ANNEX XII
‘ANNEX XX
STRUCTURE OF THE SOLVENCY AND FINANCIAL CONDITION REPORT AND REGULAR SUPERVISORY REPORT
A. Structure of the solvency and financial condition report
1. Structure of the part targeted at policy holders and beneficiaries
A. | Languages in which this part is available |
B. | Business and Performance |
C. | Capital Management and Risk Profile |
D. | Other information |
2. Structure of the part targeted at market professionals
A. | Business and Performance A.1 Business A.2 Underwriting Performance A.3 Investment Performance A.4 Performance of other activities A.5 Any other information |
B. | System of Governance B.1 General information on the system of governance B.2 Outsourcing B.3 Any other information |
C. | Valuation for Solvency Purposes C.1 Assets C.2 Technical provisions C.3 Other liabilities C.4 Alternative methods for valuation C.5 Any other information |
D. | Capital Management and Risk Profile D.1 Own funds D.2 Solvency Capital Requirement and Minimum Capital Requirement D.3 Use of the duration-based equity risk sub-module and of the provision on long-term equity investments in the calculation of the Solvency Capital Requirement D.4 Differences between the standard formula and any internal model used D.5 Material liquidity risks and material risk concentrations D.6 Risk-mitigation techniques D.7 Material risks not captured by the Solvency Capital Requirement D.8 Overall solvency needs D.9 Non-compliance with the Minimum Capital Requirement and non-compliance with the Solvency Capital Requirement D.10 Any other information |
E. | Sustainability-related information |
B. Structure of the regular supervisory report
A. | Business and Performance A.1 Business A.2 Underwriting Performance A.3 Investment Performance A.4 Performance of other activities A.5 Any other information |
B. | System of Governance B.1 General information on the system of governance B.2 Fit and proper requirements B.3 Risk management system including the own risk and solvency assessment B.4 Internal control system B.5 Internal audit function B.6 Actuarial function B.7 Outsourcing B.8 Any other information |
C. | Valuation for Solvency Purposes C.1 Assets C.2 Technical provisions C.3 Other liabilities C.4 Alternative methods for valuation C.5 Any other information |
D. | Capital Management and Risk Profile D.1 Own funds D.2 Solvency Capital Requirement and Minimum Capital Requirement D.3 Use of the duration-based equity risk sub-module and of the provision on long-term equity investments in the calculation of the Solvency Capital Requirement D.4 Material liquidity risks and material risk concentrations D.5 Off-balance sheet exposures D.6 Risk-mitigation techniques D.7 Material risks not captured by the Solvency Capital Requirement D.8 Risk sensitivities D.9 Non-compliance with the Minimum Capital Requirement and non-compliance with the Solvency Capital Requirement D.10 Any other information |