2024-01-02 | DOF 5713409

Added · Updated

Amending Circular 8/23 of the Single Insurance and Surety Circular

The National Commission for Insurance and Surety Companies modifies Annex 38.1.5 of the Single Insurance and Surety Circular to simplify the submission of the Regulatory Report on Capital Requirements (RR-4) by requiring information to be handled in structured bases. The modification mandates that Surety Institutions integrate their Solvency Capital Requirement information in text format and specifies detailed 16-to-20 character alphanumeric nomenclatures for identifying RR4 product files, including .XLSX, .MAT, .TXT, and .PDF formats. The rule establishes specific file identifiers, coding keys for company types, and reporting dates, while assigning delivery obligations for various data inputs to insurance, health, pension, financial guarantee, housing credit, and surety institutions based on their authorized lines of business. The Amending Circular entered into force the day following its publication in the Official Gazette of the Federation on January 2, 2024.

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Secretaria de Hacienda y Credito Publico

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DOF: 02/01/2024

Amending Circular 8/23 of the Single Insurance and Surety Circular

A seal with the National Coat of Arms appears at the margin, which reads: United Mexican States.- TREASURY.- Ministry of Finance and Public Credit.- National Commission for Insurance and Surety Companies.

AMENDING CIRCULAR 8/23 OF THE SINGLE INSURANCE AND SURETY CIRCULAR

(Annex 38.1.5.)

The National Commission for Insurance and Surety Companies, based on the provisions of Articles 366, fraction II, 372, fractions VI and XLII, 373 and 381 of the Law of Insurance and Surety Companies, and

CONSIDERING

That, in accordance with Articles 232, 233, 234 and 236 of the Law of Insurance and Surety Companies, Insurance and Surety Institutions must calculate monthly a solvency capital requirement in accordance with the general formula determined for this purpose by the National Commission for Insurance and Surety Companies.

That, in accordance with Article 389 of the Law of Insurance and Surety Companies, Institutions and Mutual Societies must submit to the National Commission for Insurance and Surety Companies, in the form and terms established by general provisions, the reports and tests regarding their organization, operations, accounting, investments or assets that are requested for regulatory, supervisory, control, inspection, surveillance, statistical and other functions that correspond to it under said Law or other legal, regulatory and administrative provisions.

That Provision 38.1.5. of the Single Insurance and Surety Circular establishes that the Regulatory Report on Capital Requirements (RR-4) shall be submitted in accordance with the provisions of Annex 38.1.5.

That the National Commission for Insurance and Surety Companies has determined to simplify the submission of the Regulatory Report on Capital Requirements to allow for the handling of information in structured bases, incentivizing more robust systems and operational processes that contain sufficient, reliable, consistent, timely and relevant information in accordance with Provision 3.1.2, fraction V, of the Single Insurance and Surety Circular.

That, in this sense, the Solvency Capital Requirement information for Surety Institutions will be integrated in text format, facilitating the handling of this information and harmonizing the structure with the rest of the structured information in the Report.

For the aforementioned reasons, the National Commission for Insurance and Surety Companies has resolved to issue the following modification to the Single Insurance and Surety Circular, in the following terms:

AMENDING CIRCULAR 8/23 OF THE SINGLE INSURANCE AND SURETY CIRCULAR

(Annex 38.1.5.)

FIRST. - Annex 38.1.5. of the Single Insurance and Surety Circular is modified.

TRANSITORY PROVISIONS

FIRST. - Publish in the Official Gazette of the Federation.

SECOND. - This Amending Circular shall enter into force the day following its publication in the Official Gazette of the Federation.

Respectfully,

Mexico City, December 14, 2023. - The President of the National Commission for Insurance and Surety Companies, Ricardo Ernesto Ochoa Rodríguez. - Signature.

ANNEX 38.1.5.

SUBMISSION OF THE REGULATORY REPORT ON CAPITAL REQUIREMENTS (RR-4)

For the purposes stated in Provision 38.1.5. of this Single Circular, and in compliance with Provisions 6.2.2. first paragraph, 6.10.2. and 6.10.6., as well as Annex 6.10.6., Institutions shall submit the Regulatory Report on Capital Requirements (RR-4), with figures as of the end of each quarter, through the RR4 product of the Electronic Information Delivery System (SEIVE), which must comply with the provisions of this annex and be identified according to the following 16-character alphanumeric nomenclature:

a)

In the first three positions, the specific product identifier must be placed: RR4.

b)

In the fourth position, the company type code must be placed:

Code

Definition

S

Insurance Institutions.

H

Health Institutions.

P

Pension Institutions.

G

Financial Guarantee Institutions.

V

Housing Credit Institutions.

F

Surety Institutions.

c)

From the fifth to the eighth position, the code assigned to the Institution in question must be placed.

This code must be preceded by zeros to occupy the four positions.

d)

From the ninth to the sixteenth position, the report date must be indicated, specifying the year, month and day (yyyymmdd).

Example:

In the case of the Insurance Institution with company code 5000 with a report date of December 31, 2023, the product name must be constructed as follows:

Position

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

Extension

Character

R

R

4

S

5

0

0

0

2

0

2

3

1

2

3

1

.ZIP

.PGP

The information contained in the RR4 product will be integrated from a .XLSX format file, up to three .MAT format files, up to 34 .TXT format files and one PDF format file.

The .XLSX files will contain the following information:

RRCS: RCS Results. - The file with the results of the Solvency Capital Requirement issued by the Solvency Capital Requirement Calculation System, calculated in accordance with Provision 6.2.1. will be reported.

The indicated file in .XLSX format will be identified with a 20-character alphanumeric nomenclature, as follows:

a)

The first three positions will be reserved for the product identifier: RR4.

b)

From the fourth to the seventh position, the code corresponding to the file identifier must be indicated, as appropriate:

RRCS

RCS Results

c)

In the eighth position, the company type code must be indicated:

Code

Definition

S

Insurance Institutions.

H

Health Institutions.

P

Pension Institutions.

G

Financial Guarantee Institutions.

V

Housing Credit Institutions.

F

Surety Institutions.

d)

From the ninth to the twelfth position, the code assigned to the company must be indicated, this code must be preceded by zeros to occupy the four positions.

e)

From the thirteenth to the twentieth position, the report date must be indicated, specifying the year, month and day (yyyymmdd).

Example:

The RCS results file with code 2000, relative to December 31, 2023, will correspond to the following identifiers:

Position

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

20

Extension

Character

R

R

4

R

R

C

S

F

2

0

0

0

2

0

2

3

1

2

3

1

.XLSX

The .MAT files will contain the following information:

RSIM: RCS Simulation Results. - The file with the results of the different simulated scenarios for the random variables comprising the different components for the calculation of the Solvency Capital Requirement will be reported.

LYOT: Complementary to the RSIM file, which contains the coding of the data input information used for the calculation of the Solvency Capital Requirement, except for Long-Term Life G01.

LYLP: Complementary to the RSIM file, which contains the coding of the data input information used for the calculation of the Solvency Capital Requirement for Long-Term Life G01.

The .MAT format files will be identified with a 20-character alphanumeric nomenclature, as follows:

a)

The first three positions will be reserved for the product identifier: RR4.

b)

From the fourth to the seventh position, the code corresponding to the file identifier must be indicated, as appropriate:

RSIM

RCS Simulation Results

LYOT

Coding of Inputs except for Long-Term Life G01

LYLP

Coding of Long-Term Life G01 inputs

c)

In the eighth position, the company type code must be indicated:

Code

Definition

S

Insurance Institutions.

H

Health Institutions.

P

Pension Institutions.

G

Financial Guarantee Institutions.

V

Housing Credit Institutions.

F

Surety Institutions.

d)

From the ninth to the twelfth position, the code assigned to the company must be indicated, this code must be preceded by zeros to occupy the four positions.

e)

From the thirteenth to the twentieth position, the report date must be indicated, specifying the year, month and day (yyyymmdd).

Example:

The results file with simulations for the RCS, for the Insurance Institution with code 5000, relative to December 31, 2023, will correspond to the following identifier:

Position

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

20

Extension

Character

R

R

4

R

S

I

M

S

5

0

0

0

2

0

2

3

1

2

3

1

.MAT

The .TXT files will contain the following information:

API: Individual Personal Accidents Input. - The file with the data corresponding to the Individual Personal Accidents portfolio will be reported.

APC: Collective Personal Accidents Input. - The file with the data corresponding to the Collective Personal Accidents portfolio will be reported.

GMI: Individual Medical Expenses Input. - The file with the data corresponding to the Individual Medical Expenses portfolio will be reported.

GMC: Collective Medical Expenses Input. - The file with the data corresponding to the Collective Medical Expenses portfolio will be reported.

HI Individual Health Input. - The file with the data corresponding to the Individual Health portfolio will be reported.

HC: Collective Health Input. - The file with the data corresponding to the Collective Health portfolio will be reported.

VCP: Short-Term Life Input. - The file with the data corresponding to the Short-Term Life portfolio will be reported.

VLPG01: Long-Term Life (0,1) Expense Input. - The file with the data corresponding to the Long-Term Life portfolio for the Expense in the (0,1) Interval will be reported.

VLPP1: Long-Term Life Liability at 1 Input. - The file with the data corresponding to the Long-Term Life portfolio for the Liability at time 1 will be reported.

VLPVCG01: Joint Lives Long-Term Life (0,1) Expense Input. - The file with the data corresponding to the Long-Term Life portfolio for the Expense in the (0,1) Interval for Joint Lives will be reported.

VLPVCP1: Joint Lives Long-Term Life Liability at 1 Input. - The file with the data corresponding to the Long-Term Life portfolio for the Liability at time 1 for Joint Lives will be reported.

VLPCAD: Long-Term Life Lapse Rates Input. - The file with the data corresponding to the Lapse Rates for Long-Term Life insurance will be reported.

VLPDEC: Decrement Table. - The file with the data corresponding to long-term life decrements will be reported.

AUI: Individual Auto Input. - The file with the data corresponding to the Individual Auto portfolio will be reported.

AUF: Fleet Auto Input. - The file with the data corresponding to the Fleet Auto portfolio will be reported.

CRE: Credit Input. - The file with the data corresponding to the Credit portfolio will be reported.

DMI: Miscellaneous Other Inputs. - The file with the data corresponding to the Miscellaneous Other portfolio will be reported.

DRT: Other Technical Lines Input. - The file with the data corresponding to the Other Technical Lines portfolio will be reported.

FR1: Surety R1 Input. - The file with data corresponding to the calculation of the requirement for claims received with expectation of payment will be reported.

FR2: Surety R2 Taken Input. - The file with data corresponding to the calculation of the requirement for expected future claims and recovery of guarantees for taken reinsurance operations will be reported.

FR3: Surety R3 Input. - The file with data corresponding to the calculation of the requirement for the underwriting of sureties in risk conditions will be reported.

FIH: Surety Historical Information Input. - The file with data corresponding to historical information regarding R1, R2* and R3 requirements will be reported.

FDR: Surety Deviations Input. - The file with data corresponding to the deviation for expected future claims and recovery of guarantees will be reported.

INC: Fire Input. - The file with the data corresponding to the Fire portfolio will be reported.

MYT: Marine and Transport Input. - The file with the data corresponding to the Marine and Transport portfolio will be reported.

RCV: Civil Liability and Professional Risks Input. - The file with the data corresponding to the Civil Liability and Professional Risks portfolio will be reported.

CAU: Surety/Caution Input. - The file with the data corresponding to the Surety/Caution portfolio will be reported.

RTS: Taken Reinsurance for Insurers Input. - The file with the data corresponding to the Taken Reinsurance portfolio for Insurers will be reported.

RTR: Taken Reinsurance for Reinsurers Input. - The file with the data corresponding to the Taken Reinsurance portfolio for Reinsurers will be reported.

EREA: Reinsurance Scheme Input. - The file with the data corresponding to the Reinsurance Scheme will be reported.

IMPREC: Recoverable Reinsurance Amounts Input. - The file with the data corresponding to the assets corresponding to the recoverable reinsurance amounts referred to in Provision 6.3.2. will be reported.

CPML: PML Reinsurance Coverage Input. - The file with the data corresponding to the proportional and excess of loss reinsurance coverages that back the PML will be reported.

RO: Operational Risk Input. - The file with the data corresponding to Operational Risk will be reported.

ISME: Loss Ratio Indices Input. - The file with the Loss Ratio Indices of the best estimator of the risk reserve in force and the reserve for outstanding obligations for reported and unreported claims and adjustment expenses assigned to the claim will be reported.

The indicated files in .TXT format will serve as input for the Solvency Capital Requirement Calculation System, referred to in Annex 6.10.6., and will be identified with an alphanumeric character nomenclature, as follows:

a)

The first three positions will be reserved for the product identifier: RR4.

b)

In the following positions, the code corresponding to the file identifier must be indicated, as appropriate:

API

Individual Personal Accidents

APC

Collective Personal Accidents

GMI

Individual Medical Expenses

GMC

Collective Medical Expenses

HI

Individual Health

HC

Collective Health

VCP

Short-Term Life

VLPG01

Expense in (0,1) Long-Term Life

VLPP1

Liability at 1 Long-Term Life

VLPVCG01

Expense in (0,1) Long-Term Life of Joint Lives

VLPVCP1

Liability at 1 Long-Term Life of Joint Lives

VLPCAD

Lapse Rates Long-Term Life

VLPDEC

Decrement Table

AUI

Individual Auto

AUF

Fleet Auto

CRE

Credit

DMI

Miscellaneous Other

DRT

Other Technical Lines

FR1

Surety. Claims received with expectation of payment R1.

FR2

Surety. Expected future claims and recovery of guarantees for taken reinsurance operations R2To.

FR3

Surety. Underwriting of sureties in risk conditions R3.

FIH

Surety. Historical Information.

FDR

Surety. Deviations.

INC

Fire

MYT

Marine and Transport

RCV

Civil Liability and Professional Risks

CAU

Surety/Caution

RTS

Taken Reinsurance for Insurers

RTR

Taken Reinsurance for Reinsurers

EREA

Reinsurance Scheme

IMPREC

Recoverable Reinsurance Amounts

CPML

PML Reinsurance Coverage

RO

Operational Risk

ISME

Loss Ratio Indices

c)

In the eighth position, the company type code must be indicated:

Code

Definition

S

Insurance Institutions.

H

Health Institutions.

P

Pension Institutions.

G

Financial Guarantee Institutions.

V

Housing Credit Institutions.

F

Surety Institutions.

d)

In the following four positions, the code assigned to the company must be indicated, this code must be preceded by zeros to occupy the four positions.

e)

In the following four positions, the report date must be indicated, specifying the year, month and day (yyyymmdd).

Examples:

For the Collective Medical Expenses, Long-Term Life Liability at 1 and Operational Risk files for the Insurance Institution with code 5000, relative to December 31, 2023, the following identifiers will correspond:

Position

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

Extension

Character

R

R

4

G

M

C

S

5

0

0

0

2

0

2

3

1

2

3

1

.TXT

Position

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

20

21

Extension

Character

R

R

4

V

L

P

P

1

S

5

0

0

0

2

0

2

3

1

2

3

1

.TXT

and

Position

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

Extension

Character

R

R

4

R

O

S

5

0

0

0

2

0

2

3

1

2

3

1

.TXT

The information reported in the files with file identifiers: API, APC, GMI, GMC, HI and HC must be carried out in accordance with the "Data Manual for the calculation of the RCS of accident and health insurance". The information reported in the file with file identifier: VCP must be carried out in accordance with the "Data Manual for the calculation of the RCS of short-term life insurance". The information reported in the files with file identifiers: VLPG01, VLPP1, VLPVCG01, VLPVCP1, VLPDEC and VLPCAD must be carried out in accordance with the "Data Manual for the calculation of the RCS of long-term life insurance". The information reported in the files with file identifiers: AUI, AUF, CRE, DMI, DRT, INC, MYT, RCV and CAU must be carried out in accordance with the "Data Manual for the calculation of the RCS of property insurance". The information reported in the file with file identifier: RTS must be carried out in accordance with the "Data Manual for the calculation of the RCS of taken reinsurance operations". The information reported in the file with file identifier: RTR must be carried out in accordance with the "Data Manual for the calculation of the RCS for taken reinsurance operations for reinsurers". The information reported in the file with file identifier: EREA must be carried out in accordance with the "Data Manual for the calculation of the RCS of reinsurance schemes". The information reported in the files with file identifiers: IMPREC and CPML must be carried out in accordance with the "Data Manual for the calculation of the RCS of Counterparty Risks". The information reported in the file with file identifier: ISME must be carried out in accordance with the "Data Manual for the calculation of the RCS of loss ratio indices of the best estimator". The information reported in the files with file identifiers: FR1, FR2, FR3, FIH, FDR must be carried out in accordance with the "Data Manual for the calculation of the RCS of sureties".

While the information reported in the file with file identifier: RO must be carried out in accordance with the "Data Manual for the calculation of the RCS of operational risk". Additionally, for the generation of each of the files referred to in this paragraph, the provisions of the "General Data Manual for Solvency Capital Requirement" and the "User Manual for the Solvency Capital Requirement Calculation System" must be considered. These manuals will be made available through the Commission's Website.

Furthermore, in the case that Institutions wish to send a file with the clarifications they deem appropriate, through a free-form letter signed by the General Director of the Institution or, in its absence, by an official at the level immediately below that of the latter, to complement the submission of the Regulatory Report on Capital Requirements (RR-4), they must identify it according to the following 19-character alphanumeric nomenclature:

a)

In the first six positions, the identifier must be indicated: RR4ESC.

b)

In the seventh position, the company type code must be indicated:

Code

Definition

S

Insurance Institutions.

H

Health Institutions.

P

Pension Institutions.

G

Financial Guarantee Institutions.

V

Housing Credit Institutions.

F

Surety Institutions.

c)

From the eighth to the eleventh position, the code assigned to the Institution in question must be indicated. This code must be preceded by zeros to occupy the four positions.

d)

From the twelfth to the nineteenth position, the report date must be indicated, specifying the year, month and day (yyyymmdd).

Example:

In the case of the Insurance Institution with company code 0001, for the letter with clarifications with a report date of December 31, 2023, the file name must be constructed as follows:

Position

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

Extension

Character

R

R

4

E

S

C

S

0

0

0

1

2

0

2

3

1

2

3

1

.PDF

Entities Obligated to deliver the different files:

The .XLSX file with file identifier: RRCS.

All.

The .MAT files with file identifiers: RSIM and LYOT.

All.

The .MAT file with file identifier: LYLP

S with authorization in Long-Term Life operations

The .TXT files with file identifiers: API, APC, VCP, VLPG01,

VLPP1, VLPVCG01, VLPVCP1, VLPDEC, VLPCAD, AUI, AUF, CRE, DMI,

DRT, INC, MYT, RCV.

S with authorizations in

Accident and Health operations in the

Personal Accidents line (API, APC), in the Life operation (VCP,

VLPG01, VLPP1, VLPDEC and

VLPCAD), and in the

Property operations in the

Auto lines (AUI and AUF), Credit

(CRE), Miscellaneous (DMI and DRT),

Fire, Marine and Transport and

Civil Liability and Professional

Risks (INC, MYT and RCV).

The .TXT format files with file identifiers: GMI and GMC.

S and H, both with authorization in

the Medical Expenses line.

The .TXT format files with file identifiers: HI and HC.

H

The .TXT format file with file identifier: CAU.

S with authorization in the

Surety/Caution line.

The .TXT format file with file identifier: RTS.

S and H.

The .TXT files with file identifiers: FR1, FR2, FR3, FIH, FDR.

F, S with authorization in the

Surety/Caution line and surety operations and S with reinsurance operations.

Clarifying Letter

OPTIONAL

REGARDING THE REPORT OF INFORMATION ON CAPITAL REQUIREMENTS FOR TECHNICAL UNDERWRITING RISKS AND CAPITAL REQUIREMENTS FOR ASSET-LIABILITY MISMATCH RISK OF INSURANCE INSTITUTIONS AUTHORIZED TO OPERATE PENSION INSURANCE

For the purposes of what is stated in Provision 38.1.5 of this Unified Circular, in accordance with Provisions 6.5.1., fractions I and IV, and 6.5.3. to 6.5.17. of the same regulation, Insurance Institutions authorized to operate Pension Insurance and Insurance Institutions that conduct life insurance operations and enter into proportional reinsurance contracts in matters of pension insurance derived from social security laws, shall deliver information regarding capital requirements for technical underwriting risks and for the risk of mismatch between assets and liabilities, as part of the Regulatory Report on Capital Requirements (RR-4), through the RR4RCTF product of the Electronic Information Delivery System (SEIVE).

In accordance with the aforementioned Provision 38.1.5, the RR4RCTF product must be submitted quarterly within fifteen business days following the close of each quarter, with the exception of fourth-quarter information, which must be submitted within the first twenty business days following the close of the fiscal year, and its delivery shall adhere to the procedures outlined in Chapters 39.1. and 39.2. of these Provisions. On each submission date, information for the RR4RCTF product must be submitted with figures as of the close of the respective quarter.

The RR4RCTF product must be sent through SEIVE, via a user registered with this Commission, which must be identified according to the following 20-character alphanumeric nomenclature:

a) The first seven positions correspond to the specific product identifier: "RR4RCTF".

b) The eighth position must indicate the Insurance Institution type key:

Key Definition P Insurance Institutions authorized to operate Pension Insurance. S Insurance Institutions that conduct life insurance operations.

c) From the ninth to the twelfth position, the number assigned to the respective Insurance Institution must be indicated. This number must be preceded by zeros to occupy the four positions.

d) From the thirteenth to the sixteenth position, the reporting year must be indicated.

e) The reporting month must be written in the seventeenth and eighteenth positions. This number, if applicable, must be preceded by a zero to occupy the two positions.

f) The last day of the reported month must be written in the nineteenth and twentieth positions.

Example:

In the case of an Insurance Institution authorized to operate Pension Insurance with key "0001" and a reporting date of June 30, 2023, the name of the RR4RCTF product must be constructed as follows:

Position 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Extension Character R R 4 R C T F P 0 0 0 1 2 0 2 3 0 6 3 0 .TXT .PGP

The RR4RCTF product consists of up to two structured information files according to the following:

  1. RR4RCTFRES: Database with the result of the determination of the capital requirement for technical underwriting risks and with complementary information for the calculation of the capital requirement for asset-liability mismatch.

  2. RR4RCTFPPA: Database with the projection of liabilities and claims by each measurement bucket for the calculation of the capital requirement for asset-liability mismatch (only applicable to Insurance Institutions authorized to operate Pension Insurance).

The text files of the aforementioned databases must be reported in accordance with the usage instructions, text descriptors, and specific criteria of the files that make up the RR4RCTF product, which will be made known through the Commission's Website, in accordance with what is stated in Provision 39.1.10 of these provisions.

The indicated files will be identified according to the following nomenclature:

I. The database with the result of the determination of the capital requirement for technical underwriting risks and with complementary information for the calculation of the capital requirement for asset-liability mismatch must be reported in the magnetic text file whose name will be integrated from 23 alphanumeric characters ordered as follows:

a) The first ten positions correspond to the specific file identifier: "RR4RCTFPRES".

b) The eleventh position corresponds to the Insurance Institution type key:

Key Definition P Insurance Institutions authorized to operate Pension Insurance.

c) From the twelfth to the fifteenth position, the number assigned to the respective Insurance Institution must be indicated. This number must be preceded by zeros to occupy the four positions.

d) From the sixteenth to the nineteenth position, the reporting year must be indicated.

e) The reporting month must be written in the twentieth and twenty-first positions. This number, if applicable, must be preceded by a zero to occupy the two positions.

f) The last day of the reported month must be written in the twenty-second and twenty-third positions.

Example:

In the case of an Insurance Institution authorized to operate Pension Insurance with key "0001" and a reporting date of June 30, 2023, the name of the database with the result of the determination of the capital requirement for technical underwriting risks and with complementary information for the calculation of the capital requirement for asset-liability mismatch, must be constructed as follows:

Position 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Extension Character R R 4 R C T F R E S P 0 0 0 1 2 0 2 3 0 6 3 0 .TXT

II. The database with the projection of liabilities and claims by each measurement bucket for the calculation of the capital requirement for asset-liability mismatch, applicable to Insurance Institutions authorized to operate Pension Insurance, must be reported in the magnetic text file whose name will be integrated from 23 alphanumeric characters ordered as follows:

a) The first ten positions correspond to the specific file identifier: "RR4RCTFPPA".

b) The eleventh position corresponds to the Insurance Institution type key:

Key Definition P Insurance Institutions authorized to operate Pension Insurance.

c) From the twelfth to the fifteenth position, the number assigned to the respective Insurance Institution must be indicated. This number must be preceded by zeros to occupy the four positions.

d) From the sixteenth to the nineteenth position, the reporting year must be indicated.

e) The reporting month must be written in the twentieth and twenty-first positions. This number, if applicable, must be preceded by a zero to occupy the two positions.

f) The last day of the reported month must be written in the twenty-second and twenty-third positions.


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