S.02.01.02
Balance sheet
Solvency II value | ||
Assets | C0010 | |
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 | |
TP calculated as a whole | R0530 | |
Best Estimate | R0540 | |
Risk margin | R0550 | |
Technical provisions — health (similar to non-life) | R0560 | |
TP 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 | |
TP calculated as a whole | R0620 | |
Best Estimate | R0630 | |
Risk margin | R0640 | |
Technical provisions — life (excluding health and index-linked and unit-linked) | R0650 | |
TP calculated as a whole | R0660 | |
Best Estimate | R0670 | |
Risk margin | R0680 | |
Technical provisions — index-linked and unit-linked | R0690 | |
TP calculated as a whole | R0700 | |
Best Estimate | R0710 | |
Risk margin | R0720 | |
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 BOF | R0860 | |
Subordinated liabilities in BOF | R0870 | |
Any other liabilities, not elsewhere shown | R0880 | |
Total liabilities | R0900 | |
Excess of assets over liabilities | R1000 |
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 | |||||||||
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.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 | |||||||
Total expenses | R1300 | |||||||
Home Country | Top 5 countries (by amount of gross premiums written) — non-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.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 | Accepted reinsurance | Total (Life other than health insurance, incl. Unit-Linked) | ||||||
Contracts without options and guarantees | Contracts with options or guarantees | Contracts without options and guarantees | Contracts with options or guarantees | ||||||||
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | 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 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 | ||||||||||
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 | ||||||
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 | ||||||
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 | Fire and other damage to property insurance | General liability insurance | Credit and suretyship insurance | ||
C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | ||
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 | Accepted non-proportional reinsurance | Total Non-Life obligation | |||||||
Legal expenses insurance | Assistance | Miscellaneous financial loss | Non-proportional health reinsurance | Non-proportional casualty reinsurance | Non-proportional marine, aviation and transport reinsurance | Non-proportional property reinsurance | |||
C0110 | C0120 | C0130 | 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.19.01.21
Non-life insurance claims
Total Non-Life Business
Accident year/Underwriting year | Z0020 |
Gross Claims Paid (non-cumulative)
(absolute amount)
Development year | In Current year | Sum of years (cumulative) | |||||||||||||||
Year | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 & + | ||||||
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | C0100 | C0110 | C0170 | C0180 | |||||
Prior | R0100 | R0100 | |||||||||||||||
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 | ||||||||||||||||
Gross undiscounted Best Estimate Claims Provisions
(absolute amount)
Development year | Year end (discounted data) | ||||||||||||||
Year | 0 | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 & + | ||||
C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | C0290 | C0300 | C0360 | ||||
Prior | R0100 | R0100 | |||||||||||||
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 | ||||||||||||||
S.22.01.21
Impact of long term guarantees and transitional measures
Amount with Long Term Guarantee measures and transitionals | Impact of transitional on technical provisions | Impact of transitional on interest rate | Impact of volatility adjustment set to zero | Impact of matching adjustment set to zero | ||
C0010 | C0030 | C0050 | C0070 | C0090 | ||
Technical provisions | R0010 | |||||
Basic own funds | R0020 | |||||
Eligible own funds to meet Solvency Capital Requirement | R0050 | |||||
Solvency Capital Requirement | R0090 | |||||
Eligible own funds to meet Minimum Capital Requirement | R0100 | |||||
Minimum Capital Requirement | R0110 |
S.22.01.22
Impact of long term guarantees and transitional measures
Amount with Long Term Guarantee measures and transitionals | Impact of transitional on technical provisions | Impact of transitional on interest rate | Impact of volatility adjustment set to zero | Impact of matching adjustment set to zero | ||
C0010 | C0030 | C0050 | C0070 | C0090 | ||
Technical provisions | R0010 | |||||
Basic own funds | R0020 | |||||
Eligible own funds to meet Solvency Capital Requirement | R0050 | |||||
Solvency Capital Requirement | R0090 |
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 (EU) 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.23.01.22
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 | |||||
Iinitial 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 shall not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds | R0220 | |||||
▼B | ||||||
Deductions | ||||||
Deductions for participations in other financial undertakings, including non-regulated undertakings carrying out financial activities | R0230 | |||||
▼M1 | ||||||
whereof deducted according to Article 228 of the Directive 2009/138/EC | R0240 | |||||
▼B | ||||||
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 | |||||
▼M1 | ||||||
A legally binding commitment to subscribe and pay for subordinated liabilities on demand | R0330 | |||||
▼M1 | ||||||
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 | |||||
▼B | ||||||
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 | ||||||
▼M1 | ||||||
Credit Institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies | R0410 | |||||
▼B | ||||||
Institutions for occupational retirement provision | R0420 | |||||
Non regulated entities carrying out financial activities | R0430 | |||||
▼M1 | ||||||
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 | |||||
Minimum consolidated Group SCR | R0610 | |||||
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 | |||||
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 before deduction for participations in other financial sector | R0760 | |||||
Expected profits | ||||||
▼M1 | ||||||
Expected profits included in future premiums (EPIFP) — Life business | R0770 | |||||
Expected profits included in future premiums (EPIFP) — Non- life business | R0780 | |||||
Total EPIFP | R0790 | |||||
▼B | ||||||
S.25.01.21
Solvency Capital Requirement — for undertakings on Standard Formula
Gross solvency capital requirement | USP | Simplifications | ||
C0110 | C0090 | ►M1 C0120 ◄ | ||
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 | |||
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 Requirement 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 |
Approach to tax rate
Yes/No | |||
C0109 | |||
Approach based on average tax rate | R0590 | ||
Calculation of loss absorbing capacity of deferred taxes
LAC DT | ||
C0130 | ||
LAC DT | R0640 | |
LAC DT justified by reversion of deferred tax liabilities | R0650 | |
LAC DT justified by reference to probable future taxable economic profit | R0660 | |
LAC DT justified by carry back, current year | R0670 | |
LAC DT justified by carry back, future years | R0680 | |
Maximum LAC DT | R0690 |
S.25.01.22
Solvency Capital Requirement — for groups on Standard Formula
Gross solvency capital requirement | USP | Simplifications | ||
C0110 | ►M1 C0090 ◄ | ►M1 C0120 ◄ | ||
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 | |||
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 | |||
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 |
S.25.02.21
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 | Amount modelled | USP | Simplifications |
C0010 | C0020 | C0030 | C0070 | ►M1 C0090 ◄ | ►M1 C0120 ◄ |
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 | ||||
Capital requirement for duration-based equity risk sub-module | R0400 | ||||
Total amount of Notional Solvency Capital Requirements for remaining part | R0410 | ||||
▼M1 | |||||
Total amount of Notional Solvency Capital Requirements for ring fenced funds | R0420 | ||||
▼B | |||||
Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios | R0430 | ||||
Diversification effects due to RFF nSCR aggregation for article 304 | R0440 | ||||
Approach to tax rate
Yes/No | |||
C0109 | |||
Approach based on average tax rate | R0590 | ||
Calculation of loss absorbing capacity of deferred taxes
LAC DT | ||
C0130 | ||
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.25.02.22
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 | Amount modelled | USP | Simplifications |
C0010 | C0020 | C0030 | C0070 | ►M1 C0090 ◄ | ►M1 C0120 ◄ |
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 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 | ||||
▼M1 | |||||
Total amount of Notional Solvency Capital Requirements for ring fenced funds | R0420 | ||||
▼B | |||||
Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios | R0430 | ||||
Diversification effects due to RFF nSCR aggregation for article 304 | R0440 | ||||
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 | ||||
C0100 | |||||
Overall SCR | |||||
SCR for undertakings included via D and A | R0560 | ||||
Solvency capital requirement | R0570 | ||||
S.25.03.21
Solvency Capital Requirement — for undertakings on Full Internal Models
Unique number of component | Components description | Calculation of the Solvency Capital Requirement |
C0010 | C0020 | C0030 |
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 | |
▼M1 | ||
Total amount of Notional Solvency Capital Requirements for ring fenced funds | R0420 | |
▼B | ||
Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios | R0430 | |
Diversification effects due to RFF nSCR aggregation for article 304 | R0440 | |
Approach to tax rate
Yes/No | |||
C0109 | |||
Approach based on average tax rate | R0590 | ||
Calculation of loss absorbing capacity of deferred taxes
LAC DT | ||
C0130 | ||
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.25.03.22
Solvency Capital Requirement — for groups on Full Internal Models
Unique number of component | Components description | Calculation of the Solvency Capital Requirement |
C0010 | C0020 | C0030 |
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 | |
▼M1 | ||
Total amount of Notional Solvency Capital Requirements for ring fenced funds | R0420 | |
▼B | ||
Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios | R0430 | |
Diversification effects due to RFF nSCR aggregation for article 304 | R0440 | |
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 | |
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.32.01.22
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 | |
C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | (cont) |
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 |