Open on EUR-Lex ↗

Annex I

Annex I

ANNEX I

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

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

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.04.05.21

Premiums, claims and expenses by country

Home country: Non-life insurance and reinsurance obligations

Country

R0010

Top 5 countries: non-life

Home country

...

C0010

C0020

Premiums written (gross)

Gross Written Premium (direct)

R0020

Gross Written Premium (proportional reinsurance)

R0021

Gross Written Premium (non-proportional reinsurance)

R0022

Premiums earned (gross)

Gross Earned Premium (direct)

R0030

Gross Earned Premium (proportional reinsurance)

R0031

Gross Earned Premium (non-proportional reinsurance)

R0032

Claims incurred (gross)

Claims incurred (direct)

R0040

Claims incurred (proportional reinsurance)

R0041

Claims incurred (non-proportional reinsurance)

R0042

Expenses incurred (gross)

Gross Expenses Incurred (direct)

R0050

Gross Expenses Incurred (proportional reinsurance)

R0051

Gross Expenses Incurred (non-proportional reinsurance)

R0052

Home country: Life insurance and reinsurance obligations

Country

R1010

Top 5 countries: non-life

Home country

...

C0030

C0040

Gross Written Premium

R1020

Gross Earned Premium

R1030

Claims incurred

R1040

Gross Expenses Incurred

R1050

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

Expenses incurred

R0550

Balance - other technical expenses/income

R1200

Total expenses

R1300

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

Line of business for: accepted non-proportional reinsurance

Total

Legal expenses insurance

Assistance

Miscellaneous financial loss

Health

Casualty

Marine, aviation, transport

Property

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0200

Premiums written

Gross - Direct Business

R0110

Gross - Proportional reinsurance accepted

R0120

Gross - Non-proportional reinsurance accepted

R0130

Reinsurers' share

R0140

Net

R0200

Premiums earned

Gross - Direct Business

R0210

Gross - Proportional reinsurance accepted

R0220

Gross - Non-proportional reinsurance accepted

R0230

Reinsurers' share

R0240

Net

R0300

Claims incurred

Gross - Direct Business

R0310

Gross - Proportional reinsurance accepted

R0320

Gross - Non-proportional reinsurance accepted

R0330

Reinsurers' share

R0340

Net

R0400

Expenses incurred

R0550

Balance - other technical expenses/income

R1200

Total expenses

R1300

Line of Business for: life insurance obligations

Life reinsurance obligations

Total

Health insurance

Insurance with profit participation

Index-linked and unit-linked insurance

Other life insurance

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

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

Health reinsurance

Life reinsurance

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

C0300

Premiums written

Gross

R1410

Reinsurers' share

R1420

Net

R1500

Premiums earned

Gross

R1510

Reinsurers' share

R1520

Net

R1600

Claims incurred

Gross

R1610

Reinsurers' share

R1620

Net

R1700

Expenses incurred

R1900

Balance - other technical expenses/income

R2500

Total expenses

R2600

Total amount of surrenders

R2700

S.05.02.04

Premiums, claims and expenses by country

Home Country

Country (by amount of gross premiums written) - non-life obligations

Total Top 5 and home country

C0010

C0020

C0030

C0040

C0050

C0060

C0070

R0010

C0080

C0090

C0100

C0110

C0120

C0130

C0140

Premiums written

Gross - Direct Business

R0110

Gross - Proportional reinsurance accepted

R0120

Gross - Non-proportional reinsurance accepted

R0130

Reinsurers' share

R0140

Net

R0200

Premiums earned

Gross - Direct Business

R0210

Gross - Proportional reinsurance accepted

R0220

Gross - Non-proportional reinsurance accepted

R0230

Reinsurers' share

R0240

Net

R0300

Claims incurred

Gross - Direct Business

R0310

Gross - Proportional reinsurance accepted

R0320

Gross - Non-proportional reinsurance accepted

R0330

Reinsurers' share

R0340

Net

R0400

Expenses incurred

R0550

Other expenses

R1200

Total expenses

R1300

Home country

Country (by amount of gross premiums written) - life obligations

Total Top 5 and home country

C0150

C0160

C0170

C0180

C0190

C0200

C0210

R1400

C0220

C0230

C0240

C0250

C0260

C0270

C0280

Premiums written

Gross

R1410

Reinsurers' share

R1420

Net

R1500

Premiums earned

Gross

R1510

Reinsurers' share

R1520

Net

R1600

Claims incurred

Gross

R1610

Reinsurers' share

R1620

Net

R1700

Expenses incurred

R1900

Balance - other technical expenses/income

R2500

Total expenses

R2600

Total amount of surrenders

R2700

S.12.01.02

Life and Health SLT Technical Provisions

Insurance with profit participation

Index-linked and unit-linked insurance

Contracts without options and guarantees

Contracts with options or guarantees

C0020

C0030

C0040

C0050

Technical provisions calculated as a whole

R0010

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

R0020

Technical provisions calculated as a sum of BE and RM

Best Estimate

Gross Best Estimate

R0030

Total Recoverables from reinsurance/SPV and Finite Re 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

Technical provisions - total

R0200

Expected profits included in future premiums (EPIFP)

R0370

Other life insurance

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

Accepted reinsurance

Contracts without options and guarantees

Contracts with options or guarantees

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 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

R0090

Risk Margin

R0100

Technical provisions - total

R0200

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

Contracts without options and guarantees

Contracts with options or guarantees

C0150

C0160

C0170

C0180

C0190

Technical provisions calculated as a whole

R0010

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

R0020

Technical provisions calculated as a sum of BE and RM

Best Estimate

Gross Best Estimate

R0030

Total Recoverables from reinsurance/SPV and Finite Re 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

Technical provisions - total

R0200

Health reinsurance (reinsurance accepted)

Total (Health similar to life insurance)

C0200

C0210

Technical provisions calculated as a whole

R0010

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

R0020

Technical provisions calculated as a sum of BE and RM

Best Estimate

Gross Best Estimate

R0030

Total Recoverables from reinsurance/SPV and Finite Re 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

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

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

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

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

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

Accident year / Underwriting year

Z0020

Gross Claims Paid (non-cumulative) - Development year (absolute amount). Total Non-Life Business

0

1

2

3

4

5

6

7

8

9

10 & +

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

Prior

R0100

N-9

R0160

N-8

R0170

N-7

R0180

N-6

R0190

N-5

R0200

N-4

R0210

N-3

R0220

N-2

R0230

N-1

R0240

N

R0250

Gross Claims Paid (non-cumulative) - Current year, sum of years (cumulative). Total Non-Life Business

In Current year

Sum of years (cumulative)

C0170

C0180

Prior

R0100

N-9

R0160

N-8

R0170

N-7

R0180

N-6

R0190

N-5

R0200

N-4

R0210

N-3

R0220

N-2

R0230

N-1

R0240

N

R0250

Total

R0260

0

1

2

3

4

5

6

7

8

9

10 & +

C0200

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

C0290

C0300

Prior

R0100

N-9

R0160

N-8

R0170

N-7

R0180

N-6

R0190

N-5

R0200

N-4

R0210

N-3

R0220

N-2

R0230

N-1

R0240

N

R0250

Gross discounted Best Estimate Claims Provisions - Current year, sum of years (cumulative). Total Non-Life Business

Year end (discounted data)

C0360

Prior

R0100

N-9

R0160

N-8

R0170

N-7

R0180

N-6

R0190

N-5

R0200

N-4

R0210

N-3

R0220

N-2

R0230

N-1

R0240

N

R0250

Total

R0260

S.22.01.21

Impact of long term guarantees measures and transitionals

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 measures and transitionals

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 2015/35

Ordinary share capital (gross of own shares)

R0010

Share premium account related to ordinary share capital

R0030

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

R0040

Subordinated mutual member accounts

R0050

Surplus funds

R0070

Preference shares

R0090

Share premium account related to preference shares

R0110

Reconciliation reserve

R0130

Subordinated liabilities

R0140

An amount equal to the value of net deferred tax assets

R0160

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

R0180

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

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

R0220

Deductions

Deductions for participations in financial and credit institutions

R0230

Total basic own funds after deductions

R0290

Ancillary own funds

Unpaid and uncalled ordinary share capital callable on demand

R0300

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

R0310

Unpaid and uncalled preference shares callable on demand

R0320

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

R0330

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

R0340

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

R0350

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

R0360

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

R0370

Other ancillary own funds

R0390

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

C0010

C0020

C0030

C0040

C0050

Total ancillary own funds

R0400

Available and eligible own funds

Total available own funds to meet the SCR

R0500

Total available own funds to meet the MCR

R0510

Total eligible own funds to meet the SCR

R0540

Total eligible own funds to meet the MCR

R0550

SCR

R0580

MCR

R0600

Ratio of Eligible own funds to SCR

R0620

Ratio of Eligible own funds to MCR

R0640

C0060

Reconciliation reserve

Excess of assets over liabilities

R0700

Own shares (held directly and indirectly)

R0710

Foreseeable dividends, distributions and charges

R0720

Other basic own fund items

R0730

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

R0740

Reconciliation reserve

R0760

Expected profits

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

R0770

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

R0780

Total Expected profits included in future premiums (EPIFP)

R0790

S.23.01.22

Own funds

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

C0010

C0020

C0030

C0040

C0050

Basic own funds before deduction

Ordinary share capital (gross of own shares)

R0010

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

R0020

Share premium account related to ordinary share capital

R0030

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

R0040

Subordinated mutual member accounts

R0050

Non-available subordinated mutual member accounts to be deducted at group level

R0060

Surplus funds

R0070

Non-available surplus funds to be deducted at group level

R0080

Preference shares

R0090

Non-available preference shares to be deducted at group level

R0100

Share premium account related to preference shares

R0110

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

R0120

Reconciliation reserve

R0130

Subordinated liabilities

R0140

Non-available subordinated liabilities to be deducted at group level

R0150

An amount equal to the value of net deferred tax assets

R0160

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

R0170

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

R0180

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

R0190

Minority interests

R0200

Non-available minority interests to be deducted at group level

R0210

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

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

R0220

Deductions

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

R0230

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

R0240

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

R0250

Deduction for participations included via Deduction and Aggregation method (D&A) when a combination of methods are used

R0260

Total of non-available own fund items to be deducted

R0270

Total deductions

R0280

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

C0010

C0020

C0030

C0040

C0050

Total basic own funds after deductions

R0290

Ancillary own funds

Unpaid and uncalled ordinary share capital callable on demand

R0300

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

R0310

Unpaid and uncalled preference shares callable on demand

R0320

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

R0330

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

R0340

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

R0350

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

R0360

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

R0370

Non available ancillary own funds to be dedcuted at group level

R0380

Other ancillary own funds

R0390

Total ancillary own funds

R0400

Own funds of other financial sectors

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

R0410

Institutions for occupational retirement provision

R0420

Non regulated undertakings carrying out financial activities

R0430

Total own funds of other financial sectors

R0440

Own funds when using the D&A, exclusively or in combination with 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 part of the 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 part of the 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 total group SCR (including own funds from other financial sector and from the undertakings included via D&A)

R0660

Total Group SCR

R0680

Ratio of Total Eligible own funds to Total group SCR - ratio 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.25.01.21

Solvency Capital Requirement - for undertakings on Standard Formula

Basic Solvency Capital Requirement

Gross solvency capital requirement

Simplifications

C0110

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

Basic Solvency Capital Requirement (USP)

USP

C0090

Life underwriting risk

R0030

Health underwriting risk

R0040

Non-life underwriting risk

R0050

Calculation of Solvency Capital Requirement

Value

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

of which, capital add-ons already set - Article 37 (1) Type a

R0211

of which, capital add-ons already set - Article 37 (1) Type b

R0212

of which, capital add-ons already set - Article 37 (1) Type c

R0213

of which, capital add-ons already set - Article 37 (1) Type d

R0214

Solvency capital requirement

R0220

Other information on SCR

Capital requirement for duration-based equity risk sub-module

R0400

Total amount of Notional Solvency Capital Requirements for remaining part

R0410

Total amount of Notional Solvency Capital Requirements for ring fenced funds

R0420

Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios

R0430

Diversification effects due to RFF nSCR aggregation for article 304

R0440

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

Basic Solvency Capital Requirement

Gross solvency capital requirement

Simplifications

C0110

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

Basic Solvency Capital Requirement (USP)

USP

C0090

Life underwriting risk

R0030

Health underwriting risk

R0040

Non-life underwriting risk

R0050

Calculation of Solvency Capital Requirement

Value

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 calculated on the basis of Art. 336 (a) of Delegated Regulation (EU) 2015/35, excluding capital add–on

R0200

Capital add-ons already set

R0210

of which, capital add-ons already set - Article 37 (1) Type a

R0211

of which, capital add-ons already set - Article 37 (1) Type b

R0212

of which, capital add-ons already set - Article 37 (1) Type c

R0213

of which, capital add-ons already set - Article 37 (1) Type d

R0214

Consolidated Group SCR

R0220

Other information on SCR

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 undertakings carrying out financial activities

R0530

Capital requirement for non-controlled participation

R0540

Capital requirement for residual related undertakings

R0550

Capital requirement for collective investment undertakings or investment packaged as funds

R0555

Overall SCR

SCR for undertakings included via D&A method

R0560

Total group solvency capital requirement

R0570

S.25.05.21

Solvency Capital Requirement - for undertakings using an internal model (partial or full)

Solvency Capital Requirement information

Solvency Capital Requirement

Amount modelled

USP

Simplifications

C0010

C0070

C0090

C0120

Risk type

Total diversification

R0020

Total diversified risk before tax

R0030

Total diversified risk after tax

R0040

Total market & credit risk

R0070

Market & Credit risk - diversified

R0080

Credit event risk not covered in market & credit risk

R0190

Credit event risk not covered in market & credit risk - diversified

R0200

Total Business risk

R0270

Total Business risk - diversified

R0280

Total Net Non-life underwriting risk

R0310

Total Net Non-life underwriting risk - diversified

R0320

Total Life & Health underwriting risk

R0400

Total Life & Health underwriting risk - diversified

R0410

Total Operational risk

R0510

Total Operational risk - diversified

R0520

Other risk

R0530

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

Capital add-ons already set - Article 37 (1) Type a

R0211

Capital add-ons already set - Article 37 (1) Type b

R0212

Capital add-ons already set - Article 37 (1) Type c

R0213

Capital add-ons already set - Article 37 (1) Type d

R0214

Solvency capital requirement

R0220

Other information on SCR

Amount/estimate of the overall loss-absorbing capacity of technical provisions

R0300

Amount/estimate of the overall loss-absorbing capacity of deferred taxes

R0310

Capital requirement for duration-based equity risk sub-module

R0400

Total amount of Notional Solvency Capital Requirements for remaining part

R0410

Total amount of Notional Solvency Capital Requirement for ring fenced funds

R0420

Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios

R0430

Diversification effects due to RFF nSCR aggregation for article 304

R0440

Method used to calculate the adjustment due to RFF nSCR aggregation

R0450

Net future discretionary benefits

R0460

S.25.02.21.04

Approach to tax rate

Yes/No

C0109

Approach based on average tax rate

R0590

S.25.02.21.05

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 AC DT justified by carry back, current year

R0670

Amount/estimate of LAC DT justified by carry back, future years

R0680

Amount/estimate of Maximum LAC DT

R0690

S.25.05.22

Solvency Capital Requirement - for groups using an internal model (partial or full)

Solvency Capital Requirement

Amount modelled

USP

Simplifications

C0010

C0070

C0090

C0120

Risk type

Total diversification

R0020

Total diversified risk before tax

R0030

Total diversified risk after tax

R0040

Total market & credit risk

R0070

Market & Credit risk - diversified

R0080

Credit event risk not covered in market & credit risk

R0190

Credit event risk not covered in market & credit risk - diversified

R0200

Total Business risk

R0270

Total Business risk - diversified

R0280

Total Net Non-life underwriting risk

R0310

Total Net Non-life underwriting risk - diversified

R0320

Total Life & Health underwriting risk

R0400

Total Life & Health underwriting risk - diversified

R0410

Total Operational risk

R0510

Total Operational risk - diversified

R0520

Other risk

R0530

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 calculated on the basis of Art. 336 (a) of Delegated Regulation (EU) 2015/35, excluding capital add–on

R0200

Capital add-ons already set

R0210

Capital add-ons already set - Article 37 (1) Type a

R0211

Capital add-ons already set - Article 37 (1) Type b

R0212

Capital add-ons already set - Article 37 (1) Type c

R0213

Capital add-ons already set - Article 37 (1) Type d

R0214

Consolidated Group SCR

R0220

Other information on SCR

Amount/estimate of the overall loss-absorbing capacity of technical provisions

R0300

Amount/estimate of the overall loss-absorbing capacity of deferred taxes

R0310

Capital requirement for duration-based equity risk sub-module

R0400

Total amount of Notional Solvency Capital Requirements for remaining part

R0410

Total amount of Notional Solvency Capital Requirement for ring fenced funds

R0420

Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios

R0430

Diversification effects due to RFF nSCR aggregation for article 304

R0440

Minimum consolidated group solvency capital requirement

R0470

Information on other entities

Capital requirement for other financial sectors (Non-insurance capital requirements)

R0500

Capital requirement for other financial sectors (Non-insurance capital requirements) - Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies

R0510

Capital requirement for other financial sectors (Non-insurance capital requirements) - Institutions for occupational retirement provisions

R0520

Capital requirement for other financial sectors (Non-insurance capital requirements) - Capital requirement for non-regulated undertakings carrying out financial activities

R0530

Capital requirement for non-controlled participation

R0540

Capital requirement for residual related undertakings

R0550

Capital requirement for collective investment undertakings or investment packaged as funds

R0555

Overall SCR

SCR for undertakings included via D&A method

R0560

Total group solvency capital requirement

R0570

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

MCR components

C0010

MCRNL Result

R0010

Background information

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

Total capital at risk for all life (re)insurance obligations

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

Minimum Capital Requirement

R0400

S.28.02.01

Minimum capital Requirement - Both life and non-life insurance activity

MCR components

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

Background information

Non-life activities

Life activities

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

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

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

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

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

Official text · the act as published Open full page ↗
6 queries · page built in 263 msInventory f82bbfa3