ANNEX III
CIC table
First 2 positions | Asset listed in | ISO 3166-1-alpha-2 country code or XL (for not listed) or XT (for not exchange tradable) | |||||||||||||||
Third position | Category | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 0 | A | B | C | D | E | F |
Government bonds | Corporate bonds | Equity | Investment funds Collective investment undertakings | Structured notes | Collateralised securities | Cash and deposits | Mortgages and loans | Property | Other investments | Futures | Call Options | Put Options | Swaps | Forwards | Credit derivatives | ||
Fourth position | Sub-category or main risk | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |
Central Government bonds | Corporate bonds | Common equity | Equity funds | Equity risk | Equity risk | Cash | Uncollateralised loans made | Property (office and commercial) | Equity and index futures | Equity and index options | Equity and index options | Interest rate swaps | Forward interest rate agreement | Credit default swap | |||
2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | |||
Supra-national bonds | Convertible bonds | Equity of real estate related corporation | Debt funds | Interest rate risk | Interest rate risk | Transferable deposits (cash equivalents) | Loans made collateralised with securities | Property (residential) | Interest rate futures | Bond options | Bond options | Currency swaps | Forward exchange rate agreement | Credit spread option | |||
3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 | 3 | |||||
Regional government bonds | Commercial paper | Equity rights | Money market funds | Currency risk | Currency risk | Other deposits short term (less than or equal to one year) | Property (for own use) | Currency futures | Currency options | Currency options | Interest rate and currency swaps | Credit spread swap | |||||
4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | ||||||
Municipal government bonds | Money market instruments | Preferred equity | Asset allocation funds | Credit risk | Credit risk | Other deposits with term longer than one year | Mortgages | Property (under construction) | Warrants | Warrants | Total return swap | ||||||
5 | 5 | 5 | 5 | 5 | 5 | 5 | 5 | 5 | 5 | 5 | 5 | ||||||
Treasury bonds | Hybrid bonds | Real estate funds | Real estate risk | Real estate risk | Deposits to cedants | Other collateralised loans made | Plant and equipment (for own use) | Commodity futures | Commodity options | Commodity options | Security swaps | ||||||
6 | 6 | 6 | 6 | 6 | 6 | 6 | 6 | ||||||||||
Covered bond | Common covered bonds | Alternative funds | Commodity risk | Commodity risk | Loans on policies | Swaptions | Swaptions | ||||||||||
7 | 7 | 7 | 7 | 7 | 7 | 7 | 7 | 7 | 7 | ||||||||
National Central Banks | Covered bonds subject to specific law | Private equity funds | Catastrophe and Weather risk | Catastrophe and Weather risk | Catastrophe and Weather risk | Catastrophe and Weather risk | Catastrophe and Weather risk | Catastrophe and Weather risk | Catastrophe and Weather risk | ||||||||
8 | 8 | 8 | 8 | 8 | 8 | 8 | 8 | 8 | |||||||||
Subordinated bonds | Infrastructure funds | Mortality risk | Mortality risk | Mortality risk | Mortality risk | Mortality risk | Mortality risk | Mortality risk | |||||||||
9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | ||
Other | Other | Other | Other | Other | Other | Other | Other | Other | Other | Other | Other | Other | Other | Other | Other | ||