4230 | |||||||
Ireland | R4240 | |||||||
Italian Republic | R4250 | |||||||
Republic of Latvia | R4260 | |||||||
Republic of Lithuania | R4270 | |||||||
Grand Duchy of Luxemburg | R4280 | |||||||
Republic of Malta | R4290 | |||||||
Kingdom of the Netherlands | R4300 | |||||||
Kingdom of Norway | R4310 | |||||||
Republic of Poland | R4320 | |||||||
Portuguese Republic | R4330 | |||||||
Romania | R4340 | |||||||
Slovak Republic | R4350 | |||||||
Republic of Slovenia | R4360 | |||||||
Kingdom of Spain | R4370 | |||||||
Kingdom of Sweden | R4380 | |||||||
Swiss Confederation | R4390 | |||||||
United Kingdom of Great Britain and Northern Ireland | R4400 | |||||||
Income protection | Medical expense | |||||||
Health Catastrophe risk — Pandemic | Number of insured people | Total pandemic exposure | Number of insured persons | Unit claim cost hospitalisation | Ratio of insured persons using hospitalisation | Unit claim cost medical practitioner | (cont.) | |
C1420 | C1430 | C1440 | C1450 | C1460 | C1470 | |||
Other countries to be considered in the Pandemic | ||||||||
C1550 | ||||||||
Country 1 | R4410 | |||||||
... | ||||||||
Total Pandemic all countries | R4420 | |||||||
Medical expense | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | ||||
Health Catastrophe risk — Pandemic | Ratio of insured persons using medical practitioner | Unit claim cost no formal medical care | Ratio of insured persons using no formal medical care | |||||
C1480 | C1490 | C1500 | C1510 | C1520 | C1530 | C1540 | ||
Other countries to be considered in the Pandemic | ||||||||
C1550 | ||||||||
Country 1 | R4410 | |||||||
... | ||||||||
Total Pandemic all countries | R4420 | |||||||
S.27.01.04
Solvency Capital Requirement — Non-life and Health catastrophe risk
Simplifications used
Simplifications used | ||
C0001 | ||
Simplifications used – fire risk | R0001 | |
Simplifications used – natural catastrophe risk | R0002 |
Non-life and Health catastrophe risk — Summary | SCR before risk mitigation | Total risk mitigation | SCR after risk mitigation | |
C0010 | C0020 | C0030 | ||
Non-life catastrophe risk — Summary | ||||
Natural catastrophe risk | R0010 | |||
Windstorm | R0020 | |||
Earthquake | R0030 | |||
Flood | R0040 | |||
Hail | R0050 | |||
Subsidence | R0060 | |||
Diversification between perils | R0070 | |||
Catastrophe risk non-proportional property reinsurance | R0080 | |||
Man-made catastrophe risk | R0090 | |||
Motor vehicle liability | R0100 | |||
Marine | R0110 | |||
Aviation | R0120 | |||
Fire | R0130 | |||
Liability | R0140 | |||
Credit & Suretyship | R0150 | |||
Diversification between perils | R0160 | |||
Other non-life catastrophe risk | R0170 | |||
Diversification between perils | R0180 | |||
Total Non-life catastrophe risk before diversification | R0190 | |||
Diversification between sub-modules | R0200 | |||
Total Non-life catastrophe risk after diversification | R0210 | |||
Health catastrophe risk — Summary | ||||
Health catastrophe risk | R0300 | |||
Mass accident | R0310 | |||
Accident concentration | R0320 | |||
Pandemic | R0330 | |||
Diversification between sub-modules | R0340 |
Natural Catastrophe risk — Windstorm | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |||
Republic of Austria | R0400 | |||||||
Kingdom of Belgium | R0410 | |||||||
Czech Republic | R0420 | |||||||
Swiss Confederation; Principality of Lichtenstein | R0430 | |||||||
Kingdom of Denmark | R0440 | |||||||
▼M4 | ||||||||
Republic of Slovenia | R0441 | |||||||
▼B | ||||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0450 | |||||||
Federal Republic of Germany | R0460 | |||||||
▼M4 | ||||||||
Republic of Hungary | R0461 | |||||||
▼B | ||||||||
Republic of Iceland | R0470 | |||||||
Ireland | R0480 | |||||||
Grand Duchy of Luxemburg | R0490 | |||||||
Kingdom of the Netherlands | R0500 | |||||||
Kingdom of Norway | R0510 | |||||||
Republic of Poland | R0520 | |||||||
▼M4 | ||||||||
Republic of Finland | R0521 | |||||||
▼B | ||||||||
Kingdom of Spain | R0530 | |||||||
Kingdom of Sweden | R0540 | |||||||
United Kingdom of Great Britain and Northern Ireland | R0550 | |||||||
Guadeloupe | R0560 | |||||||
Martinique | R0570 | |||||||
Collectivity of Saint Martin | R0580 | |||||||
Réunion | R0590 | |||||||
►M1 Total Windstorm specified Regions before diversification ◄ | R0600 | |||||||
Northern Europe | R0610 | |||||||
Western Europe | R0620 | |||||||
Eastern Europe | R0630 | |||||||
Southern Europe | R0640 | |||||||
Central and Western Asia | R0650 | |||||||
Eastern Asia | R0660 | |||||||
South and South-Eastern Asia | R0670 | |||||||
Oceania | R0680 | |||||||
Northern Africa | R0690 | |||||||
Southern Africa | R0700 | |||||||
Northern America excluding the United States of America | R0710 | |||||||
Natural Catastrophe risk — Windstorm | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0100 | C0110 | C0120 | ||
Republic of Austria | R0400 | |||
Kingdom of Belgium | R0410 | |||
Czech Republic | R0420 | |||
Swiss Confederation; Principality of Lichtenstein | R0430 | |||
Kingdom of Denmark | R0440 | |||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0450 | |||
Federal Republic of Germany | R0460 | |||
Republic of Iceland | R0470 | |||
Ireland | R0480 | |||
Grand Duchy of Luxemburg | R0490 | |||
Kingdom of the Netherlands | R0500 | |||
Kingdom of Norway | R0510 | |||
Republic of Poland | R0520 | |||
Kingdom of Spain | R0530 | |||
Kingdom of Sweden | R0540 | |||
United Kingdom of Great Britain and Northern Ireland | R0550 | |||
Guadeloupe | R0560 | |||
Martinique | R0570 | |||
Collectivity of Saint Martin | R0580 | |||
Réunion | R0590 | |||
►M1 Total Windstorm specified Regions before diversification ◄ | R0600 | |||
Northern Europe | R0610 | |||
Western Europe | R0620 | |||
Eastern Europe | R0630 | |||
Southern Europe | R0640 | |||
Central and Western Asia | R0650 | |||
Eastern Asia | R0660 | |||
South and South-Eastern Asia | R0670 | |||
Oceania | R0680 | |||
Northern Africa | R0690 | |||
Southern Africa | R0700 | |||
Northern America excluding the United States of America | R0710 |
Natural Catastrophe risk — Windstorm | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |||
Caribbean and Central America | R0720 | |||||||
Eastern South America | R0730 | |||||||
Northern, southern and western South America | R0740 | |||||||
North-east United States of America | R0750 | |||||||
South-east United States of America | R0760 | |||||||
Mid-west United States of America | R0770 | |||||||
Western United States of America | R0780 | |||||||
Total Windstorm Other Regions before diversifications | R0790 | |||||||
Total Windstorm all Regions before diversification | R0800 | |||||||
Diversification effect between regions | R0810 | |||||||
Total Windstorm after diversification | R0820 |
Natural Catastrophe risk — Windstorm | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0100 | C0110 | C0120 | ||
Caribbean and Central America | R0720 | |||
Eastern South America | R0730 | |||
Northern, southern and western South America | R0740 | |||
North-east United States of America | R0750 | |||
South-east United States of America | R0760 | |||
Mid-west United States of America | R0770 | |||
Western United States of America | R0780 | |||
Total Windstorm Other Regions before diversifications | R0790 | |||
Total Windstorm all Regions before diversification | R0800 | |||
Diversification effect between regions | R0810 | |||
Total Windstorm after diversification | R0820 |
Natural Catastrophe risk — Earthquake | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | (cont.) | |
C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | |||
Republic of Austria | R0830 | |||||||
Kingdom of Belgium | R0840 | |||||||
Republic of Bulgaria | R0850 | |||||||
Republic of Croatia | R0860 | |||||||
Republic of Cyprus | R0870 | |||||||
Czech Republic | R0880 | |||||||
Swiss Confederation; Principality of Lichtenstein | R0890 | |||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0900 | |||||||
Federal Republic of Germany | R0910 | |||||||
Hellenic Republic | R0920 | |||||||
Republic of Hungary | R0930 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R0940 | |||||||
Republic of Malta | R0950 | |||||||
Portuguese Republic | R0960 | |||||||
Romania | R0970 | |||||||
Slovak Republic | R0980 | |||||||
Republic of Slovenia | R0990 | |||||||
Guadeloupe | R1000 | |||||||
Martinique | R1010 | |||||||
Collectivity of Saint Martin | R1020 | |||||||
►M1 Total Earthquake specified Regions before diversification ◄ | R1030 | |||||||
Northern Europe | R1040 | |||||||
Western Europe | R1050 | |||||||
Eastern Europe | R1060 | |||||||
Southern Europe | R1070 | |||||||
Central and Western Asia | R1080 | |||||||
Eastern Asia | R1090 | |||||||
South and South-Eastern Asia | R1100 | |||||||
Oceania | R1110 | |||||||
Northern Africa | R1120 | |||||||
Southern Africa | R1130 | |||||||
Northern America excluding the United States of America | R1140 |
Natural Catastrophe risk — Earthquake | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0190 | C0200 | ||
Republic of Austria | R0830 | ||
Kingdom of Belgium | R0840 | ||
Republic of Bulgaria | R0850 | ||
Republic of Croatia | R0860 | ||
Republic of Cyprus | R0870 | ||
Czech Republic | R0880 | ||
Swiss Confederation; Principality of Lichtenstein | R0890 | ||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0900 | ||
Federal Republic of Germany | R0910 | ||
Hellenic Republic | R0920 | ||
Republic of Hungary | R0930 | ||
Italian Republic; Republic of San Marino; Vatican City State | R0940 | ||
Republic of Malta | R0950 | ||
Portuguese Republic | R0960 | ||
Romania | R0970 | ||
Slovak Republic | R0980 | ||
Republic of Slovenia | R0990 | ||
Guadeloupe | R1000 | ||
Martinique | R1010 | ||
Collectivity of Saint Martin | R1020 | ||
►M1 Total Earthquake specified Regions before diversification ◄ | R1030 | ||
Northern Europe | R1040 | ||
Western Europe | R1050 | ||
Eastern Europe | R1060 | ||
Southern Europe | R1070 | ||
Central and Western Asia | R1080 | ||
Eastern Asia | R1090 | ||
South and South-Eastern Asia | R1100 | ||
Oceania | R1110 | ||
Northern Africa | R1120 | ||
Southern Africa | R1130 | ||
Northern America excluding the United States of America | R1140 |
Natural Catastrophe risk — Earthquake | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | (cont.) | |
C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | |||
Caribbean and Central America | R1150 | |||||||
Eastern South America | R1160 | |||||||
Northern, southern and western South America | R1170 | |||||||
North-east United States of America | R1180 | |||||||
South-east United States of America | R1190 | |||||||
Mid-west United States of America | R1200 | |||||||
Western United States of America | R1210 | |||||||
Total Earthquake Other Regions before diversifications | R1220 | |||||||
Total Earthquake all Regions before diversification | R1230 | |||||||
Diversification effect between regions | R1240 | |||||||
Total Earthquake after diversification | R1250 |
Natural Catastrophe risk — Earthquake | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0190 | C0200 | ||
Caribbean and Central America | R1150 | ||
Eastern South America | R1160 | ||
Northern, southern and western South America | R1170 | ||
North-east United States of America | R1180 | ||
South-east United States of America | R1190 | ||
Mid-west United States of America | R1200 | ||
Western United States of America | R1210 | ||
Total Earthquake Other Regions before diversifications | R1220 | ||
Total Earthquake all Regions before diversification | R1230 | ||
Diversification effect between regions | R1240 | ||
Total Earthquake after diversification | R1250 |
Natural Catastrophe risk — Flood | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | |||
Republic of Austria | R1260 | |||||||
Kingdom of Belgium | R1270 | |||||||
Republic of Bulgaria | R1280 | |||||||
Czech Republic | R1290 | |||||||
Swiss Confederation; Principality of Lichtenstein | R1300 | |||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1310 | |||||||
Federal Republic of Germany | R1320 | |||||||
Republic of Hungary | R1330 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R1340 | |||||||
Republic of Poland | R1350 | |||||||
Romania | R1360 | |||||||
Slovak Republic | R1370 | |||||||
Republic of Slovenia | R1380 | |||||||
United Kingdom of Great Britain and Northern Ireland | R1390 | |||||||
►M1 Total Flood specified Regions before diversification ◄ | R1400 | |||||||
Northern Europe | R1410 | |||||||
Western Europe | R1420 | |||||||
Eastern Europe | R1430 | |||||||
Southern Europe | R1440 | |||||||
Central and Western Asia | R1450 | |||||||
Eastern Asia | R1460 | |||||||
South and South-Eastern Asia | R1470 | |||||||
Oceania | R1480 | |||||||
Northern Africa | R1490 | |||||||
Southern Africa | R1500 | |||||||
Northern America excluding the United States of America | R1510 | |||||||
Caribbean and Central America | R1520 | |||||||
Eastern South America | R1530 | |||||||
Northern, southern and western South America | R1540 | |||||||
North-east United States of America | R1550 | |||||||
South-east United States of America | R1560 | |||||||
Mid-west United States of America | R1570 |
Natural Catastrophe risk — Flood | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0270 | C0280 | C0290 | ||
Republic of Austria | R1260 | |||
Kingdom of Belgium | R1270 | |||
Republic of Bulgaria | R1280 | |||
Czech Republic | R1290 | |||
Swiss Confederation; Principality of Lichtenstein | R1300 | |||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1310 | |||
Federal Republic of Germany | R1320 | |||
Republic of Hungary | R1330 | |||
Italian Republic; Republic of San Marino; Vatican City State | R1340 | |||
Republic of Poland | R1350 | |||
Romania | R1360 | |||
Slovak Republic | R1370 | |||
Republic of Slovenia | R1380 | |||
United Kingdom of Great Britain and Northern Ireland | R1390 | |||
►M1 Total Flood specified Regions before diversification ◄ | R1400 | |||
Northern Europe | R1410 | |||
Western Europe | R1420 | |||
Eastern Europe | R1430 | |||
Southern Europe | R1440 | |||
Central and Western Asia | R1450 | |||
Eastern Asia | R1460 | |||
South and South-Eastern Asia | R1470 | |||
Oceania | R1480 | |||
Northern Africa | R1490 | |||
Southern Africa | R1500 | |||
Northern America excluding the United States of America | R1510 | |||
Caribbean and Central America | R1520 | |||
Eastern South America | R1530 | |||
Northern, southern and western South America | R1540 | |||
North-east United States of America | R1550 | |||
South-east United States of America | R1560 | |||
Mid-west United States of America | R1570 |
Natural Catastrophe risk — Flood | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | |||
Western United States of America | R1580 | |||||||
Total Flood Other Regions before diversifications | R1590 | |||||||
Total Flood all Regions before diversification | R1600 | |||||||
Diversification effect between regions | R1610 | |||||||
Total Flood after diversification | R1620 |
Natural Catastrophe risk — Flood | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0270 | C0280 | C0290 | ||
Western United States of America | R1580 | |||
Total Flood Other Regions before diversifications | R1590 | |||
Total Flood all Regions before diversification | R1600 | |||
Diversification effect between regions | R1610 | |||
Total Flood after diversification | R1620 |
Natural Catastrophe risk — Hail | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0300 | C0310 | C0320 | C0330 | C0340 | C0350 | |||
Republic of Austria | R1630 | |||||||
Kingdom of Belgium | R1640 | |||||||
▼M4 | ||||||||
Czech Republic | R01641 | |||||||
▼B | ||||||||
Swiss Confederation; Principality of Lichtenstein | R1650 | |||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1660 | |||||||
Federal Republic of Germany | R1670 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R1680 | |||||||
Grand Duchy of Luxemburg | R1690 | |||||||
Kingdom of the Netherlands | R1700 | |||||||
▼M4 | ||||||||
Republic of Slovenia | R01701 | |||||||
▼B | ||||||||
Kingdom of Spain | R1710 | |||||||
►M1 Total Hail specified Regions before diversification ◄ | R1720 | |||||||
Northern Europe | R1730 | |||||||
Western Europe | R1740 | |||||||
Eastern Europe | R1750 | |||||||
Southern Europe | R1760 | |||||||
Central and Western Asia | R1770 | |||||||
Eastern Asia | R1780 | |||||||
South and South-Eastern Asia | R1790 | |||||||
Oceania | R1800 | |||||||
Northern Africa | R1810 | |||||||
Southern Africa | R1820 | |||||||
Northern America excluding the United States of America | R1830 | |||||||
Caribbean and Central America | R1840 | |||||||
Eastern South America | R1850 | |||||||
Northern, southern and western South America | R1860 | |||||||
North-east United States of America | R1870 | |||||||
South-east United States of America | R1880 | |||||||
Mid-west United States of America | R1890 | |||||||
Western United States of America | R1900 | |||||||
Total Hail Other Regions before diversifications | R1910 | |||||||
Total Hail all Regions before diversification | R1920 | |||||||
Diversification effect between regions | R1930 | |||||||
Total Hail after diversification | R1940 | |||||||
Natural Catastrophe risk — Hail | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0360 | C0370 | C0380 | ||
Republic of Austria | R1630 | |||
Kingdom of Belgium | R1640 | |||
Swiss Confederation; Principality of Lichtenstein | R1650 | |||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1660 | |||
Federal Republic of Germany | R1670 | |||
Italian Republic; Republic of San Marino; Vatican City State | R1680 | |||
Grand Duchy of Luxemburg | R1690 | |||
Kingdom of the Netherlands | R1700 | |||
Kingdom of Spain | R1710 | |||
►M1 Total Hail specified Regions before diversification ◄ | R1720 | |||
Northern Europe | R1730 | |||
Western Europe | R1740 | |||
Eastern Europe | R1750 | |||
Southern Europe | R1760 | |||
Central and Western Asia | R1770 | |||
Eastern Asia | R1780 | |||
South and South-Eastern Asia | R1790 | |||
Oceania | R1800 | |||
Northern Africa | R1810 | |||
Southern Africa | R1820 | |||
Northern America excluding the United States of America | R1830 | |||
Caribbean and Central America | R1840 | |||
Eastern South America | R1850 | |||
Northern, southern and western South America | R1860 | |||
North-east United States of America | R1870 | |||
South-east United States of America | R1880 | |||
Mid-west United States of America | R1890 | |||
Western United States of America | R1900 | |||
Total Hail Other Regions before diversifications | R1910 | |||
Total Hail all Regions before diversification | R1920 | |||
Diversification effect between regions | R1930 | |||
Total Hail after diversification | R1940 |
Natural Catastrophe risk -Subsidence | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | |
C0390 | C0400 | C0410 | C0420 | C0430 | C0440 | ||
Total Subsidence before diversification | R1950 | ||||||
Diversification effect between zones | R1960 | ||||||
Total Subsidence after diversification | R1970 |
Natural Catastrophe risk -Subsidence | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0450 | C0460 | ||
Total Subsidence before diversification | R1950 | ||
Diversification effect between zones | R1960 | ||
Total Subsidence after diversification | R1970 |
Catastrophe risk — Non-proportional property reinsurance | Estimation of the premiums to be earned | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0470 | C0480 | C0490 | C0500 | C0510 | ||
Non-proportional property reinsurance | R2000 |
Man made catastrophe risk — Motor Vehicle Liability | Number of vehicles policy limit above 24M€ | Number of vehicles policy limit below or equal to 24M€ | Catastrophe Risk Charge Motor Vehicle Liability before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Motor Vehicle Liability after risk mitigation | |
C0520 | C0530 | C0540 | C0550 | C0560 | C0570 | ||
Motor Vehicle Liability | R2100 |
Man made catastrophe risk — Marine Tanker Collision | Catastrophe Risk Charge Share marine hull in tanker t before risk mitigation | Catastrophe Risk Charge Share marine liability in tanker t before risk mitigation | Catastrophe Risk Charge Share marine oil pollution liability in tanker t before risk mitigation | Catastrophe Risk Charge Marine Tanker Collision before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | (cont.) | |
C0580 | C0590 | C0600 | C0610 | C0620 | C0630 | |||
Marine Tanker Collision | R2200 |
Man made catastrophe risk — Marine Tanker Collision | Catastrophe Risk Charge Marine Tanker Collision after risk mitigation | Name vessel | |
C0640 | C0650 | ||
Marine Tanker Collision | R2200 |
Man made catastrophe risk — Marine Platform Explosion | Catastrophe Risk Charge Property damage before risk mitigation | Catastrophe Risk Charge Removal of wreckage before risk mitigation | Catastrophe Risk Charge Loss of production income before risk mitigation | Catastrophe Risk Charge Capping of the well or making the well secure before risk mitigation | Catastrophe Risk Charge Liability insurance and reinsurance obligations before risk mitigation | Catastrophe Risk Charge Marine Platform Explosion before risk mitigation | (cont.) | |
C0660 | C0670 | C0680 | C0690 | C0700 | C0710 | |||
Marine Platform Explosion | R2300 |
Man made catastrophe risk — Marine Platform Explosion | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Marine Platform Explosion after risk mitigation | Name platform | |
C0720 | C0730 | C0740 | C0750 | ||
Marine Platform Explosion | R2300 |
Man made catastrophe risk — Marine | Catastrophe Risk Charge Marine before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Marine after risk mitigation | |
C0760 | C0770 | C0780 | ||
Total before diversification | R2400 | |||
Diversification between type of event | R2410 | |||
▼M1 | ||||
Total after diversification | R2420 | |||
Number of vessels
Number | ||
C0781 | ||
Number of vessels below the threshold of EUR 250k | R2421 |
Man made catastrophe risk — Aviation | Catastrophe risk Charge Aviation hull before risk mitigation | Catastrophe risk Charge Aviation liability before risk mitigation | Catastrophe Risk Charge Aviation before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Aviation after risk mitigation | |
C0790 | C0800 | C0810 | C0820 | C0830 | C0840 | ||
Gross Catastrophe Risk Charge Aviation | R2500 |
Man made catastrophe risk — Fire | Catastrophe Risk Charge Fire before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Fire after risk mitigation | |
C0850 | C0860 | C0870 | C0880 | ||
Fire | R2600 |
Man made catastrophe risk — Liability | Earned premium following 12 months | Largest liability limit provided | Number of claims | Catastrophe Risk Charge Liability before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Liability after risk mitigation | |
C0890 | C0900 | C0910 | C0920 | C0930 | C0940 | C0950 | ||
Professional malpractice liability | R2700 | |||||||
Employers liability | R2710 | |||||||
Directors and officers liability | R2720 | |||||||
Other liability | R2730 | |||||||
Non-proportional reinsurance | R2740 | |||||||
Total | R2750 |
Man made catastrophe risk — Liability | Catastrophe Risk Charge Liability before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Liability after risk mitigation | |
C0960 | C0970 | C0980 | ||
Total before diversification | R2800 | |||
Diversification between type of cover | R2810 | |||
▼M1 | ||||
Total after diversification | R2820 | |||
▼B | ||||
Man made catastrophe risk — Credit & Suretyship — Large Credit Default | Exposure (individual or group) | Proportion of damage caused by scenario | Catastrophe Risk Charge Credit & Surety before risk mitigation — Large Credit Default | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Credit & Surety after risk mitigation — Large Credit Default | |
C0990 | C1000 | C1010 | C1020 | C1030 | C1040 | ||
Largest exposure 1 | R2900 | ||||||
Largest exposure 2 | R2910 | ||||||
Total | R2920 |
Man made catastrophe risk — Credit & Suretyship — Recession Risk | Earned premium following 12 months | Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Recession Risk | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Recession Risk | |
C1050 | C1060 | C1070 | C1080 | C1090 | ||
Total | R3000 |
Man made catastrophe risk — Credit & Suretyship | Catastrophe Risk Charge Credit & Suretyship before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Credit & Suretyship after risk mitigation | |
C1100 | C1110 | C1120 | ||
Total before diversification | R3100 | |||
Diversification between type of event | R3110 | |||
▼M1 | ||||
Total after diversification | R3120 | |||
▼B | ||||
Other non-life catastrophe risk | Estimation of the gross premiums to be earned | Catastrophe Risk Charge Other non-life catastrophe risk before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Other non-life catastrophe risk after risk mitigation | |
C1130 | C1140 | C1150 | C1160 | ||
MAT other than Marine and Aviation | R3200 | ||||
Non-proportional MAT reinsurance other than Marine and Aviation | R3210 | ||||
Miscellaneous financial loss | R3220 | ||||
Non-proportional Casualty reinsurance other than General liability | R3230 | ||||
Non-proportional Credit & Surety reinsurance | R3240 | ||||
Total before diversification | R3250 | ||||
▼M1 | |||||
Diversification between groups of obligations | R3260 | ||||
Total after diversification | R3270 | ||||
▼B | |||||
Accidental death | Permanent disability | ►M4 ◄ | ||||||
Health Catastrophe risk — Mass accident | # Policyholders | Total value of benefits payable | # Policyholders | Total value of benefits payable | ►M4 ◄ | ►M4 ◄ | (cont.) | |
C1170 | C1180 | C1190 | C1200 | ►M4 ◄ | ►M4 ◄ | |||
Republic of Austria | R3300 | |||||||
Kingdom of Belgium | R3310 | |||||||
Republic of Bulgaria | R3320 | |||||||
Republic of Croatia | R3330 | |||||||
Republic of Cyprus | R3340 | |||||||
Czech Republic | R3350 | |||||||
Kingdom of Denmark | R3360 | |||||||
Republic of Estonia | R3370 | |||||||
Republic of Finland | R3380 | |||||||
French Republic; Principality of Monaco; Principality of Andorra | R3390 | |||||||
Hellenic Republic | R3400 | |||||||
Federal Republic of Germany | R3410 | |||||||
Republic of Hungary | R3420 | |||||||
Republic of Iceland | R3430 | |||||||
Ireland | R3440 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R3450 | |||||||
Republic of Latvia | R3460 | |||||||
Republic of Lithuania | R3470 | |||||||
Grand Duchy of Luxemburg | R3480 | |||||||
Republic of Malta | R3490 | |||||||
Kingdom of the Netherlands | R3500 | |||||||
Kingdom of Norway | R3510 | |||||||
Republic of Poland | R3520 | |||||||
Portuguese Republic | R3530 | |||||||
Romania | R3540 | |||||||
Slovak Republic | R3550 | |||||||
Republic of Slovenia | R3560 | |||||||
Kingdom of Spain | R3570 | |||||||
Kingdom of Sweden | R3580 | |||||||
Swiss Confederation | R3590 | |||||||
United Kingdom of Great Britain and Northern Ireland | R3600 | |||||||
Total Mass accident all countries before diversification | R3610 | |||||||
Diversification effect between countries | R3620 | |||||||
Total Mass accident all countries after diversification | R3630 | |||||||
Disability 12 months | Medical treatment | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | |||||
Health Catastrophe risk — Mass accident | # Policyholders | Total value of benefits payable | # Policyholders | Total value of benefits payable | (cont.) | |||
C1230 | C1240 | C1250 | C1260 | C1270 | C1280 | |||
Republic of Austria | R3300 | |||||||
Kingdom of Belgium | R3310 | |||||||
Republic of Bulgaria | R3320 | |||||||
Republic of Croatia | R3330 | |||||||
Republic of Cyprus | R3340 | |||||||
Czech Republic | R3350 | |||||||
Kingdom of Denmark | R3360 | |||||||
Republic of Estonia | R3370 | |||||||
Republic of Finland | R3380 | |||||||
French Republic; Principality of Monaco; Principality of Andorra | R3390 | |||||||
Hellenic Republic | R3400 | |||||||
Federal Republic of Germany | R3410 | |||||||
Republic of Hungary | R3420 | |||||||
Republic of Iceland | R3430 | |||||||
Ireland | R3440 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R3450 | |||||||
Republic of Latvia | R3460 | |||||||
Republic of Lithuania | R3470 | |||||||
Grand Duchy of Luxemburg | R3480 | |||||||
Republic of Malta | R3490 | |||||||
Kingdom of the Netherlands | R3500 | |||||||
Kingdom of Norway | R3510 | |||||||
Republic of Poland | R3520 | |||||||
Portuguese Republic | R3530 | |||||||
Romania | R3540 | |||||||
Slovak Republic | R3550 | |||||||
Republic of Slovenia | R3560 | |||||||
Kingdom of Spain | R3570 | |||||||
Kingdom of Sweden | R3580 | |||||||
Swiss Confederation | R3590 | |||||||
United Kingdom of Great Britain and Northern Ireland | R3600 | |||||||
Total Mass accident all countries before diversification | R3610 | |||||||
Diversification effect between countries | R3620 | |||||||
Total Mass accident all countries after diversification | R3630 | |||||||
Health Catastrophe risk — Mass accident | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1290 | C1300 | ||
Republic of Austria | R3300 | ||
Kingdom of Belgium | R3310 | ||
Republic of Bulgaria | R3320 | ||
Republic of Croatia | R3330 | ||
Republic of Cyprus | R3340 | ||
Czech Republic | R3350 | ||
Kingdom of Denmark | R3360 | ||
Republic of Estonia | R3370 | ||
Republic of Finland | R3380 | ||
French Republic; Principality of Monaco; Principality of Andorra | R3390 | ||
Hellenic Republic | R3400 | ||
Federal Republic of Germany | R3410 | ||
Republic of Hungary | R3420 | ||
Republic of Iceland | R3430 | ||
Ireland | R3440 | ||
Italian Republic; Republic of San Marino; Vatican City State | R3450 | ||
Republic of Latvia | R3460 | ||
Republic of Lithuania | R3470 | ||
Grand Duchy of Luxemburg | R3480 | ||
Republic of Malta | R3490 | ||
Kingdom of the Netherlands | R3500 | ||
Kingdom of Norway | R3510 | ||
Republic of Poland | R3520 | ||
Portuguese Republic | R3530 | ||
Romania | R3540 | ||
Slovak Republic | R3550 | ||
Republic of Slovenia | R3560 | ||
Kingdom of Spain | R3570 | ||
Kingdom of Sweden | R3580 | ||
Swiss Confederation | R3590 | ||
United Kingdom of Great Britain and Northern Ireland | R3600 | ||
Total Mass accident all countries before diversification | R3610 | ||
Diversification effect between countries | R3620 | ||
Total Mass accident all countries after diversification | R3630 |
Health Catastrophe risk — Concentration accident | Largest known accident risk concentration | Accidental death | Permanent disability | ►M4 ◄ | Disability 12 months | Medical treatment | ||
Average sum insured | Average sum insured | ►M4 ◄ | Average sum insured | Average sum insured | (cont.) | |||
C1310 | C1320 | C1330 | ►M4 ◄ | C1350 | C1360 | |||
Republic of Austria | R3700 | |||||||
Kingdom of Belgium | R3710 | |||||||
Republic of Bulgaria | R3720 | |||||||
Republic of Croatia | R3730 | |||||||
Republic of Cyprus | R3740 | |||||||
Czech Republic | R3750 | |||||||
Kingdom of Denmark | R3760 | |||||||
Republic of Estonia | R3770 | |||||||
Republic of Finland | R3780 | |||||||
French Republic | R3790 | |||||||
Hellenic Republic | R3800 | |||||||
Federal Republic of Germany | R3810 | |||||||
Republic of Hungary | R3820 | |||||||
Republic of Iceland | R3830 | |||||||
Ireland | R3840 | |||||||
Italian Republic | R3850 | |||||||
Republic of Latvia | R3860 | |||||||
Republic of Lithuania | R3870 | |||||||
Grand Duchy of Luxemburg | R3880 | |||||||
Republic of Malta | R3890 | |||||||
Kingdom of the Netherlands | R3900 | |||||||
Kingdom of Norway | R3910 | |||||||
Republic of Poland | R3920 | |||||||
Portuguese Republic | R3930 | |||||||
Romania | R3940 | |||||||
Slovak Republic | R3950 | |||||||
Republic of Slovenia | R3960 | |||||||
Kingdom of Spain | R3970 | |||||||
Kingdom of Sweden | R3980 | |||||||
Swiss Confederation | R3990 | |||||||
United Kingdom of Great Britain and Northern Ireland | R4000 |
Health Catastrophe risk — Concentration accident | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1370 | C1380 | C1390 | C1400 | ||
Republic of Austria | R3700 | ||||
Kingdom of Belgium | R3710 | ||||
Republic of Bulgaria | R3720 | ||||
Republic of Croatia | R3730 | ||||
Republic of Cyprus | R3740 | ||||
Czech Republic | R3750 | ||||
Kingdom of Denmark | R3760 | ||||
Republic of Estonia | R3770 | ||||
Republic of Finland | R3780 | ||||
French Republic | R3790 | ||||
Hellenic Republic | R3800 | ||||
Federal Republic of Germany | R3810 | ||||
Republic of Hungary | R3820 | ||||
Republic of Iceland | R3830 | ||||
Ireland | R3840 | ||||
Italian Republic | R3850 | ||||
Republic of Latvia | R3860 | ||||
Republic of Lithuania | R3870 | ||||
Grand Duchy of Luxemburg | R3880 | ||||
Republic of Malta | R3890 | ||||
Kingdom of the Netherlands | R3900 | ||||
Kingdom of Norway | R3910 | ||||
Republic of Poland | R3920 | ||||
Portuguese Republic | R3930 | ||||
Romania | R3940 | ||||
Slovak Republic | R3950 | ||||
Republic of Slovenia | R3960 | ||||
Kingdom of Spain | R3970 | ||||
Kingdom of Sweden | R3980 | ||||
Swiss Confederation | R3990 | ||||
United Kingdom of Great Britain and Northern Ireland | R4000 |
Health Catastrophe risk — Concentration accident | Largest known accident risk concentration | Accidental death | Permanent disability | ►M4 ◄ | Disability 12 months | Medical treatment | ||
Average sum insured | Average sum insured | ►M4 ◄ | Average sum insured | Average sum insured | (cont.) | |||
C1310 | C1320 | C1330 | ►M4 ◄ | C1350 | C1360 | |||
Other countries to be considered in the Concentration accident | ||||||||
C1410 | ||||||||
Country 1 | R4010 | |||||||
... |
Health Catastrophe risk — Concentration accident | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1370 | C1380 | C1390 | C1400 | ||
Other countries to be considered in the Concentration accident | |||||
C1410 | |||||
Country 1 | R4010 | ||||
... |
Health Catastrophe risk — Concentration accident | Largest known accident risk concentration | Accidental death | Permanent disability | ►M4 ◄ | Disability 12 months | Medical treatment | ||
Average sum insured | Average sum insured | ►M4 ◄ | Average sum insured | Average sum insured | (cont.) | |||
C1310 | C1320 | C1330 | ►M4 ◄ | C1350 | C1360 | |||
Total Concentration accident all countries before diversification | R4020 | |||||||
Diversification effect between countries | R4030 | |||||||
Total Concentration accident all countries after diversification | R4040 |
Health Catastrophe risk — Concentration accident | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1370 | C1380 | C1390 | C1400 | ||
Total Concentration accident all countries before diversification | R4020 | ||||
Diversification effect between countries | R4030 | ||||
Total Concentration accident all countries after diversification | R4040 |
Health Catastrophe risk — Pandemic | Income protection | Medical expense | ||||||
Number of insured people | Total pandemic exposure | Number of insured persons | Unit claim cost hospitalisation | Ratio of insured persons using hospitalisation | Unit claim cost medical practitioner | (cont.) | ||
C1420 | C1430 | C1440 | C1450 | C1460 | C1470 | |||
Republic of Austria | R4100 | |||||||
Kingdom of Belgium | R4110 | |||||||
Republic of Bulgaria | R4120 | |||||||
Republic of Croatia | R4130 | |||||||
Republic of Cyprus | R4140 | |||||||
Czech Republic | R4150 | |||||||
Kingdom of Denmark | R4160 | |||||||
Republic of Estonia | R4170 | |||||||
Republic of Finland | R4180 | |||||||
French Republic | R4190 | |||||||
Hellenic Republic | R4200 | |||||||
Federal Republic of Germany | R4210 | |||||||
Republic of Hungary | R4220 | |||||||
Republic of Iceland | R4230 | |||||||
Ireland | R4240 | |||||||
Italian Republic | R4250 | |||||||
Republic of Latvia | R4260 | |||||||
Republic of Lithuania | R4270 | |||||||
Grand Duchy of Luxemburg | R4280 | |||||||
Republic of Malta | R4290 | |||||||
Kingdom of the Netherlands | R4300 | |||||||
Kingdom of Norway | R4310 | |||||||
Republic of Poland | R4320 | |||||||
Portuguese Republic | R4330 | |||||||
Romania | R4340 | |||||||
Slovak Republic | R4350 | |||||||
Republic of Slovenia | R4360 | |||||||
Kingdom of Spain | R4370 | |||||||
Kingdom of Sweden | R4380 | |||||||
Swiss Confederation | R4390 | |||||||
United Kingdom of Great Britain and Northern Ireland | R4400 | |||||||
Health Catastrophe risk — Pandemic | Medical expense | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |||
Ratio of insured persons using medical practitioner | Unit claim cost no formal medical care | Ratio of insured persons using no formal medical care | ||||||
C1480 | C1490 | C1500 | C1510 | C1520 | C1530 | C1540 | ||
Republic of Austria | R4100 | |||||||
Kingdom of Belgium | R4110 | |||||||
Republic of Bulgaria | R4120 | |||||||
Republic of Croatia | R4130 | |||||||
Republic of Cyprus | R4140 | |||||||
Czech Republic | R4150 | |||||||
Kingdom of Denmark | R4160 | |||||||
Republic of Estonia | R4170 | |||||||
Republic of Finland | R4180 | |||||||
French Republic | R4190 | |||||||
Hellenic Republic | R4200 | |||||||
Federal Republic of Germany | R4210 | |||||||
Republic of Hungary | R4220 | |||||||
Republic of Iceland | R4230 | |||||||
Ireland | R4240 | |||||||
Italian Republic | R4250 | |||||||
Republic of Latvia | R4260 | |||||||
Republic of Lithuania | R4270 | |||||||
Grand Duchy of Luxemburg | R4280 | |||||||
Republic of Malta | R4290 | |||||||
Kingdom of the Netherlands | R4300 | |||||||
Kingdom of Norway | R4310 | |||||||
Republic of Poland | R4320 | |||||||
Portuguese Republic | R4330 | |||||||
Romania | R4340 | |||||||
Slovak Republic | R4350 | |||||||
Republic of Slovenia | R4360 | |||||||
Kingdom of Spain | R4370 | |||||||
Kingdom of Sweden | R4380 | |||||||
Swiss Confederation | R4390 | |||||||
United Kingdom of Great Britain and Northern Ireland | R4400 | |||||||
Income protection | Medical expense | |||||||
Health Catastrophe risk — Pandemic | Number of insured people | Total pandemic exposure | Number of insured persons | Unit claim cost hospitalisation | Ratio of insured persons using hospitalisation | Unit claim cost medical practitioner | (cont.) | |
C1420 | C1430 | C1440 | C1450 | C1460 | C1470 | |||
Other countries to be considered in the Pandemic | ||||||||
C1550 | ||||||||
Country 1 | R4410 | |||||||
... | ||||||||
Total Pandemic all countries | R4420 | |||||||
Medical expense | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | ||||
Health Catastrophe risk — Pandemic | Ratio of insured persons using medical practitioner | Unit claim cost no formal medical care | Ratio of insured persons using no formal medical care | |||||
C1480 | C1490 | C1500 | C1510 | C1520 | C1530 | C1540 | ||
Other countries to be considered in the Pandemic | ||||||||
C1550 | ||||||||
Country 1 | R4410 | |||||||
... | ||||||||
Total Pandemic all countries | R4420 | |||||||
SR.27.01.01
Solvency Capital Requirement — Non-life and Health catastrophe risk
▼M1 ————— | ||
▼B | ||
Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
Fund/Portfolio number | Z0030 | |
Simplifications used
Simplifications used | ||
C0001 | ||
Simplifications used – fire risk | R0001 | |
Simplifications used – natural catastrophe risk | R0002 |
Non-life and Health catastrophe risk — Summary | SCR before risk mitigation | Total risk mitigation | SCR after risk mitigation | |
C0010 | C0020 | C0030 | ||
Non-life catastrophe risk — Summary | ||||
Natural catastrophe risk | R0010 | |||
Windstorm | R0020 | |||
Earthquake | R0030 | |||
Flood | R0040 | |||
Hail | R0050 | |||
Subsidence | R0060 | |||
Diversification between perils | R0070 | |||
Catastrophe risk non-proportional property reinsurance | R0080 | |||
Man-made catastrophe risk | R0090 | |||
Motor vehicle liability | R0100 | |||
Marine | R0110 | |||
Aviation | R0120 | |||
Fire | R0130 | |||
Liability | R0140 | |||
Credit & Suretyship | R0150 | |||
Diversification between perils | R0160 | |||
Other non-life catastrophe risk | R0170 | |||
Diversification between perils | R0180 | |||
Total Non-life catastrophe risk before diversification | R0190 | |||
Diversification between sub-modules | R0200 | |||
Total Non-life catastrophe risk after diversification | R0210 | |||
Health catastrophe risk — Summary | ||||
Health catastrophe risk | R0300 | |||
Mass accident | R0310 | |||
Accident concentration | R0320 | |||
Pandemic | R0330 | |||
Diversification between sub-modules | R0340 |
Natural Catastrophe risk — Windstorm | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |||
Republic of Austria | R0400 | |||||||
Kingdom of Belgium | R0410 | |||||||
Czech Republic | R0420 | |||||||
Swiss Confederation; Principality of Lichtenstein | R0430 | |||||||
Kingdom of Denmark | R0440 | |||||||
▼M4 | ||||||||
Republic of Slovenia | R0441 | |||||||
▼B | ||||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0450 | |||||||
Federal Republic of Germany | R0460 | |||||||
▼M4 | ||||||||
Republic of Hungary | R0461 | |||||||
▼B | ||||||||
Republic of Iceland | R0470 | |||||||
Ireland | R0480 | |||||||
Grand Duchy of Luxemburg | R0490 | |||||||
Kingdom of the Netherlands | R0500 | |||||||
Kingdom of Norway | R0510 | |||||||
Republic of Poland | R0520 | |||||||
▼M4 | ||||||||
Republic of Finland | R0521 | |||||||
▼B | ||||||||
Kingdom of Spain | R0530 | |||||||
Kingdom of Sweden | R0540 | |||||||
United Kingdom of Great Britain and Northern Ireland | R0550 | |||||||
Guadeloupe | R0560 | |||||||
Martinique | R0570 | |||||||
Collectivity of Saint Martin | R0580 | |||||||
Réunion | R0590 | |||||||
►M1 Total Windstorm specified Regions before diversification ◄ | R0600 | |||||||
Northern Europe | R0610 | |||||||
Western Europe | R0620 | |||||||
Eastern Europe | R0630 | |||||||
Southern Europe | R0640 | |||||||
Central and Western Asia | R0650 | |||||||
Eastern Asia | R0660 | |||||||
South and South-Eastern Asia | R0670 | |||||||
Oceania | R0680 | |||||||
Northern Africa | R0690 | |||||||
Southern Africa | R0700 | |||||||
Northern America excluding the United States of America | R0710 | |||||||
Natural Catastrophe risk — Windstorm | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0100 | C0110 | C0120 | ||
Republic of Austria | R0400 | |||
Kingdom of Belgium | R0410 | |||
Czech Republic | R0420 | |||
Swiss Confederation; Principality of Lichtenstein | R0430 | |||
Kingdom of Denmark | R0440 | |||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0450 | |||
Federal Republic of Germany | R0460 | |||
Republic of Iceland | R0470 | |||
Ireland | R0480 | |||
Grand Duchy of Luxemburg | R0490 | |||
Kingdom of the Netherlands | R0500 | |||
Kingdom of Norway | R0510 | |||
Republic of Poland | R0520 | |||
Kingdom of Spain | R0530 | |||
Kingdom of Sweden | R0540 | |||
United Kingdom of Great Britain and Northern Ireland | R0550 | |||
Guadeloupe | R0560 | |||
Martinique | R0570 | |||
Collectivity of Saint Martin | R0580 | |||
Réunion | R0590 | |||
►M1 Total Windstorm specified Regions before diversification ◄ | R0600 | |||
Northern Europe | R0610 | |||
Western Europe | R0620 | |||
Eastern Europe | R0630 | |||
Southern Europe | R0640 | |||
Central and Western Asia | R0650 | |||
Eastern Asia | R0660 | |||
South and South-Eastern Asia | R0670 | |||
Oceania | R0680 | |||
Northern Africa | R0690 | |||
Southern Africa | R0700 | |||
Northern America excluding the United States of America | R0710 |
Natural Catastrophe risk — Windstorm | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |||
Caribbean and Central America | R0720 | |||||||
Eastern South America | R0730 | |||||||
Northern, southern and western South America | R0740 | |||||||
North-east United States of America | R0750 | |||||||
South-east United States of America | R0760 | |||||||
Mid-west United States of America | R0770 | |||||||
Western United States of America | R0780 | |||||||
Total Windstorm Other Regions before diversifications | R0790 | |||||||
Total Windstorm all Regions before diversification | R0800 | |||||||
Diversification effect between regions | R0810 | |||||||
Total Windstorm after diversification | R0820 |
Natural Catastrophe risk — Windstorm | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0100 | C0110 | C0120 | ||
Caribbean and Central America | R0720 | |||
Eastern South America | R0730 | |||
Northern, southern and western South America | R0740 | |||
North-east United States of America | R0750 | |||
South-east United States of America | R0760 | |||
Mid-west United States of America | R0770 | |||
Western United States of America | R0780 | |||
Total Windstorm Other Regions before diversifications | R0790 | |||
Total Windstorm all Regions before diversification | R0800 | |||
Diversification effect between regions | R0810 | |||
Total Windstorm after diversification | R0820 |
Natural Catastrophe risk — Earthquake | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | (cont.) | |
C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | |||
Republic of Austria | R0830 | |||||||
Kingdom of Belgium | R0840 | |||||||
Republic of Bulgaria | R0850 | |||||||
Republic of Croatia | R0860 | |||||||
Republic of Cyprus | R0870 | |||||||
Czech Republic | R0880 | |||||||
Swiss Confederation; Principality of Lichtenstein | R0890 | |||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0900 | |||||||
Federal Republic of Germany | R0910 | |||||||
Hellenic Republic | R0920 | |||||||
Republic of Hungary | R0930 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R0940 | |||||||
Republic of Malta | R0950 | |||||||
Portuguese Republic | R0960 | |||||||
Romania | R0970 | |||||||
Slovak Republic | R0980 | |||||||
Republic of Slovenia | R0990 | |||||||
Guadeloupe | R1000 | |||||||
Martinique | R1010 | |||||||
Collectivity of Saint Martin | R1020 | |||||||
►M1 Total Earthquake specified Regions before diversification ◄ | R1030 | |||||||
Northern Europe | R1040 | |||||||
Western Europe | R1050 | |||||||
Eastern Europe | R1060 | |||||||
Southern Europe | R1070 | |||||||
Central and Western Asia | R1080 | |||||||
Eastern Asia | R1090 | |||||||
South and South-Eastern Asia | R1100 | |||||||
Oceania | R1110 | |||||||
Northern Africa | R1120 | |||||||
Southern Africa | R1130 | |||||||
Northern America excluding the United States of America | R1140 |
Natural Catastrophe risk — Earthquake | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0190 | C0200 | ||
Republic of Austria | R0830 | ||
Kingdom of Belgium | R0840 | ||
Republic of Bulgaria | R0850 | ||
Republic of Croatia | R0860 | ||
Republic of Cyprus | R0870 | ||
Czech Republic | R0880 | ||
Swiss Confederation; Principality of Lichtenstein | R0890 | ||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R0900 | ||
Federal Republic of Germany | R0910 | ||
Hellenic Republic | R0920 | ||
Republic of Hungary | R0930 | ||
Italian Republic; Republic of San Marino; Vatican City State | R0940 | ||
Republic of Malta | R0950 | ||
Portuguese Republic | R0960 | ||
Romania | R0970 | ||
Slovak Republic | R0980 | ||
Republic of Slovenia | R0990 | ||
Guadeloupe | R1000 | ||
Martinique | R1010 | ||
Collectivity of Saint Martin | R1020 | ||
►M1 Total Earthquake specified Regions before diversification ◄ | R1030 | ||
Northern Europe | R1040 | ||
Western Europe | R1050 | ||
Eastern Europe | R1060 | ||
Southern Europe | R1070 | ||
Central and Western Asia | R1080 | ||
Eastern Asia | R1090 | ||
South and South-Eastern Asia | R1100 | ||
Oceania | R1110 | ||
Northern Africa | R1120 | ||
Southern Africa | R1130 | ||
Northern America excluding the United States of America | R1140 |
Natural Catastrophe risk — Earthquake | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | (cont.) | |
C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | |||
Caribbean and Central America | R1150 | |||||||
Eastern South America | R1160 | |||||||
Northern, southern and western South America | R1170 | |||||||
North-east United States of America | R1180 | |||||||
South-east United States of America | R1190 | |||||||
Mid-west United States of America | R1200 | |||||||
Western United States of America | R1210 | |||||||
Total Earthquake Other Regions before diversifications | R1220 | |||||||
Total Earthquake all Regions before diversification | R1230 | |||||||
Diversification effect between regions | R1240 | |||||||
Total Earthquake after diversification | R1250 |
Natural Catastrophe risk — Earthquake | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0190 | C0200 | ||
Caribbean and Central America | R1150 | ||
Eastern South America | R1160 | ||
Northern, southern and western South America | R1170 | ||
North-east United States of America | R1180 | ||
South-east United States of America | R1190 | ||
Mid-west United States of America | R1200 | ||
Western United States of America | R1210 | ||
Total Earthquake Other Regions before diversifications | R1220 | ||
Total Earthquake all Regions before diversification | R1230 | ||
Diversification effect between regions | R1240 | ||
Total Earthquake after diversification | R1250 |
Natural Catastrophe risk — Flood | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | |||
Republic of Austria | R1260 | |||||||
Kingdom of Belgium | R1270 | |||||||
Republic of Bulgaria | R1280 | |||||||
Czech Republic | R1290 | |||||||
Swiss Confederation; Principality of Lichtenstein | R1300 | |||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1310 | |||||||
Federal Republic of Germany | R1320 | |||||||
Republic of Hungary | R1330 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R1340 | |||||||
Republic of Poland | R1350 | |||||||
Romania | R1360 | |||||||
Slovak Republic | R1370 | |||||||
Republic of Slovenia | R1380 | |||||||
United Kingdom of Great Britain and Northern Ireland | R1390 | |||||||
►M1 Total Flood specified Regions before diversification ◄ | R1400 | |||||||
Northern Europe | R1410 | |||||||
Western Europe | R1420 | |||||||
Eastern Europe | R1430 | |||||||
Southern Europe | R1440 | |||||||
Central and Western Asia | R1450 | |||||||
Eastern Asia | R1460 | |||||||
South and South-Eastern Asia | R1470 | |||||||
Oceania | R1480 | |||||||
Northern Africa | R1490 | |||||||
Southern Africa | R1500 | |||||||
Northern America excluding the United States of America | R1510 | |||||||
Caribbean and Central America | R1520 | |||||||
Eastern South America | R1530 | |||||||
Northern, southern and western South America | R1540 | |||||||
North-east United States of America | R1550 | |||||||
South-east United States of America | R1560 | |||||||
Mid-west United States of America | R1570 |
Natural Catastrophe risk — Flood | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0270 | C0280 | C0290 | ||
Republic of Austria | R1260 | |||
Kingdom of Belgium | R1270 | |||
Republic of Bulgaria | R1280 | |||
Czech Republic | R1290 | |||
Swiss Confederation; Principality of Lichtenstein | R1300 | |||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1310 | |||
Federal Republic of Germany | R1320 | |||
Republic of Hungary | R1330 | |||
Italian Republic; Republic of San Marino; Vatican City State | R1340 | |||
Republic of Poland | R1350 | |||
Romania | R1360 | |||
Slovak Republic | R1370 | |||
Republic of Slovenia | R1380 | |||
United Kingdom of Great Britain and Northern Ireland | R1390 | |||
►M1 Total Flood specified Regions before diversification ◄ | R1400 | |||
Northern Europe | R1410 | |||
Western Europe | R1420 | |||
Eastern Europe | R1430 | |||
Southern Europe | R1440 | |||
Central and Western Asia | R1450 | |||
Eastern Asia | R1460 | |||
South and South-Eastern Asia | R1470 | |||
Oceania | R1480 | |||
Northern Africa | R1490 | |||
Southern Africa | R1500 | |||
Northern America excluding the United States of America | R1510 | |||
Caribbean and Central America | R1520 | |||
Eastern South America | R1530 | |||
Northern, southern and western South America | R1540 | |||
North-east United States of America | R1550 | |||
South-east United States of America | R1560 | |||
Mid-west United States of America | R1570 |
Natural Catastrophe risk — Flood | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | |||
Western United States of America | R1580 | |||||||
Total Flood Other Regions before diversifications | R1590 | |||||||
Total Flood all Regions before diversification | R1600 | |||||||
Diversification effect between regions | R1610 | |||||||
Total Flood after diversification | R1620 |
Natural Catastrophe risk — Flood | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0270 | C0280 | C0290 | ||
Western United States of America | R1580 | |||
Total Flood Other Regions before diversifications | R1590 | |||
Total Flood all Regions before diversification | R1600 | |||
Diversification effect between regions | R1610 | |||
Total Flood after diversification | R1620 |
Natural Catastrophe risk — Hail | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Scenario A or B | Catastrophe Risk Charge before risk mitigation | (cont.) | |
C0300 | C0310 | C0320 | C0330 | C0340 | C0350 | |||
Republic of Austria | R1630 | |||||||
Kingdom of Belgium | R1640 | |||||||
▼M4 | ||||||||
Czech Republic | R01641 | |||||||
▼B | ||||||||
Swiss Confederation; Principality of Lichtenstein | R1650 | |||||||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1660 | |||||||
Federal Republic of Germany | R1670 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R1680 | |||||||
Grand Duchy of Luxemburg | R1690 | |||||||
Kingdom of the Netherlands | R1700 | |||||||
▼M4 | ||||||||
Republic of Slovenia | R01701 | |||||||
▼B | ||||||||
Kingdom of Spain | R1710 | |||||||
►M1 Total Hail specified Regions before diversification ◄ | R1720 | |||||||
Northern Europe | R1730 | |||||||
Western Europe | R1740 | |||||||
Eastern Europe | R1750 | |||||||
Southern Europe | R1760 | |||||||
Central and Western Asia | R1770 | |||||||
Eastern Asia | R1780 | |||||||
South and South-Eastern Asia | R1790 | |||||||
Oceania | R1800 | |||||||
Northern Africa | R1810 | |||||||
Southern Africa | R1820 | |||||||
Northern America excluding the United States of America | R1830 | |||||||
Caribbean and Central America | R1840 | |||||||
Eastern South America | R1850 | |||||||
Northern, southern and western South America | R1860 | |||||||
North-east United States of America | R1870 | |||||||
South-east United States of America | R1880 | |||||||
Mid-west United States of America | R1890 | |||||||
Western United States of America | R1900 | |||||||
Total Hail Other Regions before diversifications | R1910 | |||||||
Total Hail all Regions before diversification | R1920 | |||||||
Diversification effect between regions | R1930 | |||||||
Total Hail after diversification | R1940 | |||||||
Natural Catastrophe risk — Hail | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0360 | C0370 | C0380 | ||
Republic of Austria | R1630 | |||
Kingdom of Belgium | R1640 | |||
Swiss Confederation; Principality of Lichtenstein | R1650 | |||
French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra | R1660 | |||
Federal Republic of Germany | R1670 | |||
Italian Republic; Republic of San Marino; Vatican City State | R1680 | |||
Grand Duchy of Luxemburg | R1690 | |||
Kingdom of the Netherlands | R1700 | |||
Kingdom of Spain | R1710 | |||
►M1 Total Hail specified Regions before diversification ◄ | R1720 | |||
Northern Europe | R1730 | |||
Western Europe | R1740 | |||
Eastern Europe | R1750 | |||
Southern Europe | R1760 | |||
Central and Western Asia | R1770 | |||
Eastern Asia | R1780 | |||
South and South-Eastern Asia | R1790 | |||
Oceania | R1800 | |||
Northern Africa | R1810 | |||
Southern Africa | R1820 | |||
Northern America excluding the United States of America | R1830 | |||
Caribbean and Central America | R1840 | |||
Eastern South America | R1850 | |||
Northern, southern and western South America | R1860 | |||
North-east United States of America | R1870 | |||
South-east United States of America | R1880 | |||
Mid-west United States of America | R1890 | |||
Western United States of America | R1900 | |||
Total Hail Other Regions before diversifications | R1910 | |||
Total Hail all Regions before diversification | R1920 | |||
Diversification effect between regions | R1930 | |||
Total Hail after diversification | R1940 |
Natural Catastrophe risk -Subsidence | Estimation of the gross premiums to be earned | Exposure | Specified Gross Loss | Catastrophe Risk Charge Factor before risk mitigation | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | |
C0390 | C0400 | C0410 | C0420 | C0430 | C0440 | ||
Total Subsidence before diversification | R1950 | ||||||
Diversification effect between zones | R1960 | ||||||
Total Subsidence after diversification | R1970 |
Natural Catastrophe risk -Subsidence | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0450 | C0460 | ||
Total Subsidence before diversification | R1950 | ||
Diversification effect between zones | R1960 | ||
Total Subsidence after diversification | R1970 |
Catastrophe risk — Non-proportional property reinsurance | Estimation of the premiums to be earned | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C0470 | C0480 | C0490 | C0500 | C0510 | ||
Non-proportional property reinsurance | R2000 |
Man made catastrophe risk — Motor Vehicle Liability | Number of vehicles policy limit above 24M€ | Number of vehicles policy limit below or equal to 24M€ | Catastrophe Risk Charge Motor Vehicle Liability before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Motor Vehicle Liability after risk mitigation | |
C0520 | C0530 | C0540 | C0550 | C0560 | C0570 | ||
Motor Vehicle Liability | R2100 |
Man made catastrophe risk — Marine Tanker Collision | Catastrophe Risk Charge Share marine hull in tanker t before risk mitigation | Catastrophe Risk Charge Share marine liability in tanker t before risk mitigation | Catastrophe Risk Charge Share marine oil pollution liability in tanker t before risk mitigation | Catastrophe Risk Charge Marine Tanker Collision before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | (cont.) | |
C0580 | C0590 | C0600 | C0610 | C0620 | C0630 | |||
Marine Tanker Collision | R2200 |
Man made catastrophe risk — Marine Tanker Collision | Catastrophe Risk Charge Marine Tanker Collision after risk mitigation | Name vessel | |
C0640 | C0650 | ||
Marine Tanker Collision | R2200 |
Man made catastrophe risk — Marine Platform Explosion | Catastrophe Risk Charge Property damage before risk mitigation | Catastrophe Risk Charge Removal of wreckage before risk mitigation | Catastrophe Risk Charge Loss of production income before risk mitigation | Catastrophe Risk Charge Capping of the well or making the well secure before risk mitigation | Catastrophe Risk Charge Liability insurance and reinsurance obligations before risk mitigation | Catastrophe Risk Charge Marine Platform Explosion before risk mitigation | (cont.) | |
C0660 | C0670 | C0680 | C0690 | C0700 | C0710 | |||
Marine Platform Explosion | R2300 |
Man made catastrophe risk — Marine Platform Explosion | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Marine Platform Explosion after risk mitigation | Name platform | |
C0720 | C0730 | C0740 | C0750 | ||
Marine Platform Explosion | R2300 |
Man made catastrophe risk — Marine | Catastrophe Risk Charge Marine before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Marine after risk mitigation | |
C0760 | C0770 | C0780 | ||
Total before diversification | R2400 | |||
Diversification between type of event | R2410 | |||
▼M1 | ||||
Total after diversification | R2420 | |||
Number of vessels
Number | ||
C0781 | ||
Number of vessels below the threshold of EUR 250k | R2421 |
Man made catastrophe risk — Aviation | Catastrophe risk Charge Aviation hull before risk mitigation | Catastrophe risk Charge Aviation liability before risk mitigation | Catastrophe Risk Charge Aviation before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Aviation after risk mitigation | |
C0790 | C0800 | C0810 | C0820 | C0830 | C0840 | ||
Gross Catastrophe Risk Charge Aviation | R2500 |
Man made catastrophe risk — Fire | Catastrophe Risk Charge Fire before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Fire after risk mitigation | |
C0850 | C0860 | C0870 | C0880 | ||
Fire | R2600 |
Man made catastrophe risk — Liability | Earned premium following 12 months | Largest liability limit provided | Number of claims | Catastrophe Risk Charge Liability before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Liability after risk mitigation | |
C0890 | C0900 | C0910 | C0920 | C0930 | C0940 | C0950 | ||
Professional malpractice liability | R2700 | |||||||
Employers liability | R2710 | |||||||
Directors and officers liability | R2720 | |||||||
Other liability | R2730 | |||||||
Non-proportional reinsurance | R2740 | |||||||
Total | R2750 |
Man made catastrophe risk — Liability | Catastrophe Risk Charge Liability before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Liability after risk mitigation | |
C0960 | C0970 | C0980 | ||
Total before diversification | R2800 | |||
Diversification between type of cover | R2810 | |||
▼M1 | ||||
Total after diversification | R2820 | |||
▼B | ||||
Man made catastrophe risk — Credit & Suretyship — Large Credit Default | Exposure (individual or group) | Proportion of damage caused by scenario | Catastrophe Risk Charge Credit & Surety before risk mitigation — Large Credit Default | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Credit & Surety after risk mitigation — Large Credit Default | |
C0990 | C1000 | C1010 | C1020 | C1030 | C1040 | ||
Largest exposure 1 | R2900 | ||||||
Largest exposure 2 | R2910 | ||||||
Total | R2920 |
Man made catastrophe risk — Credit & Suretyship — Recession Risk | Earned premium following 12 months | Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Recession Risk | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Recession Risk | |
C1050 | C1060 | C1070 | C1080 | C1090 | ||
Total | R3000 |
Man made catastrophe risk — Credit & Suretyship | Catastrophe Risk Charge Credit & Suretyship before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Credit & Suretyship after risk mitigation | |
C1100 | C1110 | C1120 | ||
Total before diversification | R3100 | |||
Diversification between type of event | R3110 | |||
▼M1 | ||||
Total after diversification | R3120 | |||
▼B | ||||
Other non-life catastrophe risk | Estimation of the gross premiums to be earned | Catastrophe Risk Charge Other non-life catastrophe risk before risk mitigation | Estimated Total Risk Mitigation | Catastrophe Risk Charge Other non-life catastrophe risk after risk mitigation | |
C1130 | C1140 | C1150 | C1160 | ||
MAT other than Marine and Aviation | R3200 | ||||
Non-proportional MAT reinsurance other than Marine and Aviation | R3210 | ||||
Miscellaneous financial loss | R3220 | ||||
Non-proportional Casualty reinsurance other than General liability | R3230 | ||||
Non-proportional Credit & Surety reinsurance | R3240 | ||||
Total before diversification | R3250 | ||||
▼M1 | |||||
Diversification between groups of obligations | R3260 | ||||
Total after diversification | R3270 | ||||
▼B | |||||
Accidental death | Permanent disability | ►M4 ◄ | ||||||
Health Catastrophe risk — Mass accident | # Policyholders | Total value of benefits payable | # Policyholders | Total value of benefits payable | ►M4 ◄ | ►M4 ◄ | (cont.) | |
C1170 | C1180 | C1190 | C1200 | ►M4 ◄ | ►M4 ◄ | |||
Republic of Austria | R3300 | |||||||
Kingdom of Belgium | R3310 | |||||||
Republic of Bulgaria | R3320 | |||||||
Republic of Croatia | R3330 | |||||||
Republic of Cyprus | R3340 | |||||||
Czech Republic | R3350 | |||||||
Kingdom of Denmark | R3360 | |||||||
Republic of Estonia | R3370 | |||||||
Republic of Finland | R3380 | |||||||
French Republic; Principality of Monaco; Principality of Andorra | R3390 | |||||||
Hellenic Republic | R3400 | |||||||
Federal Republic of Germany | R3410 | |||||||
Republic of Hungary | R3420 | |||||||
Republic of Iceland | R3430 | |||||||
Ireland | R3440 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R3450 | |||||||
Republic of Latvia | R3460 | |||||||
Republic of Lithuania | R3470 | |||||||
Grand Duchy of Luxemburg | R3480 | |||||||
Republic of Malta | R3490 | |||||||
Kingdom of the Netherlands | R3500 | |||||||
Kingdom of Norway | R3510 | |||||||
Republic of Poland | R3520 | |||||||
Portuguese Republic | R3530 | |||||||
Romania | R3540 | |||||||
Slovak Republic | R3550 | |||||||
Republic of Slovenia | R3560 | |||||||
Kingdom of Spain | R3570 | |||||||
Kingdom of Sweden | R3580 | |||||||
Swiss Confederation | R3590 | |||||||
United Kingdom of Great Britain and Northern Ireland | R3600 | |||||||
Total Mass accident all countries before diversification | R3610 | |||||||
Diversification effect between countries | R3620 | |||||||
Total Mass accident all countries after diversification | R3630 | |||||||
Disability 12 months | Medical treatment | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | |||||
Health Catastrophe risk — Mass accident | # Policyholders | Total value of benefits payable | # Policyholders | Total value of benefits payable | (cont.) | |||
C1230 | C1240 | C1250 | C1260 | C1270 | C1280 | |||
Republic of Austria | R3300 | |||||||
Kingdom of Belgium | R3310 | |||||||
Republic of Bulgaria | R3320 | |||||||
Republic of Croatia | R3330 | |||||||
Republic of Cyprus | R3340 | |||||||
Czech Republic | R3350 | |||||||
Kingdom of Denmark | R3360 | |||||||
Republic of Estonia | R3370 | |||||||
Republic of Finland | R3380 | |||||||
French Republic; Principality of Monaco; Principality of Andorra | R3390 | |||||||
Hellenic Republic | R3400 | |||||||
Federal Republic of Germany | R3410 | |||||||
Republic of Hungary | R3420 | |||||||
Republic of Iceland | R3430 | |||||||
Ireland | R3440 | |||||||
Italian Republic; Republic of San Marino; Vatican City State | R3450 | |||||||
Republic of Latvia | R3460 | |||||||
Republic of Lithuania | R3470 | |||||||
Grand Duchy of Luxemburg | R3480 | |||||||
Republic of Malta | R3490 | |||||||
Kingdom of the Netherlands | R3500 | |||||||
Kingdom of Norway | R3510 | |||||||
Republic of Poland | R3520 | |||||||
Portuguese Republic | R3530 | |||||||
Romania | R3540 | |||||||
Slovak Republic | R3550 | |||||||
Republic of Slovenia | R3560 | |||||||
Kingdom of Spain | R3570 | |||||||
Kingdom of Sweden | R3580 | |||||||
Swiss Confederation | R3590 | |||||||
United Kingdom of Great Britain and Northern Ireland | R3600 | |||||||
Total Mass accident all countries before diversification | R3610 | |||||||
Diversification effect between countries | R3620 | |||||||
Total Mass accident all countries after diversification | R3630 | |||||||
Health Catastrophe risk — Mass accident | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1290 | C1300 | ||
Republic of Austria | R3300 | ||
Kingdom of Belgium | R3310 | ||
Republic of Bulgaria | R3320 | ||
Republic of Croatia | R3330 | ||
Republic of Cyprus | R3340 | ||
Czech Republic | R3350 | ||
Kingdom of Denmark | R3360 | ||
Republic of Estonia | R3370 | ||
Republic of Finland | R3380 | ||
French Republic; Principality of Monaco; Principality of Andorra | R3390 | ||
Hellenic Republic | R3400 | ||
Federal Republic of Germany | R3410 | ||
Republic of Hungary | R3420 | ||
Republic of Iceland | R3430 | ||
Ireland | R3440 | ||
Italian Republic; Republic of San Marino; Vatican City State | R3450 | ||
Republic of Latvia | R3460 | ||
Republic of Lithuania | R3470 | ||
Grand Duchy of Luxemburg | R3480 | ||
Republic of Malta | R3490 | ||
Kingdom of the Netherlands | R3500 | ||
Kingdom of Norway | R3510 | ||
Republic of Poland | R3520 | ||
Portuguese Republic | R3530 | ||
Romania | R3540 | ||
Slovak Republic | R3550 | ||
Republic of Slovenia | R3560 | ||
Kingdom of Spain | R3570 | ||
Kingdom of Sweden | R3580 | ||
Swiss Confederation | R3590 | ||
United Kingdom of Great Britain and Northern Ireland | R3600 | ||
Total Mass accident all countries before diversification | R3610 | ||
Diversification effect between countries | R3620 | ||
Total Mass accident all countries after diversification | R3630 |
Health Catastrophe risk — Concentration accident | Largest known accident risk concentration | Accidental death | Permanent disability | ►M4 ◄ | Disability 12 months | Medical treatment | ||
Average sum insured | Average sum insured | ►M4 ◄ | Average sum insured | Average sum insured | (cont.) | |||
C1310 | C1320 | C1330 | ►M4 ◄ | C1350 | C1360 | |||
Republic of Austria | R3700 | |||||||
Kingdom of Belgium | R3710 | |||||||
Republic of Bulgaria | R3720 | |||||||
Republic of Croatia | R3730 | |||||||
Republic of Cyprus | R3740 | |||||||
Czech Republic | R3750 | |||||||
Kingdom of Denmark | R3760 | |||||||
Republic of Estonia | R3770 | |||||||
Republic of Finland | R3780 | |||||||
French Republic | R3790 | |||||||
Hellenic Republic | R3800 | |||||||
Federal Republic of Germany | R3810 | |||||||
Republic of Hungary | R3820 | |||||||
Republic of Iceland | R3830 | |||||||
Ireland | R3840 | |||||||
Italian Republic | R3850 | |||||||
Republic of Latvia | R3860 | |||||||
Republic of Lithuania | R3870 | |||||||
Grand Duchy of Luxemburg | R3880 | |||||||
Republic of Malta | R3890 | |||||||
Kingdom of the Netherlands | R3900 | |||||||
Kingdom of Norway | R3910 | |||||||
Republic of Poland | R3920 | |||||||
Portuguese Republic | R3930 | |||||||
Romania | R3940 | |||||||
Slovak Republic | R3950 | |||||||
Republic of Slovenia | R3960 | |||||||
Kingdom of Spain | R3970 | |||||||
Kingdom of Sweden | R3980 | |||||||
Swiss Confederation | R3990 | |||||||
United Kingdom of Great Britain and Northern Ireland | R4000 |
Health Catastrophe risk — Concentration accident | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1370 | C1380 | C1390 | C1400 | ||
Republic of Austria | R3700 | ||||
Kingdom of Belgium | R3710 | ||||
Republic of Bulgaria | R3720 | ||||
Republic of Croatia | R3730 | ||||
Republic of Cyprus | R3740 | ||||
Czech Republic | R3750 | ||||
Kingdom of Denmark | R3760 | ||||
Republic of Estonia | R3770 | ||||
Republic of Finland | R3780 | ||||
French Republic | R3790 | ||||
Hellenic Republic | R3800 | ||||
Federal Republic of Germany | R3810 | ||||
Republic of Hungary | R3820 | ||||
Republic of Iceland | R3830 | ||||
Ireland | R3840 | ||||
Italian Republic | R3850 | ||||
Republic of Latvia | R3860 | ||||
Republic of Lithuania | R3870 | ||||
Grand Duchy of Luxemburg | R3880 | ||||
Republic of Malta | R3890 | ||||
Kingdom of the Netherlands | R3900 | ||||
Kingdom of Norway | R3910 | ||||
Republic of Poland | R3920 | ||||
Portuguese Republic | R3930 | ||||
Romania | R3940 | ||||
Slovak Republic | R3950 | ||||
Republic of Slovenia | R3960 | ||||
Kingdom of Spain | R3970 | ||||
Kingdom of Sweden | R3980 | ||||
Swiss Confederation | R3990 | ||||
United Kingdom of Great Britain and Northern Ireland | R4000 |
Health Catastrophe risk — Concentration accident | Largest known accident risk concentration | Accidental death | Permanent disability | ►M4 ◄ | Disability 12 months | Medical treatment | ||
Average sum insured | Average sum insured | ►M4 ◄ | Average sum insured | Average sum insured | (cont.) | |||
C1310 | C1320 | C1330 | ►M4 ◄ | C1350 | C1360 | |||
Other countries to be considered in the Concentration accident | ||||||||
C1410 | ||||||||
Country 1 | R4010 | |||||||
... |
Health Catastrophe risk — Concentration accident | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1370 | C1380 | C1390 | C1400 | ||
Other countries to be considered in the Concentration accident | |||||
C1410 | |||||
Country 1 | R4010 | ||||
... |
Health Catastrophe risk — Concentration accident | Largest known accident risk concentration | Accidental death | Permanent disability | ►M4 ◄ | Disability 12 months | Medical treatment | ||
Average sum insured | Average sum insured | ►M4 ◄ | Average sum insured | Average sum insured | (cont.) | |||
C1310 | C1320 | C1330 | ►M4 ◄ | C1350 | C1360 | |||
Total Concentration accident all countries before diversification | R4020 | |||||||
Diversification effect between countries | R4030 | |||||||
Total Concentration accident all countries after diversification | R4040 |
Health Catastrophe risk — Concentration accident | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |
C1370 | C1380 | C1390 | C1400 | ||
Total Concentration accident all countries before diversification | R4020 | ||||
Diversification effect between countries | R4030 | ||||
Total Concentration accident all countries after diversification | R4040 |
Health Catastrophe risk — Pandemic | Income protection | Medical expense | ||||||
Number of insured people | Total pandemic exposure | Number of insured persons | Unit claim cost hospitalisation | Ratio of insured persons using hospitalisation | Unit claim cost medical practitioner | (cont.) | ||
C1420 | C1430 | C1440 | C1450 | C1460 | C1470 | |||
Republic of Austria | R4100 | |||||||
Kingdom of Belgium | R4110 | |||||||
Republic of Bulgaria | R4120 | |||||||
Republic of Croatia | R4130 | |||||||
Republic of Cyprus | R4140 | |||||||
Czech Republic | R4150 | |||||||
Kingdom of Denmark | R4160 | |||||||
Republic of Estonia | R4170 | |||||||
Republic of Finland | R4180 | |||||||
French Republic | R4190 | |||||||
Hellenic Republic | R4200 | |||||||
Federal Republic of Germany | R4210 | |||||||
Republic of Hungary | R4220 | |||||||
Republic of Iceland | R4230 | |||||||
Ireland | R4240 | |||||||
Italian Republic | R4250 | |||||||
Republic of Latvia | R4260 | |||||||
Republic of Lithuania | R4270 | |||||||
Grand Duchy of Luxemburg | R4280 | |||||||
Republic of Malta | R4290 | |||||||
Kingdom of the Netherlands | R4300 | |||||||
Kingdom of Norway | R4310 | |||||||
Republic of Poland | R4320 | |||||||
Portuguese Republic | R4330 | |||||||
Romania | R4340 | |||||||
Slovak Republic | R4350 | |||||||
Republic of Slovenia | R4360 | |||||||
Kingdom of Spain | R4370 | |||||||
Kingdom of Sweden | R4380 | |||||||
Swiss Confederation | R4390 | |||||||
United Kingdom of Great Britain and Northern Ireland | R4400 | |||||||
Health Catastrophe risk — Pandemic | Medical expense | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | |||
Ratio of insured persons using medical practitioner | Unit claim cost no formal medical care | Ratio of insured persons using no formal medical care | ||||||
C1480 | C1490 | C1500 | C1510 | C1520 | C1530 | C1540 | ||
Republic of Austria | R4100 | |||||||
Kingdom of Belgium | R4110 | |||||||
Republic of Bulgaria | R4120 | |||||||
Republic of Croatia | R4130 | |||||||
Republic of Cyprus | R4140 | |||||||
Czech Republic | R4150 | |||||||
Kingdom of Denmark | R4160 | |||||||
Republic of Estonia | R4170 | |||||||
Republic of Finland | R4180 | |||||||
French Republic | R4190 | |||||||
Hellenic Republic | R4200 | |||||||
Federal Republic of Germany | R4210 | |||||||
Republic of Hungary | R4220 | |||||||
Republic of Iceland | R4230 | |||||||
Ireland | R4240 | |||||||
Italian Republic | R4250 | |||||||
Republic of Latvia | R4260 | |||||||
Republic of Lithuania | R4270 | |||||||
Grand Duchy of Luxemburg | R4280 | |||||||
Republic of Malta | R4290 | |||||||
Kingdom of the Netherlands | R4300 | |||||||
Kingdom of Norway | R4310 | |||||||
Republic of Poland | R4320 | |||||||
Portuguese Republic | R4330 | |||||||
Romania | R4340 | |||||||
Slovak Republic | R4350 | |||||||
Republic of Slovenia | R4360 | |||||||
Kingdom of Spain | R4370 | |||||||
Kingdom of Sweden | R4380 | |||||||
Swiss Confederation | R4390 | |||||||
United Kingdom of Great Britain and Northern Ireland | R4400 | |||||||
Income protection | Medical expense | |||||||
Health Catastrophe risk — Pandemic | Number of insured people | Total pandemic exposure | Number of insured persons | Unit claim cost hospitalisation | Ratio of insured persons using hospitalisation | Unit claim cost medical practitioner | (cont.) | |
C1420 | C1430 | C1440 | C1450 | C1460 | C1470 | |||
Other countries to be considered in the Pandemic | ||||||||
C1550 | ||||||||
Country 1 | R4410 | |||||||
... | ||||||||
Total Pandemic all countries | R4420 | |||||||
Medical expense | Catastrophe Risk Charge before risk mitigation | Estimated Risk Mitigation | Estimated Reinstatement Premiums | Catastrophe Risk Charge after risk mitigation | ||||
Health Catastrophe risk — Pandemic | Ratio of insured persons using medical practitioner | Unit claim cost no formal medical care | Ratio of insured persons using no formal medical care | |||||
C1480 | C1490 | C1500 | C1510 | C1520 | C1530 | C1540 | ||
Other countries to be considered in the Pandemic | ||||||||
C1550 | ||||||||
Country 1 | R4410 | |||||||
... | ||||||||
Total Pandemic all countries | R4420 | |||||||
S.28.01.01
Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity
Linear formula component for non-life insurance and reinsurance obligations
C0010 | ||
MCRNL Result | R0010 |
Net (of reinsurance/SPV) best estimate and TP calculated as a whole | Net (of reinsurance) written premiums in the last 12 months | ||||
C0020 | C0030 | ||||
Medical expense insurance and proportional reinsurance | R0020 | ||||
Income protection insurance and proportional reinsurance | R0030 | ||||
Workers' compensation insurance and proportional reinsurance | R0040 | ||||
Motor vehicle liability insurance and proportional reinsurance | R0050 | ||||
Other motor insurance and proportional reinsurance | R0060 | ||||
Marine, aviation and transport insurance and proportional reinsurance | R0070 | ||||
Fire and other damage to property insurance and proportional reinsurance | R0080 | ||||
General liability insurance and proportional reinsurance | R0090 | ||||
Credit and suretyship insurance and proportional reinsurance | R0100 | ||||
Legal expenses insurance and proportional reinsurance | R0110 | ||||
Assistance and proportional reinsurance | R0120 | ||||
Miscellaneous financial loss insurance and proportional reinsurance | R0130 | ||||
Non-proportional health reinsurance | R0140 | ||||
Non-proportional casualty reinsurance | R0150 | ||||
Non-proportional marine, aviation and transport reinsurance | R0160 | ||||
Non-proportional property reinsurance | R0170 | ||||
Linear formula component for life insurance and reinsurance obligations
C0040 | ||
MCRL Result | R0200 |
Net (of reinsurance/SPV) best estimate and TP calculated as a whole | Net (of reinsurance/SPV) total capital at risk | ||||
C0050 | C0060 | ||||
Obligations with profit participation — guaranteed benefits | R0210 | ||||
Obligations with profit participation — future discretionary benefits | R0220 | ||||
Index-linked and unit-linked insurance obligations | R0230 | ||||
Other life (re)insurance and health (re)insurance obligations | R0240 | ||||
Total capital at risk for all life (re)insurance obligations | R0250 | ||||
Overall MCR calculation
C0070 | ||
Linear MCR | R0300 | |
SCR | R0310 | |
MCR cap | R0320 | |
MCR floor | R0330 | |
Combined MCR | R0340 | |
Absolute floor of the MCR | R0350 | |
C0070 | ||
Minimum Capital Requirement | R0400 |
S.28.02.01
Minimum Capital Requirement — Both life and non-life insurance activity
Non-life activities | Life activities | Non-life activities | Life activities | |||||
MCR(NL,NL) Result | MCR(NL,L)Result | |||||||
C0010 | C0020 | |||||||
Linear formula component for non-life insurance and reinsurance obligations | R0010 | |||||||
Net (of reinsurance/ SPV) best estimate and TP calculated as a whole | Net (of reinsurance) written premiums in the last 12 months | Net (of reinsurance/SPV) best estimate and TP calculated as a whole | Net (of reinsurance) written premiums in the last 12 months | |||||
C0030 | C0040 | C0050 | C0060 | |||||
Medical expense insurance and proportional reinsurance | R0020 | |||||||
Income protection insurance and proportional reinsurance | R0030 | |||||||
Workers' compensation insurance and proportional reinsurance | R0040 | |||||||
Motor vehicle liability insurance and proportional reinsurance | R0050 | |||||||
Other motor insurance and proportional reinsurance | R0060 | |||||||
Marine, aviation and transport insurance and proportional reinsurance | R0070 | |||||||
Fire and other damage to property insurance and proportional reinsurance | R0080 | |||||||
General liability insurance and proportional reinsurance | R0090 | |||||||
Credit and suretyship insurance and proportional reinsurance | R0100 | |||||||
Legal expenses insurance and proportional reinsurance | R0110 | |||||||
Assistance and proportional reinsurance | R0120 | |||||||
Miscellaneous financial loss insurance and proportional reinsurance | R0130 | |||||||
Non-proportional health reinsurance | R0140 | |||||||
Non-proportional casualty reinsurance | R0150 | |||||||
Non-proportional marine, aviation and transport reinsurance | R0160 | |||||||
Non-proportional property reinsurance | R0170 | |||||||
Non-life activities | Life activities | Non-life activities | Life activities | |||||
MCR(L,NL) Result | MCR(L,L) Result | |||||||
C0070 | C0080 | |||||||
Linear formula component for life insurance and reinsurance obligations | R0200 | |||||||
Net (of reinsurance/SPV) best estimate and TP calculated as a whole | Net (of reinsurance/SPV) total capital at risk | Net (of reinsurance/SPV) best estimate and TP calculated as a whole | Net (of reinsurance/SPV) total capital at risk | |||||
C0090 | C0100 | C0110 | C0120 | |||||
Obligations with profit participation — guaranteed benefits | R0210 | |||||||
Obligations with profit participation — future discretionary benefits | R0220 | |||||||
Index-linked and unit-linked insurance obligations | R0230 | |||||||
Other life (re)insurance and health (re)insurance obligations | R0240 | |||||||
Total capital at risk for all life (re)insurance obligations | R0250 | |||||||
Overall MCR calculation
C0130 | ||
Linear MCR | R0300 | |
SCR | R0310 | |
MCR cap | R0320 | |
MCR floor | R0330 | |
Combined MCR | R0340 | |
Absolute floor of the MCR | R0350 | |
C0130 | ||
Minimum Capital Requirement | R0400 |
Notional non-life and life MCR calculation | Non-life activities | Life activities | |
C0140 | C0150 | ||
Notional linear MCR | R0500 | ||
Notional SCR excluding add-on (annual or latest calculation) | R0510 | ||
Notional MCR cap | R0520 | ||
Notional MCR floor | R0530 | ||
Notional Combined MCR | R0540 | ||
Absolute floor of the notional MCR | R0550 | ||
Notional MCR | R0560 |
S.29.01.01
Excess of Assets over Liabilities
Year N | Year N-1 | Variation | ||
Basic own funds before deduction for participations in other financial sector as foreseen in article 68 of Delegated Regulation 2015/35 | C0010 | C0020 | C0030 | |
Ordinary share capital (gross of own shares) | R0010 | |||
Share premium account related to ordinary share capital | R0020 | |||
Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual-type undertakings | R0030 | |||
Subordinated mutual member accounts | R0040 | |||
Surplus funds | R0050 | |||
Preference shares | R0060 | |||
Share premium account related to preference shares | R0070 | |||
Reconciliation reserve before deduction for participations | R0080 | |||
Subordinated liabilities | R0090 | |||
An amount equal to the value of net deferred tax assets | R0100 | |||
Other own fund items approved by the supervisory authority as basic own funds not specified above | R0110 | |||
Variation of total BOF items before adjustments | R0120 | |||
Variation of components of reconciliation reserve — Items reported in ‘Own funds’ | ||||
Excess of assets over liabilities (Variations of BOF explained by Variation Analysis Templates) | R0130 | |||
Own shares | R0140 | |||
Forseeable dividends, distributions and charges | R0150 | |||
Other basic own fund items | R0160 | |||
Restricted own fund items due to ring fencing and matching | R0170 | |||
Total variation of Reconciliation Reserve | R0180 | |||
Summary Analysis of Variation of Excess of Assets over Liabilities | ||||
Variations due to investments and financial liabilities | R0190 | |||
►M1 Variations due to net technical provisions ◄ | R0200 | |||
Variations in capital basic own fund items and other items approved | R0210 | |||
Variation in Deffered Tax position | R0220 | |||
Income Tax of the reporting period | R0230 | |||
Dividend distribution | R0240 | |||
Other variations in Excess of Assets over Liabilities | R0250 |
S.29.02.01
Excess of Assets over Liabilities — explained by investments and financial liabilities
Analysis of movements affecting Excess of Assets over Liabilities | ||
Of which movements in valuation with an impact on Excess of Assets over Liabilities | C0010 | |
Valuation movements on investments | R0010 | |
Valuation movements on own shares | R0020 | |
Valuation movements on financial liabilities and subordinated liabilities | R0030 | |
Of which Investments revenues and expenses with an impact on Excess of Assets over Liabilities | ||
Investment revenues | R0040 | |
Investments expenses incl. Interest charges on subordinated and financial liabilities | R0050 | |
Variation in Excess of Assets over Liabilities explained by Investments and financial liabilities management | R0060 | |
Detail of Investment revenues | ||
Dividends | R0070 | |
Interests | R0080 | |
Rents | R0090 | |
Other | R0100 |
S.29.03.01
Excess of Assets over Liabilities — explained by technical provisions
Of which the following breakdown of Variation in Best Estimate — analysis per UWY if applicable | LIFE | NON LIFE | |
Gross of reinsurance | Gross of reinsurance | ||
C0010 | C0020 | ||
Opening Best Estimate | R0010 | ||
Exceptional elements triggering restating of opening Best Estimate | R0020 | ||
Changes in perimeter | R0030 | ||
Foreign exchange variation | R0040 | ||
Best Estimate on risk accepted during the period | R0050 | ||
Variation of Best Estimate due to unwinding of discount rate — risks accepted prior to period | R0060 | ||
Variation of Best Estimate due to year N projected in and out flows — risks accepted prior to period | R0070 | ||
Variation of Best Estimate due to experience — risks accepted prior to period | R0080 | ||
Variation of Best Estimate due to changes in non economic assumptions — risks accepted prior to period | R0090 | ||
Variation of Best Estimate due to changes in economic environment — risks accepted prior to period | R0100 | ||
Other changes not elsewhere explained | R0110 | ||
Closing Best Estimate | R0120 |
LIFE | NON LIFE | ||
Reinsurance recoverables | Reinsurance recoverables | ||
C0030 | C0040 | ||
Openning Best Estimate | R0130 | ||
Closing Best Estimate | R0140 |
Of which the following breakdown of Variation in Best Estimate — analysis per AY if applicable
LIFE | NON LIFE | ||
Gross of reinsurance | Gross of reinsurance | ||
C0050 | C0060 | ||
Opening Best Estimate | R0150 | ||
Exceptional elements triggering restating of opening Best Estimate | R0160 | ||
Changes in perimeter | R0170 | ||
Foreign exchange variation | R0180 | ||
Variation of Best Estimate on risk covered after the period | R0190 | ||
Variation of Best Estimate on risks covered during the period | R0200 | ||
Variation of Best Estimate due to unwinding of discount rate — risks covered prior to period | R0210 | ||
Variation of Best Estimate due to year N projected in and out flows — risks covered prior to period | R0220 | ||
Variation of Best Estimate due to experience and other sources — risks covered prior to period | R0230 | ||
Variation of Best Estimate due to changes in non economic assumptions — risks covered prior to period | R0240 | ||
Variation of Best Estimate due to changes in economic environment — risks covered prior to period | R0250 | ||
Other changes not elsewhere explained | R0260 | ||
Closing Best Estimate | R0270 |
LIFE | NON LIFE | ||
Reinsurance recoverables | Reinsurance recoverables | ||
C0070 | C0080 | ||
Openning Best Estimate | R0280 | ||
Closing Best Estimate | R0290 |
Of which adjustments in Technical Provisions related to valuation of Unit linked contracts, with theoretically a neutralizing impact on Assets over Liabilities
LIFE | ||
C0090 | ||
▼M3 | ||
Net variation for index-linked and unit-linked business | R0300 | |
▼B | ||
Technical flows affecting Technical provisions
LIFE | NON LIFE | ||
C0100 | C0110 | ||
Premiums written during the period | R0310 | ||
Claims and Benefits during the period, net of salvages and subrogations | R0320 | ||
Expenses (excluding Investment expenses) | R0330 | ||
Total technical flows on gross technical provisions | R0340 | ||
Technical flows related to reinsurance during the period (recoverables received net of premiums paid) | R0350 |
Variation in Excess of Assets over Liabilities explained by Technical provisions
LIFE | NON LIFE | ||
C0120 | C0130 | ||
Gross Technical Provisions | R0360 | ||
Reinsurance recoverables | R0370 |
S.29.04.01
Detailed analysis per period — Technical flows versus Technical provisions
Detailed analysis per period — Technical flows versus Technical provisions — UWY
Line of Business | |||
Z0010 | |||
Risks accepted during period | Risks accepted prior to period | ||
C0010 | C0020 | ||
Written premiums underwritten during period | R0010 | ||
Claims and benefits — net of salvages and subrogations recovered | R0020 | ||
Expenses (related to insurance and reinsurance obligations) | R0030 | ||
Variation of Best Estimate | R0040 | ||
Variation of TP as a whole | R0050 | ||
▼M3 | |||
Net variation for index-linked and unit-linked business | R0060 | ||
▼B | |||
Total | R0070 | ||
Detailed analysis per period — Technical flows versus Technical provisions — AY
Risks covered after the period | Risks covered during the period | Risks covered prior to period | ||
C0030 | C0040 | C0050 | ||
▼M3 | ||||
Written premiums | R0080 | |||
▼B | ||||
Claims and benefits — net of salvages and subrogations recovered | R0090 | |||
Expenses (related to insurance and reinsurance obligations) | R0100 | |||
Variation of BE | R0110 | |||
Variation of TP as a whole | R0120 | |||
▼M3 | ||||
Net variation for index-linked and unit-linked business | R0130 | |||
▼B | ||||
Total | R0140 | |||
S.30.01.01
Facultative covers for non-life and life business basic data
Facultative covers non-life (10 most important risks in terms of reinsured exposure)
Line of business | ||||||||||
Z0010 | ||||||||||
Reinsurance program code | Risk identification code | Facultative reinsurance placement identification code | Finite reinsurance or similar arrangements | Proportional | Identification of the company/ person to which the risk relates | Description risk | Description risk category covered | Validity period (start date) | Validity period (expiry date) | (cont.) |
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | |
Currency | Sum insured | Type of underwriting model | Amount underwriting model | Sum reinsured on a facultative basis, with all reinsurers | Facultative reinsurance premium ceded to all reinsurers for 100 % of the reinsurance placement | Facultative reinsurance commission |
C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 |
Facultative covers life (10 most important risks in terms of reinsured exposure)
Line of business | ||||||||||
►M2 Z0020 ◄ | ||||||||||
Reinsurance program code | Risk identification code | Facultative reinsurance placement identification code | Finite reinsurance or similar arrangements | Proportional | Identification of the company/ person to which the risk relates | Description risk category covered | Validity period (start date) | Validity period (expiry date) | Currency | (cont.) |
C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | |
Sum Insured | Capital at risk | Sum reinsured on a facultative basis, with all reinsurers | Facultative reinsurance premium ceded to all reinsurers for 100 % of the reinsurance placement | Facultative reinsurance commission |
C0290 | C0300 | C0310 | C0320 | C0330 |
S.30.02.01
Facultative covers for non-life and life business shares data
Facultative covers non-life (10 most important risks in terms of reinsured exposure)
Line of business | ||||||||||||
Z0010 | ||||||||||||
Reinsurance program code | Risk identification code | Facultative reinsurance placement identification code | Code reinsurer | Type of code reinsurer | Code broker | Type of code broker | Activity code broker | Share reinsurer (%) | Currency | Sum reinsured to facultative reinsurer | Facultative ceded reinsurance premium | Annotations |
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 |
Facultative covers life (10 most important risks in terms of reinsured exposure)
Line of business | ||||||||||||
►M2 Z0020 ◄ | ||||||||||||
Reinsurance program code | Risk identification code | Facultative reinsurance placement identification code | Code reinsurer | Type of code reinsurer | Code broker | Type of code broker | Activity code broker | Share reinsurer (%) | Currency | Sum reinsured to facultative reinsurer | Facultative ceded reinsurance premium | Annotations |
C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 |
Information on reinsurers and brokers
Code reinsurer | Type of code reinsurer | Legal name reinsurer | Type of reinsurer | Country of residency | External rating assessment by nominated ECAI | Nominated ECAI | Credit quality step | Internal rating |
C0280 | C0290 | C0300 | C0310 | C0320 | C0330 | C0340 | C0350 | C0360 |
Code broker | Type of code broker | Legal name broker |
C0370 | C0380 | C0390 |
S.30.03.01
Outgoing Reinsurance Program basic data
Reinsurance program code | Treaty identification code | Progressive section number in treaty | Progressive number of surplus/ layer in program | Quantity of surplus/ layers in program | Finite reinsurance or similar arrangements | Line of business | Description risk category covered | Type of reinsurance treaty | Inclusion of catastrophic reinsurance cover | Validity period (start date) | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | |
Validity period (expiry date) | Currency | Type of underwriting model | Estimated Subject Premium income (XL-ESPI) | Gross Estimated Treaty Premium Income (proportional and non proportional) | Aggregate deductibles (amount) | Aggregate deductibles (%) | Retention or priority (amount) | Retention or priority (%) | Limit (amount) | Limit (%) | (cont.) |
C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | |
Maximum cover per risk or event | Maximum cover per treaty | Number of reinstatements | Descriptions of reinstatements | Maximum reinsurance commission | Minimum reinsurance commission | Expected reinsurance commission | Maximum overriding commission | Minimum overriding commission | Expected overriding commission | Maximum profit commission | (cont.) |
C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | C0290 | C0300 | C0310 | C0320 | C0330 | |
Minimum profit commission | Expected profit commission | XL rate 1 | XL rate 2 | XL premium flat |
C0340 | C0350 | C0360 | C0370 | C0380 |
S.30.04.01
Outgoing Reinsurance Program shares data
Reinsurance program code | Treaty identification code | Progressive section number in treaty | Progressive number of surplus/ layer in program | Code reinsurer | Type of code reinsurer | Code broker | Type of code broker | Activity code broker | Share reinsurer (%) | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | |
Exposure ceded for reinsurer's share (amount) | Type of collateral (if applicable) | Description of the reinsurers limit collateralised | Code collateral provider (if applicable) | Type of code of collateral provider | Estimated outgoing reinsurance premium for reinsurer's share | Annotations | ►M3 Collateral provider name (if applicable) ◄ |
C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | ►M3 C0320 ◄ |
Information on reinsurers and brokers
Code reinsurer | Type of code reinsurer | Legal name reinsurer | Type of reinsurer | Country of residency | External rating assessment by nominated ECAI | Nominated ECAI | Credit quality step | Internal rating |
C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 |
Code broker | Type of code broker | Legal name broker |
C0270 | C0280 | C0290 |
Code collateral provider (if applicable) | Type of code collateral provider (if applicable) | ►M3 ◄ |
C0300 | C0310 | ►M3 ◄ |
S.31.01.01
Share of reinsurers (including Finite Reinsurance and SPV's)
Code reinsurer | Type of code reinsurer | Reinsurance recoverables: Premium provision Non-life including Non-SLT Health | Reinsurance recoverables: Claims provisions Non-life including Non-SLT Health | Reinsurance recoverables: Technical provisions Life including SLT Health | Adjustment for expected losses due to counterparty default | Reinsurance recoverables: Total reinsurance recoverables | Net receivables | Assets pledged by reinsurer | Financial guarantees | Cash deposits | Total guarantees received |
C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | C0150 |
Information on reinsurers
Code reinsurer | Type of code reinsurer | Legal name reinsurer | Type of reinsurer | Country of residency | External rating assessment by nominated ECAI | Nominated ECAI | Credit quality step | Internal rating |
C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 |
S.31.01.04
Share of reinsurers (including Finite Reinsurance and SPV's)
Legal name of reinsured undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Code reinsurer | Type of code reinsurer | Reinsurance recoverables: Premium provision Non-life including Non-SLT Health | Reinsurance recoverables: Claims provisions Non-life including Non-SLT Health | Reinsurance recoverables: Technical provisions Life including SLT Health | Adjustment for expected losses due to counterparty default | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |
Reinsurance recoverables: Total reinsurance recoverables | Net receivables | Assets pledged by reinsurer | Financial guarantees | Cash deposits | Total guarantees received |
C0100 | C0110 | C0120 | C0130 | C0140 | C0150 |
Information on reinsurers
Code reinsurer | Type of code reinsurer | Legal name reinsurer | Type of reinsurer | Country of residency | External rating assessment by nominated ECAI | Nominated ECAI | Credit quality step | Internal rating |
C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 |
S.31.02.01
Special Purpose Vehicles
Internal code of SPV | Type of code SPV | ID Code of SPV notes or other financing mechanism issued | ID Code Type of SPV notes or other financing mechanism issued | Lines of Business SPV securitisation relates | Type of Trigger(s) in the SPV | Contractual trigger event | Same trigger as in underlying cedant's portfolio? | Basis risk arising from risk-transfer structure | Basis risk arising from contractual terms | (cont.) |
C0030 | C0210 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | |
SPV assets ring-fenced to settle cedant-specific obligations | Other non cedant-specific SPV Assets for which recourse may exist | Other recourse arising from securitisation | Total maximum possible obligations from SPV under reinsurance policy | SPV fully funded in relation to cedant obligations throughout the reporting period | Current recoverables from SPV | Identification of material investments held by cedant in SPV | Securitisation assets related to cedant held in trust with other third party than cedant / sponsor? |
C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 |
Information on SPV
Internal code of SPV | Type of code SPV | Legal nature of SPV | Name of SPV | Incorporation no. of SPV | SPV country of authorisation | SPV authorisation conditions | External rating assessment by nominated ECAI | Nominated ECAI | Credit quality step | Internal rating |
C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | C0290 | C0300 |
S.31.02.04
Special Purpose Vehicles
Legal name of reinsured undertaking | Identification code of the undertaking | Internal code of SPV | Type of code SPV | ID Code of SPV notes or other financing mechanism issued | ID Code Type of SPV notes or other financing mechanism issued | Lines of Business SPV securitisation relates | Type of Trigger(s) in the SPV | Contractual trigger event | Same trigger as in underlying cedant's portfolio? | Basis risk arising from risk-transfer structure | (cont.) |
C0010 | C0020 | C0030 | C0210 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | |
Basis risk arising from contractual terms | SPV assets ring-fenced to settle cedant-specific obligations | Other non cedant-specific SPV Assets for which recourse may exist | Other recourse arising from securitisation | Total maximum possible obligations from SPV under reinsurance policy | SPV fully funded in relation to cedant obligations throughout the reporting period | Current recoverables from SPV | Identification of material investments held by cedant in SPV | Securitisation assets related to cedant held in trust with other third party than cedant / sponsor? |
C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 |
Information on SPV
Internal code of SPV | Type of code SPV | Legal nature of SPV | Name of SPV | Incorporation no. of SPV | SPV country of authorisation | SPV authorisation conditions | External rating assessment by nominated ECAI | Nominated ECAI | Credit quality step | Internal rating |
C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | C0290 | C0300 |
S.32.01.04
Undertakings in the scope of the group
Country | Identification code of the undertaking | Type of code of the ID of the undertaking | Legal Name of the undertaking | Type of undertaking | Legal form | Category (mutual/ non mutual) | Supervisory Authority | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | |
Ranking criteria (in the group currency) | |||||||||
Total Balance Sheet (for (re)insurance undertakings) | Total Balance Sheet (for other regulated undertakings) | Total Balance Sheet (non-regulated undertakings) | Written premiums net of reinsurance ceded under IFRS or local GAAP for (re)insurance undertakings | Turn over defined as the gross revenue under IFRS or local GAAP for other types of undertakings or insurance holding companies | Underwriting performance | Investment performance | Total performance | Accounting standard | (cont.) |
C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | |
Criteria of influence | Inclusion in the scope of Group supervision | Group solvency calculation | ||||||
% capital share | % used for the establishment of consolidated accounts | % voting rights | Other criteria | Level of influence | Proportional share used for group solvency calculation | Yes/No | Date of decision if art. 214 is applied | Method used and under method 1, treatment of the undertaking |
C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 |
S.33.01.04
Insurance and Reinsurance individual requirements
EEA and non EEA insurance and reinsurance undertakings (using SII rules) included only via D&A | ||||||||||||
SCR Market Risk | SCR Counterparty Default Risk | SCR Life Underwriting Risk | SCR Health Underwriting Risk | SCR Non-life Underwriting Risk | SCR Operational Risk | Individual SCR | ||||||
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Entity Level/RFF or MAP/ Remaining Part | Fund Number | (cont.) | |||||||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | |
EEA and non EEA insurance and reinsurance undertakings (using SII rules) included only via D&A | |||||||||||
Individual MCR | Eligible Individual Own Funds to cover the SCR | Standard Formula used | Group or individual Internal Model Used | Individual Capital Add-On | |||||||
Use of undertaking specific parameters | Use of simplifications | Use of Partial Internal Model | Group or individual internal model | Date of initial approval of IM | Date of approval of latest major change of IM | Date of decision of capital add-on | Amount of capital add-on | Reason of capital add-on | (cont.) | ||
C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | |
Non EEA insurance and reinsurance undertakings (both using SII rules and not using SII rules) regardless of the method used | ||
Local capital requirement | Local minimum capital requirement | Eligible own funds in accordance with local rules |
C0240 | C0250 | C0260 |
S.34.01.04
Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements
Legal name of the undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Aggregated or not | Type of capital requirement | Notional SCR or Sectoral capital requirement | Notional MCR or Sectoral minimum capital requirement | Notional or Sectoral Eligible Own Funds |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 |
S.35.01.04
Contribution to group Technical Provisions
Total amount of TP | Technical Provisions — Non-Life (excluding Health) | Technical Provisions — Health (similar to non-life) | ||||||||||
Legal name of each undertaking | Identification code of the undertaking | Type of code of the ID of the undertaking | Method of group solvency calculation used | Amount of TP gross of IGT | Amount of TP net of IGT | Amount of TP gross of IGT | Amount of TP net of IGT | Net contribution to Group TP (%) | Amount of TP gross of IGT | Amount of TP net of IGT | Net contribution to Group TP (%) | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | |
Technical Provisions — Health (similar to life) | Technical Provisions — Life (excluding health and index-linked and unit-linked) | Technical Provisions — Index-linked and unit-Linked insurance | Transitional on Technical Provisions | ||||||||
Amount of TP gross of IGT | Amount of TP net of IGT | Net contribution to Group TP (%) | Amount of TP gross of IGT | Amount of TP net of IGT | Net contribution to Group TP (%) | Amount of TP gross of IGT | Amount of TP net of IGT | Net contribution to Group TP (%) | Amount of TP gross of IGT | Amount of TP net of IGT | (cont.) |
C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | |
LTG measures and transitionals — Technical Provisions subject to Transitional on Risk Free Rate | LTG measures and transitionals — Technical Provisions subject to Volatility Adjustment | LTG measures and transitionals — Technical Provisions subject to Matching Adjustment |
Amount of TP gross of IGT | Amount of TP gross of IGT | Amount of TP gross of IGT |
C0240 | C0250 | C0260 |
S.36.01.01
IGT — Equity-type transactions, debt and asset transfer
ID of intragroup transaction | Investor/ lender name | Identification code for investor/ lender | ID code type of the investor/lender | Issuer/ borrower name | Identification code for issuer / borrower | ID code type of the issuer / borrower | ID code of the instrument | ID code type of the instrument | Transaction type | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | |
Transaction Issue date | Maturity date of transaction | Currency of transaction | Contractual amount of transaction/ Transaction price | Value of collateral/ asset | Amount of redemptions/ prepayments/ paybacks during reporting period | Amount of dividends/ interest/ coupon and other payments made during reporting period | Balance of contractual amount of transaction at reporting date | Coupon/ Interest rate |
C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 |
S.36.02.01
IGT — Derivatives
ID of intragroup transaction | Investor/ Buyer | Identification code of investor / buyer | ID code type of the investor/ buyer | Issuer/ Seller name | Identification code of the issuer / seller | ID code type of the issuer / seller | ID code of the instrument | ID code type of the instrument | Transaction type | Transaction Trade date | Maturity date | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0120 | |
Options, futures, forwards and other derivatives | Credit protection -CDS and Guarantees | Swaps | |||||||||
Currency | Notional amount at transaction date | Notional amount at reporting date | Value of collateral | Use of derivatives (by buyer) | Identification code Asset / Liability underlying the derivative | ID code type of the Asset / Liability underlying the derivative | Counterparty name for which credit protection is purchased | Swap delivered interest rate (for buyer) | Swap received interest rate (for buyer) | Swap delivered currency (for buyer) | Swap received currency (for buyer) |
C0130 | C0140 | C0150 | C0160 | C0170 | C0180 | C0190 | C0200 | C0210 | C0220 | C0230 | C0240 |
S.36.03.01
IGT — Internal reinsurance
ID of intragroup transaction | Name of cedent | Identification code of cedent | ID code type of the cedent | Name of reinsurer | Identification code of reinsurer | ID code type of the reinsurer | Validity period (start date) | Validity period (expiry date) | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | |
Currency of contract/treaty | Type of reinsurance contract/treaty | Maximum cover by reinsurer under contract/treaty | Net Receivables | Total reinsurance recoverables | Reinsurance result (for reinsured entity) | Line of business |
C0100 | C0110 | C0120 | C0130 | C0140 | C0150 | C0160 |
S.36.04.01
IGT — Cost Sharing, contingent liabilities, off BS and other items
ID of intragroup transaction | Investor/ Buyer/ Beneficiary name | Identification code of the Investor/ Buyer/ Beneficiary | ID code type of the Investor/ Buyer/ Beneficiary | Issuer/ Seller/ Provider name | Identification code of the Issuer/ Seller/ Provider | ID code type of the Issuer/ Seller/ Provider | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | |
Transaction type | Transaction Issue date | Effective date of agreement/ contract underlying transaction | Expiry date of agreement/ contract underlying transaction | Currency of transaction | Trigger event | Value of transaction/ collateral / Guarantee | (cont.) |
C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | |
Maximum possible value of contingent liabilities | Maximum possible value of contingent liabilities not included in Solvency II Balance Sheet | Maximum value of letters of credit/ guarantees | Value of guaranteed assets |
C0150 | C0160 | C0170 | C0180 |
S.37.01.04
Risk concentration
Name of the external counterparty | Identification code of the counterparty of the Group | ID code type of the counterparty of the Group | Country of the exposure | Nature of the exposure | Identification code of the exposure | Identification code type of the exposure | External rating | Nominated ECAI | ►M3 Internal rating ◄ | Sector | (cont.) |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | ►M3 C0091 ◄ | C0100 | |
Group entity subject to the exposure | Identification code of the group entity | ID code type of the group entity | Maturity (asset side) / Validity (liability side) | Value of the exposure | Currency | Maximum amount to be paid by the reinsurer |
C0110 | C0120 | C0130 | C0140 | C0150 | C0160 | C0170 |