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Commission Implementing Regulation (EU) 2015/2450 of 2 December 2015 laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC of the European Parliament and of the Council (Text with EEA relevance)

Consolidated text: Commission Implementing Regulation (EU) 2015/2450 of 2 December 2015 laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC of the European Parliament and of the Council (Text with EEA relevance)

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10/11/2016

ELI: http://data.europa.eu/eli/reg_impl/2015/2450/2016-11-10

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2015R2450 — EN — 10.11.2016 — 001.001

This text is meant purely as a documentation tool and has no legal effect. The Union's institutions do not assume any liability for its contents. The authentic versions of the relevant acts, including their preambles, are those published in the Official Journal of the European Union and available in EUR-Lex. Those official texts are directly accessible through the links embedded in this document

COMMISSION IMPLEMENTING REGULATION (EU) 2015/2450

of 2 December 2015

laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC of the European Parliament and of the Council

(Text with EEA relevance)

(OJ L 347 31.12.2015, p. 1)

Amended by:

Official Journal

page

date

COMMISSION IMPLEMENTING REGULATION (EU) 2016/1868 of 20 October 2016

L 286

21.10.2016

▼B

COMMISSION IMPLEMENTING REGULATION (EU) 2015/2450

of 2 December 2015

(Text with EEA relevance)

CHAPTER I

GENERAL PROVISIONS AND SUPERVISORY REPORTING REQUIREMENTS

Article 1

Subject matter

This Regulation lays down implementing technical standards on regular supervisory reporting by establishing the templates for the submission of information to the supervisory authorities referred to in Article 35(1) and (2) of Directive 2009/138/EC for individual insurance and reinsurance undertakings and in Article 244(2) and Article 245(2) of Directive 2009/138/EC for groups.

Article 2

Supervisory reporting formats

Insurance and reinsurance undertakings, participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit the information referred to in this Regulation in the data exchange formats and representations determined by the supervisory authorities or by the group supervisor and in accordance with the following specifications:

(a)

data points with the data type ‘monetary’ shall be expressed in units with no decimals with the exception of templates S.06.02, S.08.01, S.08.02 and S.11.01, which shall be expressed in units with two decimals;

(b)

data points with the data type ‘percentage’ shall be expressed as per unit with four decimals;

(c)

data points with the data type ‘integer’ shall be expressed in units with no decimals.

Article 3

Currency

For the purposes of this Regulation ‘reporting currency’, unless otherwise required by the supervisory authority, shall be:

(a)

for individual reporting, the currency used for the preparation of the insurance or reinsurance undertaking's financial statements;

(b)

for group reporting, the currency used for the preparation of the consolidated financial statements.

Data points with the data type ‘monetary’ shall be reported in the reporting currency, which requires the conversion of any other currency into the reporting currency unless otherwise stated in this Regulation.
When expressing the value of any asset or liability denominated in a currency other than the reporting currency, the value shall be converted into the reporting currency as if the conversion had taken place at the closing rate on the last day for which the appropriate rate is available in the reporting period to which the asset or liability relates.
When expressing the value of any income or expense, the value shall be converted into the reporting currency using such basis of conversion as that used for accounting purposes.
The conversion into the reporting currency shall be calculated by applying the exchange rate from the same source as that used for the insurance or reinsurance undertaking's financial statements in the case of individual reporting or for the consolidated financial statements in the case of group reporting, unless otherwise required by the supervisory authority.

Article 4

Re-submission of data

Insurance and reinsurance undertakings, participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall re-submit as soon as practicable the information reported using the templates referred to in this Regulation when the information originally reported has materially changed in relation to the same reporting period after the last submission to the supervisory authorities or to the group supervisor.

CHAPTER II

QUANTITATIVE REPORTING TEMPLATES FOR INDIVIDUAL UNDERTAKINGS

Article 5

Quantitative templates for the opening information for individual undertakings

Insurance and reinsurance undertakings shall submit the information referred to in Article 314(1)(a) and (c) of Commission Delegated Regulation (EU) 2015/35 using the following templates:

(a)

template S.01.01.03 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

(b)

template S.01.02.01 of Annex I, specifying basic information on the undertaking and the content of reporting in general, following the instructions set out in section S.01.02 of Annex II;

(c)

template S.01.03.01 of Annex I, specifying basic information on the ring-fenced funds and matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex II;

(d)

template S.02.01.02 of Annex I, specifying balance sheet information using the valuation in accordance with Article 75 of Directive 2009/138/EC, following the instructions set out in section S.02.01 of Annex II to this Regulation;

(e)

template S.23.01.01 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex II;

(f)

where the undertaking uses the standard formula for the calculation of the Solvency Capital Requirement, template S.25.01.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex II;

(g)

where the undertaking uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template S.25.02.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex II;

(h)

where the undertaking uses a full internal model for the calculation of the Solvency Capital Requirement, template S.25.03.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex II;

(i)

where insurance and reinsurance undertakings are engaged in only life or only non-life insurance or reinsurance activity, template S.28.01.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.01 of Annex II;

(j)

where insurance undertakings are engaged in both life and non-life insurance activity, template S.28.02.01 of Annex I, specifying the Minimum Capital Requirement, following the instructions set out in section S.28.02 of Annex II.

Article 6

Quarterly quantitative templates for individual undertakings

Insurance and reinsurance undertakings shall submit quarterly, unless the scope or frequency of the reporting is limited in accordance with Article 35(6) of Directive 2009/138/EC, the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a)

template S.01.01.02 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

(b)

template S.01.02.01 of Annex I, specifying basic information on the undertaking and the content of reporting in general, following the instructions set out in section S.01.02 of Annex II;

(c)

(d)

template S.05.01.02 of Annex I, specifying information on premiums, claims and expenses applying the valuation and recognition principles used in the undertaking's financial statements for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.05.01 of Annex II to this Regulation;

(e)

template S.06.02.01 of Annex I, providing an item–by-item list of assets, following the instructions set out in section S.06.02 of Annex II and using the Complementary Identification Code (‘CIC code’) as set out in Annex V and defined in Annex VI;

(f)

where the ratio of collective investments held by the undertaking to total investments is higher than 30 %, template S.06.03.01 of Annex I, providing information on the look-through of all collective investments held by the undertaking, following the instructions set out in section S.06.03 of Annex II;

(g)

template S.08.01.01 of Annex I, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex II and using the CIC code as set out in Annex V and defined in Annex VI;

(h)

template S.08.02.01 of Annex I, providing an item-by-item list of derivatives closed during the reporting period, following the instructions set out in section S.08.02 of Annex II and using the CIC code as set out in Annex V and defined in Annex VI;

(i)

template S.12.01.02 of Annex I, specifying information on the technical provisions relating to life insurance and health insurance pursued on a similar technical basis to that of life insurance (‘health SLT’) for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.12.01 of Annex II to this Regulation;

(j)

template S.17.01.02 of Annex I, specifying information on non-life technical provisions for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.17.01 of Annex II to this Regulation;

(k)

template S.23.01.01 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex II;

(l)

(m)

For the purposes of point (f) of paragraph 1, the ratio of collective investments held by the undertaking to total investments shall be determined by the sum of items C0010/R0180, collective investment undertakings included in item C0010/R0220 and collective investment undertakings included in item C0010/R0090 of template S.02.01.02, divided by the sum of items C0010/R0070 and C0010/R0220 of template S.02.01.02.

Article 7

Simplifications allowed on quarterly reporting for individual undertakings

With regard to the information referred to in point (c) of Article 6(1), quarterly measurements may rely on estimates and estimation methods to a greater extent than measurements of annual financial data. The measurement procedures for the quarterly reporting shall be designed to ensure that the resulting information is reliable and complies with the standards laid down in Directive 2009/138/EC and that all material information that is relevant for the understanding of the data is reported.
When submitting the information referred to in points (i) and (j) of Article 6(1), insurance and reinsurance undertakings may apply simplified methods in the calculation of the technical provisions.

Article 8

Annual quantitative templates for individual undertakings — Basic information and content of submission

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a)

template S.01.01.01 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

(b)

template S.01.02.01 of Annex I, specifying basic information on the undertaking and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex II;

(c)

template S.01.03.01 of Annex I, specifying basic information on the ring-fenced funds and matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex II.

Article 9

Annual quantitative templates for individual undertakings — Balance sheet and other general information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a)

template S.02.01.01 of Annex I, specifying balance sheet information using the valuation in accordance with Article 75 of Directive 2009/138/EC and the valuation following the undertaking's financial statements, following the instructions set out in section S.02.01 of Annex II to this Regulation;

(b)

template S.02.02.01 of Annex I, specifying information on assets and liabilities by currency, following the instructions set out in section S.02.02 of Annex II;

(c)

template S.03.01.01 of Annex I, specifying general information on off-balance sheet items, following the instructions set out in section S.03.01 of Annex II;

(d)

template S.03.02.01 of Annex I, providing a list of off-balance sheet unlimited guarantees received, following the instructions set out in section S.03.02 of Annex II;

(e)

template S.03.03.01 of Annex I, providing a list of off-balance sheet unlimited guarantees provided, following the instructions set out in section S.03.03 of Annex II;

(f)

template S.04.01.01 of Annex I, specifying information on activity by country, including EEA and non-EEA, applying the valuation and recognition principles used in the undertaking's financial statements for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.04.01 of Annex II to this Regulation;

(g)

template S.04.02.01 of Annex I, specifying information on class 10 in Part A of Annex I of Directive 2009/138/EC, excluding carrier's liability, following the instructions set out in section S.04.02 of Annex II to this Regulation;

(h)

template S.05.01.01 of Annex I, specifying information on premiums, claims and expenses applying the valuation and recognition principles used in the undertaking's financial statements for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.05.01 of Annex II to this Regulation;

(i)

template S.05.02.01 of Annex I, specifying information on premiums, claims and expenses by country, applying the valuation and recognition principles used in the undertaking's financial statements, following the instructions set out in section S.05.02 of Annex II.

Article 10

Annual quantitative templates for individual undertakings — Investments information

Insurance and reinsurance undertakings shall submit annually, unless exempted under Article 35(7) of Directive 2009/138/EC in relation to a specific template, the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a)

where the undertaking is exempted from the annual submission of information in templates S.06.02.01 or S.08.01.01 in accordance with Article 35(7) of Directive 2009/138/EC, template S.06.01.01 of Annex I to this Regulation, providing summary information of assets, following the instructions set out in section S.06.01 of Annex II to this Regulation;

(b)

where the undertaking is exempted from reporting the template S.06.02.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC, template S.06.02.01 of Annex I to this Regulation, providing an item-by-item list of assets, following the instructions set out in section S.06.02 of Annex II to this Regulation and using the CIC code as set out in Annex V and defined in Annex VI to this Regulation;

(c)

where the undertaking is exempted from reporting the template S.06.03.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC or has not reported it quarterly because the ratio of collective investments held by the undertaking to total investments, as referred to in Article 6(1)(f) of this Regulation, is not higher than 30 %, template S.06.03.01 of Annex I to this Regulation, providing information on the look-through of all collective investments held by the undertakings, following the instructions set out in section S.06.03 of Annex II to this Regulation;

(d)

where the value of structured products, determined as the sum of assets classified in categories 5 and 6, as defined in Annex V, represents more than 5 % of the total investments as reported in items C0010/R0070 and C0010/R0220 of template S.02.01.01, template S.07.01.01 of Annex I, providing an item-by-item list of structured products, following the instructions set out in section S.07.01 of Annex II;

(e)

where the undertakings are exempted from reporting the template S.08.01.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC, template S.08.01.01 of Annex I to this Regulation, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex II to this Regulation and using the CIC code as set out in Annex V and defined in Annex VI to this Regulation;

(f)

where the undertakings are exempted from reporting the template S.08.02.01 in relation to the last quarter in accordance with Article 35(6) of Directive 2009/138/EC, template S.08.02.01 of Annex I to this Regulation, providing an item-by-item list of derivatives closed during the reporting period, following the instructions set out in section S.08.02 of Annex II to this Regulation and using the CIC code as set out in Annex V and defined in Annex VI to this Regulation;

(g)

template S.09.01.01 of Annex I, specifying information on income, gains and losses in the reporting period by asset category as defined in Annex IV, following the instructions set out in section S.09.01 of Annex II;

(h)

where the value of the underlying securities, on and off balance sheet, involved in lending or repurchase agreements, for contracts with maturity dates falling after the reporting reference date, represents more than 5 % of the total investments as reported in items C0010/R0070 and C0010/R0220 of template S.02.01.01, template S.10.01.01 of Annex I, providing an item-by-item list of securities lending and repurchase agreements, on and off-balance sheet, following the instructions set out in section S.10.01 of Annex II;

(i)

template S.11.01.01 of Annex I, providing an item-by-item list of assets held as collateral, consisting of all types of off-balance sheet asset categories held as collateral, following the instructions set out in section S.11.01 of Annex II.

Article 11

Annual quantitative templates for individual undertakings — Technical provisions information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a)

template S.12.01.01 of Annex I, specifying information on life and health SLT technical provisions by line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.12.01 of Annex II to this Regulation;

(b)

template S.12.02.01 of Annex I, specifying information on life and health SLT technical provisions by country, following the instructions set out in section S.12.02 of Annex II;

(c)

template S.13.01.01 of Annex I, specifying information on the projection of best estimate future cash flows of the life business, following the instructions set out in section S.13.01 of Annex II;

(d)

template S.14.01.01 of Annex I, specifying information on life obligations analysis, including life insurance and reinsurance contracts and annuities stemming from non-life contracts, by product and by homogeneous risk group issued by the undertaking, following the instructions set out in section S.14.01 of Annex II;

(e)

template S.15.01.01 of Annex I, specifying information on description of the guarantees of variable annuities by product issued by the undertaking under direct insurance business, following the instructions set out in section S.15.01 of Annex II;

(f)

template S.15.02.01 of Annex I, specifying information on the hedging of guarantees of variable annuities by product issued by the undertaking under direct insurance business, following the instructions set out in section S.15.02 of Annex II;

(g)

template S.16.01.01 of Annex I, specifying information on annuities stemming from non-life insurance obligations issued by the undertaking under direct insurance business originating annuities, regarding all lines of business as defined in Annex I to Delegated Regulation (EU) 2015/35 and additionally by currency, following the instructions set out in section S.16.01 of Annex II to this Regulation; the information by currency shall only be reported where the best estimate for the annuity claims provisions on a discounted basis from one non-life line of business represents more than 3 % of the total best estimate for all annuity claims provisions, with the following split:

(i)

amounts for the reporting currency;

(ii)

amounts for any currency that represents more than 25 % of the best estimate for the annuity claims provisions on a discounted basis in the original currency from that non-life line of business;

(iii)

amounts for any currency that represents less than 25 % of the best estimate for the annuity claims provisions (discounted basis) in the original currency from that non-life line of business but more than 5 % of total best estimate for all annuity claims provisions;

(h)

template S.17.01.01 of Annex I, specifying information on non-life technical provisions by lines of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.17.01 of Annex II to this Regulation;

(i)

template S.17.02.01 of Annex I, specifying information on non-life technical provisions referred to direct insurance business by country, following the instructions set out in section S.17.02 of Annex II;

(j)

template S.18.01.01 of Annex I, specifying information on the projection of future cash flows based on best estimate of the non-life business, following the instructions set out in section S.18.01 of Annex II;

(k)

template S.19.01.01 of Annex I, specifying information on non-life insurance claims in the format of development triangles, for the total of each non-life line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 and additionally by currency, following the instructions set out in section S.19.01 of Annex II to this Regulation; the information by currency shall only be reported where the total gross best estimate for one non-life line of business represents more than 3 % of the total gross best estimate of the claims provision, with the following split:

(i)

amounts for the reporting currency;

(ii)

amounts for any currency that represents more than 25 % of the gross best estimate of the claims provisions in the original currency from that non-life line of business;

(iii)

amounts for any currency that represents less than 25 % of the gross best estimate of the claims provisions in the original currency from that non-life line of business but more than 5 % of total gross best estimate of the claims provisions in the original currency;

(l)

template S.20.01.01 of Annex I, specifying information on the development of the distribution of the claims incurred at the end of the financial year for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.20.01 of Annex II to this Regulation;

(m)

template S.21.01.01 of Annex I, specifying information on loss distribution risk profile of non-life business for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.21.01 of Annex II to this Regulation;

(n)

template S.21.02.01 of Annex I, specifying information on the non-life underwriting risks, following the instructions set out in section S.21.02 of Annex II;

(o)

template S.21.03.01 of Annex I, specifying information on non-life underwriting risks by sum insured by line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions in S.21.03 of Annex II to this Regulation.

Article 12

Annual quantitative templates for individual undertakings — Long-term guarantees information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a)

template S.22.01.01 of Annex I, specifying information on the impact of the long term guarantees and transitional measures, following the instructions set out in section S.22.01 of Annex II;

(b)

template S.22.04.01 of Annex I, specifying information on the interest rate transitional measure, following the instructions set out in section S.22.04 of Annex II;

(c)

template S.22.05.01 of Annex I, specifying information on the transitional measure on technical provisions, following the instructions set out in section S.22.05 of Annex II;

(d)

template S.22.06.01 of Annex I, specifying information on the best estimate subject to volatility adjustment by country and currency, following the instructions set out in section S.22.06 of Annex II.

Article 13

Annual quantitative templates for individual undertakings — Own funds and participations information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a)

template S.23.01.01 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex II;

(b)

template S.23.02.01 of Annex I, providing detailed information on own funds by tiers, following the instructions set out in section S.23.02 of Annex II;

(c)

template S.23.03.01 of Annex I, specifying information on annual movements on own funds, following the instructions set out in section S.23.03 of Annex II;

(d)

template S.23.04.01 of Annex I, providing a list of items on own funds, following the instructions set out in section S.23.04 of Annex II;

(e)

template S.24.01.01 of Annex I, specifying information on participations held by the undertaking and an overview of the calculation for the deduction from own funds related to participations in financial and credit institutions, following the instructions set out in section S.24.01 of Annex II.

Article 14

Annual quantitative templates for individual undertakings — Solvency Capital Requirement information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a)

(b)

(c)

(d)

template S.26.01.01 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex II;

(e)

template S.26.02.01 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex II;

(f)

template S.26.03.01 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex II;

(g)

template S.26.04.01 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex II;

(h)

template S.26.05.01 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex II;

(i)

template S.26.06.01 of Annex I, specifying information on operational risk, following the instructions set out in section S.26.06 of Annex II;

(j)

template S.26.07.01 of Annex I, specifying information on the simplifications used in the calculation of the Solvency Capital Requirement, following the instructions set out in section S.26.07 of Annex II;

(k)

template S.27.01.01 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex II.

In case of existence of ring-fenced funds or matching adjustment portfolios, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported for the entity as a whole.
Where a partial internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 19.
Where a full internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported.

Article 15

Annual quantitative templates for individual undertakings — Minimum capital requirement information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a)

(b)

Article 16

Annual quantitative templates for individual undertakings — Variation analysis information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a)

template S.29.01.01 of Annex I, specifying information on the variation of the excess of assets over liabilities during the reporting year providing a summary of main sources of this variation, following the instructions set out in section S.29.01 of Annex II;

(b)

template S.29.02.01 of Annex I, specifying information on the part of variation of the excess of assets over liabilities during the reporting year explained by investments and financial liabilities, following the instructions set out in section S.29.02 of Annex II;

(c)

templates S.29.03.01 and S.29.04.01 of Annex I, specifying information on the part of variation of the excess of assets over liabilities during the reporting year explained by technical provisions, following the instructions set out in section S.29.03 and S.29.04 of Annex II.

Article 17

Annual quantitative templates for individual undertakings — Reinsurance and special purpose vehicles information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 using the following templates:

(a)

template S.30.01.01 of Annex I, specifying information on facultative covers in the next reporting year covering information on the 10 most important risks in terms of reinsured exposure for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 for which facultative reinsurance is used, following the instructions set out in section S.30.01 of Annex II to this Regulation;

(b)

template S.30.02.01 of Annex I, specifying information on shares of reinsurers of facultative covers in the next reporting year covering information on the 10 most important risks in terms of reinsured exposure for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, following the instructions set out in section S.30.02 of Annex II to this Regulation;

(c)

template S.30.03.01 of Annex I, specifying information on the outgoing reinsurance program in the next reporting year covering prospective information on reinsurance treaties the period of validity of which includes or overlaps the next reporting year, following the instructions set out in section S.30.03 of Annex II;

(d)

template S.30.04.01 of Annex I, specifying information on the outgoing reinsurance program in the next reporting year covering prospective information on reinsurance treaties the period of validity of which includes or overlaps the next reporting year, following the instructions set out in section S.30.04 of Annex II;

(e)

template S.31.01.01 of Annex I, specifying information on the share of reinsurers, following the instructions set out in section S.31.01 of Annex II;

(f)

template S.31.02.01 of Annex I, specifying information on special purpose vehicles from the perspective of the insurance or reinsurance undertaking transferring risk to the special purpose vehicles, following the instructions set out in section S.31.02 of Annex II.

Article 18

Annual quantitative templates for individual undertakings — ring-fenced funds, material matching adjustment portfolios and remaining part information

Insurance and reinsurance undertakings shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35 in relation to each material ring-fenced fund, each material matching adjustment portfolio and the remaining part, using the following templates:

(a)

template SR.01.01.01 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex II;

(b)

for each material ring-fenced fund and for the remaining part, template SR.02.01.01 of Annex I, specifying balance sheet information using both the valuation in accordance with Article 75 of Directive 2009/138/EC and the valuation following the undertaking's financial statements, following the instructions set out in section S.02.01 of Annex II to this Regulation;

(c)

template SR.12.01.01 of Annex I, specifying information on life and health SLT technical provisions for each line of business as defined in Annex I of Delegated Regulation (EU) 2015/35, following the instructions set out in section S.12.01 of Annex II to this Regulation;

(d)

template SR.17.01.01 of Annex I, specifying information on non-life technical provisions for each line of business as defined in Annex I of Delegated Regulation (EU) 2015/35, following the instructions set out in section S.17.01 of Annex II to this Regulation;

(e)

template SR.22.02.01 of Annex I, specifying information on the projection of future cash flows for the best estimate calculation by each material matching adjustment portfolio, following the instructions set out in section S.22.02 of Annex II;

(f)

template SR.22.03.01 of Annex I, specifying information on the matching adjustment portfolios by each material matching adjustment portfolio, following the instructions set out in section S.22.03 of Annex II;

(g)

where the undertaking uses the standard formula for the calculation of the Solvency Capital Requirement, template SR.25.01.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex II;

(h)

where the undertaking uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template SR.25.02.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex II;

(i)

where the undertaking uses a full internal model for the calculation of the Solvency Capital Requirement, template SR.25.03.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex II;

(j)

template SR.26.01.01 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex II;

(k)

template SR.26.02.01 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex II;

(l)

template SR.26.03.01 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex II;

(m)

template SR.26.04.01 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex II;

(n)

template SR.26.05.01 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex II;

(o)

template SR.26.06.01 of Annex I, specifying information on operational risk, following the instructions set out in section S.26.06 of Annex II;

(p)

template SR.26.07.01 of Annex I, specifying information on the simplifications used in the calculation of the Solvency Capital Requirement, following the instructions set out in section S.26.07 of Annex II;

(q)

template SR.27.01.01 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex II.

Where a partial internal model is used, the templates referred to in points (j) to (q) shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 19.
Where a full internal model is used, the templates referred to in points (j) to (q) shall not be reported.

Article 19

Annual quantitative templates for individual undertakings — internal model users

Insurance and reinsurance undertakings that calculate the Solvency Capital Requirement using an approved partial or full internal model shall agree with its supervisory authority on the templates to be submitted annually in relation to the information on the Solvency Capital Requirement.

Article 20

Annual quantitative templates for individual undertakings — intra-group-transactions information

(a)

template S.36.01.01 of Annex I, specifying information on significant intra-group-transactions, involving equity-type transactions, debt and asset transfer, following the instructions set out in section S.36.01 of Annex II;

(b)

(c)

template S.36.03.01 of Annex I, specifying information on significant intra-group-transactions on reinsurance, following the instructions set out in section S.36.03 of Annex II;

(d)

template S.36.04.01 of Annex I, specifying information on significant intra-group-transactions on internal cost sharing, contingent liabilities other than derivatives and off-balance sheet items and other types of intra-group transactions, following the instructions set out in section S.36.04 of Annex II.

Article 21

Quantitative templates for individual undertakings — intra-group transactions information

Insurance and reinsurance undertakings which are not part of a group referred to in points (a), (b) or (c) of Article 213(2) of Directive 2009/138/EC and the parent undertaking of which is a mixed-activity insurance holding company shall report very significant intra-group transactions referred to in the second subparagraph of Article 245(2) of that Directive, in conjunction with Article 265 of that Directive, and intra-group transactions to be reported in all circumstances referred to in Article 245(3) of that Directive, in conjunction with Article 265 of that Directive, as soon as practicable using the relevant templates among templates S.36.01.01 to S.36.04.01 of Annex I to this Regulation, following the instructions set out in section S.36.01 to S.36.04 of Annex II to this Regulation.

CHAPTER III

QUANTITATIVE REPORTING TEMPLATES FOR GROUPS

Article 22

Quantitative templates for the opening information for groups

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit the information referred to in Article 314(1)(a) and (c) of Delegated Regulation (EU) 2015/35, in conjunction with Article 375(1) of that Delegated Regulation, using the following templates:

(a)

template S.01.01.06 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

(b)

template S.01.02.04 of Annex I, specifying basic information on the group and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex III;

(c)

template S.01.03.04 of Annex I, specifying basic information on the ring-fenced funds and the matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex III;

(d)

template S.02.01.02 of Annex I, specifying balance sheet information, following the instructions set out in section S.02.01 of Annex III;

(e)

template S.23.01.04 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex III;

(f)

where the group uses the standard formula for the calculation of the Solvency Capital Requirement, template S.25.01.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex III;

(g)

where the group uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template S.25.02.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex III;

(h)

where the group uses a full internal model for the calculation of the Solvency Capital Requirement, template S.25.03.04 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex III;

(i)

template S.32.01.04 of Annex I, specifying information on the insurance and reinsurance undertakings in the scope of the group, following the instructions set out in section S.32.01 of Annex III;

(j)

template S.33.01.04 of Annex I, specifying information on requirements of insurance and reinsurance undertakings in the scope of the group, following the instructions set out in section S.33.01 of Annex III;

(k)

template S.34.01.04 of Annex I, specifying information on other regulated financial undertakings and other non-regulated financial undertakings including insurance holding companies and mixed financial holding companies, following the instructions set out in section S.34.01 of Annex III.

The templates referred to in points (c), (d), (f), (g) and (h) of paragraph 1 shall only be submitted by participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive.

Article 23

Quarterly quantitative templates for groups

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit quarterly, unless the scope or the frequency of the reporting is limited in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a)

template S.01.01.05 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

(b)

template S.01.02.04 of Annex I, specifying basic information on the group and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex III;

(c)

where, for the calculation of group solvency, the group uses method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, template S.02.01.02 of Annex I to this Regulation, specifying balance sheet information using the valuation in accordance with Article 75 of Directive 2009/138/EC, following the instructions set out in section S.02.01 of Annex III to this Regulation;

(d)

template S.05.01.02 of Annex I, specifying information on premiums, claims and expenses for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 using the valuation and recognition principles used in the consolidated financial statements, following the instructions set out in section S.05.01 of Annex III to this Regulation;

(e)

template S.06.02.04 of Annex I, providing an item-by-item list of assets, following the instructions set out in section S.06.02 of Annex III and using the CIC code as set out in Annex V and defined in Annex VI;

(f)

where the ratio of collective investments held by the group to total investments is higher than 30 %, template S.06.03.04 of Annex I, providing information on the look-through of all collective investments held by the group, following the instructions set out in section S.06.03 of Annex III;

(g)

template S.08.01.04 of Annex I, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex III and using the CIC code as set out in Annex V and defined in Annex VI;

(h)

template S.08.02.04 of Annex I, providing an item-by-item list of transactions of derivatives during the reporting year, following the instructions set out in section S.08.02 of Annex III and using the CIC code as set out in Annex V and defined in Annex VI;

(i)

template S.23.01.04 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex III.

For the purposes of point (f) of paragraph 1, where for the calculation of group solvency method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively, the ratio of collective investments held by the group to total investments shall be determined by the sum of items C0010/R0180, collective investment undertakings included in item C0010/R0220 and collective investment undertakings included in item C0010/R0090 of template S.02.01.02, divided by the sum of items C0010/R0070 and C0010/R0220 of template S.02.01.02. Where, for the calculation of group solvency, method 1 is used in combination with method 2 as defined in Article 233 of Directive 2009/138/EC, or method 2 is used exclusively, the ratio shall be calculated in accordance with the first sentence and adjusted in order to capture the required items of all entities included in the scope of template S.06.02.04.

Article 24

Simplifications allowed on quarterly reporting for groups

With regard to the information referred to in point (c) of Article 23(1), quarterly measurements may rely on estimates and estimation methods to a greater extent than measurements of annual financial data. The measurement procedures for the quarterly reporting shall be designed to ensure that the resulting information is reliable and complies with the standards laid down in Directive 2009/138/EC and that all material information that is relevant for the understanding of the data is reported.

Article 25

Annual quantitative templates for groups — Basic information and content of submission

(a)

template S.01.01.04 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

(b)

template S.01.02.04 of Annex I, specifying basic information on the undertaking and the content of the reporting in general, following the instructions set out in section S.01.02 of Annex III;

(c)

where, for the calculation of group solvency, the group uses method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, template S.01.03.04 of Annex I to this Regulation, specifying basic information on the ring-fenced funds and matching adjustment portfolios, following the instructions set out in section S.01.03 of Annex III to this Regulation.

Article 26

Annual quantitative templates for groups — Balance sheet and other general information

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a)

template S.02.01.01 of Annex I, specifying balance sheet information using both the valuation in accordance with Article 75 of Directive 2009/138/EC and the valuation following the consolidated financial statements, following the instructions set out in section S.02.01 of Annex III;

(b)

template S.02.02.01 of Annex I, specifying information on assets and liabilities by currency, following the instructions set out in section S.02.02 of Annex III;

(c)

template S.03.01.04 of Annex I, specifying general information on off-balance sheet items, following the instructions set out in section S.03.01 of Annex III;

(d)

template S.03.02.04 of Annex I, providing a list of off-balance sheet unlimited guarantees received, following the instructions set out in section S.03.02 of Annex III;

(e)

template S.03.03.04 of Annex I, providing a list of off-balance sheet unlimited guarantees provided, following the instructions set out in section S.03.03 of Annex III;

(f)

template S.05.01.01 of Annex I, specifying information on premiums, claims and expenses for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 applying the valuation and recognition principles used in the consolidated financial statements, following the instructions set out in section S.05.01 of Annex III to this Regulation;

(g)

template S.05.02.01 of Annex I, specifying information on premiums, claims and expenses by country applying the valuation and recognition principles used in the consolidated financial statements, following the instructions set out in section S.05.02 of Annex III.

The templates referred to in points (a) and (b) of paragraph 1 shall only be submitted by participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive.

Article 27

Annual quantitative templates for groups — Investments information

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall, unless exempted under the third subparagraph of Article 254(2) of Directive 2009/138/EC in relation to a specific template, submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a)

where the group is exempted from the annual submission of information in templates S.06.02.04 or S.08.01.04 in accordance with the third subparagraph of Article 254(2) of Directive 2009/138/EC, template S.06.01.01 of Annex I to this Regulation, providing summary information of assets, following the instructions set out in section S.06.01 of Annex III to this Regulation;

(b)

where the group is exempted from reporting the template S.06.02.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, template S.06.02.04 of Annex I to this Regulation, providing an item-by-item list of assets, following the instructions set out in section S.06.02 of Annex III to this Regulation;

(c)

where the group is exempted from reporting the template S.06.03.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, or has not reported it quarterly because the ratio of collective investment held by the group to total investments, as referred to in Article 23(1)(f) of this Regulation, is not higher than 30 %, template S.06.03.04 of Annex I to this Regulation, providing information on the look-through of all collective investments held by the undertakings, following the instructions set out in section S.06.03 of Annex III to this Regulation;

(d)

where the ratio of the value of structured products held by the group to total investments is higher than 5 %, template S.07.01.04 of Annex I, providing an item-by-item list of structured products, following the instructions set out in section S.07.01 of Annex III;

(e)

where the group is exempted from reporting the template S.08.01.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, template S.08.01.04 of Annex I to this Regulation, providing an item-by-item list of open positions of derivatives, following the instructions set out in section S.08.01 of Annex III to this Regulation;

(f)

where the group is exempted from reporting the template S.08.02.04 in relation to the last quarter in accordance with the second subparagraph of Article 254(2) of Directive 2009/138/EC, template S.08.02.04 of Annex I to this Regulation, providing an item-by-item list of transactions of derivatives, following the instructions set out in section S.08.02 of Annex III to this Regulation;

(g)

template S.09.01.04 of Annex I, specifying information on income, gains and losses in the reporting period by asset category as defined in Annex IV, following the instructions set out in section S.09.01 of Annex III;

(h)

where the ratio of the value of underlying securities, on and off balance sheet, involved in lending or repurchase agreements, for contracts with maturity dates falling after the reporting reference date, to the total investments is higher than 5 %, template S.10.01.04 of Annex I, providing an item-by-item list securities lending and repurchase agreements on and off-balance sheet, following the instructions set out in section S.10.01 of Annex III;

(i)

template S.11.01.04 of Annex I, providing an item-by-item list of assets held as collateral, consisting of all types of off-balance sheet asset categories held as collateral, following the instructions set out in section S.11.01 of Annex III.

For the purposes of point (d) of paragraph 1, where for the calculation of group solvency method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively, the ratio of the value of structured products held by the group to total investments shall be determined by the sum of assets classified in categories 5 and 6, as defined in Annex IV to this Regulation, divided by the sum of items C0010/R0070 and C0010/R0020 of template S.02.01.01. Where, for the calculation of group solvency, method 1 is used in combination with method 2 as defined in Article 233 of Directive 2009/138/EC, or method 2 is used exclusively, the ratio shall be calculated in accordance with the first sentence and adjusted in order to capture the required items of all entities included in the scope of template S.06.02.04.
For the purposes of point (h) of paragraph 1, where for the calculation of group solvency method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively, the ratio shall be determined by the sum of the underlying securities, on and off balance sheet, involved in lending or repurchase agreements, for contracts with maturity dates falling after the reporting reference date, divided by the sum of items C0010/R0070 and C0010/R0220 of template S.02.01.01. Where, for the calculation of group solvency, method 1 is used in combination with method 2 as defined in Article 233 of Directive 2009/138/EC, or method 2 is used exclusively, the ratio shall be calculated in accordance with the first sentence and adjusted in order to capture the required items of all entities included in the scope of template S.06.02.04.

Article 28

Annual quantitative templates for groups — Variable annuities information

(a)

template S.15.01.04 of Annex I, specifying information on the description of the guarantees of variable annuities by product issued under direct business by undertakings in the scope of the group and established outside the EEA, following the instructions set out in section S.15.01 of Annex III;

(b)

template S.15.02.04 of Annex I, specifying information on the hedging of guarantees of variable annuities by product issued under direct business by undertakings in the scope of the group and established outside the EEA, following the instructions set out in section S.15.02 of Annex III.

Article 29

Annual quantitative templates for groups — Long term guarantees information

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using template S.22.01.04 of Annex I to this Regulation, specifying information on the impact of the long term guarantees and transitional measures, following the instructions set out in section S.22.01 of Annex III to this Regulation.

Article 30

Annual quantitative templates for groups — Own funds information

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a)

template S.23.01.04 of Annex I, specifying information on own funds, following the instructions set out in section S.23.01 of Annex III;

(b)

template S.23.02.04 of Annex I, providing detailed information on own funds by tiers, following the instructions set out in section S.23.02 of Annex III;

(c)

template S.23.03.04 of Annex I, specifying information on annual movements on own funds, following the instructions set out in section S.23.03 of Annex III;

(d)

template S.23.04.04 of Annex I, providing a list of items on own funds, following the instructions set out in section S.23.04 of Annex III.

The templates referred to in points (b) and (c) of paragraph 1 shall only be submitted by participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive.

Article 31

Annual quantitative templates for groups — Solvency Capital Requirement information

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates:

(a)

(b)

(c)

(d)

template S.26.01.04 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex III;

(e)

template S.26.02.04 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex III;

(f)

template S.26.03.04 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex III;

(g)

template S.26.04.04 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex III;

(h)

template S.26.05.04 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex III;

(i)

template S.26.06.04 of Annex I, specifying information on operational risk, following the instructions set out in section S.26.06 of Annex III;

(j)

template S.26.07.04 of Annex I, specifying information on the simplifications used in the calculation of the Solvency Capital Requirement, following the instructions set out in section S.26.07 of Annex III;

(k)

template S.27.01.04 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex III.

In case of existence of ring-fenced funds or matching adjustment portfolios, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported for the group as a whole.
Where a partial internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 35.
Where a full internal model is used, the templates referred to in points (d) to (k) of paragraph 1 shall not be reported.

Article 32

Annual quantitative templates for groups — Reinsurers and special purpose vehicles information

(a)

template S.31.01.04 of Annex I, specifying information on share of reinsurers, following the instructions set out in section S.31.01 of Annex III;

(b)

template S.31.02.04 of Annex I, specifying information on special purpose vehicles from the perspective of the insurance or reinsurance undertaking transferring risk to the special purpose vehicles, following the instructions set out in section S.31.02 of Annex III.

Article 33

Annual quantitative templates for groups — Group specific information

(a)

template S.32.01.04 of Annex I, specifying information on the insurance and reinsurance undertakings in the scope of the group, following the instructions set out in section S.32.01 of Annex III;

(b)

(c)

template S.34.01.04 of Annex I, specifying information on financial undertakings other than insurance and reinsurance undertakings, and on non-regulated undertakings carrying out financial activities as defined in Article 1(52) of Delegated Regulation (EU) 2015/35, following the instructions set out in section S.34.01 of Annex III;

(d)

template S.35.01.04 of Annex I, specifying information on technical provisions of undertakings of the group, following the instructions set out in section S.35.01 of Annex III;

(e)

template S.36.01.01 of Annex I, specifying information on significant intra-group-transactions involving equity-type transactions, debt and asset transfer, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.01 of Annex III to this Regulation;

(f)

template S.36.02.01 of Annex I, specifying information on significant intra-group-transactions on derivatives, including the guarantees supporting any derivatives instruments, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.02 of Annex III to this Regulation;

(g)

template S.36.03.01 of Annex I, specifying information on significant intra-group-transactions on reinsurance, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.03 of Annex III to this Regulation;

(h)

template S.36.04.01 of Annex I, specifying information on significant intra-group-transactions on internal cost sharing, contingent liabilities (other than derivatives) and off-balance sheet items and other types of intra-group transactions, above the threshold determined by the group supervisor in accordance with Article 245(3) of Directive 2009/138/EC, following the instructions set out in section S.36.04 of Annex III to this Regulation;

(i)

template S.37.01.04 of Annex I, specifying information on significant risk concentrations, above the threshold determined by the group supervisor in accordance with Article 244(3) of Directive 2009/138/EC, following the instructions set out in section S.37.01 of Annex III to this Regulation.

Article 34

Annual quantitative templates for groups — ring-fenced funds, material matching adjustment portfolios and remaining part information

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, shall submit annually the information referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using the following templates in relation to all material ring-fenced funds and all material matching adjustment portfolios related to the part that is consolidated as referred to in points (a) and (c) of Article 335(1) of Delegated Regulation (EU) 2015/35, as well as in relation to the remaining part:

(a)

template SR.01.01.04 of Annex I, specifying the content of the submission, following the instructions set out in section S.01.01 of Annex III;

(b)

where the group uses the standard formula for the calculation of the Solvency Capital Requirement, template SR.25.01.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.01 of Annex III;

(c)

where the group uses the standard formula and a partial internal model for the calculation of the Solvency Capital Requirement, template SR.25.02.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.02 of Annex III;

(d)

where the group uses a full internal model for the calculation of the Solvency Capital Requirement, template SR.25.03.01 of Annex I, specifying the Solvency Capital Requirement, following the instructions set out in section S.25.03 of Annex III;

(e)

template SR.26.01.01 of Annex I, specifying information on market risk, following the instructions set out in section S.26.01 of Annex III;

(f)

template SR.26.02.01 of Annex I, specifying information on counterparty default risk, following the instructions set out in section S.26.02 of Annex III;

(g)

template SR.26.03.01 of Annex I, specifying information on life underwriting risk, following the instructions set out in section S.26.03 of Annex III;

(h)

template SR.26.04.01 of Annex I, specifying information on health underwriting risk, following the instructions set out in section S.26.04 of Annex III;

(i)

template SR.26.05.01 of Annex I, specifying information on non-life underwriting risk, following the instructions set out in section S.26.05 of Annex III;

(j)

template SR.26.06.01 of Annex I, specifying information on operational risk following, the instructions set out in section S.26.06 of Annex III;

(k)

(l)

template SR.27.01.01 of Annex I, specifying information on non-life catastrophe risk, following the instructions set out in section S.27.01 of Annex III.

Where a partial internal model is used, the templates referred to in points (e) to (l) of paragraph 1 shall only be reported in relation to the risks covered by the standard formula, unless otherwise decided on the basis of Article 35.
Where a full internal model is used, the templates referred to in points (e) to (l) of paragraph 1 shall not be reported.
Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies which, for the calculation of group solvency, use method 1 as defined in Article 230 of Directive 2009/138/EC, either exclusively or in combination with method 2 as defined in Article 233 of that Directive, shall, in addition to the information submitted using templates referred to in paragraph 1, annually submit balance sheet information in relation to all material ring-fenced funds related to the part that is consolidated as referred to in points (a) or (c) of Article 335(1) of Delegated Regulation (EU) 2015/35, as well as in relation to the remaining part, as referred to in Article 304(1)(d) of Delegated Regulation (EU) 2015/35, in conjunction with Article 372(1) of that Delegated Regulation, using template SR.02.01.01 of Annex I to this Regulation, following the instructions set out in section S.02.01 of Annex III to this Regulation.

Article 35

Annual quantitative templates for groups — internal model users

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies that calculate the Solvency Capital Requirement using an approved partial or full internal model shall agree with its group supervisor the templates to be submitted annually in relation to the information on the Solvency Capital Requirement.

Article 36

Quantitative templates for groups — intra-group transactions and risk concentrations

Participating insurance and reinsurance undertakings, insurance holding companies and mixed financial holding companies shall report:

(a)

significant and very significant intra-group transactions referred to in the first and second subparagraphs of Article 245(2) of Directive 2009/138/EC and intra-group transactions to be reported in all circumstances referred to in Article 245(3) of that Directive using, as appropriate, templates S.36.01.01, S.36.02.01, S.36.03.01 and S.36.04.01 of Annex I to this Regulation, following the instructions set out in section S.36.01 to S.36.04 of Annex III to this Regulation;

(b)

significant risk concentrations referred to in Article 244(2) of Directive 2009/138/EC and risk concentrations to be reported in all circumstances referred to in Article 244(3) of that Directive using template S.37.01.04 of Annex I to this Regulation, following the instructions set out in section S.37.01 of Annex III to this Regulation.

CHAPTER IV

FINAL PROVISION

Article 37

Entry into force

This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union .

This Regulation shall apply from 1 January 2016.

This Regulation shall be binding in its entirety and directly applicable in all Member States.

ANNEX I

S.01.01.01

Content of the submission

Template Code

Template name

C0010

S.01.02.01

Basic Information — General

R0010

S.01.03.01

Basic Information — RFF and matching adjustment portfolios

R0020

S.02.01.01

Balance sheet

R0030

S.02.02.01

Assets and liabilities by currency

R0040

S.03.01.01

Off-balance sheet items — general

R0060

S.03.02.01

Off-balance sheet items — List of unlimited guarantees received by the undertaking

R0070

S.03.03.01

Off-balance sheet items — List of unlimited guarantees provided by the undertaking

R0080

S.04.01.01

Activity by country

R0090

S.04.02.01

Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability

R0100

S.05.01.01

Premiums, claims and expenses by line of business

R0110

S.05.02.01

Premiums, claims and expenses by country

R0120

S.06.01.01

Summary of assets

R0130

S.06.02.01

List of assets

R0140

S.06.03.01

Collective investment undertakings — look-through approach

R0150

S.07.01.01

Structured products

R0160

S.08.01.01

Open derivatives

R0170

S.08.02.01

Derivatives Transactions

R0180

S.09.01.01

Income/gains and losses in the period

R0190

S.10.01.01

Securities lending and repos

R0200

S.11.01.01

Assets held as collateral

R0210

S.12.01.01

Life and Health SLT Technical Provisions

R0220

S.12.02.01

Life and Health SLT Technical Provisions — by country

R0230

S.13.01.01

Projection of future gross cash flows

R0240

S.14.01.01

Life obligations analysis

R0250

S.15.01.01

Description of the guarantees of variable annuities

R0260

S.15.02.01

Hedging of guarantees of variable annuities

R0270

S.16.01.01

Information on annuities stemming from Non-Life Insurance obligations

R0280

S.17.01.01

Non-Life Technical Provisions

R0290

S.17.02.01

Non-Life Technical Provisions — By country

R0300

S.18.01.01

Projection of future cash flows (Best Estimate — Non Life)

R0310

S.19.01.01

Non-life insurance claims

R0320

S.20.01.01

Development of the distribution of the claims incurred

R0330

S.21.01.01

Loss distribution risk profile

R0340

S.21.02.01

Underwriting risks non-life

R0350

S.21.03.01

Non-life distribution of underwriting risks — by sum insured

R0360

S.22.01.01

Impact of long term guarantees measures and transitionals

R0370

S.22.04.01

Information on the transitional on interest rates calculation

R0380

S.22.05.01

Overall calculation of the transitional on technical provisions

R0390

S.22.06.01

Best estimate subject to volatility adjustment by country and currency

R0400

S.23.01.01

Own funds

R0410

S.23.02.01

Detailed information by tiers on own funds

R0420

S.23.03.01

Annual movements on own funds

R0430

S.23.04.01

List of items on own funds

R0440

S.24.01.01

Participations held

R0450

S.25.01.01

Solvency Capital Requirement — for undertakings on Standard Formula

R0460

S.25.02.01

Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

R0470

S.25.03.01

Solvency Capital Requirement — for undertakings on Full Internal Models

R0480

S.26.01.01

Solvency Capital Requirement — Market risk

R0500

S.26.02.01

Solvency Capital Requirement — Counterparty default risk

R0510

S.26.03.01

Solvency Capital Requirement — Life underwriting risk

R0520

S.26.04.01

Solvency Capital Requirement — Health underwriting risk

R0530

S.26.05.01

Solvency Capital Requirement — Non-Life underwriting risk

R0540

S.26.06.01

Solvency Capital Requirement — Operational risk

R0550

S.26.07.01

Solvency Capital Requirement — Simplifications

R0560

S.27.01.01

Solvency Capital Requirement — Non-Life and Health catastrophe risk

R0570

S.28.01.01

Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity

R0580

S.28.02.01

Minimum Capital Requirement — Both life and non-life insurance activity

R0590

S.29.01.01

Excess of Assets over Liabilities

R0600

S.29.02.01

Excess of Assets over Liabilities — explained by investments and financial liabilities

R0610

S.29.03.01

Excess of Assets over Liabilities — explained by technical provisions

R0620

S.29.04.01

Detailed analysis per period — Technical flows versus Technical provisions

R0630

S.30.01.01

Facultative covers for non-life and life business basic data

R0640

S.30.02.01

Facultative covers for non-life and life business shares data

R0650

S.30.03.01

Outgoing Reinsurance Program basic data

R0660

S.30.04.01

Outgoing Reinsurance Program shares data

R0670

S.31.01.01

Share of reinsurers (including Finite Reinsurance and SPV's)

R0680

S.31.02.01

Special Purpose Vehicles

R0690

S.36.01.01

IGT — Equity-type transactions, debt and asset transfer

R0740

S.36.02.01

IGT — Derivatives

R0750

S.36.03.01

IGT — Internal reinsurance

R0760

S.36.04.01

IGT — Cost Sharing, contingent liabilities, off BS and other items

R0770

S.01.01.02

Content of the submission

Template Code

Template name

C0010

S.01.02.01

Basic Information — General

R0010

S.02.01.02

Balance sheet

R0030

S.05.01.02

Premiums, claims and expenses by line of business

R0110

S.06.02.01

List of assets

R0140

S.06.03.01

Collective investment undertakings — look-through approach

R0150

S.08.01.01

Open derivatives

R0170

S.08.02.01

Derivatives Transactions

R0180

S.12.01.02

Life and Health SLT Technical Provisions

R0220

S.17.01.02

Non-Life Technical Provisions

R0290

S.23.01.01

Own funds

R0410

S.28.01.01

Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity

R0580

S.28.02.01

Minimum Capital Requirement — Both life and non-life insurance activity

R0590

S.01.01.03

Content of the submission

Template Code

Template name

C0010

S.01.02.01

Basic Information — General

R0010

S.01.03.01

Basic Information — RFF and matching adjustment portfolios

R0020

S.02.01.02

Balance sheet

R0030

S.23.01.01

Own funds

R0410

S.25.01.01

Solvency Capital Requirement — for undertakings on Standard Formula

R0460

S.25.02.01

Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

R0470

S.25.03.01

Solvency Capital Requirement — for undertakings on Full Internal Models

R0480

S.28.01.01

Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity

R0580

S.28.02.01

Minimum Capital Requirement — Both life and non-life insurance activity

R0590

S.01.01.04

Content of the submission

Template Code

Template name

C0010

S.01.02.04

Basic Information — General

R0010

S.01.03.04

Basic Information — RFF and matching adjustment portfolios

R0020

S.02.01.01

Balance sheet

R0030

S.02.02.01

Assets and liabilities by currency

R0040

S.03.01.04

Off-balance sheet items — general

R0060

S.03.02.04

Off-balance sheet items — List of unlimited guarantees received by the group

R0070

S.03.03.04

Off-balance sheet items — List of unlimited guarantees provided by the group

R0080

S.05.01.01

Premiums, claims and expenses by line of business

R0110

S.05.02.01

Premiums, claims and expenses by country

R0120

S.06.01.01

Summary of assets

R0130

S.06.02.04

List of assets

R0140

S.06.03.04

Collective investment undertakings — look-through approach

R0150

S.07.01.04

Structured products

R0160

S.08.01.04

Open derivatives

R0170

S.08.02.04

Derivatives Transactions

R0180

S.09.01.04

Income/gains and losses in the period

R0190

S.10.01.04

Securities lending and repos

R0200

S.11.01.04

Assets held as colateral

R0210

S.15.01.04

Description of the guarantees of variable annuities

R0260

S.15.02.04

Hedging of guarantees of variable annuities

R0270

S.22.01.04

Impact of long term guarantees measures and transitionals

R0370

S.23.01.04

Own funds

R0410

S.23.02.04

Detailed information by tiers on own funds

R0420

S.23.03.04

Annual movements on own funds

R0430

S.23.04.04

List of items on own funds

R0440

S.25.01.04

Solvency Capital Requirement — for groups on Standard Formula

R0460

S.25.02.04

Solvency Capital Requirement — for groups using the standard formula and partial internal model

R0470

S.25.03.04

Solvency Capital Requirement — for groups on Full Internal Models

R0480

S.26.01.04

Solvency Capital Requirement — Market risk

R0500

S.26.02.04

Solvency Capital Requirement — Counterparty default risk

R0510

S.26.03.04

Solvency Capital Requirement — Life underwriting risk

R0520

S.26.04.04

Solvency Capital Requirement — Health underwriting risk

R0530

S.26.05.04

Solvency Capital Requirement — Non-Life underwriting risk

R0540

S.26.06.04

Solvency Capital Requirement — Operational risk

R0550

S.26.07.04

Solvency Capital Requirement — Simplifications

R0560

S.27.01.04

Solvency Capital Requirement — Non-Life and Health catastrophe risk

R0570

S.31.01.04

Share of reinsurers (including Finite Reinsurance and SPV's)

R0680

S.31.02.04

Special Purpose Vehicles

R0690

S.32.01.04

Undertakings in the scope of the group

R0700

S.33.01.04

Insurance and Reinsurance individual requirements

R0710

S.34.01.04

Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements

R0720

S.35.01.04

Contribution to group Technical Provisions

R0730

S.36.01.01

IGT — Equity-type transactions, debt and asset transfer

R0740

S.36.02.01

IGT — Derivatives

R0750

S.36.03.01

IGT — Internal reinsurance

R0760

S.36.04.01

IGT — Cost Sharing, contingent liabilities, off BS and other items

R0770

S.37.01.04

Risk concentration

R0780

S.01.01.05

Content of the submission

Template Code

Template name

C0010

S.01.02.04

Basic Information — General

R0010

S.02.01.02

Balance sheet

R0030

S.05.01.02

Premiums, claims and expenses by line of business

R0110

S.06.02.04

List of assets

R0140

S.06.03.04

Collective investment undertakings — look-through approach

R0150

S.08.01.04

Open derivatives

R0170

S.08.02.04

Derivatives Transactions

R0180

S.23.01.04

Own funds

R0410

S.01.01.06

Content of the submission

Template Code

Template name

C0010

S.01.02.04

Basic Information — General

R0010

S.01.03.04

Basic Information — RFF and matching adjustment portfolios

R0020

S.02.01.02

Balance sheet

R0030

S.23.01.04

Own funds

R0410

S.25.01.04

Solvency Capital Requirement — for groups on Standard Formula

R0460

S.25.02.04

Solvency Capital Requirement — for groups using the standard formula and partial internal model

R0470

S.25.03.04

Solvency Capital Requirement — for groups on Full Internal Models

R0480

S.32.01.04

Entities in the scope of the group

R0700

S.33.01.04

Insurance and Reinsurance individual requirements

R0710

S.34.01.04

Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements

R0720

SR.01.01.01

Content of the submission

Ring-fenced fund/matching portfolio/remaining part

Z0010

Fund/Portfolio number

Z0020

Template Code

Template name

C0010

SR.02.01.01

Balance sheet

R0790

SR.12.01.01

Life and Health SLT Technical Provisions

R0800

SR.17.01.01

Non-Life Technical Provisions

R0810

SR.22.02.01

Projection of future cash flows (Best Estimate — Matching portfolios)

R0820

SR.22.03.01

Information on the matching adjustment calculation

R0830

SR.25.01.01

Solvency Capital Requirement — for undertakings on Standard Formula

R0840

SR.25.02.01

Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

R0850

SR.25.03.01

Solvency Capital Requirement — for undertakings on Full Internal Models

R0860

SR.26.01.01

Solvency Capital Requirement — Market risk

R0870

SR.26.02.01

Solvency Capital Requirement — Counterparty default risk

R0880

SR.26.03.01

Solvency Capital Requirement — Life underwriting risk

R0890

SR.26.04.01

Solvency Capital Requirement — Health underwriting risk

R0900

SR.26.05.01

Solvency Capital Requirement — Non-Life underwriting risk

R0910

SR.26.06.01

Solvency Capital Requirement — Operational risk

R0920

SR.26.07.01

Solvency Capital Requirement — Simplifications

R0930

SR.27.01.01

Solvency Capital Requirement — Non-Life and Health catastrophe risk

R0940

SR.01.01.04

Content of the submission

Ring-fenced fund/matching portfolio/remaining part

Z0010

Fund/Portfolio number

Z0020

Template Code

Template name

C0010

SR.02.01.04

Balance sheet

R0790

SR.25.01.01

Solvency Capital Requirement — for groups on Standard Formula ◄

R0840

SR.25.02.01

Solvency Capital Requirement — for groups using the standard formula and partial internal model ◄

R0850

SR.25.03.01

Solvency Capital Requirement — for groups on Full Internal Models ◄

R0860

SR.26.01.01

Solvency Capital Requirement — Market risk

R0870

SR.26.02.01

Solvency Capital Requirement — Counterparty default risk

R0880

SR.26.03.01

Solvency Capital Requirement — Life underwriting risk

R0890

SR.26.04.01

Solvency Capital Requirement — Health underwriting risk

R0900

SR.26.05.01

Solvency Capital Requirement — Non-Life underwriting risk

R0910

SR.26.06.01

Solvency Capital Requirement — Operational risk

R0920

SR.26.07.01

Solvency Capital Requirement — Simplifications

R0930

SR.27.01.01

Solvency Capital Requirement — Non-Life and Health catastrophe risk

R0940

S.01.02.01

Basic Information — General

C0010

Undertaking name

R0010

Undertaking identification code

R0020

Type of code of undertaking

R0030

Type of undertaking

R0040

Country of authorisation

R0050

Language of reporting

R0070

Reporting submission date

R0080

Reporting reference date

R0090

Regular/Ad-hoc submission

R0100

Currency used for reporting

R0110

Accounting standards

R0120

Method of Calculation of the SCR

R0130

Use of undertaking specific parameters

R0140

Ring-fenced funds

R0150

Matching adjustment

R0170

Volatility adjustment

R0180

Transitional measure on the risk-free interest rate

R0190

Transitional measure on technical provisions

R0200

Initial submission or re-submission

R0210

S.01.02.04

Basic Information — General

C0010

Participating undertaking name

R0010

Group identification code

R0020

Type of code of group

R0030

Country of the group supervisor

R0050

Sub-group information

R0060

Language of reporting

R0070

Reporting submission date

R0080

Reporting reference date

R0090

Regular/Ad-hoc submission

R0100

Currency used for reporting

R0110

Accounting standards

R0120

Method of Calculation of the group SCR

R0130

Use of group specific parameters

R0140

Ring-fenced funds

R0150

Method of group solvency calculation

R0160

Matching adjustment

R0170

Volatility adjustment

R0180

Transitional measure on the risk-free interest rate

R0190

Transitional measure on technical provisions

R0200

Initial submission or re-submission

R0210

S.01.03.01

Basic Information — RFF and matching adjustment portfolios

List of all RFF/MAP (overlaps allowed)

Fund /Portfolio Number

Name of Ring-fenced fund/Matching adjustment portfolio

RFF / MAP / Remaining part of a fund

RFF / MAP with sub RFF / MAP

Material

Article 304

C0040

C0050

C0060

C0070

C0080

C0090

List of RFF/MAP with sub RFF/MAP

Number of RFF / MAP with sub RFF / MAP

Number of sub RFF / MAP

Sub RFF / MAP

C0100

C0110

C0120

S.01.03.04

Basic Information — RFF and matching adjustment portfolios

List of all RFF/MAP (overlaps allowed)

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Fund / Portfolio Number

Name of ring-fenced fund / Matching adjustment portfolio

RFF / MAP / Remaining part of a fund

RFF / MAP with sub RFF / MAP

Material

Article 304

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

List of RFF/MAP with sub RFF/MAP

Number of RFF / MAP with sub RFF / MAP

Number of sub RFF/MAP

Sub RFF / MAP

C0100

C0110

C0120

S.02.01.01

Balance sheet

Solvency II value

Statutory accounts value

Assets

C0010

C0020

Goodwill

R0010

Deferred acquisition costs

R0020

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

C0020

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

Other technical provisions

R0730

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.02.01.02

Balance sheet

Solvency II value

Assets

C0010

Goodwill

R0010

Deferred acquisition costs

R0020

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

Other technical provisions

R0730

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

SR.02.01.01

Balance sheet

Ring-fenced fund or remaining part

Z0020

Fund number

Z0030

Solvency II value

Statutory accounts value

Assets

C0010

C0020

Goodwill

R0010

Deferred acquisition costs

R0020

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

C0020

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

Other technical provisions

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.02.02.01

Assets and liabilities by currency

Currencies

C0010

…

Currency code

R0010

…

Total value of all currencies

Value of the solvency II reporting currency

Value of remaining other currencies

Value of material currencies

C0020

C0030

C0040

C0050

…

Assets

Investments (other than assets held for index-linked and unit-linked contracts)

R0020

…

Other assets: Property, plant & equipment held for own use, Cash and cash equivalents, Loans on policies, Loans & mortgages to individuals and Other loans & mortgages (other than index-linked and unit-linked contracts)

R0030

…

Assets held for index-linked and unit-linked contracts

R0040

…

Reinsurance recoverables

R0050

…

Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables

R0060

…

Any other assets

R0070

…

Total assets

R0100

…

Liabilities

Technical provisions (excluding index-linked and unit-linked contracts)

R0110

…

Technical provisions — index-linked and unit-linked contracts

R0120

…

Deposits from reinsurers and insurance, intermediaries and reinsurance payables

R0130

…

Derivatives

R0140

…

Financial liabilities

R0150

…

Contingent liabilities

R0160

…

Any other liabilities

R0170

…

Total liabilites

R0200

…

S.03.01.01

Off-balance sheet items — general

Maximum value

Value of guarantee / collateral / contingent liabilities

Value of assets for which collateral is held

Value of liabilities for which collateral is pledged

C0010

C0020

C0030

C0040

Guarantees provided by the undertaking, including letters of credit

R0010

Of which, guarantees, including letters of credit provided to other undertakings of the same group

R0020

Guarantees received by the undertaking, including letters of credit

R0030

Of which, guarantees, including letters of credit received from other undertakings of the same group

R0040

Collateral held

Collateral held for loans made or bonds purchased

R0100

Collateral held for derivatives

R0110

Assets pledged by reinsurers for ceded technical provisions

R0120

Other collateral held

R0130

Total collateral held

R0200

Collateral pledged

Collateral pledged for loans received or bonds issued

R0210

Collateral pledged for derivatives

R0220

Assets pledged to cedants for technical provisions (reinsurance accepted)

R0230

Other collateral pledged

R0240

Total collateral pledged

R0300

Contingent liabilities

Contingent liabilities not in Solvency II Balance Sheet

R0310

Of which contingent liabilities toward entities of the same group

R0320

Contingent liabilities in Solvency II Balance Sheet

R0330

Total Contingent liabilities

R0400

S.03.01.04

Off-balance sheet items — general

Maximum value

Value of guarantee / collateral / contingent liabilities

Value of assets for which collateral is held

Value of liabilities for which collateral is pledged

C0010

C0020

C0030

C0040

Guarantees provided by the group including letters of credit

R0010

Guarantees received by the group including letters of credit

R0030

Collateral held

Collateral held for loans made or bonds purchased

R0100

Collateral held for derivatives

R0110

Assets pledged by reinsurers for ceded technical provisions

R0120

Other collateral held

R0130

Total collateral held

R0200

Collateral pledged

Collateral pledged for loans received or bonds issued

R0210

Collateral pledged for derivatives

R0220

Assets pledged to cedants for technical provisions (reinsurance accepted)

R0230

Other collateral pledged

R0240

Total collateral pledged

R0300

Contingent liabilities

Contingent liabilities not in Solvency II Balance Sheet

R0310

Contingent liabilities in Solvency II Balance Sheet

R0330

Total Contingent liabilities

R0400

S.03.02.01

Off-balance sheet items — List of unlimited guarantees received by the undertaking

Code of guarantee

Name of provider of guarantee

Code of provider of guarantee

Type of code of provider of guarantee

Provider of guarantee belonging to the same group

Triggering event(s) of guarantee

Specific triggering event(s) of guarantee

Effective date of guarantee

Ancillary Own Funds

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

S.03.02.04

Off-balance sheet items — List of unlimited guarantees received by the group

Code of guarantee

Name of provider of guarantee

Code of provider of guarantee

Type of code of provider of guarantee

Triggering event(s) of guarantee

Specific triggering event(s) of guarantee

Effective date of guarantee

Ancillary Own Funds

C0010

C0020

C0030

C0040

C0060

C0070

C0080

C0090

S.03.03.01

Off-balance sheet items — List of unlimited guarantees provided by the undertaking

Code of guarantee

Name of receiver of guarantee

Code of receiver of guarantee

Type of code of receiver of guarantee

Receiver of guarantee belonging to the same group

Triggering event(s) of guarantee

Estimation of the maximum value of guarantee

Specific triggering event(s) of guarantee

Effective date of guarantee

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

S.03.03.04

Off-balance sheet items — List of unlimited guarantees provided by the group

Code of guarantee

Name of receiver of guarantee

Code of receiver of guarantee

Type of code of receiver of guarantee

Triggering event(s) of guarantee

Estimation of the maximum value of guarantee

Specific triggering event(s) of guarantee

Effective date of guarantee

C0010

C0020

C0030

C0040

C0060

C0070

C0080

C0090

S.04.01.01

Activity by country

Line of Business

Z0010

Undertaking

All EEA members

Total business underwritten by all non-EEA branches

Business underwritten in the home country, by the undertaking

Business underwritten through FPS, by the undertaking in the EEA countries different from the home country

Business underwritten through FPS in the home country, by any EEA branch

Total business underwritten by all EEA branches in the country where they are established

Total business underwritten through FPS, by all EEA branches

Total of the business underwritten through FPS by the undertaking and all EEA branches

C0010

C0020

C0030

C0040

C0050

C0060

C0070

Country

R0010

Premiums written

R0020

Claims incurred

R0030

Commissions

R0040

By EEA member

…

By material non-EEA member

…

Business underwritten in the considered country, by the EEA branch established in this country

Business underwritten through FPS, by the EEA branch established in the considered country

Business underwritten in the considered country through FPS, by the undertaking or any EEA branch

Business underwritten in the considered country, by the EEA branch established in this country

Business underwritten through FPS, by the EEA branch established in the considered country

Business underwritten in the considered country through FPS, by the undertaking or any EEA branch

Business underwritten by material non-EEA country branches

…

C0080

C0090

C0100

…

C0110

Country

R0010

Premiums written

R0020

Claims incurred

R0030

Commissions

R0040

S.04.02.01

Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability

Undertaking

By EEA Member

…

FPS

Branch

FPS

Branch

FPS

C0010

C0020

C0030

…

Country

R0010

Frequency of claims for Motor Vehicle Liability (except carrier's liability)

R0020

Average cost of claims for Motor Vehicle Liability (except carrier's liability)

R0030

S.05.01.01

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

▼M1

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

▼B

Line of Business for: non-life insurance obligations

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

Expenses incurred

R0550

Administrative expenses

Gross — Direct Business

R0610

Gross — Proportional reinsurance accepted

R0620

Gross — Non-proportional reinsurance accepted

R0630

Reinsurers' share

R0640

Net

R0700

Investment management expenses

Gross — Direct Business

R0710

Gross — Proportional reinsurance accepted

R0720

Gross — Non-proportional reinsurance accepted

R0730

Reinsurers' share

R0740

Net

R0800

Claims management expenses

Gross — Direct Business

R0810

Gross — Proportional reinsurance accepted

R0820

Gross — Non-proportional reinsurance accepted

R0830

Reinsurers' share

R0840

Net

R0900

Acquisition expenses

Gross — Direct Business

R0910

Gross — Proportional reinsurance accepted

R0920

Gross — Non-proportional reinsurance accepted

R0930

Reinsurers' share

R0940

Net

R1000

Overhead expenses

Gross — Direct Business

R1010

Gross — Proportional reinsurance accepted

R1020

Gross — Non-proportional reinsurance accepted

R1030

Reinsurers' share

R1040

Net

R1100

Other expenses

R1200

Total expenses

R1300

Line of Business for: non-life insurance obligations

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

Expenses incurred

R0550

Administrative expenses

Gross — Direct Business

R0610

Gross — Proportional reinsurance accepted

R0620

Gross — Non-proportional reinsurance accepted

R0630

Reinsurers' share

R0640

Net

R0700

Investment management expenses

Gross — Direct Business

R0710

Gross — Proportional reinsurance accepted

R0720

Gross — Non-proportional reinsurance accepted

R0730

Reinsurers' share

R0740

Net

R0800

Claims management expenses

Gross — Direct Business

R0810

Gross — Proportional reinsurance accepted

R0820

Gross — Non-proportional reinsurance accepted

R0830

Reinsurers' share

R0840

Net

R0900

Acquisition expenses

Gross — Direct Business

R0910

Gross — Proportional reinsurance accepted

R0920

Gross — Non-proportional reinsurance accepted

R0930

Reinsurers' share

R0940

Net

R1000

Overhead expenses

Gross — Direct Business

R1010

Gross — Proportional reinsurance accepted

R1020

Gross — Non-proportional reinsurance accepted

R1030

Reinsurers' share

R1040

Net

R1100

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

Administrative expenses

Gross

R1910

Reinsurers' share

R1920

Net

R2000

Investment management expenses

Gross

R2010

Reinsurers' share

R2020

Net

R2100

Claims management expenses

Gross

R2110

Reinsurers' share

R2120

Net

R2200

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

Acquisition expenses

Gross

R2210

Reinsurers' share

R2220

Net

R2300

Overhead expenses

Gross

R2310

Reinsurers' share

R2320

Net

R2400

Other expenses

R2500

Total expenses

R2600

Total amount of surrenders

R2700

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

einsurers' 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

▼M1

Total expenses

R1300

▼B

Home Country

Top 5 countries (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

Changes in other technical provisions

Gross

R1710

Reinsurers' share

R1720

Net

R1800

Expenses incurred

R1900

Other expenses

R2500

Total expenses

R2600

S.06.01.01

Summary of assets

Life

Non-life

Ring-fenced funds

Other internal funds

Shareholders' funds

General

Assets listing

C0010

C0020

C0030

C0040

C0050

C0060

Assets listed

R0010

Assets that are not listed in a stock exchange

R0020

Assets that are not exchange tradable

R0030

By category

Government bonds

R0040

Corporate bonds

R0050

Equity

R0060

Collective Investment Undertakings

R0070

Structured notes

R0080

Collateralised securities

R0090

Cash and deposits

R0100

Mortgages and loans

R0110

Property

R0120

Other investments

R0130

Futures

R0140

Call Options

R0150

Put Options

R0160

Swaps

R0170

Forwards

R0180

Credit derivatives

R0190

S.06.02.01

List of assets

Information on positions held

Asset ID Code

Asset ID Code type

Portfolio

Fund number

Matching portfolio number

Asset held in unit linked and index linked contracts

Asset pledged as collateral

Country of custody

Custodian

Quantity

Par amount

Valuation method

Acquisition value

Total Solvency II amount

Accrued interest

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0170

C0180

Information on assets

Asset ID Code

Asset ID Code type

Item Title

Issuer Name

Issuer Code

Type of issuer code

Issuer Sector

Issuer Group

Issuer Group Code

Type of issuer group code

Issuer Country

Currency

CIC

Infrastructure investment

(cont.)

C0040

C0050

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

C0290

C0300

Holdings in related undertakings, including participations

External rating

Nominated ECAI

Credit quality step

Internal rating

Duration

Unit Solvency II price

Unit percentage of par amount Solvency II price

Maturity date

C0310

C0320

C0330

C0340

C0350

C0360

C0370

C0380

C0390

S.06.02.04

List of assets

Information on positions held

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Asset ID Code

Asset ID Code type

Portfolio

Fund number

Matching portfolio number

Asset held in unit linked and index linked contracts

Asset pledged as collateral

Country of custody

Custodian

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

Quantity

Par amount

Valuation method

Acquisition value

Total Solvency II amount

Accrued interest

C0130

C0140

C0150

C0160

C0170

C0180

Information on assets

Asset ID Code

Asset ID Code type

Item Title

Issuer Name

Issuer Code

Type of issuer code

Issuer Sector

Issuer Group

Issuer Group Code

Type of issuer group code

Issuer Country

Currency

(cont.)

C0040

C0050

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

CIC

Infrastructure investment

Participation

External rating

Nominated ECAI

Credit quality step

Internal rating

Duration

Unit Solvency II price

Unit percentage of par amount Solvency II price

Maturity date

C0290

C0300

C0310

C0320

C0330

C0340

C0350

C0360

C0370

C0380

C0390

S.06.03.01

Collective investment undertakings — look-through approach

Collective Investments Undertaking ID Code

Collective Investments Undertaking ID Code type

Underlying asset category

Country of issue

Currency

Total amount

C0010

C0020

C0030

C0040

C0050

C0060

S.06.03.04

Collective investment undertakings — look-through approach

Collective Investments Undertaking ID Code

Collective Investments Undertaking ID Code type

Underlying asset category

Country of issue

Currency

Total amount

C0010

C0020

C0030

C0040

C0050

C0060

S.07.01.01

Structured products

Asset ID Code

Asset ID Code type

Collateral type

Type of structured product

Capital protection

Underlying security / index / portfolio

Callable or Putable

Synthetic structured product

Prepayment structured product

Collateral value

Collateral portfolio

Fixed annual return

Variable annual return

Loss given default

Attachment point

Detachment point

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0170

C0180

C0190

S.07.01.04

Structured products

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Asset ID Code

Asset ID Code type

Collateral type

Type of structured product

Capital protection

Underlying security / index / portfolio

Callable or Putable

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

Synthetic structured product

Prepayment structured product

Collateral value

Collateral portfolio

Fixed annual return

Variable annual return

Loss given default

Attachment point

Detachment point

C0110

C0120

C0130

C0140

C0150

C0160

C0170

C0180

C0190

S.08.01.01

Open derivatives

Information on positions held

Derivative ID Code

Derivative ID Code type

Portfolio

Fund number

Derivatives held in index-linked and unit-linked contracts

Instrument underlying the derivative

Type of code of asset or liability underlying the derivative

Use of derivative

Delta

Notional amount of the derivative

Buyer / Seller

(cont.)

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

Premium paid to date

Premium received to date

Number of contracts

Contract size

Maximum loss under unwinding event

Swap outflow amount

Swap inflow amount

Initial date

Duration

Solvency II value

Valuation method

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

C0250

Information on derivatives

Derivative ID Code

Derivative ID Code type

Counterparty Name

Counterparty Code

Type of counterparty code

External rating

Nominated ECAI

Credit quality step

Internal rating

Counterparty Group

Counterparty group code

(cont.)

C0040

C0050

C0260

C0270

C0280

C0290

C0300

C0310

C0320

C0330

C0340

Type of counterparty group code

Contract name

Currency

CIC

Trigger value

Unwind trigger of contract

Swap delivered currency

Swap received currency

Maturity date

C0350

C0360

C0370

C0380

C0390

C0400

C0410

C0420

C0430

S.08.01.04

Open derivatives

Information on positions held

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Derivative ID Code

Derivative ID Code type

Portfolio

Fund number

Derivatives held in index-linked and unit-linked contracts

Instrument underlying the derivative

Type of code of asset or liability underlying the derivative

Use of derivative

Delta

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

Notional amount of the derivative

Buyer / Seller

Premium paid to date

Premium received to date

Number of contracts

Contract size

Maximum loss under unwinding event

Swap outflow amount

Swap inflow amount

Initial date

Duration

Solvency II value

Valuation method

C0130

C0140

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

C0250

Information on derivatives

Derivative ID Code

Derivative ID Code type

Counterparty Name

Counterparty Code

Type of counterparty code

External rating

Nominated ECAI

Credit quality step

Internal rating

Counterparty Group

Counterparty group code

(cont.)

C0040

C0050

C0260

C0270

C0280

C0290

C0300

C0310

C0320

C0330

C0340

Type of counterparty group code

Contract name

Currency

CIC

Trigger value

Unwind trigger of contract

Swap delivered currency

Swap received currency

Maturity date

C0350

C0360

C0370

C0380

C0390

C0400

C0410

C0420

C0430

S.08.02.01

Derivatives Transactions

Information on positions held

Derivative ID Code

Derivative ID Code type

Portfolio

Fund number

Derivatives held in index-linked and unit-linked contracts

Instrument underlying the derivative

Type of code of asset or liability underlying the derivative

Use of derivative

Notional amount of the derivative

Buyer / Seller

Premium paid to date

(cont.)

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

Premium received to date

Profit and loss to date

Number of contracts

Contract size

Maximum loss under unwinding event

Swap outflow amount

Swap inflow amount

Initial date

Solvency II value

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

Information on derivatives

Derivative ID Code

Derivative ID Code type

Counterparty Name

Counterparty Code

Type of counterparty code

Counterparty group

Counterparty group code

Type of counterparty group code

Contract name

Currency

CIC

(cont.)

C0040

C0050

C0240

C0250

C0260

C0270

C0280

C0290

C0300

C0310

C0320

Trigger value

Unwind trigger of contract

Swap delivered currency

Swap received currency

Maturity date

C0330

C0340

C0350

C0360

C0370

S.08.02.04

Derivatives Transactions

Information on positions held

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Derivative ID Code

Derivative ID Code type

Portfolio

Fund number

Derivatives held in index-linked and unit-linked contracts

Instrument underlying the derivative

Type of code of asset or liability underlying the derivative

Use of derivative

(cont.)

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

Notional amount of the derivative

Buyer / Seller

Premium paid to date

Premium received to date

Profit and loss to date

Number of contracts

Contract size

Maximum loss under unwinding event

Swap outflow amount

Swap inflow amount

Initial date

Solvency II value

C0120

C0130

C0140

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

Information on derivatives

Derivative ID Code

Derivative ID Code type

Counterparty Name

Counterparty Code

Type of counterparty code

Counterparty group

Counterparty group code

Type of counterparty group code

Contract name

Currency

CIC

(cont.)

C0040

C0050

C0240

C0250

C0260

C0270

C0280

C0290

C0300

C0310

C0320

Trigger value

Unwind trigger of contract

Swap delivered currency

Swap received currency

Maturity date

C0330

C0340

C0350

C0360

C0370

S.09.01.01

Income/gains and losses in the period

Asset category

Portfolio

Asset held in unit-linked and index-linked contracts

Dividends

Interest

Rent

Net gains and losses

Unrealised gains and losses

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

S.09.01.04

Income/gains and losses in the period

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Asset category

Portfolio

Asset held in unit-linked and index-linked contracts

Dividends

Interest

Rent

Net gains and losses

Unrealised gains and losses

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

S.10.01.01

Securities lending and repos

Portfolio

Fund number

Asset category

Counterparty Name

Counterparty code

Type of counterparty code

Counterparty asset category

Assets held in unit-linked and index-linked contracts

Position in the contract

Near leg amount

Far leg amount

Start date

Maturity date

Solvency II Value

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0170

S.10.01.04

Securities lending and repos

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Portfolio

Fund number

Asset category

Counterparty Name

Counterparty code

Type of counterparty code

Counterparty asset category

Assets held in unit-linked and index-linked contracts

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

Position in the contract

Near leg amount

Far leg amount

Start date

Maturity date

Solvency II Value

C0120

C0130

C0140

C0150

C0160

C0170

S.11.01.01

Assets held as collateral

Information on positions held

Information on the assets held

Information on the asset for which collateral is held

Asset ID Code

Asset ID Code type

Name of counterparty pledging the collateral

Name of the group of the counterparty pledging the collateral

Country of custody

Quantity

Par amount

Valuation method

Total amount

Accrued interest

Type of asset for which the collateral is held

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

Information on assets

Information on the assets held

Asset ID Code

Asset ID Code type

Item Title

Issuer Name

Issuer Code

Type of issuer code

Issuer Sector

Issuer Group name

Issuer Group Code

Type of issuer group code

Issuer Country

Currency

CIC

Unit price

Unit percentage of par amount Solvency II price

Maturity date

C0040

C0050

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

S.11.01.04

Assets held as collateral

Information on positions held

Information on the assets held

Information on the asset for which collateral is held

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Asset ID Code

Asset ID Code type

Name of counterparty pledging the collateral

Name of the group of the counterparty pledging the collateral

Country of custody

Quantity

Par amount

Valuation method

Total amount

Accrued interest

Type of asset for which the collateral is held

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

Information on assets

Information on the assets held

Asset ID Code

Asset ID Code type

Item Title

Issuer Name

Issuer Code

Type of issuer code

Issuer Sector

Issuer Group name

Issuer Group Code

Type of issuer group code

Issuer Country

Currency

CIC

(cont)

C0040

C0050

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

C0250

Information on the assets held

Unit price

Unit percentage of par amount Solvency II price

Maturity date

C0260

C0270

C0280

S.12.01.01

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 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 before the adjustment for expected losses due to counterparty default

R0040

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

Recoverables from SPV before adjustment for expected losses

R0060

Recoverables from Finite Re before adjustment for expected losses

R0070

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0110

Best estimate

R0120

Risk margin

R0130

Technical provisions - total

R0200

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

Best Estimate of products with a surrender option

R0220

Gross BE for Cash flow

Cash out-flows

Future guaranteed and discretionary benefits

R0230

Future guaranteed benefits

R0240

Future discretionary benefits

R0250

Future expenses and other cash out-flows

R0260

Cash in-flows

Future premiums

R0270

Other cash in-flows

R0280

Percentage of gross Best Estimate calculated using approximations

R0290

Surrender value

R0300

Best estimate subject to transitional of the interest rate

R0310

Technical provisions without transitional on interest rate

R0320

Best estimate subject to volatility adjustment

R0330

Technical provisions without volatility adjustment and without others transitional measures

R0340

Best estimate subject to matching adjustment

R0350

Technical provisions without matching adjustment and without all the others

R0360

Other life insurance

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

Contracts without options and guarantees

Contracts with options or guarantees

C0060

C0070

C0080

C0090

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 before the adjustment for expected losses due to counterparty default

R0040

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

Recoverables from SPV before adjustment for expected losses

R0060

Recoverables from Finite Re before adjustment for expected losses

R0070

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0110

Best estimate

R0120

Risk margin

R0130

Technical provisions - total

R0200

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

Best Estimate of products with a surrender option

R0220

Gross BE for Cash flow

Cash out-flows

Future guaranteed and discretionary benefits

R0230

Future guaranteed benefits

R0240

Future discretionary benefits

R0250

Future expenses and other cash out-flows

R0260

Cash in-flows

Future premiums

R0270

Other cash in-flows

R0280

Percentage of gross Best Estimate calculated using approximations

R0290

Surrender value

R0300

Best estimate subject to transitional of the interest rate

R0310

Technical provisions without transitional on interest rate

R0320

Best estimate subject to volatility adjustment

R0330

Technical provisions without volatility adjustment and without others transitional measures

R0340

Best estimate subject to matching adjustment

R0350

Technical provisions without matching adjustment and without all the others

R0360

Accepted reinsurance

Insurance with profit participation

Index-linked and unit-linked insurance

Other life insurance

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

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 before the adjustment for expected losses due to counterparty default

R0040

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

Recoverables from SPV before adjustment for expected losses

R0060

Recoverables from Finite Re before adjustment for expected losses

R0070

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0110

Best estimate

R0120

Risk margin

R0130

Technical provisions - total

R0200

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

Best Estimate of products with a surrender option

R0220

Gross BE for Cash flow

Cash out-flows

Future guaranteed and discretionary benefits

R0230

Future guaranteed benefits

R0240

Future discretionary benefits

R0250

Future expenses and other cash out-flows

R0260

Cash in-flows

Future premiums

R0270

Other cash in-flows

R0280

Percentage of gross Best Estimate calculated using approximations

R0290

Surrender value

R0300

Best estimate subject to transitional of the interest rate

R0310

Technical provisions without transitional on interest rate

R0320

Best estimate subject to volatility adjustment

R0330

Technical provisions without volatility adjustment and without others transitional measures

R0340

Best estimate subject to matching adjustment

R0350

Technical provisions without matching adjustment and without all the others

R0360

Accepted reinsurance

Total (Life other than health insurance, incl. Unit-Linked)

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

C0140

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 before the adjustment for expected losses due to counterparty default

R0040

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

Recoverables from SPV before adjustment for expected losses

R0060

Recoverables from Finite Re before adjustment for expected losses

R0070

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0110

Best estimate

R0120

Risk margin

R0130

Technical provisions - total

R0200

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

Best Estimate of products with a surrender option

R0220

Gross BE for Cash flow

Cash out-flows

Future guaranteed and discretionary benefits

R0230

Future guaranteed benefits

R0240

Future discretionary benefits

R0250

Future expenses and other cash out-flows

R0260

Cash in-flows

Future premiums

R0270

Other cash in-flows

R0280

Percentage of gross Best Estimate calculated using approximations

R0290

Surrender value

R0300

Best estimate subject to transitional of the interest rate

R0310

Technical provisions without transitional on interest rate

R0320

Best estimate subject to volatility adjustment

R0330

Technical provisions without volatility adjustment and without others transitional measures

R0340

Best estimate subject to matching adjustment

R0350

Technical provisions without matching adjustment and without all the others

R0360

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

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 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 before the adjustment for expected losses due to counterparty default

R0040

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

Recoverables from SPV before adjustment for expected losses

R0060

Recoverables from Finite Re before adjustment for expected losses

R0070

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0110

Best estimate

R0120

Risk margin

R0130

Technical provisions - total

R0200

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

Best Estimate of products with a surrender option

R0220

Gross BE for Cash flow

Cash out-flows

Future guaranteed and discretionary benefits

R0230

Future guaranteed benefits

R0240

Future discretionary benefits

R0250

Future expenses and other cash out-flows

R0260

Cash in-flows

Future premiums

R0270

Other cash in-flows

R0280

Percentage of gross Best Estimate calculated using approximations

R0290

Surrender value

R0300

Best estimate subject to transitional of the interest rate

R0310

Technical provisions without transitional on interest rate

R0320

Best estimate subject to volatility adjustment

R0330

Technical provisions without volatility adjustment and without others transitional measures

R0340

Best estimate subject to matching adjustment

R0350

Technical provisions without matching adjustment and without all the others

R0360

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 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 before the adjustment for expected losses due to counterparty default

R0040

Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses

R0050

Recoverables from SPV before adjustment for expected losses

R0060

Recoverables from Finite Re before adjustment for expected losses

R0070

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0110

Best estimate

R0120

Risk margin

R0130

Technical provisions - total

R0200

Technical provisions minus recoverables from reinsurance/SPV and Finite Re - total

R0210

Best Estimate of products with a surrender option

R0220

Gross BE for Cash flow

Cash out-flows

Future guaranteed and discretionary benefits

R0230

Future guaranteed benefits

R0240

Future discretionary benefits

R0250

Future expenses and other cash out-flows

R0260

Cash in-flows

Future premiums

R0270

Other cash in-flows

R0280

Percentage of gross Best Estimate calculated using approximations

R0290

Surrender value

R0300

Best estimate subject to transitional of the interest rate

R0310

Technical provisions without transitional on interest rate

R0320

Best estimate subject to volatility adjustment

R0330

Technical provisions without volatility adjustment and without others transitional measures

R0340

Best estimate subject to matching adjustment

R0350

Technical provisions without matching adjustment and without all the others

R0360

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

Contracts without options and guarantees

Contracts with options or guarantees

Contracts without options and guarantees

Contracts with options or guarantees

(cont.)

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

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

Accepted reinsurance

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

Health reinsurance (reinsurance accepted)

Total (Health similar to life insurance)

Contracts without options and guarantees

Contracts with options or guarantees

C0100

C0150

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

SR.12.01.01

Life and Health SLT Technical Provisions

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

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

Contracts without options and guarantees

Contracts with options or guarantees

Contracts without options and guarantees

Contracts with options or guarantees

(cont.)

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

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

Risk margin

R0130

Best estimate

R0120

Technical Provisions calculated as a whole

R0110

Technical provisions — total

R0200

Accepted reinsurance

Total (Life other than health insurance, including Unit-Linked)

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

C0100

C0150

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 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.12.02.01

Life and Health SLT Technical Provisions — by country

Gross TP calculated as a whole and Gross BE for different countries

Geographical zone

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, including Unit-Linked)

(cont.)

C0020

C0030

C0060

C0090

C0100

C0150

Home country

R0010

EEA countries outside the materiality threshold — not reported by country

R0020

Non-EEA countries outside the materiality threshold — not reported by country

R0030

By country

C0010

Country 1

R0040

…

Geographical zone

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)

C0160

C0190

C0200

C0210

Home country

R0010

EEA countries outside the materiality threshold — not reported by country

R0020

Non-EEA countries outside the materiality threshold — not reported by country

R0030

By country

C0010

Country 1

R0040

…

S.13.01.01

Projection of future gross cash flows

Insurance with profit participation

Index linked and unit-linked insurance

Cash out-flows

Cash in-flows

Cash out-flows

Cash in-flows

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Year (projection of undiscounted expected cash-flows)

R0010

R0020

R0030

R0040

R0050

R0060

R0070

R0080

R0090

R0100

R0110

R0120

R0130

R0140

R0150

R0160

R0170

R0180

R0190

R0200

R0210

R0220

R0230

R0240

R0250

R0260

R0270

R0280

R0290

R0300

31-40

R0310

41-50

R0320

51 & after

R0330

Other life insurance

Annuities stemming from non-life contracts

Cash out-flows

Cash in-flows

Cash out-flows

Cash in-flows

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

Year (projection of undiscounted expected cash-flows)

R0010

R0020

R0030

R0040

R0050

R0060

R0070

R0080

R0090

R0100

R0110

R0120

R0130

R0140

R0150

R0160

R0170

R0180

R0190

R0200

R0210

R0220

R0230

R0240

R0250

R0260

R0270

R0280

R0290

R0300

31-40

R0310

41-50

R0320

51 & after

R0330

Accepted reinsurance

Health insurance

Cash out-flows

Cash in-flows

Cash out-flows

Cash in-flows

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

Year (projection of undiscounted expected cash-flows)

R0010

R0020

R0030

R0040

R0050

R0060

R0070

R0080

R0090

R0100

R0110

R0120

R0130

R0140

R0150

R0160

R0170

R0180

R0190

R0200

R0210

R0220

R0230

R0240

R0250

R0260

R0270

R0280

R0290

R0300

31-40

R0310

41-50

R0320

51 & after

R0330

Health reinsurance

Total recoverable from reinsurance (after the adjustment)

Cash out-flows

Cash in-flows

Future Benefits

Future expenses and other cash out-flows

Future premiums

Other cash in-flows

C0250

C0260

C0270

C0280

C0290

Year (projection of undiscounted expected cash-flows)

R0010

R0020

R0030

R0040

R0050

R0060

R0070

R0080

R0090

R0100

R0110

R0120

R0130

R0140

R0150

R0160

R0170

R0180

R0190

R0200

R0210

R0220

R0230

R0240

R0250

R0260

R0270

R0280

R0290

R0300

31-40

R0310

41-50

R0320

51 & after

R0330

S.14.01.01

Life obligations analysis

Portfolio

Product ID code

Fund number

Line of Business

Number of contracts at the end of the year

Number of new contracts during year

Total amount of written premiums

Total amount of claims paid during year

Country

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Characterictics of product

Product ID code

Product classification

Type of product

Product denomination

Product still commercialised?

Type of premium

Use of financial instrument for replication?

Number of HRGs in products

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

Information on Homogeneous risk groups

HRG code

Best Estimate and Technical Provisions as a whole

◄

Capital-at-risk

Surrender value

Annualised guaranteed rate (over average duration of guarantee)

C0170

C0180

C0190

C0200

C0210

Information on products and homogeneous risk groups

Product ID code

HRG code

C0220

C0230

S.15.01.01

Description of the guarantees of variable annuities

Product ID code

Product Denomination

Description of the product

Initial date of guarantee

Final date of guarantee

Type of guarantee

Guareanteed level

Description of the guarantee

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

S.15.01.04

Description of the guarantees of variable annuities

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Product ID code

Product Denomination

Description of the product

Initial date of guarantee

Final date of guarantee

Type of guarantee

Guareanteed level

Description of the guarantee

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

S.15.02.01

Hedging of guarantees of variable annuities

Product ID code

Product Denomination

Type of hedging

Delta hedged

Rho hedged

Gamma hedged

Vega hedged

FX hedged

Other hedged risks

Economic result without hedging

Economic result with hedging

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

S.15.02.04

Hedging of guarantees of variable annuities

Legal name of the undertaking

Identification code of the undertaking

Type of code of the ID of the undertaking

Product ID code

Product Denomination

Type of hedging

Delta hedged

Rho hedged

(cont)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Gamma hedged

Vega hedged

FX hedged

Other hedged risks

Economic result without hedging

Economic result with hedging

C0090

C0100

C0110

C0120

C0130

C0140

S.16.01.01

Information on annuities stemming from Non-Life Insurance obligations

The related non-life line of business

Z0010

Accident year / Underwriting year

Z0020

Currency

Z0030

Currency conversion

Z0040

Information on year N:

C0010

The average interest rate

R0010

The average duration of the obligations

R0020

The weighted average age of the beneficiaries

R0030

Annuities information

Year

Undiscounted annuity claims provisions at the start of year N

Undiscounted annuity claims provisions set up during year N

Annuity payments paid during year N

Undiscounted annuity claims provisions at the end of year N

Number of annuities obligations at the end of year N

Best Estimate for annuity claims provisions at the end of year N (discounted basis)

Undiscounted development result

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Prior years

R0040

N-14

R0050

N-13

R0060

N-12

R0070

N-11

R0080

N-10

R0090

N-9

R0100

N-8

R0110

N-7

R0120

N-6

R0130

N-5

R0140

N-4

R0150

N-3

R0160

N-2

R0170

N-1

R0180

R0190

Total

R0200

S.17.01.01

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

Direct business

R0020

Accepted proportional reinsurance business

R0030

Accepted non-proportional reinsurance

R0040

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 — Total

R0060

Gross — direct business

R0070

Gross — accepted proportional reinsurance business

R0080

Gross — accepted non-proportional reinsurance business

R0090

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0100

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0110

Recoverables from SPV before adjustment for expected losses

R0120

Recoverables from Finite Reinsurance before adjustment for expected losses

R0130

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 — Total

R0160

Gross — direct business

R0170

Gross — accepted proportional reinsurance business

R0180

Gross — accepted non-proportional reinsurance business

R0190

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

Direct business

R0020

Accepted proportional reinsurance business

R0030

Accepted non-proportional reinsurance

R0040

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 — Total

R0060

Gross — direct business

R0070

Gross — accepted proportional reinsurance business

R0080

Gross — accepted non-proportional reinsurance business

R0090

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0100

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0110

Recoverables from SPV before adjustment for expected losses

R0120

Recoverables from Finite Reinsurance before adjustment for expected losses

R0130

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 — Total

R0160

Gross — direct business

R0170

Gross — accepted proportional reinsurance business

R0180

Gross — accepted non-proportional reinsurance business

R0190

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

Direct business

R0020

Accepted proportional reinsurance business

R0030

Accepted non-proportional reinsurance

R0040

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 — Total

R0060

Gross — direct business

R0070

Gross — accepted proportional reinsurance business

R0080

Gross — accepted non-proportional reinsurance business

R0090

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0100

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0110

Recoverables from SPV before adjustment for expected losses

R0120

Recoverables from Finite Reinsurance before adjustment for expected losses

R0130

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 — Total

R0160

Gross — direct business

R0170

Gross — accepted proportional reinsurance business

R0180

Gross — accepted non-proportional reinsurance business

R0190

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

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0200

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0210

Recoverables from SPV before adjustment for expected losses

R0220

Recoverables from Finite Reinsurance before adjustment for expected losses

R0230

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

TP as a whole

R0290

Best estimate

R0300

Risk margin

R0310

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

Line of Business: further segmentation (Homogeneous Risk Groups)

Premium provisions — Total number of homogeneous risk groups

R0350

Claims provisions — Total number of homogeneous risk groups

R0360

Cash-flows of the Best estimate of Premium Provisions (Gross)

Cash out-flows

Future benefits and claims

R0370

Future expenses and other cash-out flows

R0380

Cash in-flows

Future premiums

R0390

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0400

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

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0200

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0210

Recoverables from SPV before adjustment for expected losses

R0220

Recoverables from Finite Reinsurance before adjustment for expected losses

R0230

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

TP as a whole

R0290

Best estimate

R0300

Risk margin

R0310

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

Line of Business: further segmentation (Homogeneous Risk Groups)

Premium provisions — Total number of homogeneous risk groups

R0350

Claims provisions — Total number of homogeneous risk groups

R0360

Cash-flows of the Best estimate of Premium Provisions (Gross)

Cash out-flows

Future benefits and claims

R0370

Future expenses and other cash-out flows

R0380

Cash in-flows

Future premiums

R0390

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0400

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

Total recoverable from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default

R0200

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

R0210

Recoverables from SPV before adjustment for expected losses

R0220

Recoverables from Finite Reinsurance before adjustment for expected losses

R0230

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

TP as a whole

R0290

Best estimate

R0300

Risk margin

R0310

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

Line of Business: further segmentation (Homogeneous Risk Groups)

Premium provisions — Total number of homogeneous risk groups

R0350

Claims provisions — Total number of homogeneous risk groups

R0360

Cash-flows of the Best estimate of Premium Provisions (Gross)

Cash out-flows

Future benefits and claims

R0370

Future expenses and other cash-out flows

R0380

Cash in-flows

Future premiums

R0390

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0400

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

Cash-flows of the Best estimate of Claims Provisions (Gross)

Cash out-flows

Future benefits and claims

R0410

Future expenses and other cash-out flows

R0420

Cash in-flows

Future premiums

R0430

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0440

Percentage of gross Best Estimate calculated using approximations

R0450

Best estimate subject to transitional of the interest rate

R0460

Technical provisions without transitional on interest rate

R0470

Best estimate subject to volatility adjustment

R0480

Technical provisions without volatility adjustment and without others transitional measures

R0490

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

Cash-flows of the Best estimate of Claims Provisions (Gross)

Cash out-flows

Future benefits and claims

R0410

Future expenses and other cash-out flows

R0420

Cash in-flows

Future premiums

R0430

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0440

Percentage of gross Best Estimate calculated using approximations

R0450

Best estimate subject to transitional of the interest rate

R0460

Technical provisions without transitional on interest rate

R0470

Best estimate subject to volatility adjustment

R0480

Technical provisions without volatility adjustment and without others transitional measures

R0490

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

Cash-flows of the Best estimate of Claims Provisions (Gross)

Cash out-flows

Future benefits and claims

R0410

Future expenses and other cash-out flows

R0420

Cash in-flows

Future premiums

R0430

Other cash-in flows (incl. Recoverable from salvages and subrogations)

R0440

Percentage of gross Best Estimate calculated using approximations

R0450

Best estimate subject to transitional of the interest rate

R0460

Technical provisions without transitional on interest rate

R0470

Best estimate subject to volatility adjustment

R0480

Technical provisions without volatility adjustment and without others transitional measures

R0490

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0290

Best estimate

R0300

Risk margin

R0310

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0290

Best estimate

R0300

Risk margin

R0310

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0290

Best estimate

R0300

Risk margin

R0310

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.17.01.01

Non-life Technical Provisions

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0290

Best estimate

R0300

Risk margin

R0310

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0290

Best estimate

R0300

Risk margin

R0310

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

Amount of the transitional on Technical Provisions

Technical Provisions calculated as a whole

R0290

Best estimate

R0300

Risk margin

R0310

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.17.02.01

Non-Life Technical Provisions — By country

Gross TP calculated as a whole and Gross BE for different countries

Direct business

Geographical zone

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

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Home country

R0010

EEA countries outside the materiality threshold — not reported by country

R0020

Non-EEA countries outside the materiality threshold — not reported by country

R0030

By country

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Country 1

R0040

…

Direct business

Geographical zone

General liability insurance

Credit and suretyship insurance

Legal expenses insurance

Assistance

Miscellaneous financial loss

C0010

C0090

C0100

C0110

C0120

C0130

Home country

R0010

EEA countries outside the materiality threshold — not reported by country

R0020

Non-EEA countries outside the materiality threshold — not reported by country

R0030

By country

C0010

C0090

C0100

C0110

C0120

C0130

Country 1

R0040

…

S.18.01.01

Projection of future cash flows (Best Estimate — Non Life)

Best Estimate Premium Provision

(Gross)

Best Estimate Claim Provision

(Gross)

Total recoverable from reinsurance

(after the adjustment)

Cash out-flows

Cash in-flows

Cash out-flows

Cash in-flows

Future benefits

Future expenses and other cash-out flows

Future premiums

Other cash-in flows

Future benefits

Future expenses and other cash-out flows

Future premiums

Other cash-in flows

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

Year

(projection of undiscounted expected cash-flows)

R0010

R0020

R0030

R0040

R0050

R0060

R0070

R0080

R0090

R0100

R0110

R0120

R0130

R0140

R0150

R0160

R0170

R0180

R0190

R0200

R0210

R0220

R0230

R0240

R0250

R0260

R0270

R0280

R0290

R0300

31 & after

R0310

S.19.01.01

Non-life insurance claims

Line of business

Z0010

Accident year / Underwriting year

Z0020

Currency

Z0030

Currency conversion

Z0040

Gross Claims Paid (non-cumulative)

Year

15 & +

In Current year

Sum of years (cumulative)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0170

C0180

Prior

R0100

N-14

R0110

N-13

R0120

N-12

R0130

N-11

R0140

N-10

R0150

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

R0250

Total

R0260

Reinsurance Recoveries received (non-cumulative)

Year

15 & +

In Current year

Sum of years (cumulative)

C0600

C0610

C0620

C0630

C0640

C0650

C0660

C0670

C0680

C0690

C0700

C0710

C0720

C0730

C0740

C0750

C0760

C0770

Prior

R0300

N-14

R0310

N-13

R0320

N-12

R0330

N-11

R0340

N-10

R0350

N-9

R0360

N-8

R0370

N-7

R0380

N-6

R0390

N-5

R0400

N-4

R0410

N-3

R0420

N-2

R0430

N-1

R0440

R0450

Total

R0460

Net Claims Paid (non-cumulative)

Year

15 & +

In Current year

Sum of years (cumulative)

C1200

C1210

C1220

C1230

C1240

C1250

C1260

C1270

C1280

C1290

C1300

C1310

C1320

C1330

C1340

C1350

C1360

C1370

Prior

R0500

N-14

R0510

N-13

R0520

N-12

R0530

N-11

R0540

N-10

R0550

N-9

R0560

N-8

R0570

N-7

R0580

N-6

R0590

N-5

R0600

N-4

R0610

N-3

R0620

N-2

R0630

N-1

R0640

R0650

Total

R0660

Gross undiscounted Best Estimate Claims Provisions

Year

15 & +

Year end (discounted data)

C0200

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

C0290

C0300

C0310

C0320

C0330

C0340

C0350

C0360

Prior

R0100

N-14

R0110

N-13

R0120

N-12

R0130

N-11

R0140

N-10

R0150

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

R0250

Total

R0260

Undiscounted Best Estimate Claims Provisions — Reinsurance recoverable

Year

15 & +

Year end (discounted data)

C0800

C0810

C0820

C0830

C0840

C0850

C0860

C0870

C0880

C0890

C0900

C0910

C0920

C0930

C0940

C0950

C0960

Prior

R0300

N-14

R0310

N-13

R0320

N-12

R0330

N-11

R0340

N-10

R0350

N-9

R0360

N-8

R0370

N-7

R0380

N-6

R0390

N-5

R0400

N-4

R0410

N-3

R0420

N-2

R0430

N-1

R0440

R0450

Total

R0460

Net Undiscounted Best Estimate Claims Provisions

Year

15 & +

Year end (discounted data)

C1400

C1410

C1420

C1430

C1440

C1450

C1460

C1470

C1480

C1490

C1500

C1510

C1520

C1530

C1540

C1550

C1560

Prior

R0500

N-14

R0510

N-13

R0520

N-12

R0530

N-11

R0540

N-10

R0550

N-9

R0560

N-8

R0570

N-7

R0580

N-6

R0590

N-5

R0600

N-4

R0610

N-3

R0620

N-2

R0630

N-1

R0640

R0650

Total

R0660

Gross Reported but not Settled Claims (RBNS)

Year

15 & +

Year end

C0400

C0410

C0420

C0430

C0440

C0450

C0460

C0470

C0480

C0490

C0500

C0510

C0520

C0530

C0540

C0550

C0560

Prior

R0100

N-14

R0110

N-13

R0120

N-12

R0130

N-11

R0140

N-10

R0150

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

R0250

Total

R0260

Reinsurance RBNS Claims

Year

15 & +

Year end

C1000

C1010

C1020

C1030

C1040

C1050

C1060

C1070

C1080

C1090

C1100

C1110

C1120

C1130

C1140

C1150

C1160

Prior

R0300

N-14

R0310

N-13

R0320

N-12

R0330

N-11

R0340

N-10

R0350

N-9

R0360

N-8

R0370

N-7

R0380

N-6

R0390

N-5

R0400

N-4

R0410

N-3

R0420

N-2

R0430

N-1

R0440

R0450

Total

R0460

Net RBNS Claims

Year

15 & +

Year end

C1600

C1610

C1620

C1630

C1640

C1650

C1660

C1670

C1680

C1690

C1700

C1710

C1720

C1730

C1740

C1750

C1760

Prior

R0500

N-14

R0510

N-13

R0520

N-12

R0530

N-11

R0540

N-10

R0550

N-9

R0560

N-8

R0570

N-7

R0580

N-6

R0590

N-5

R0600

N-4

R0610

N-3

R0620

N-2

R0630

N-1

R0640

R0650

Total

R0660

Inflation rates (only in the case of using methods that take into account inflation to adjust data)

N-14

N-13

N-12

N-11

N-10

N-9

N-8

N-7

N-6

N-5

N-4

N-3

N-2

N-1

C1800

C1810

C1820

C1830

C1840

C1850

C1860

C1870

C1880

C1890

C1900

C1910

C1920

C1930

C1940

Historic inflation rate — total

R0700

Historic inflation rate: external inflation

R0710

Historic inflation rate: endogenous inflation

R0720

C2000

C2010

C2020

C2030

C2040

C2050

C2060

C2070

C2080

C2090

C2100

C2110

C2120

C2130

C2140

N+1

N+2

N+3

N+4

N+5

N+6

N+7

N+8

N+9

N+10

N+11

N+12

N+13

N+14

N+15

Expected inflation rate — total

R0730

Expected inflation rate: external inflation

R0740

Expected inflation rate: endogenous inflation

R0750

C2200

Description of inflation rate used:

R0760

S.20.01.01

Development of the distribution of the claims incurred

Line of business:

Z0010

Accident year/ underwriting year

Z0020

Gross RBNS Claims

RBNS claims. Open Claims at the beginning of the year

Open Claims at the end of the year

Closed Claims at the end of the year:

settled with payment

settled without any payment

Number of claims

Gross RBNS at the beginning of the year

Gross payments made during the current year

Gross RBNS at the end of the period

Number of claims ended with payments

Gross RBNS at the beginning of the year

Gross payments made during the current year

Number of claims ended without any payments

Gross RBNS at the beginning of the year referred to claim settled without any payment

Year

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

Prior

R0010

N-14

R0020

N-13

R0030

N-12

R0040

N-11

R0050

N-10

R0060

N-9

R0070

N-8

R0080

N-7

R0090

N-6

R0100

N-5

R0110

N-4

R0120

N-3

R0130

N-2

R0140

N-1

R0150

Total previous years

R0160

R0170

Total

R0180

Gross RBNS Claims

Claims reported during the year

Reopen Claims during the year

Open Claims at the end of the year

Closed Claims at the end of the year:

Open Claims at the end of the year

Closed Claims at the end of the year:

settled with payment

settled without any payment

Number of claims

Gross payments made during the current year

Gross RBNS at the end of the period

Number of claims ended with payments

Gross payments made during the current year

Number of claims ended without any payments

Number of claims

Gross payments made during the current year

Gross RBNS at the end of the period

Number of claims ended with payments

Gross payments made during the current year

Year

C0110

C0120

C0130

C0140

C0150

C0160

C0170

C0180

C0190

C0200

C0210

Prior

R0010

N-14

R0020

N-13

R0030

N-12

R0040

N-11

R0050

N-10

R0060

N-9

R0070

N-8

R0080

N-7

R0090

N-6

R0100

N-5

R0110

N-4

R0120

N-3

R0130

N-2

R0140

N-1

R0150

Total previous years

R0160

R0170

Total

R0180

S.21.01.01

Loss distribution risk profile

Line of business

Z0010

Accident year/ underwriting year

Z0020

Start claims incurred

End claims incurred

Number of claims AY/UWY year N

Total claims incurred AY/UWY year N

Number of claims AY/UWY year N-1

Total claims incurred AY/UWY year N-1

Number of claims AY/UWY year N-2

Total claims incurred AY/UWY year N-2

Number of claims AY/UWY year N-3

Total claims incurred AY/UWY year N-3

Number of claims AY/UWY year N-4

Total claims incurred AY/UWY year N-4

Number of claims AY/UWY year N-5

Total claims incurred AY/UWY year N-5

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

C0120

C0130

C0140

C0150

C0160

Bracket 1

R0010

Bracket 2

R0020

Bracket 3

R0030

Bracket 4

R0040

Bracket 5

R0050

Bracket 6

R0060

Bracket 7

R0070

Bracket 8

R0080

Bracket 9

R0090

Bracket 10

R0100

Bracket 11

R0110

Bracket 12

R0120

Bracket 13

R0130

Bracket 14

R0140

Bracket 15

R0150

Bracket 16

R0160

Bracket 17

R0170

Bracket 18

R0180

Bracket 19

R0190

Bracket 20

R0200

Bracket 21

R0210

Total

R0300

Start claims incurred

End claims incurred

Number of claims AY/UWY year N-6

Total claims incurred AY/UWY year N-6

Number of claims AY/UWY year N-7

Total claims incurred AY/UWY year N-7

Number of claims AY/UWY year N-8

Total claims incurred AY/UWY year N-8

Number of claims AY/UWY year N-9

Total claims incurred AY/UWY year N-9

Number of claims AY/UWY year N-10

Total claims incurred AY/UWY year N-10

Number of claims AY/UWY year N-11

Total claims incurred AY/UWY year N-11

C0030

C0040

C0170

C0180

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

C0270

C0280

Bracket 1

R0010

Bracket 2

R0020

Bracket 3

R0030

Bracket 4

R0040

Bracket 5

R0050

Bracket 6

R0060

Bracket 7

R0070

Bracket 8

R0080

Bracket 9

R0090

Bracket 10

R0100

Bracket 11

R0110

Bracket 12

R0120

Bracket 13

R0130

Bracket 14

R0140

Bracket 15

R0150

Bracket 16

R0160

Bracket 17

R0170

Bracket 18

R0180

Bracket 19

R0190

Bracket 20

R0200

Bracket 21

R0210

Total

R0300

Start claims incurred

End claims incurred

Number of claims AY/UWY year N-12

Total claims incurred AY/UWY year N-12

Number of claims AY/UWY year N-13

Total claims incurred AY/UWY year N-13

Number of claims AY/UWY year N-14

Total claims incurred AY/UWY year N-14

C0030

C0040

C0290

C0300

C0310

C0320

C0330

C0340

Bracket 1

R0010

Bracket 2

R0020

Bracket 3

R0030

Bracket 4

R0040

Bracket 5

R0050

Bracket 6

R0060

Bracket 7

R0070

Bracket 8

R0080

Bracket 9

R0090

Bracket 10

R0100

Bracket 11

R0110

Bracket 12

R0120

Bracket 13

R0130

Bracket 14

R0140

Bracket 15

R0150

Bracket 16

R0160

Bracket 17

R0170

Bracket 18

R0180

Bracket 19

R0190

Bracket 20

R0200

Bracket 21

R0210

Total

R0300

S.21.02.01

Underwriting risks non-life

Risk identification code

Identification of the company / person to which the risk relates

Description risk

Line of business

Description risk category covered

Validity period (start date)

Validity period (expiry date)

Currency

Sum insured

Original deductible policyholder

Type of underwriting model

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

C0110

Amount underwriting model

Sum reinsured on a facultative basis, with all reinsurers

Sum reinsured, other than on facultative basis, with all reinsurers

Net retention of the insurer

C0120

C0130

C0140

C0150

S.21.03.01

Non-life distribution of underwriting risks — by sum insured

Line of business

Z0010

Start sum insured

End sum insured

Number of underwriting risks

Total sum insured

Total annual written premium

C0020

C0030

C0040

C0050

C0060

Bracket 1

R0010

Bracket 2

R0020

Bracket 3

R0030

Bracket 4

R0040

Bracket 5

R0050

Bracket 6

R0060

Bracket 7

R0070

Bracket 8

R0080

Bracket 9

R0090

Bracket 10

R0100

Bracket 11

R0110

Bracket 12

R0120

Bracket 13

R0130

Bracket 14

R0140

Bracket 15

R0150

Bracket 16

R0160

Bracket 17

R0170

Bracket 18

R0180

Bracket 19

R0190

Bracket 20

R0200

Bracket 21

R0210

Total

R0220

S.22.01.01

Impact of long term guarantees measures and transitionals

Amount with Long Term Guarantee measures and transitionals

Impact of the LTG measures and transitionals (Step-by-step approach)

Without transitional on technical provisions

Impact of transitional on technical provisions

Without transitional on interest rate

Impact of transitional on interest rate

Without volatility adjustment and without other transitional measures

Impact of volatility adjustment set to zero

Without matching adjustment and without all the others

Impact of matching adjustment set to zero

Impact of all LTG measures and transitionals

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

Technical provisions

R0010

Basic own funds

R0020

Excess of assets over liabilities

R0030

Restricted own funds due to ring-fencing and matching portfolio

R0040

Eligible own funds to meet Solvency Capital Requirement

R0050

Tier 1

R0060

Tier 2

R0070

Tier 3

R0080

Solvency Capital Requirement

R0090

Eligible own funds to meet Minimum Capital Requirement

R0100

Minimum Capital Requirement

R0110

S.22.01.04

Impact of long term guarantees measures and transitionals

Amount with Long Term Guarantee measures and transitionals

Impact of the LTG measures and transitionals (Step-by-step approach)

Without transitional on technical provisions

Impact of transitional on technical provisions

Without transitional on interest rate

Impact of transitional on interest rate

Without volatility adjustment and without other transitional measures

Impact of volatility adjustment set to zero

Without matching adjustment and without all the others

Impact of matching adjustment set to zero

Impact of all LTG measures and transitionals

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

C0100

Technical provisions

R0010

Basic own funds

R0020

Excess of assets over liabilities

R0030

Restricted own funds due to ring-fencing and matching portfolio

R0040

Eligible own funds to meet Solvency Capital Requirement

R0050

Tier 1

R0060

Tier 2

R0070

Tier 3

R0080

Solvency Capital Requirement

R0090

SR.22.02.01

Projection of future cash flows (Best Estimate — Matching portfolios)

Matching portfolio

Z0010

Projection of future cash-flows at the end of the reporting period

Mismatch during reporting period

Longevity, mortality and revision obligations cash outflows

Expenses cash outflows

De-risked Assets cash-flows

Positive undiscounted mismatch (inflows > outflows)

Negative undiscounted mismatch (inflows < outflows)

C0020

C0030

C0040

C0050

C0060

Year (projection of undiscounted expected cash-flows)

R0010

R0020

R0030

R0040

R0050

R0060

R0070

R0080

R0090

R0100

R0110

R0120

R0130

R0140

R0150

R0160

R0170

R0180

R0190

R0200

R0210

R0220

R0230

R0240

R0250

R0260

R0270

R0280

R0290

R0300

R0310

R0320

R0330

R0340

R0350

R0360

R0370

R0380

R0390

R0400

41-45

R0410

46-50

R0420

51-60

R0430

61-70

R0440

71 & after

R0450

SR.22.03.01

Information on the matching adjustment calculation

Matching portfolio

Z0010

C0010

Overall calculation of the matching adjustment

Annual effective rate applied to the CF of the obligations

R0010

Annual effective rate of the best estimate

R0020

Probability of default used to de-risk assets cash flows

R0030

Portion of the fundamental spread not reflected when de-risking assets cash flows

R0040

Increase of fundamental spread for sub investment grade assets

R0050

Matching adjustment to the risk free rate

R0060

SCR

Mortality risk stress for the purpose of matching adjustment

R0070

Portfolio

Market value of assets of the portfolio

R0080

Market value of assets linked to inflation

R0090

Best estimate linked to inflation

R0100

Market value assets where third party can change the cash flows

R0110

Return on assets — portfolio assets

R0120

Market value of surrended contracts

R0130

Number of surrender options exercised

R0140

Market value of assets applied

R0150

Surrender rights satisfied to policyholders

R0160

Liabilities

Duration

R0170

S.22.04.01

Information on the transitional on interest rates calculation

Overall calculation of the transitional adjustment

Currency

Z0010

C0010

Solvency I Interest rate

R0010

Annual effective rate

R0020

Portion of the difference applied at the reporting date

R0030

Adjustment to risk free rate

R0040

Solvency I Interest rate

Currency

Z0010

Best estimate

Average duration of insurance and reinsurance obligations

C0020

C0030

Up to 0,5 per cent

R0100

Above 0,5 % and up to 1,0 %

R0110

Above 1,0 % and up to 1,5 %

R0120

Above 1,5 % and up to 2,0 %

R0130

Above 2,0 % and up to 2,5 %

R0140

Above 2,5 % and up to 3,0 %

R0150

Above 3,0 % and up to 4,0 %

R0160

Above 4,0 % and up to 5,0 %

R0170

Above 5,0 % and up to 6,0 %

R0180

Above 6,0 % and up to 7,0 %

R0190

Above 7,0 % and up to 8,0 %

R0200

Above 8,0 %

R0210

S.22.05.01

Overall calculation of the transitional on technical provisions

C0010

Day 1 Solvency II technical provisions

R0010

Technical provisions subject to transitional measure on technical provisions

TP calculated as a whole

R0020

Best estimate

R0030

Risk magin

R0040

Solvency I technical provisions

R0050

Portion of the difference adjusted

R0060

Limitation applied in accordance to Article 308d(4)

R0070

Technical provision after transitional on technical provisions

R0080

S.22.06.01

Best estimate subject to volatility adjustment by country and currency

Line of Business

Z0010

By currency

C0010

…

R0010

Best estimate subject to country and currency volatility adjustment — Total and home country by currency

Total value of Best Estimate subject to volatility adjustment (for all currencies)

Part of the Best Estimate subject to volatility adjustment written in the reporting currency

Part of the Best Estimate subject to volatility adjustment written in currencies

C0030

C0040

C0050

…

Total value of Best Estimate subject to volatility adjustment in all countries

R0020

Total value of Best Estimate subject to volatility adjustment in the Home country

R0030

Best estimate subject to country and currency volatility adjustment — By country and currency

Countries

Total value of Best Estimate subject to volatility adjustment (for all currencies)

Part of the Best Estimate subject to volatility adjustment written in the reporting currency

Part of the Best Estimate subject to volatility adjustment written in currencies

C0020

C0030

C0040

C0050

…

Country 1

R0040

…

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

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.23.01.04

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

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 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 should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds

R0220

▼B

Deductions

▼M1

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

R0230

▼B

whereof 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 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

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 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 insitutions, alternative investment fund manager, financial institutions

R0410

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

Consolidated Group SCR

R0590

Minimum consolidated Group SCR

R0610

Ratio of Eligible own funds to the consolidated Group SCR (excluding other financial sectors and the undertakings included via D&A)

R0630

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

SCR for entities included with D&A method

R0670

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

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.23.02.01

Detailed information by tiers on own funds

Total

Tier 1

Tier 2

Tier 3

Total Tier 1

Of which counted under transitionals

Tier 2

Of which counted under transitionals

C0010

C0020

C0030

C0040

C0050

C0060

Ordinary share capital

Paid in

R0010

Called up but not yet paid in

R0020

Own shares held

R0030

Total ordinary share capital

R0100

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

Paid in

R0110

Called up but not yet paid in

R0120

Total initial fund members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings

R0200

Subordinated mutual members accounts

Dated subordinated

R0210

Undated subordinated with a call option

R0220

Undated subordinated with no contractual opportunity to redeem

R0230

Total subordinated mutual members accounts

R0300

Preference shares

Dated preference shares

R0310

Undated preference shares with a call option

R0320

Undated preference shares with no contractual opportunity to redeem

R0330

Total preference shares

R0400

Subordinated liabilities

Dated subordinated liabilities

R0410

Undated subordinated liabilities with a contractual opportunity to redeem

R0420

Undated subordinated liabilities with no contractual opportunity to redeem

R0430

Total subordinated liabilities

R0500

Tier 2

Tier 3

Initial amounts approved

Current amounts

Initial amounts approved

Current amounts

Ancillary own funds

C0070

C0080

C0090

C0100

Items for which an amount was approved

R0510

Items for which a method was approved

R0520

Total

Explanation

C0110

C0120

Excess of assets over liabilities — attribution of valuation differences

Difference in the valuation of assets

R0600

Difference in the valuation of technical provisions

R0610

Difference in the valuation of other liabilities

R0620

Total of reserves and retained earnings from financial statements

R0630

Other, please explain why you need to use this line.

R0640

Reserves from financial statements adjusted for Solvency II valuation differences

R0650

Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve)

R0660

Excess of assets over liabilities

R0700

S.23.02.04

Detailed information by tiers on own funds

Total

Tier 1

Tier 2

Tier 3

Total Tier 1

Of which counted under transitionals

Tier 2

Of which counted under transitionals

C0010

C0020

C0030

C0040

C0050

C0060

Ordinary share capital

Paid in

R0010

Called up but not yet paid in

R0020

Own shares held

R0030

Total ordinary share capital

R0100

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

Paid in

R0110

Called up but not yet paid in

R0120

Total initial fund members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings

R0200

Subordinated mutual members accounts

Dated subordinated

R0210

Undated subordinated with a call option

R0220

Undated subordinated with no contractual opportunity to redeem

R0230

Total subordinated mutual members accounts

R0300

Preference shares

Dated preference shares

R0310

Undated preference shares with a call option

R0320

Undated preference shares with no contractual opportunity to redeem

R0330

Total preference shares

R0400

Subordinated liabilities

Dated subordinated liabilities

R0410

Undated subordinated liabilities with a contractual opportunity to redeem

R0420

Undated subordinated liabilities with no contractual opportunity to redeem

R0430

Total subordinated liabilities

R0500

Tier 2

Tier 3

Initial amounts approved

Current amounts

Initial amounts approved

Current amounts

Ancillary own funds

C0070

C0080

C0090

C0100

Items for which an amount was approved

R0510

Items for which a method was approved

R0520

Total

Explanation

C0110

C0120

Excess of assets over liabilities — attribution of valuation differences

Difference in the valuation of assets

R0600

Difference in the valuation of technical provisions

R0610

Difference in the valuation of other liabilities

R0620

Total of reserves and retained earnings from financial statements

R0630

Other, please explain why you need to use this line.

R0640

Reserves from financial statements adjusted for Solvency II valuation differences

R0650

Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve)

R0660

Excess of assets over liabilities

R0700

S.23.03.01

Annual movements on own funds

Balance b/fwd

Increase

Reduction

Balance c/fwd

C0010

C0020

C0030

C0060

Ordinary share capital — movements in the reporting period

Paid in

R0010

Called up but not yet paid in

R0020

Own shares held

R0030

Total ordinary share capital

R0100

Share premium account related to ordinary share capital — movements in the reporting period

Tier 1

R0110

Tier 2

R0120

Total

R0200

Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings — movements in the reporting period

Paid in

R0210

Called up but not yet paid in

R0220

Total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings

R0300

Balance b/fwd

Issued

Redeemed

Movements in valuation

Regulatory action

Balance c/fwd

C0010

C0070

C0080

C0090

C0100

C0060

Subordinated mutual members accounts — movements in the reporting period

Tier 1

R0310

Tier 2

R0320

Tier 3

R0330

Total subordinated mutual members accounts

R0400

Balance b/fwd

Balance c/fwd

C0010

C0060

Surplus funds

R0500

Balance b/fwd

Increase

Reduction

Balance c/fwd

C0010

C0020

C0030

Preference shares — movements in the reporting period

Tier 1

R0510

Tier 2

R0520

Tier 3

R0530

Total preference shares

R0600

Share premium relating to preference shares

Tier 1

R0610

Tier 2

R0620

Tier 3

R0630

Total

R0700

Balance b/fwd

Issued

Redeemed

Movements in valuation

Regulatory action

Balance c/fwd

C0010

C0070

C0080

C0090

C0100

C0060

Subordinated liabilities — movements in the reporting period

Tier 1

R0710

Tier 2

R0720

Tier 3

R0730

Total subordinated liabilities

R0800

Balance b/fwd

Balance c/fwd

C0010

C0060

An amount equal to the value of net deferred tax assets

R0900

Balance b/fwd

Issued

Redeemed

Movements in valuation

Balance c/fwd

C0010

C0070

C0080

C0090

C0060

Other items approved by supervisory authority as basic own funds not specified above — movements in the reporting period

Tier 1 to be treated as unrestricted

R1000

Tier 1 to be treated as restricted

R1010

Tier 2

R1020

Tier 3

R1030

Total of other items approved by supervisory authority as basic own funds items not specified above

R1100

Balance b/fwd

New amount made available

Reduction to amount available

Called up to basic own fund

Balance c/fwd

C0010

C0110

C0120

C0130

C0060

Ancillary own funds — movements in the reporting period

Tier 2

R1110

Tier 3

R1120

Total ancillary own funds

R1200

S.23.03.04

Annual movements on own funds

Balance b/fwd

Increase

Reduction

Balance c/fwd

C0010

C0020

C0030

C0060

Ordinary share capital — movements in the reporting period

Paid in

R0010

Called up but not yet paid in

R0020

Own shares held

R0030

Total ordinary share capital

R0100

Share premium account related to ordinary share capital — movements in the reporting period

Tier 1

R0110

Tier 2

R0120

Total

R0200

Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings — movements in the reporting period

Paid in

R0210

Called up but not yet paid in

R0220

Total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings

R0300

Balance b/fwd

Issued

Redeemed

Movements in valuation

Regulatory action

Balance c/fwd

C0010

C0070

C0080

C0090

C0100

C0060

Subordinated mutual members accounts — movements in the reporting period

Tier 1

R0310

Tier 2

R0320

Tier 3

R0330

Total subordinated mutual members accounts

R0400

Balance b/fwd

Balance c/fwd

C0010

C0060

Surplus funds

R0500

Balance b/fwd

Increase

Reduction

Balance c/fwd

C0010

C0020

C0030

Preference shares — movements in the reporting period

Tier 1

R0510

Tier 2

R0520

Tier 3

R0530

Total preference shares

R0600

Share premium relating to preference shares

Tier 1

R0610

Tier 2

R0620

Tier 3

R0630

Total

R0700

Balance b/fwd

Issued

Redeemed

Movements in valuation

Regulatory action

Balance c/fwd

C0010

C0070

C0080

C0090

C0100

C0060

Subordinated liabilities — movements in the reporting period

Tier 1

R0710

Tier 2

R0720

Tier 3

R0730

Total subordinated liabilities

R0800

Balance b/fwd

Balance c/fwd

C0010

C0060

An amount equal to the value of net deferred tax assets

R0900

Balance b/fwd

Issued

Redeemed

Movements in valuation

Balance c/fwd

C0010

C0070

C0080

C0090

C0060

Other items approved by supervisory authority as basic own funds not specified above — movements in the reporting period

Tier 1 to be treated as unrestricted

R1000

Tier 1 to be treated as restricted

R1010

Tier 2

R1020

Tier 3

R1030

Total of other items approved by supervisory authority as basic own funds items not specified above

R1100

Balance b/fwd

New amount made available

Reduction to amount available

Called up to basic own fund

Balance c/fwd

C0010

C0110

C0120

C0130

C0060

Ancillary own funds — movements in the reporting period

Tier 2

R1110

Tier 3

R1120

Total ancillary own funds

R1200

S.23.04.01

List of items on own funds

Description of subordinated mutual members' accounts

Amount

Tier

Currency Code

Counted under transitionals?

Counterparty (if specific)

Issue date

(cont.)

C0010

C0020

C0030

C0040

C0070

C0080

C0090

Maturity date

First call date

Details of further call dates

Details of incentives to redeem

Notice period

Buy back during the year

C0100

C0110

C0120

C0130

C0140

C0160

Description of preference shares

Amount

Counted under transitionals?

Counterparty (if specific)

Issue date

First call date

Details of further call dates

Details of incentives to redeem

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

Description of subordinated liabilities

Amount

Tier

Currency Code

Lender (if specific)

Counted under transitionals?

Issue date

(cont.)

C0270

C0280

C0290

C0300

C0320

C0330

C0350

Maturity date

First call date

Further call dates

Details of incentives to redeem

Notice period

C0360

C0370

C0380

C0390

C0400

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

Amount

Currency Code

Tier 1

Tier 2

Tier 3

Date of authorisation

C0450

C0460

C0470

C0480

C0490

C0500

C0510

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

Description of item

Total

C0570

C0580

Description of ancillary own funds

Amount

Counterpart

Issue date

Date of authorisation

C0590

C0600

C0610

C0620

C0630

Adjustment for ring fenced funds and matching adjustment portfolios

Number of ring-fenced fund/Matching adjustment portfolios

Notional SCR

Notional SCR (negative results set to zero)

Excess of assets over liablities

Future transfers attributable to shareholders

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

C0660

C0670

C0680

C0690

C0700

C0710

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

R0010

R0020

S.23.04.04

List of items on own funds

Description of subordinated mutual members' accounts

Amount

Tier

Currency Code

Issuing entity

Lender (if specific)

Counted under transitionals?

(cont.)

C0010

C0020

C0030

C0040

C0050

C0060

C0070

Counterparty (if specific)

Issue date

Maturity date

First call date

Details of further call dates

Details of incentives to redeem

Notice period

(cont.)

C0080

C0090

C0100

C0110

C0120

C0130

C0140

Name of supervisory authority having given authorisation

Buy back during the year

% of the issue held by entities in the group

Contribution to group subordinated MMA

C0150

C0160

C0170

C0180

Description of preference shares

Amount

Counted under transitionals?

Counterparty (if specific)

Issue date

First call date

Details of further call dates

Details of incentives to redeem

C0190

C0200

C0210

C0220

C0230

C0240

C0250

C0260

Description of subordinated liabilities

Amount

Tier

Currency Code

Issuing entity

Lender (if specific)

Counted under transitionals?

(cont.)

C0270

C0280

C0290

C0300

C0310

C0320

C0330

Counterparty (if specific)

Issue date

Maturity date

First call date

Further call dates

Details of incentives to redeem

Notice period

(cont.)

C0340

C0350

C0360

C0370

C0380

C0390

C0400

Name of supervisory authority having given authorisation

Buy back during the year

% of the issue held by entities in the group

Contribution to group subordinated liabilities

C0410

C0420

C0430

C0440

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

Amount

Currency Code

Tier 1

Tier 2

Tier 3

Date of authorisation

(cont.)

C0450

C0460

C0470

C0480

C0490

C0500

C0510

Name of supervisory authority having given authorisation

Name of entity concerned

Buy back during the year

% of the issue held by entities in the group

Contribution to group other basic own funds

C0520

C0530

C0540

C0550

C0560

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

Description of item

Total

C0570

C0580

Description of ancillary own funds

Amount

Counterpart

issue date

Date of authorisation

Name of supervisory authority having given authorisation

Name of entity concerned

(cont.)

C0590

C0600

C0610

C0620

C0630

C0640

C0650

Adjustment for ring fenced funds and matching adjustment portfolios

Number of ring-fenced fund/Matching adjustment portfolios

Notional SCR

Notional SCR (negative results set to zero)

Excess of assets over liablities

Future transfers attributable to shareholders

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

C0660

C0670

C0680

C0690

C0700

C0710

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

R0010

R0020

Calculation of non available own funds at group level (such a calculation has to be done entity by entity)

Non available own funds at group level — exceeding the contribution of solo SCR to Group SCR

Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation

Country

Contribution of solo SCR to Group SCR

Non available minority interests

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

Non available surplus funds

Non available called but not paid in capital

(cont.)

C0720

C0730

C0740

C0750

C0760

C0770

C0780

Non available ancillary own funds

Non available subordinated mutual member accounts

Non available preference shares

Non available Subordinated Liabilites

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

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

Total non available excess own funds

C0790

C0800

C0810

C0820

C0830

C0840

C0850

Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation

Country

Contribution of solo SCR to Group SCR

Non available minority interests

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

Non available surplus funds

Non available called but not paid in capital

Non available ancillary own funds

C0860

C0870

C0880

C0890

C0900

Total

Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, ancillary entities and SPV included in the scope of the group calculation

Non available subordinated mutual member accounts

Non available preference shares

Non available Subordinated Liabilites

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

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

Total non available excess own funds

C0910

C0920

C0930

C0940

C0950

C0960

Total

S.24.01.01

Participations held

Participations in related undertakings that are financial and credit institutions (fully or partially) deducted according to article 68 of the Commission Delegated Regulation (EU) 2015/35

Table 1 — Participations in related undertakings that are financial and credit institutions which individually exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69, not including consolidated strategic participations for the purpose of deductions under Article 68 (1) of the Delegated Regulation (EU) 2015/35

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Common Equity Tier 1

Additional Tier 1

Tier 2

C0010

C0020

C0030

C0040

C0050

C0060

C0070

Table 2 consolidated strategic participations for the purpose of deductions under Article 68 (2) of the Delegated Regulation (EU) 2015/35— Participations in related undertakings that are financial and credit institutions which when aggregated exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69, not including

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Common Equity Tier 1

Additional Tier 1

Tier 2

C0080

C0090

C0100

C0110

C0120

C0130

C0140

Total

Common Equity Tier 1

Additional Tier 1

Tier 2

C0150

C0160

C0170

C0180

Total participations in related undertakings that are financial and credit institutions (for which there is an OF deduction)

Own funds deductions

Total

Tier 1 — unrestricted

Tier 1 — restricted

Tier 2

C0190

C0200

C0210

C0220

R0010

Article 68 (1) deduction

R0020

Article 68 (2) deduction

R0030

Total

SCR treatment

Participations in related undertakings that are financial and credit institutions not (fully) deducted according to article 68 of the Commission Delegated Regulation (EU) 2015/35

Table 3 — Participations in related undertakings that are financial and credit institutions which are considered strategic as defined in Article 171 of the Delegated Regulation (EU) 2015/35 and which are included in the calculation of the group solvency on the basis of method 1 (no OF deduction according to art 68(3)).

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

C0230

C0240

C0250

C0260

C0270

C0280

C0290

Table 4 — Participations in related undertakings that are financial and credit institutions which are strategic (as defined in Article 171 of the Delegated Regulation (EU) 2015/35), not included in the calculation of the group solvency on the basis of method 1 and which are not deducted according to art 68(1) and 68 (2) (It should include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

C0300

C0310

C0320

C0330

C0340

C0350

C0360

Table 5 — Participations in related undertakings that are financial and credit institutions which are not strategic and which are not deducted according to art 68(1) and 68(2) of Delegated Regulation 2015/35

(It should include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

C0370

C0380

C0390

C0400

C0410

C0420

C0430

Participations in related undertakings that are not financial and credit institutions

Table 6 — Other strategic participations not in financial and credit institution

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

C0440

C0450

C0460

C0470

C0480

C0490

C0500

Table 7 — Other non-strategic participations not in financial and credit institution

Name of related undertaking

Asset ID Code

Asset ID Code type

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

C0510

C0520

C0530

C0540

C0550

C0560

C0570

Total for SCR calculation

Total

Type 1 Equity

Type 2 Equity

Subordinated liabilities

C0580

C0590

C0600

C0610

R0040

Total participations in related undertakings that are financial and credit institutions

R0050

of which strategic (method 1 or less than 10 % not method 1)

R0060

of which non-strategic (less than 10 %)

R0070

Total participations in related undertakings that are not financial and credit institutions

R0080

of which strategic

R0090

of which non-strategic

Total all participations

Total

C0620

Total of all participations

S.25.01.01

Solvency Capital Requirement — for undertakings on Standard Formula

Article 112

Z0010

A001

Net solvency capital requirement

Gross solvency capital requirement

Allocation from adjustments due to RFF and Matching adjustments portfolios

C0030

C0040

C0050

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

Adjustment due to RFF/MAP nSCR aggregation

R0120

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

Method used to calculate the adjustment due to RFF/MAP nSCR aggregation

R0450

Net future discretionary benefits

R0460

S.25.01.04

Solvency Capital Requirement — for groups on Standard Formula

Article 112

Z0010

Net solvency capital requirement

Gross solvency capital requirement

Allocation from adjustments due to RFF and Matching adjustments portfolios

C0030

C0040

C0050

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

Adjustment due to RFF/MAP nSCR aggregation

R0120

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-ons already set

R0210

Solvency capital requirement for undertakings under consolidated method

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

Method used to calculate the adjustment due to RFF/MAP nSCR aggregation

R0450

Net future discretionary benefits

R0460

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

SR.25.01.01

Solvency Capital Requirement — for undertakings on Standard Formula

Article 112

Z0010

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

Net solvency capital requirement

Gross solvency capital requirement

C0030

C0040

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

Solvency Capital Requirement

R0200

Net future discretionary benefits

R0460

S.25.02.01

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

Allocation from adjustments due to RFF and Matching adjustments portfolios

Consideration of the future management actions regarding technical provisions and/or deferred taxes

Amount modelled

C0010

C0020

C0030

C0050

C0060

C0070

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

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

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/MAP nSCR aggregation

R0450

Net future discretionary benefits

R0460

S.25.02.04

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

Allocation from adjustments due to RFF and Matching adjustments portfolios

Consideration of the future management actions regarding technical provisions and/or deferred taxes

Amount modelled

C0010

C0020

C0030

C0050

C0060

C0070

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

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

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/MAP nSCR aggregation

R0450

Net future discretionary benefits

R0460

Minimum consolidated group solvency capital requirement

R0470

Information on other entities

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

R0500

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

SR.25.02.01

Solvency Capital Requirement — for undertakings using the standard formula and partial internal model

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

Unique number of component

Components description

Calculation of the Solvency Capital Requirement

Consideration of the future management actions regarding technical provisions and/or deferred taxes

Amount modelled

C0010

C0020

C0030

C0060

C0070

Calculation of Solvency Capital Requirement

C0100

Total undiversified components

R0110

Diversification

R0060

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

Net future discretionary benefits

R0460

S.25.03.01

Solvency Capital Requirement — for undertakings on Full Internal Models

Unique number of component

Components description

Calculation of the Solvency Capital Requirement

Consideration of the future management actions regarding technical provisions and/or deferred taxes

C0010

C0020

C0030

C0060

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

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

Net future discretionary benefits

R0460

S.25.03.04

Solvency Capital Requirement — for groups on Full Internal Models

Unique number of component

Components description

Calculation of the Solvency Capital Requirement

Consideration of the future management actions regarding technical provisions and/or deferred taxes

C0010

C0020

C0030

C0060

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

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

Net future discretionary benefits

R0460

Minimum consolidated group solvency capital requirement

R0470

Information on other entities

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

R0500

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

SR.25.03.01

Solvency Capital Requirement — for undertakings on Full Internal Models

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

Unique number of component

Components description

Calculation of the Solvency Capital Requirement

Consideration of the future management actions regarding technical provisions and/or deferred taxes

C0010

C0020

C0030

C0060

Calculation of Solvency Capital Requirement

C0100

Total undiversified components

R0110

Diversification

R0060

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

Net future discretionary benefits

R0460

▼M1

S.26.01.01

Solvency Capital Requirement — Market risk

Article 112

Z0010

Simplifications used

C0010

Simplifications — spread risk — bonds and loans

R0010

Captives simplifications — interest rate risk

R0020

Captives simplifications — spread risk on bonds and loans

R0030

Captives simplifications — market concentration risk

R0040

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss-absorbing capacity of technical provisions)

Gross solvency capital requirement

Market risk — Basic information

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Interest rate risk

R0100

interest rate down shock

R0110

interest rate up shock

R0120

Equity risk

R0200

type 1 equities

R0210

type 1 equity

R0220

strategic participations (type 1 equities)

R0230

duration-based (type 1 equities)

R0240

type 2 equities

R0250

type 2 equity

R0260

strategic participations (type 2 equities)

R0270

duration-based (type 2 equities)

R0280

qualifying infrastructure equities

R0290

Property risk

R0300

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss-absorbing capacity of technical provisions)

Gross solvency capital requirement

Market risk — Basic information

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Spread risk

R0400

bonds and loans

R0410

bonds and loans (qualifying infrastructure investment)

R0411

bonds and loans (other than qualifying infrastructure investment)

R0412

credit derivatives

R0420

downward shock on credit derivatives

R0430

upward shock on credit derivatives

R0440

Securitisation positions

R0450

type 1 securitisations

R0460

type 2 securitisations

R0470

resecuritisations

R0480

Market risk concentrations

R0500

Currency risk

R0600

increase in the value of the foreign currency

R0610

decrease in the value of the foreign currency

R0620

Diversification within market risk module

R0700

Total market risk

R0800

S.26.01.04

Solvency Capital Requirement — Market risk

Article 112

Z0010

Simplifications used

C0010

Simplifications — spread risk — bonds and loans

R0010

Captives simplifications — interest rate risk

R0020

Captives simplifications — spread risk on bonds and loans

R0030

Captives simplifications — market concentration risk

R0040

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss-absorbing capacity of technical provisions)

Gross solvency capital requirement

Market risk — Basic information

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Interest rate risk

R0100

interest rate down shock

R0110

interest rate up shock

R0120

Equity risk

R0200

type 1 equities

R0210

type 1 equity

R0220

strategic participations (type 1 equities)

R0230

duration-based (type 1 equities)

R0240

type 2 equities

R0250

type 2 equity

R0260

strategic participations (type 2 equities)

R0270

duration-based (type 2 equities)

R0280

qualifying infrastructure equities

R0290

Property risk

R0300

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss-absorbing capacity of technical provisions)

Gross solvency capital requirement

Market risk — Basic information

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Spread risk

R0400

bonds and loans

R0410

bonds and loans (qualifying infrastructure investment)

R0411

bonds and loans (other than qualifying infrastructure investment)

R0412

credit derivatives

R0420

downward shock on credit derivatives

R0430

upward shock on credit derivatives

R0440

Securitisation positions

R0450

type 1 securitisations

R0460

type 2 securitisations

R0470

resecuritisations

R0480

Market risk concentrations

R0500

Currency risk

R0600

increase in the value of the foreign currency

R0610

decrease in the value of the foreign currency

R0620

Diversification within market risk module

R0700

Total market risk

R0800

SR.26.01.01

Solvency Capital Requirement — Market risk

Article 112

Z0010

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

Simplifications used

C0010

Simplifications — spread risk — bonds and loans

R0010

Captives simplifications — interest rate risk

R0020

Captives simplifications — spread risk on bonds and loans

R0030

Captives simplifications — market concentration risk

R0040

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss-absorbing capacity of technical provisions)

Gross solvency capital requirement

Market risk — Basic information

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Interest rate risk

R0100

interest rate down shock

R0110

interest rate up shock

R0120

Equity risk

R0200

type 1 equities

R0210

type 1 equity

R0220

strategic participations (type 1 equities)

R0230

duration-based (type 1 equities)

R0240

type 2 equities

R0250

type 2 equity

R0260

strategic participations (type 2 equities)

R0270

duration-based (type 2 equities)

R0280

qualifying infrastructure equities

R0290

Property risk

R0300

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss-absorbing capacity of technical provisions)

Gross solvency capital requirement

Market risk — Basic information

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Spread risk

R0400

bonds and loans

R0410

bonds and loans (qualifying infrastructure investment)

R0411

bonds and loans (other than qualifying infrastructure investment)

R0412

credit derivatives

R0420

downward shock on credit derivatives

R0430

upward shock on credit derivatives

R0440

Securitisation positions

R0450

type 1 securitisations

R0460

type 2 securitisations

R0470

resecuritisations

R0480

Market risk concentrations

R0500

Currency risk

R0600

increase in the value of the foreign currency

R0610

decrease in the value of the foreign currency

R0620

Diversification within market risk module

R0700

Total market risk

R0800

▼B

S.26.02.01

Solvency Capital Requirement — Counterparty default risk

Article 112

Z0010

Simplifications used

C0010

Simplifications

R0010

Name of single name exposure

Code of single name exposure

Type of code of the single name exposure

Loss Given Default

Probability of Default

Net solvency capital requirement

Gross solvency capital requirement

Counterparty default risk — Basic information

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Type 1 exposures

R0100

Single name exposure 1

R0110

Single name exposure 2

R0120

Single name exposure 3

R0130

Single name exposure 4

R0140

Single name exposure 5

R0150

Single name exposure 6

R0160

Single name exposure 7

R0170

Single name exposure 8

R0180

Single name exposure 9

R0190

Single name exposure 10

R0200

Type 2 exposures

R0300

Receivables from Intermediaries due for more than 3 months

R0310

All type 2 exposures other than receivables from Intermediaries due for more than 3 months

R0320

Diversification within counterparty default risk module

R0330

Total counterparty default risk

R0400

Further details on mortgages

C0090

Losses steaming from type 2 mortgage loans

R0500

Overall losses steaming from mortgage loans

R0510

S.26.02.04

Solvency Capital Requirement — Counterparty default risk

Article 112

Z0010

Simplifications used

C0010

Simplifications

R0010

Name of single name exposure

Code of single name exposure

Type of code of the single name exposure

Loss Given Default

Probability of Default

Net solvency capital requirement

Gross solvency capital requirement

Counterparty default risk — Basic information

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Type 1 exposures

R0100

Single name exposure 1

R0110

Single name exposure 2

R0120

Single name exposure 3

R0130

Single name exposure 4

R0140

Single name exposure 5

R0150

Single name exposure 6

R0160

Single name exposure 7

R0170

Single name exposure 8

R0180

Single name exposure 9

R0190

Single name exposure 10

R0200

Type 2 exposures

R0300

Receivables from Intermediaries due for more than 3 months

R0310

All type 2 exposures other than receivables from Intermediaries due for more than 3 months

R0320

Diversification within counterparty default risk module

R0330

Total counterparty default risk

R0400

Further details on mortgages

C0090

Losses steaming from type 2 mortgage loans

R0500

Overall losses steaming from mortgage loans

R0510

SR.26.02.01

Solvency Capital Requirement — Counterparty default risk

Article 112

Z0010

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

Simplifications used

C0010

Simplifications

R0010

Name of single name exposure

Code of single name exposure

Type of code of the single name exposure

Loss Given Default

Probability of Default

Net solvency capital requirement

Gross solvency capital requirement

Counterparty default risk — Basic information

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Type 1 exposures

R0100

Single name exposure 1

R0110

Single name exposure 2

R0120

Single name exposure 3

R0130

Single name exposure 4

R0140

Single name exposure 5

R0150

Single name exposure 6

R0160

Single name exposure 7

R0170

Single name exposure 8

R0180

Single name exposure 9

R0190

Single name exposure 10

R0200

Type 2 exposures

R0300

Receivables from Intermediaries due for more than 3 months

R0310

All type 2 exposures other than receivables from Intermediaries due for more than 3 months

R0320

Diversification within counterparty default risk module

R0330

Total counterparty default risk

R0400

S.26.03.01

Solvency Capital Requirement — Life underwriting risk

Article 112

Z0010

Simplifications used

C0010

Simplifications — mortality risk

R0010

Simplifications- longevity risk

R0020

Simplifications — disability-morbidity risk

R0030

Simplifications — lapse risk

R0040

Simplifications — life expense risk

R0050

Simplifications — life catastrophe risk

R0060

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss-absorbing capacity of technical provisions)

Gross solvency capital requirement

Life underwriting risk

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Mortality risk

R0100

Longevity risk

R0200

Disability-morbidity risk

R0300

Lapse risk

R0400

risk of increase in lapse rates

R0410

risk of decrease in lapse rates

R0420

mass lapse risk

R0430

Life expense risk

R0500

Revision risk

R0600

Life catastrophe risk

R0700

Diversification within life underwriting risk module

R0800

Total life underwriting risk

R0900

USP

Further details on revision risk

C0090

Factor applied for the revision shock

R1000

S.26.03.04

Solvency Capital Requirement — Life underwriting risk

Article 112

Z0010

Simplifications used

C0010

Simplifications — mortality risk

R0010

Simplifications — longevity risk

R0020

Simplifications — disability-morbidity risk

R0030

Simplifications — lapse risk

R0040

Simplifications — life expense risk

R0050

Simplifications — life catastrophe risk

R0060

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss-absorbing capacity of technical provisions)

Gross solvency capital requirement

Life underwriting risk

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Mortality risk

R0100

Longevity risk

R0200

Disability-morbidity risk

R0300

Lapse risk

R0400

risk of increase in lapse rates

R0410

risk of decrease in lapse rates

R0420

mass lapse risk

R0430

Life expense risk

R0500

Revision risk

R0600

Life catastrophe risk

R0700

Diversification within life underwriting risk module

R0800

Total life underwriting risk

R0900

USP

Further details on revision risk

C0090

Factor applied for the revision shock

R1000

SR.26.03.01

Solvency Capital Requirement — Life underwriting risk

Article 112

Z0010

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

Simplifications used

C0010

Simplifications — mortality risk

R0010

Simplifications — longevity risk

R0020

Simplifications — disability-morbidity risk

R0030

Simplifications — lapse risk

R0040

Simplifications — life expense risk

R0050

Simplifications — life catastrophe risk

R0060

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss-absorbing capacity of technical provisions)

Gross solvency capital requirement

Life underwriting risk

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Mortality risk

R0100

Longevity risk

R0200

Disability-morbidity risk

R0300

Lapse risk

R0400

risk of increase in lapse rates

R0410

risk of decrease in lapse rates

R0420

mass lapse risk

R0430

Life expense risk

R0500

Revision risk

R0600

Life catastrophe risk

R0700

Diversification within life underwriting risk module

R0800

Total life underwriting risk

R0900

USP

Further details on revision risk

C0090

Factor applied for the revision shock

R1000

S.26.04.01

Solvency Capital Requirement — Health underwriting risk

Article 112

Z0010

Simplifications used

C0010

Simplifications — health mortality risk

R0010

Simplifications — health longevity risk

R0020

Simplifications — health disability-morbidity risk-medical expenses

R0030

Simplifications — health disability-morbidity risk-income protection

R0040

Simplifications — SLT lapse risk

R0050

Simplifications — health expense risk

R0060

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss absorbing capacity of technical provisions)

Gross solvency capital requirement

SLT health underwriting risk

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Health mortality risk

R0100

Health longevity risk

R0200

Health disability-morbidity risk

R0300

Medical expense

R0310

increase of medical payments

R0320

decrease of medical payments

R0330

Income protection

R0340

SLT health lapse risk

R0400

risk of increase in lapse rates

R0410

risk of decrease in lapse rates

R0420

mass lapse risk

R0430

Health expense risk

R0500

Health revision risk

R0600

Diversification within SLT health underwriting risk

R0700

Total SLT health underwriting risk

R0800

USP

Further details on revision risk

C0090

Factor applied for the revision shock

R0900

Standard deviation for premium risk

Standard deviation for reserve risk

Volume measure for premium and reserve risk

USP

Standard Deviation

USP

Standard Deviation gross/net

USP

Adjustment factor for non-proportional reinsurance

USP

V prem

V res

Geographical Diversification

NSLT Health premium and reserve risk

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0170

Medical expenses insurance and proportional reinsurance

R1000

Income protection insurance and proportional reinsurance

R1010

Worker's compensation insurance and proportional reinsurance

R1020

Non-proportional health reinsurance

R1030

Total Volume measure

R1040

Combined standard deviation

R1050

Solvency capital requirement

C0180

NSLT health premium and reserve risk

R1100

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities

Solvency capital requirement

NSLT Health lapse risk

C0190

C0200

C0210

C0220

C0230

NSLT health lapse risk

R1200

Solvency capital requirement

C0240

Diversification within NSLT health underwriting risk

R1300

Total NSLT health underwriting risk

R1400

Net solvency capital requirement

Gross solvency capital requirement

Health catastrophe risk

C0250

C0260

Mass accident risk

R1500

Accident concentration risk

R1510

Pandemic risk

R1520

Diversification within health catastrophe risk

R1530

Total health catastrophe risk

R1540

Net solvency capital requirement

Gross solvency capital requirement

Total health underwriting risk

C0270

C0280

Diversification within health underwriting risk module

R1600

Total health underwriting risk

R1700

S.26.04.04

Solvency Capital Requirement — Health underwriting risk

Article 112

Z0010

Simplifications used

C0010

Simplifications — health mortality risk

R0010

Simplifications — health longevity risk

R0020

Simplifications — health disability-morbidity risk-medical expenses

R0030

Simplifications — health disability-morbidity risk-income protection

R0040

Simplifications — SLT lapse risk

R0050

Simplifications — health expense risk

R0060

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss-absorbing capacity of technical provisions)

Gross solvency capital requirement

SLT health underwriting risk

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Health mortality risk

R0100

Health longevity risk

R0200

Health disability-morbidity risk

R0300

Medical expense

R0310

increase of medical payments

R0320

decrease of medical payments

R0330

Income protection

R0340

SLT health lapse risk

R0400

risk of increase in lapse rates

R0410

risk of decrease in lapse rates

R0420

mass lapse risk

R0430

Health expense risk

R0500

Health revision risk

R0600

Diversification within SLT health underwriting risk

R0700

Total SLT health underwriting risk

R0800

USP

Further details on revision risk

C0090

Factor applied for the revision shock

R0900

Standard deviation for premium risk

Standard deviation for reserve risk

Volume measure for premium and reserve risk

USP

Standard Deviation

USP

Standard Deviation gross/net

USP

Adjustment factor for non-proportional reinsurance

USP

V prem

V res

Geographical Diversification

NSLT Health premium and reserve risk

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0170

Medical expenses insurance and proportional reinsurance

R1000

Income protection insurance and proportional reinsurance

R1010

Worker's compensation insurance and proportional reinsurance

R1020

Non-proportional health reinsurance

R1030

Total Volume measure

R1040

Combined standard deviation

R1050

Solvency capital requirement

C0180

NSLT health premium and reserve risk

R1100

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities

Solvency capital requirement

NSLT Health lapse risk

C0190

C0200

C0210

C0220

C0230

NSLT health lapse risk

R1200

Solvency capital requirement

C0240

Diversification within NSLT health underwriting risk

R1300

Total NSLT health underwriting risk

R1400

Net solvency capital requirement

Gross solvency capital requirement

Health catastrophe risk

C0250

C0260

Mass accident risk

R1500

Accident concentration risk

R1510

Pandemic risk

R1520

Diversification within health catastrophe risk

R1530

Total health catastrophe risk

R1540

Net solvency capital requirement

Gross solvency capital requirement

Total health underwriting risk

C0270

C0280

Diversification within health underwriting risk module

R1600

Total health underwriting risk

R1700

SR.26.04.01

Solvency Capital Requirement — Health underwriting risk

Article 112

Z0010

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

Simplifications used

C0010

Simplifications — health mortality risk

R0010

Simplifications — health longevity risk

R0020

Simplifications — health disability-morbidity risk-medical expenses

R0030

Simplifications — health disability-morbidity risk-income protection

R0040

Simplifications — SLT lapse risk

R0050

Simplifications — health expense risk

R0060

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities (after the loss absorbing capacity of technical provisions)

Net solvency capital requirement

Liabilities (before the loss-absorbing capacity of technical provisions)

Gross solvency capital requirement

SLT health underwriting risk

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Health mortality risk

R0100

Health longevity risk

R0200

Health disability-morbidity risk

R0300

Medical expense

R0310

increase of medical payments

R0320

decrease of medical payments

R0330

Income protection

R0340

SLT health lapse risk

R0400

risk of increase in lapse rates

R0410

risk of decrease in lapse rates

R0420

mass lapse risk

R0430

Health expense risk

R0500

Health revision risk

R0600

Diversification within SLT health underwriting risk

R0700

Total SLT health underwriting risk

R0800

USP

Further details on revision risk

C0090

Factor applied for the revision shock

R0900

Standard deviation for premium risk

Standard deviation for reserve risk

Volume measure for premium and reserve risk

USP

Standard Deviation

USP

Standard Deviation gross/net

USP

Adjustment factor for non-proportional reinsurance

USP

V prem

V res

Geographical Diversification

NSLT Health premium and reserve risk

C0100

C0110

C0120

C0130

C0140

C0150

C0160

C0170

Medical expenses insurance and proportional reinsurance

R1000

Income protection insurance and proportional reinsurance

R1010

Worker's compensation insurance and proportional reinsurance

R1020

Non-proportional health reinsurance

R1030

Total Volume measure

R1040

Combined standard deviation

R1050

Solvency capital requirement

C0180

NSLT health premium and reserve risk

R1100

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities

Solvency capital requirement

NSLT Health lapse risk

C0190

C0200

C0210

C0220

C0230

NSLT health lapse risk

R1200

Solvency capital requirement

C0240

Diversification within NSLT health underwriting risk

R1300

Total NSLT health underwriting risk

R1400

Net solvency capital requirement

Gross solvency capital requirement

Health catastrophe risk

C0250

C0260

Mass accident risk

R1500

Accident concentration risk

R1510

Pandemic risk

R1520

Diversification within health catastrophe risk

R1530

Total health catastrophe risk

R1540

Net solvency capital requirement

Gross solvency capital requirement

Total health underwriting risk

C0270

C0280

Diversification within health underwriting risk module

R1600

Total health underwriting risk

R1700

S.26.05.01

Solvency Capital Requirement — Non-Life underwriting risk

Article 112

Z0010

Simplifications used

C0010

Captives simplifications — premium and reserve risk

R0010

Standard deviation for premium risk

Standard deviation for reserve risk

Volume measure for premium and reserve risk

USP

Standard Deviation

USP

Standard Deviation gross/net

USP

Adjustment factor for non-proportional reinsurance

USP

V prem

V res

Geographical Diversification

Non-life premium and reserve Risk

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

Motor vehicle liability

R0100

Motor, other classes

R0110

Marine, aviation, transport (MAT)

R0120

Fire and other property damage

R0130

Third-party liability

R0140

Credit and suretyship

R0150

Legal expenses

R0160

Assistance

R0170

Miscellaneous

R0180

Non-proportional reinsurance — property

R0190

Non-proportional reinsurance — casualty

R0200

Non-proportional reinsurance — MAT

R0210

Total Volume measure

R0220

Combined standard deviation

R0230

Solvency capital requirement

C0100

Non-life premium and reserve risk

R0300

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities

Solvency capital requirement

Non-Life lapse risk

C0110

C0120

C0130

C0140

C0150

Non-life lapse risk

R0400

Solvency capital requirement

Non-life catastrophe risk

C0160

Non-life catastrophe risk

R0500

Total non-life underwriting risk

Diversification within non — life underwriting risk module

R0600

Total non-life underwriting risk

R0700

S.26.05.04

Solvency Capital Requirement — Non-Life underwriting risk

Article 112

Z0010

Simplifications used

C0010

Captives simplifications — premium and reserve risk

R0010

Standard deviation for premium risk

Standard deviation for reserve risk

Volume measure for premium and reserve risk

USP

Standard Deviation

USP

Standard Deviation gross/net

USP

Adjustment factor for non-proportional reinsurance

USP

V prem

V res

Geographical Diversification

Non-life premium and reserve Risk

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

Motor vehicle liability

R0100

Motor, other classes

R0110

Marine, aviation, transport (MAT)

R0120

Fire and other property damage

R0130

Third-party liability

R0140

Credit and suretyship

R0150

Legal expenses

R0160

Assistance

R0170

Miscellaneous

R0180

Non-proportional reinsurance — property

R0190

Non-proportional reinsurance — casualty

R0200

Non-proportional reinsurance — MAT

R0210

Total Volume measure

R0220

Combined standard deviation

R0230

Solvency capital requirement

C0100

Non-life premium and reserve risk

R0300

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities

Solvency capital requirement

Non-Life lapse risk

C0110

C0120

C0130

C0140

C0150

Non-life lapse risk

R0400

Solvency capital requirement

Non-life catastrophe risk

C0160

Non-life catastrophe risk

R0500

Total non-life underwriting risk

Diversification within non — life underwriting risk module

R0600

Total non-life underwriting risk

R0700

SR.26.05.01

Solvency Capital Requirement — Non-Life underwriting risk

Article 112

Z0010

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

Simplifications used

C0010

Captives simplifications — premium and reserve risk

R0010

Standard deviation for premium risk

Standard deviation for reserve risk

Volume measure for premium and reserve risk

USP

Standard Deviation

USP

Standard Deviation gross/net

USP

Adjustment factor for non-proportional reinsurance

USP

V prem

V res

Geographical Diversification

Non-life premium and reserve Risk

C0020

C0030

C0040

C0050

C0060

C0070

C0080

C0090

Motor vehicle liability

R0100

Motor, other classes

R0110

Marine, aviation, transport (MAT)

R0120

Fire and other property damage

R0130

Third-party liability

R0140

Credit and suretyship

R0150

Legal expenses

R0160

Assistance

R0170

Miscellaneous

R0180

Non-proportional reinsurance — property

R0190

Non-proportional reinsurance — casualty

R0200

Non-proportional reinsurance — MAT

R0210

Total Volume measure

R0220

Combined standard deviation

R0230

Solvency capital requirement

C0100

Non-life premium and reserve risk

R0300

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities

Solvency capital requirement

Non-Life lapse risk

C0110

C0120

C0130

C0140

C0150

Non-life lapse risk

R0400

Solvency capital requirement

Non-life catastrophe risk

C0160

Non-life catastrophe risk

R0500

Total non-life underwriting risk

Diversification within non — life underwriting risk module

R0600

Total non-life underwriting risk

R0700

S.26.06.01

Solvency Capital Requirement — Operational risk

Article 112

Z0010

Capital requirement

Operational risk — Information on technical provisions

C0020

Life gross technical provisions (excluding risk margin)

R0100

Life gross technical provisions unit-linked (excluding risk margin)

R0110

Non-life gross technical provisions (excluding risk margin)

R0120

Capital requirement for operational risk based on technical provisions

R0130

Operational risk — Information on earned premiums

Earned life gross premiums (previous 12 months)

R0200

Earned life gross premiums unit-linked (previous 12 months)

R0210

Earned non-life gross premiums (previous 12 months)

R0220

Earned life gross premiums (12 months prior to the previous 12 months)

R0230

Earned life gross premiums unit-linked (12 months prior to the previous 12 months)

R0240

Earned non-life gross premiums (12 months prior to the previous 12 months)

R0250

Capital requirement for operational risk based on earned premiums

R0260

Operational risk — calculation of the SCR

Capital requirement for operational risk charge before capping

R0300

Percentage of Basic Solvency Capital Requirement

R0310

Capital requirement for operational risk charge after capping

R0320

Expenses incurred in respect of unit linked business (previous 12 months)

R0330

Total capital requirement for operational risk

R0340

S.26.06.04

Solvency Capital Requirement — Operational risk

Article 112

Z0010

Capital requirement

Operational risk — Information on technical provisions

C0020

Life gross technical provisions (excluding risk margin)

R0100

Life gross technical provisions unit-linked (excluding risk margin)

R0110

Non-life gross technical provisions (excluding risk margin)

R0120

Capital requirement for operational risk based on technical provisions

R0130

Operational risk — Information on earned premiums

Earned life gross premiums (previous 12 months)

R0200

Earned life gross premiums unit-linked (previous 12 months)

R0210

Earned non-life gross premiums (previous 12 months)

R0220

Earned life gross premiums (12 months prior to the previous 12 months)

R0230

Earned life gross premiums unit-linked (12 months prior to the previous 12 months)

R0240

Earned non-life gross premiums (12 months prior to the previous 12 months)

R0250

Capital requirement for operational risk based on earned premiums

R0260

Operational risk — calculation of the SCR

Capital requirement for operational risk charge before capping

R0300

Percentage of Basic Solvency Capital Requirement

R0310

Capital requirement for operational risk charge after capping

R0320

Expenses incurred in respect of unit linked business (previous 12 months)

R0330

Total capital requirement for operational risk

R0340

SR.26.06.01

Solvency Capital Requirement — Operational risk

Article 112

Z0010

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

Capital requirement

Operational risk — Information on technical provisions

C0020

Life gross technical provisions (excluding risk margin)

R0100

Life gross technical provisions unit-linked (excluding risk margin)

R0110

Non-life gross technical provisions (excluding risk margin)

R0120

Capital requirement for operational risk based on technical provisions

R0130

Operational risk — Information on earned premiums

Earned life gross premiums (previous 12 months)

R0200

Earned life gross premiums unit-linked (previous 12 months)

R0210

Earned non-life gross premiums (previous 12 months)

R0220

Earned life gross premiums (12 months prior to the previous 12 months)

R0230

Earned life gross premiums unit-linked (12 months prior to the previous 12 months)

R0240

Earned non-life gross premiums (12 months prior to the previous 12 months)

R0250

Capital requirement for operational risk based on earned premiums

R0260

Operational risk — calculation of the SCR

Capital requirement for operational risk charge before capping

R0300

Percentage of Basic Solvency Capital Requirement

R0310

Capital requirement for operational risk charge after capping

R0320

Expenses incurred in respect of unit linked business (previous 12 months)

R0330

Total capital requirement for operational risk

R0340

S.26.07.01

Solvency Capital Requirement — Simplifications

Article 112

Z0010

Currency for interest rate risk (captives)

Z0040

Market risk

Credit quality step

Spread risk (bonds and loans) (including captives)

No rating available

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Market value

R0010

Modified duration

R0020

C0090

Increase in unit-linked and index-linked technical provisions

R0030

Capital requirment

Interest rate risk (captives)

Interest rate up

Interest rate down

C0100

C0110

Currency

R0040

Capital at risk

Capital at risk t+1

Surrender strain

Best Estimate

Average rate t+1

Average rate t+2

Modified duration

Average run off period

Termination rate

Payments

Average inflation rate

Life underwriting risk

C0120

C0130

C0140

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

Mortality risk

R0100

Longevity risk

R0110

Disability-morbidity risk

R0120

Lapse risk

Lapse risk (up)

R0130

Lapse risk (down)

R0140

Life expense risk

R0150

Life catastrophe risk

R0160

Health underwriting risk

Health mortality risk

R0200

Health longevity risk

R0210

Health disability-morbidity risk (medical expense)

R0220

Health disability-morbidity risk (income protection)

R0230

Health SLT lapse risk

Lapse risk (up)

R0240

Lapse risk (down)

R0250

Health expense risk

R0260

S.26.07.04

Solvency Capital Requirement — Simplifications

Article 112

Z0010

Currency for interest rate risk (captives)

Z0040

Market risk

Credit quality step

Spread risk (bonds and loans) (including captives)

No rating available

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Market value

R0010

Modified duration

R0020

C0090

Increase in unit-linked and index-linked technical provisions

R0030

Capital requirment

Interest rate risk (captives)

Interest rate up

Interest rate down

C0100

C0110

Currency 1

R0040

Capital at risk

Capital at risk t+1

Surrender strain

Best Estimate

Average rate t+1

Average rate t+2

Modified duration

Average run off period

Termination rate

Payments

Average inflation rate

Life underwriting risk

C0120

C0130

C0140

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

Mortality risk

R0100

Longevity risk

R0110

Disability-morbidity risk

R0120

Lapse risk

Lapse risk (up)

R0130

Lapse risk (down)

R0140

Life expense risk

R0150

Life catastrophe risk

R0160

Health underwriting risk

Health mortality risk

R0200

Health longevity risk

R0210

Health disability-morbidity risk (medical expense)

R0220

Health disability-morbidity risk (income protection)

R0230

Health SLT lapse risk

Lapse risk (up)

R0240

Lapse risk (down)

R0250

Health expense risk

R0260

SR.26.07.01

Solvency Capital Requirement — Simplifications

Article 112

Z0010

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

Currency for interest rate risk (captives)

Z0040

Market risk

Credit quality step

Spread risk (bonds and loans) (including captives)

No rating available

C0010

C0020

C0030

C0040

C0050

C0060

C0070

C0080

Market value

R0010

Modified duration

R0020

C0090

Increase in unit-linked and index-linked technical provisions

R0030

Capital requirment

Interest rate risk (captives)

Interest rate up

Interest rate down

C0100

C0110

Currency

R0040

Capital at risk

Capital at risk t+1

Surrender strain

Best Estimate

Average rate t+1

Average rate t+2

Modified duration

Average run off period

Termination rate

Payments

Average inflation rate

Life underwriting risk

C0120

C0130

C0140

C0150

C0160

C0170

C0180

C0190

C0200

C0210

C0220

Mortality risk

R0100

Longevity risk

R0110

Disability-morbidity risk

R0120

Lapse risk

Lapse risk (up)

R0130

Lapse risk (down)

R0140

Life expense risk

R0150

Life catastrophe risk

R0160

Health underwriting risk

Health mortality risk

R0200

Health longevity risk

R0210

Health disability-morbidity risk (medical expense)

R0220

Health disability-morbidity risk (income protection)

R0230

Health SLT lapse risk

Lapse risk (up)

R0240

Lapse risk (down)

R0250

Health expense risk

R0260

S.27.01.01

Solvency Capital Requirement — Non-life and Health catastrophe risk

Non-life and Health catastrophe risk — Summary

SCR before risk mitigation

Total risk mitigation

SCR after risk mitigation

C0010

C0020

C0030

Non-life catastrophe risk — Summary

Natural catastrophe risk

R0010

Windstorm

R0020

Earthquake

R0030

Flood

R0040

Hail

R0050

Subsidence

R0060

Diversification between perils

R0070

Catastrophe risk non-proportional property reinsurance

R0080

Man-made catastrophe risk

R0090

Motor vehicle liability

R0100

Marine

R0110

Aviation

R0120

Fire

R0130

Liability

R0140

Credit & Suretyship

R0150

Diversification between perils

R0160

Other non-life catastrophe risk

R0170

Diversification between perils

R0180

Total Non-life catastrophe risk before diversification

R0190

Diversification between sub-modules

R0200

Total Non-life catastrophe risk after diversification

R0210

Health catastrophe risk — Summary

Health catastrophe risk

R0300

Mass accident

R0310

Accident concentration

R0320

Pandemic

R0330

Diversification between sub-modules

R0340

Natural Catastrophe risk — Windstorm

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0040

C0050

C0060

C0070

C0080

C0090

Republic of Austria

R0400

Kingdom of Belgium

R0410

Czech Republic

R0420

Swiss Confederation; Principality of Lichtenstein

R0430

Kingdom of Denmark

R0440

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0450

Federal Republic of Germany

R0460

Republic of Iceland

R0470

Ireland

R0480

Grand Duchy of Luxemburg

R0490

Kingdom of the Netherlands

R0500

Kingdom of Norway

R0510

Republic of Poland

R0520

Kingdom of Spain

R0530

Kingdom of Sweden

R0540

United Kingdom of Great Britain and Northern Ireland

R0550

Guadeloupe

R0560

Martinique

R0570

Collectivity of Saint Martin

R0580

Réunion

R0590

Total Windstorm specified Regions before diversification

◄

R0600

Northern Europe

R0610

Western Europe

R0620

Eastern Europe

R0630

Southern Europe

R0640

Central and Western Asia

R0650

Eastern Asia

R0660

South and South-Eastern Asia

R0670

Oceania

R0680

Northern Africa

R0690

Southern Africa

R0700

Northern America excluding the United States of America

R0710

Natural Catastrophe risk — Windstorm

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0100

C0110

C0120

Republic of Austria

R0400

Kingdom of Belgium

R0410

Czech Republic

R0420

Swiss Confederation; Principality of Lichtenstein

R0430

Kingdom of Denmark

R0440

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0450

Federal Republic of Germany

R0460

Republic of Iceland

R0470

Ireland

R0480

Grand Duchy of Luxemburg

R0490

Kingdom of the Netherlands

R0500

Kingdom of Norway

R0510

Republic of Poland

R0520

Kingdom of Spain

R0530

Kingdom of Sweden

R0540

United Kingdom of Great Britain and Northern Ireland

R0550

Guadeloupe

R0560

Martinique

R0570

Collectivity of Saint Martin

R0580

Réunion

R0590

Total Windstorm specified Regions before diversification

◄

R0600

Northern Europe

R0610

Western Europe

R0620

Eastern Europe

R0630

Southern Europe

R0640

Central and Western Asia

R0650

Eastern Asia

R0660

South and South-Eastern Asia

R0670

Oceania

R0680

Northern Africa

R0690

Southern Africa

R0700

Northern America excluding the United States of America

R0710

Natural Catastrophe risk — Windstorm

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0040

C0050

C0060

C0070

C0080

C0090

Caribbean and Central America

R0720

Eastern South America

R0730

Northern, southern and western South America

R0740

North-east United States of America

R0750

South-east United States of America

R0760

Mid-west United States of America

R0770

Western United States of America

R0780

Total Windstorm Other Regions before diversifications

R0790

Total Windstorm all Regions before diversification

R0800

Diversification effect between regions

R0810

Total Windstorm after diversification

R0820

Natural Catastrophe risk — Windstorm

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0100

C0110

C0120

Caribbean and Central America

R0720

Eastern South America

R0730

Northern, southern and western South America

R0740

North-east United States of America

R0750

South-east United States of America

R0760

Mid-west United States of America

R0770

Western United States of America

R0780

Total Windstorm Other Regions before diversifications

R0790

Total Windstorm all Regions before diversification

R0800

Diversification effect between regions

R0810

Total Windstorm after diversification

R0820

Natural Catastrophe risk — Earthquake

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

(cont.)

C0130

C0140

C0150

C0160

C0170

C0180

Republic of Austria

R0830

Kingdom of Belgium

R0840

Republic of Bulgaria

R0850

Republic of Croatia

R0860

Republic of Cyprus

R0870

Czech Republic

R0880

Swiss Confederation; Principality of Lichtenstein

R0890

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0900

Federal Republic of Germany

R0910

Hellenic Republic

R0920

Republic of Hungary

R0930

Italian Republic; Republic of San Marino; Vatican City State

R0940

Republic of Malta

R0950

Portuguese Republic

R0960

Romania

R0970

Slovak Republic

R0980

Republic of Slovenia

R0990

Guadeloupe

R1000

Martinique

R1010

Collectivity of Saint Martin

R1020

Total Earthquake specified Regions before diversification

◄

R1030

Northern Europe

R1040

Western Europe

R1050

Eastern Europe

R1060

Southern Europe

R1070

Central and Western Asia

R1080

Eastern Asia

R1090

South and South-Eastern Asia

R1100

Oceania

R1110

Northern Africa

R1120

Southern Africa

R1130

Northern America excluding the United States of America

R1140

Natural Catastrophe risk — Earthquake

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0190

C0200

Republic of Austria

R0830

Kingdom of Belgium

R0840

Republic of Bulgaria

R0850

Republic of Croatia

R0860

Republic of Cyprus

R0870

Czech Republic

R0880

Swiss Confederation; Principality of Lichtenstein

R0890

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0900

Federal Republic of Germany

R0910

Hellenic Republic

R0920

Republic of Hungary

R0930

Italian Republic; Republic of San Marino; Vatican City State

R0940

Republic of Malta

R0950

Portuguese Republic

R0960

Romania

R0970

Slovak Republic

R0980

Republic of Slovenia

R0990

Guadeloupe

R1000

Martinique

R1010

Collectivity of Saint Martin

R1020

Total Earthquake specified Regions before diversification

◄

R1030

Northern Europe

R1040

Western Europe

R1050

Eastern Europe

R1060

Southern Europe

R1070

Central and Western Asia

R1080

Eastern Asia

R1090

South and South-Eastern Asia

R1100

Oceania

R1110

Northern Africa

R1120

Southern Africa

R1130

Northern America excluding the United States of America

R1140

Natural Catastrophe risk — Earthquake

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

(cont.)

C0130

C0140

C0150

C0160

C0170

C0180

Caribbean and Central America

R1150

Eastern South America

R1160

Northern, southern and western South America

R1170

North-east United States of America

R1180

South-east United States of America

R1190

Mid-west United States of America

R1200

Western United States of America

R1210

Total Earthquake Other Regions before diversifications

R1220

Total Earthquake all Regions before diversification

R1230

Diversification effect between regions

R1240

Total Earthquake after diversification

R1250

Natural Catastrophe risk — Earthquake

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0190

C0200

Caribbean and Central America

R1150

Eastern South America

R1160

Northern, southern and western South America

R1170

North-east United States of America

R1180

South-east United States of America

R1190

Mid-west United States of America

R1200

Western United States of America

R1210

Total Earthquake Other Regions before diversifications

R1220

Total Earthquake all Regions before diversification

R1230

Diversification effect between regions

R1240

Total Earthquake after diversification

R1250

Natural Catastrophe risk — Flood

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0210

C0220

C0230

C0240

C0250

C0260

Republic of Austria

R1260

Kingdom of Belgium

R1270

Republic of Bulgaria

R1280

Czech Republic

R1290

Swiss Confederation; Principality of Lichtenstein

R1300

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1310

Federal Republic of Germany

R1320

Republic of Hungary

R1330

Italian Republic; Republic of San Marino; Vatican City State

R1340

Republic of Poland

R1350

Romania

R1360

Slovak Republic

R1370

Republic of Slovenia

R1380

United Kingdom of Great Britain and Northern Ireland

R1390

Total Flood specified Regions before diversification

◄

R1400

Northern Europe

R1410

Western Europe

R1420

Eastern Europe

R1430

Southern Europe

R1440

Central and Western Asia

R1450

Eastern Asia

R1460

South and South-Eastern Asia

R1470

Oceania

R1480

Northern Africa

R1490

Southern Africa

R1500

Northern America excluding the United States of America

R1510

Caribbean and Central America

R1520

Eastern South America

R1530

Northern, southern and western South America

R1540

North-east United States of America

R1550

South-east United States of America

R1560

Mid-west United States of America

R1570

Natural Catastrophe risk — Flood

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0270

C0280

C0290

Republic of Austria

R1260

Kingdom of Belgium

R1270

Republic of Bulgaria

R1280

Czech Republic

R1290

Swiss Confederation; Principality of Lichtenstein

R1300

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1310

Federal Republic of Germany

R1320

Republic of Hungary

R1330

Italian Republic; Republic of San Marino; Vatican City State

R1340

Republic of Poland

R1350

Romania

R1360

Slovak Republic

R1370

Republic of Slovenia

R1380

United Kingdom of Great Britain and Northern Ireland

R1390

Total Flood specified Regions before diversification

◄

R1400

Northern Europe

R1410

Western Europe

R1420

Eastern Europe

R1430

Southern Europe

R1440

Central and Western Asia

R1450

Eastern Asia

R1460

South and South-Eastern Asia

R1470

Oceania

R1480

Northern Africa

R1490

Southern Africa

R1500

Northern America excluding the United States of America

R1510

Caribbean and Central America

R1520

Eastern South America

R1530

Northern, southern and western South America

R1540

North-east United States of America

R1550

South-east United States of America

R1560

Mid-west United States of America

R1570

Natural Catastrophe risk — Flood

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0210

C0220

C0230

C0240

C0250

C0260

Western United States of America

R1580

Total Flood Other Regions before diversifications

R1590

Total Flood all Regions before diversification

R1600

Diversification effect between regions

R1610

Total Flood after diversification

R1620

Natural Catastrophe risk — Flood

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0270

C0280

C0290

Western United States of America

R1580

Total Flood Other Regions before diversifications

R1590

Total Flood all Regions before diversification

R1600

Diversification effect between regions

R1610

Total Flood after diversification

R1620

Natural Catastrophe risk — Hail

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0300

C0310

C0320

C0330

C0340

C0350

Republic of Austria

R1630

Kingdom of Belgium

R1640

Swiss Confederation; Principality of Lichtenstein

R1650

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1660

Federal Republic of Germany

R1670

Italian Republic; Republic of San Marino; Vatican City State

R1680

Grand Duchy of Luxemburg

R1690

Kingdom of the Netherlands

R1700

Kingdom of Spain

R1710

Total Hail specified Regions before diversification

◄

R1720

Northern Europe

R1730

Western Europe

R1740

Eastern Europe

R1750

Southern Europe

R1760

Central and Western Asia

R1770

Eastern Asia

R1780

South and South-Eastern Asia

R1790

Oceania

R1800

Northern Africa

R1810

Southern Africa

R1820

Northern America excluding the United States of America

R1830

Caribbean and Central America

R1840

Eastern South America

R1850

Northern, southern and western South America

R1860

North-east United States of America

R1870

South-east United States of America

R1880

Mid-west United States of America

R1890

Western United States of America

R1900

Total Hail Other Regions before diversifications

R1910

Total Hail all Regions before diversification

R1920

Diversification effect between regions

R1930

Total Hail after diversification

R1940

Natural Catastrophe risk — Hail

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0360

C0370

C0380

Republic of Austria

R1630

Kingdom of Belgium

R1640

Swiss Confederation; Principality of Lichtenstein

R1650

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1660

Federal Republic of Germany

R1670

Italian Republic; Republic of San Marino; Vatican City State

R1680

Grand Duchy of Luxemburg

R1690

Kingdom of the Netherlands

R1700

Kingdom of Spain

R1710

Total Hail specified Regions before diversification

◄

R1720

Northern Europe

R1730

Western Europe

R1740

Eastern Europe

R1750

Southern Europe

R1760

Central and Western Asia

R1770

Eastern Asia

R1780

South and South-Eastern Asia

R1790

Oceania

R1800

Northern Africa

R1810

Southern Africa

R1820

Northern America excluding the United States of America

R1830

Caribbean and Central America

R1840

Eastern South America

R1850

Northern, southern and western South America

R1860

North-east United States of America

R1870

South-east United States of America

R1880

Mid-west United States of America

R1890

Western United States of America

R1900

Total Hail Other Regions before diversifications

R1910

Total Hail all Regions before diversification

R1920

Diversification effect between regions

R1930

Total Hail after diversification

R1940

Natural Catastrophe risk -Subsidence

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

C0390

C0400

C0410

C0420

C0430

C0440

Total Subsidence before diversification

R1950

Diversification effect between zones

R1960

Total Subsidence after diversification

R1970

Natural Catastrophe risk -Subsidence

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0450

C0460

Total Subsidence before diversification

R1950

Diversification effect between zones

R1960

Total Subsidence after diversification

R1970

Catastrophe risk — Non-proportional property reinsurance

Estimation of the premiums to be earned

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0470

C0480

C0490

C0500

C0510

Non-proportional property reinsurance

R2000

Man made catastrophe risk — Motor Vehicle Liability

Number of vehicles policy limit above 24M€

Number of vehicles policy limit below or equal to 24M€

Catastrophe Risk Charge Motor Vehicle Liability before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Motor Vehicle Liability after risk mitigation

C0520

C0530

C0540

C0550

C0560

C0570

Motor Vehicle Liability

R2100

Man made catastrophe risk — Marine Tanker Collision

Catastrophe Risk Charge Share marine hull in tanker t before risk mitigation

Catastrophe Risk Charge Share marine liability in tanker t before risk mitigation

Catastrophe Risk Charge Share marine oil pollution liability in tanker t before risk mitigation

Catastrophe Risk Charge Marine Tanker Collision before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

(cont.)

C0580

C0590

C0600

C0610

C0620

C0630

Marine Tanker Collision

R2200

Man made catastrophe risk — Marine Tanker Collision

Catastrophe Risk Charge Marine Tanker Collision after risk mitigation

Name vessel

C0640

C0650

Marine Tanker Collision

R2200

Man made catastrophe risk — Marine Platform Explosion

Catastrophe Risk Charge Property damage before risk mitigation

Catastrophe Risk Charge Removal of wreckage before risk mitigation

Catastrophe Risk Charge Loss of production income before risk mitigation

Catastrophe Risk Charge Capping of the well or making the well secure before risk mitigation

Catastrophe Risk Charge Liability insurance and reinsurance obligations before risk mitigation

Catastrophe Risk Charge Marine Platform Explosion before risk mitigation

(cont.)

C0660

C0670

C0680

C0690

C0700

C0710

Marine Platform Explosion

R2300

Man made catastrophe risk — Marine Platform Explosion

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Marine Platform Explosion after risk mitigation

Name platform

C0720

C0730

C0740

C0750

Marine Platform Explosion

R2300

Man made catastrophe risk — Marine

Catastrophe Risk Charge Marine before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Marine after risk mitigation

C0760

C0770

C0780

Total before diversification

R2400

Diversification between type of event

R2410

▼M1

Total after diversification

R2420

▼B

Man made catastrophe risk — Aviation

Catastrophe risk Charge Aviation hull before risk mitigation

Catastrophe risk Charge Aviation liability before risk mitigation

Catastrophe Risk Charge Aviation before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Aviation after risk mitigation

C0790

C0800

C0810

C0820

C0830

C0840

Gross Catastrophe Risk Charge Aviation

R2500

Man made catastrophe risk — Fire

Catastrophe Risk Charge Fire before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Fire after risk mitigation

C0850

C0860

C0870

C0880

Fire

R2600

Man made catastrophe risk — Liability

Earned premium following 12 months

Largest liability limit provided

Number of claims

Catastrophe Risk Charge Liability before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Liability after risk mitigation

C0890

C0900

C0910

C0920

C0930

C0940

C0950

Professional malpractice liability

R2700

Employers liability

R2710

Directors and officers liability

R2720

Other liability

R2730

Non-proportional reinsurance

R2740

Total

R2750

Man made catastrophe risk — Liability

Catastrophe Risk Charge Liability before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Liability after risk mitigation

C0960

C0970

C0980

Total before diversification

R2800

Diversification between type of cover

R2810

▼M1

Total after diversification

R2820

▼B

Man made catastrophe risk — Credit & Suretyship — Large Credit Default

Exposure (individual or group)

Proportion of damage caused by scenario

Catastrophe Risk Charge Credit & Surety before risk mitigation — Large Credit Default

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Credit & Surety after risk mitigation — Large Credit Default

C0990

C1000

C1010

C1020

C1030

C1040

Largest exposure 1

R2900

Largest exposure 2

R2910

Total

R2920

Man made catastrophe risk — Credit & Suretyship — Recession Risk

Earned premium following 12 months

Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Recession Risk

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Recession Risk

C1050

C1060

C1070

C1080

C1090

Total

R3000

Man made catastrophe risk — Credit & Suretyship

Catastrophe Risk Charge Credit & Suretyship before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Credit & Suretyship after risk mitigation

C1100

C1110

C1120

Total before diversification

R3100

Diversification between type of event

R3110

▼M1

Total after diversification

R3120

▼B

Other non-life catastrophe risk

Estimation of the gross premiums to be earned

Catastrophe Risk Charge Other non-life catastrophe risk before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Other non-life catastrophe risk after risk mitigation

C1130

C1140

C1150

C1160

MAT other than Marine and Aviation

R3200

Non-proportional MAT reinsurance other than Marine and Aviation

R3210

Miscellaneous financial loss

R3220

Non-proportional Casualty reinsurance other than General liability

R3230

Non-proportional Credit & Surety reinsurance

R3240

Total before diversification

R3250

▼M1

Diversification between groups of obligations

R3260

Total after diversification

R3270

▼B

Accidental death

Permanent disability

Disability 10 years

Health Catastrophe risk — Mass accident

Policyholders

Total value of benefits payable

Policyholders

Total value of benefits payable

Policyholders

Total value of benefits payable

(cont.)

C1170

C1180

C1190

C1200

C1210

C1220

Republic of Austria

R3300

Kingdom of Belgium

R3310

Republic of Bulgaria

R3320

Republic of Croatia

R3330

Republic of Cyprus

R3340

Czech Republic

R3350

Kingdom of Denmark

R3360

Republic of Estonia

R3370

Republic of Finland

R3380

French Republic; Principality of Monaco; Principality of Andorra

R3390

Hellenic Republic

R3400

Federal Republic of Germany

R3410

Republic of Hungary

R3420

Republic of Iceland

R3430

Ireland

R3440

Italian Republic; Republic of San Marino; Vatican City State

R3450

Republic of Latvia

R3460

Republic of Lithuania

R3470

Grand Duchy of Luxemburg

R3480

Republic of Malta

R3490

Kingdom of the Netherlands

R3500

Kingdom of Norway

R3510

Republic of Poland

R3520

Portuguese Republic

R3530

Romania

R3540

Slovak Republic

R3550

Republic of Slovenia

R3560

Kingdom of Spain

R3570

Kingdom of Sweden

R3580

Swiss Confederation

R3590

United Kingdom of Great Britain and Northern Ireland

R3600

Total Mass accident all countries before diversification

R3610

Diversification effect between countries

R3620

Total Mass accident all countries after diversification

R3630

Disability 12 months

Medical treatment

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Health Catastrophe risk — Mass accident

Policyholders

Total value of benefits payable

Policyholders

Total value of benefits payable

(cont.)

C1230

C1240

C1250

C1260

C1270

C1280

Republic of Austria

R3300

Kingdom of Belgium

R3310

Republic of Bulgaria

R3320

Republic of Croatia

R3330

Republic of Cyprus

R3340

Czech Republic

R3350

Kingdom of Denmark

R3360

Republic of Estonia

R3370

Republic of Finland

R3380

French Republic; Principality of Monaco; Principality of Andorra

R3390

Hellenic Republic

R3400

Federal Republic of Germany

R3410

Republic of Hungary

R3420

Republic of Iceland

R3430

Ireland

R3440

Italian Republic; Republic of San Marino; Vatican City State

R3450

Republic of Latvia

R3460

Republic of Lithuania

R3470

Grand Duchy of Luxemburg

R3480

Republic of Malta

R3490

Kingdom of the Netherlands

R3500

Kingdom of Norway

R3510

Republic of Poland

R3520

Portuguese Republic

R3530

Romania

R3540

Slovak Republic

R3550

Republic of Slovenia

R3560

Kingdom of Spain

R3570

Kingdom of Sweden

R3580

Swiss Confederation

R3590

United Kingdom of Great Britain and Northern Ireland

R3600

Total Mass accident all countries before diversification

R3610

Diversification effect between countries

R3620

Total Mass accident all countries after diversification

R3630

Health Catastrophe risk — Mass accident

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C1290

C1300

Republic of Austria

R3300

Kingdom of Belgium

R3310

Republic of Bulgaria

R3320

Republic of Croatia

R3330

Republic of Cyprus

R3340

Czech Republic

R3350

Kingdom of Denmark

R3360

Republic of Estonia

R3370

Republic of Finland

R3380

French Republic; Principality of Monaco; Principality of Andorra

R3390

Hellenic Republic

R3400

Federal Republic of Germany

R3410

Republic of Hungary

R3420

Republic of Iceland

R3430

Ireland

R3440

Italian Republic; Republic of San Marino; Vatican City State

R3450

Republic of Latvia

R3460

Republic of Lithuania

R3470

Grand Duchy of Luxemburg

R3480

Republic of Malta

R3490

Kingdom of the Netherlands

R3500

Kingdom of Norway

R3510

Republic of Poland

R3520

Portuguese Republic

R3530

Romania

R3540

Slovak Republic

R3550

Republic of Slovenia

R3560

Kingdom of Spain

R3570

Kingdom of Sweden

R3580

Swiss Confederation

R3590

United Kingdom of Great Britain and Northern Ireland

R3600

Total Mass accident all countries before diversification

R3610

Diversification effect between countries

R3620

Total Mass accident all countries after diversification

R3630

Health Catastrophe risk — Concentration accident

Largest known accident risk concentration

Accidental death

Permanent disability

Disability 10 years

Disability 12 months

Medical treatment

Average sum insured

(cont.)

C1310

C1320

C1330

C1340

C1350

C1360

Republic of Austria

R3700

Kingdom of Belgium

R3710

Republic of Bulgaria

R3720

Republic of Croatia

R3730

Republic of Cyprus

R3740

Czech Republic

R3750

Kingdom of Denmark

R3760

Republic of Estonia

R3770

Republic of Finland

R3780

French Republic

R3790

Hellenic Republic

R3800

Federal Republic of Germany

R3810

Republic of Hungary

R3820

Republic of Iceland

R3830

Ireland

R3840

Italian Republic

R3850

Republic of Latvia

R3860

Republic of Lithuania

R3870

Grand Duchy of Luxemburg

R3880

Republic of Malta

R3890

Kingdom of the Netherlands

R3900

Kingdom of Norway

R3910

Republic of Poland

R3920

Portuguese Republic

R3930

Romania

R3940

Slovak Republic

R3950

Republic of Slovenia

R3960

Kingdom of Spain

R3970

Kingdom of Sweden

R3980

Swiss Confederation

R3990

United Kingdom of Great Britain and Northern Ireland

R4000

Health Catastrophe risk — Concentration accident

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C1370

C1380

C1390

C1400

Republic of Austria

R3700

Kingdom of Belgium

R3710

Republic of Bulgaria

R3720

Republic of Croatia

R3730

Republic of Cyprus

R3740

Czech Republic

R3750

Kingdom of Denmark

R3760

Republic of Estonia

R3770

Republic of Finland

R3780

French Republic

R3790

Hellenic Republic

R3800

Federal Republic of Germany

R3810

Republic of Hungary

R3820

Republic of Iceland

R3830

Ireland

R3840

Italian Republic

R3850

Republic of Latvia

R3860

Republic of Lithuania

R3870

Grand Duchy of Luxemburg

R3880

Republic of Malta

R3890

Kingdom of the Netherlands

R3900

Kingdom of Norway

R3910

Republic of Poland

R3920

Portuguese Republic

R3930

Romania

R3940

Slovak Republic

R3950

Republic of Slovenia

R3960

Kingdom of Spain

R3970

Kingdom of Sweden

R3980

Swiss Confederation

R3990

United Kingdom of Great Britain and Northern Ireland

R4000

Health Catastrophe risk — Concentration accident

Largest known accident risk concentration

Accidental death

Permanent disability

Disability 10 years

Disability 12 months

Medical treatment

Average sum insured

(cont.)

C1310

C1320

C1330

C1340

C1350

C1360

Other countries to be considered in the Concentration accident

C1410

Country 1

R4010

…

Health Catastrophe risk — Concentration accident

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C1370

C1380

C1390

C1400

Other countries to be considered in the Concentration accident

C1410

Country 1

R4010

…

Health Catastrophe risk — Concentration accident

Largest known accident risk concentration

Accidental death

Permanent disability

Disability 10 years

Disability 12 months

Medical treatment

Average sum insured

(cont.)

C1310

C1320

C1330

C1340

C1350

C1360

Total Concentration accident all countries before diversification

R4020

Diversification effect between countries

R4030

Total Concentration accident all countries after diversification

R4040

Health Catastrophe risk — Concentration accident

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C1370

C1380

C1390

C1400

Total Concentration accident all countries before diversification

R4020

Diversification effect between countries

R4030

Total Concentration accident all countries after diversification

R4040

Health Catastrophe risk — Pandemic

Income protection

Medical expense

Number of insured people

Total pandemic exposure

Number of insured persons

Unit claim cost hospitalisation

Ratio of insured persons using hospitalisation

Unit claim cost medical practitioner

(cont.)

C1420

C1430

C1440

C1450

C1460

C1470

Republic of Austria

R4100

Kingdom of Belgium

R4110

Republic of Bulgaria

R4120

Republic of Croatia

R4130

Republic of Cyprus

R4140

Czech Republic

R4150

Kingdom of Denmark

R4160

Republic of Estonia

R4170

Republic of Finland

R4180

French Republic

R4190

Hellenic Republic

R4200

Federal Republic of Germany

R4210

Republic of Hungary

R4220

Republic of Iceland

R4230

Ireland

R4240

Italian Republic

R4250

Republic of Latvia

R4260

Republic of Lithuania

R4270

Grand Duchy of Luxemburg

R4280

Republic of Malta

R4290

Kingdom of the Netherlands

R4300

Kingdom of Norway

R4310

Republic of Poland

R4320

Portuguese Republic

R4330

Romania

R4340

Slovak Republic

R4350

Republic of Slovenia

R4360

Kingdom of Spain

R4370

Kingdom of Sweden

R4380

Swiss Confederation

R4390

United Kingdom of Great Britain and Northern Ireland

R4400

Health Catastrophe risk — Pandemic

Medical expense

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

Ratio of insured persons using medical practitioner

Unit claim cost no formal medical care

Ratio of insured persons using no formal medical care

C1480

C1490

C1500

C1510

C1520

C1530

C1540

Republic of Austria

R4100

Kingdom of Belgium

R4110

Republic of Bulgaria

R4120

Republic of Croatia

R4130

Republic of Cyprus

R4140

Czech Republic

R4150

Kingdom of Denmark

R4160

Republic of Estonia

R4170

Republic of Finland

R4180

French Republic

R4190

Hellenic Republic

R4200

Federal Republic of Germany

R4210

Republic of Hungary

R4220

Republic of Iceland

R4230

Ireland

R4240

Italian Republic

R4250

Republic of Latvia

R4260

Republic of Lithuania

R4270

Grand Duchy of Luxemburg

R4280

Republic of Malta

R4290

Kingdom of the Netherlands

R4300

Kingdom of Norway

R4310

Republic of Poland

R4320

Portuguese Republic

R4330

Romania

R4340

Slovak Republic

R4350

Republic of Slovenia

R4360

Kingdom of Spain

R4370

Kingdom of Sweden

R4380

Swiss Confederation

R4390

United Kingdom of Great Britain and Northern Ireland

R4400

Income protection

Medical expense

Health Catastrophe risk — Pandemic

Number of insured people

Total pandemic exposure

Number of insured persons

Unit claim cost hospitalisation

Ratio of insured persons using hospitalisation

Unit claim cost medical practitioner

(cont.)

C1420

C1430

C1440

C1450

C1460

C1470

Other countries to be considered in the Pandemic

C1550

Country 1

R4410

…

Total Pandemic all countries

R4420

Medical expense

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

Health Catastrophe risk — Pandemic

Ratio of insured persons using medical practitioner

Unit claim cost no formal medical care

Ratio of insured persons using no formal medical care

C1480

C1490

C1500

C1510

C1520

C1530

C1540

Other countries to be considered in the Pandemic

C1550

Country 1

R4410

…

Total Pandemic all countries

R4420

S.27.01.04

Solvency Capital Requirement — Non-life and Health catastrophe risk

Non-life and Health catastrophe risk — Summary

SCR before risk mitigation

Total risk mitigation

SCR after risk mitigation

C0010

C0020

C0030

Non-life catastrophe risk — Summary

Natural catastrophe risk

R0010

Windstorm

R0020

Earthquake

R0030

Flood

R0040

Hail

R0050

Subsidence

R0060

Diversification between perils

R0070

Catastrophe risk non-proportional property reinsurance

R0080

Man-made catastrophe risk

R0090

Motor vehicle liability

R0100

Marine

R0110

Aviation

R0120

Fire

R0130

Liability

R0140

Credit & Suretyship

R0150

Diversification between perils

R0160

Other non-life catastrophe risk

R0170

Diversification between perils

R0180

Total Non-life catastrophe risk before diversification

R0190

Diversification between sub-modules

R0200

Total Non-life catastrophe risk after diversification

R0210

Health catastrophe risk — Summary

Health catastrophe risk

R0300

Mass accident

R0310

Accident concentration

R0320

Pandemic

R0330

Diversification between sub-modules

R0340

Natural Catastrophe risk — Windstorm

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0040

C0050

C0060

C0070

C0080

C0090

Republic of Austria

R0400

Kingdom of Belgium

R0410

Czech Republic

R0420

Swiss Confederation; Principality of Lichtenstein

R0430

Kingdom of Denmark

R0440

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0450

Federal Republic of Germany

R0460

Republic of Iceland

R0470

Ireland

R0480

Grand Duchy of Luxemburg

R0490

Kingdom of the Netherlands

R0500

Kingdom of Norway

R0510

Republic of Poland

R0520

Kingdom of Spain

R0530

Kingdom of Sweden

R0540

United Kingdom of Great Britain and Northern Ireland

R0550

Guadeloupe

R0560

Martinique

R0570

Collectivity of Saint Martin

R0580

Réunion

R0590

Total Windstorm specified Regions before diversification

◄

R0600

Northern Europe

R0610

Western Europe

R0620

Eastern Europe

R0630

Southern Europe

R0640

Central and Western Asia

R0650

Eastern Asia

R0660

South and South-Eastern Asia

R0670

Oceania

R0680

Northern Africa

R0690

Southern Africa

R0700

Northern America excluding the United States of America

R0710

Natural Catastrophe risk — Windstorm

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0100

C0110

C0120

Republic of Austria

R0400

Kingdom of Belgium

R0410

Czech Republic

R0420

Swiss Confederation; Principality of Lichtenstein

R0430

Kingdom of Denmark

R0440

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0450

Federal Republic of Germany

R0460

Republic of Iceland

R0470

Ireland

R0480

Grand Duchy of Luxemburg

R0490

Kingdom of the Netherlands

R0500

Kingdom of Norway

R0510

Republic of Poland

R0520

Kingdom of Spain

R0530

Kingdom of Sweden

R0540

United Kingdom of Great Britain and Northern Ireland

R0550

Guadeloupe

R0560

Martinique

R0570

Collectivity of Saint Martin

R0580

Réunion

R0590

Total Windstorm specified Regions before diversification

◄

R0600

Northern Europe

R0610

Western Europe

R0620

Eastern Europe

R0630

Southern Europe

R0640

Central and Western Asia

R0650

Eastern Asia

R0660

South and South-Eastern Asia

R0670

Oceania

R0680

Northern Africa

R0690

Southern Africa

R0700

Northern America excluding the United States of America

R0710

Natural Catastrophe risk — Windstorm

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0040

C0050

C0060

C0070

C0080

C0090

Caribbean and Central America

R0720

Eastern South America

R0730

Northern, southern and western South America

R0740

North-east United States of America

R0750

South-east United States of America

R0760

Mid-west United States of America

R0770

Western United States of America

R0780

Total Windstorm Other Regions before diversifications

R0790

Total Windstorm all Regions before diversification

R0800

Diversification effect between regions

R0810

Total Windstorm after diversification

R0820

Natural Catastrophe risk — Windstorm

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0100

C0110

C0120

Caribbean and Central America

R0720

Eastern South America

R0730

Northern, southern and western South America

R0740

North-east United States of America

R0750

South-east United States of America

R0760

Mid-west United States of America

R0770

Western United States of America

R0780

Total Windstorm Other Regions before diversifications

R0790

Total Windstorm all Regions before diversification

R0800

Diversification effect between regions

R0810

Total Windstorm after diversification

R0820

Natural Catastrophe risk — Earthquake

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

(cont.)

C0130

C0140

C0150

C0160

C0170

C0180

Republic of Austria

R0830

Kingdom of Belgium

R0840

Republic of Bulgaria

R0850

Republic of Croatia

R0860

Republic of Cyprus

R0870

Czech Republic

R0880

Swiss Confederation; Principality of Lichtenstein

R0890

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0900

Federal Republic of Germany

R0910

Hellenic Republic

R0920

Republic of Hungary

R0930

Italian Republic; Republic of San Marino; Vatican City State

R0940

Republic of Malta

R0950

Portuguese Republic

R0960

Romania

R0970

Slovak Republic

R0980

Republic of Slovenia

R0990

Guadeloupe

R1000

Martinique

R1010

Collectivity of Saint Martin

R1020

Total Earthquake specified Regions before diversification

◄

R1030

Northern Europe

R1040

Western Europe

R1050

Eastern Europe

R1060

Southern Europe

R1070

Central and Western Asia

R1080

Eastern Asia

R1090

South and South-Eastern Asia

R1100

Oceania

R1110

Northern Africa

R1120

Southern Africa

R1130

Northern America excluding the United States of America

R1140

Natural Catastrophe risk — Earthquake

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0190

C0200

Republic of Austria

R0830

Kingdom of Belgium

R0840

Republic of Bulgaria

R0850

Republic of Croatia

R0860

Republic of Cyprus

R0870

Czech Republic

R0880

Swiss Confederation; Principality of Lichtenstein

R0890

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0900

Federal Republic of Germany

R0910

Hellenic Republic

R0920

Republic of Hungary

R0930

Italian Republic; Republic of San Marino; Vatican City State

R0940

Republic of Malta

R0950

Portuguese Republic

R0960

Romania

R0970

Slovak Republic

R0980

Republic of Slovenia

R0990

Guadeloupe

R1000

Martinique

R1010

Collectivity of Saint Martin

R1020

Total Earthquake specified Regions before diversification

◄

R1030

Northern Europe

R1040

Western Europe

R1050

Eastern Europe

R1060

Southern Europe

R1070

Central and Western Asia

R1080

Eastern Asia

R1090

South and South-Eastern Asia

R1100

Oceania

R1110

Northern Africa

R1120

Southern Africa

R1130

Northern America excluding the United States of America

R1140

Natural Catastrophe risk — Earthquake

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

(cont.)

C0130

C0140

C0150

C0160

C0170

C0180

Caribbean and Central America

R1150

Eastern South America

R1160

Northern, southern and western South America

R1170

North-east United States of America

R1180

South-east United States of America

R1190

Mid-west United States of America

R1200

Western United States of America

R1210

Total Earthquake Other Regions before diversifications

R1220

Total Earthquake all Regions before diversification

R1230

Diversification effect between regions

R1240

Total Earthquake after diversification

R1250

Natural Catastrophe risk — Earthquake

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0190

C0200

Caribbean and Central America

R1150

Eastern South America

R1160

Northern, southern and western South America

R1170

North-east United States of America

R1180

South-east United States of America

R1190

Mid-west United States of America

R1200

Western United States of America

R1210

Total Earthquake Other Regions before diversifications

R1220

Total Earthquake all Regions before diversification

R1230

Diversification effect between regions

R1240

Total Earthquake after diversification

R1250

Natural Catastrophe risk — Flood

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0210

C0220

C0230

C0240

C0250

C0260

Republic of Austria

R1260

Kingdom of Belgium

R1270

Republic of Bulgaria

R1280

Czech Republic

R1290

Swiss Confederation; Principality of Lichtenstein

R1300

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1310

Federal Republic of Germany

R1320

Republic of Hungary

R1330

Italian Republic; Republic of San Marino; Vatican City State

R1340

Republic of Poland

R1350

Romania

R1360

Slovak Republic

R1370

Republic of Slovenia

R1380

United Kingdom of Great Britain and Northern Ireland

R1390

Total Flood specified Regions before diversification

◄

R1400

Northern Europe

R1410

Western Europe

R1420

Eastern Europe

R1430

Southern Europe

R1440

Central and Western Asia

R1450

Eastern Asia

R1460

South and South-Eastern Asia

R1470

Oceania

R1480

Northern Africa

R1490

Southern Africa

R1500

Northern America excluding the United States of America

R1510

Caribbean and Central America

R1520

Eastern South America

R1530

Northern, southern and western South America

R1540

North-east United States of America

R1550

South-east United States of America

R1560

Mid-west United States of America

R1570

Natural Catastrophe risk — Flood

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0270

C0280

C0290

Republic of Austria

R1260

Kingdom of Belgium

R1270

Republic of Bulgaria

R1280

Czech Republic

R1290

Swiss Confederation; Principality of Lichtenstein

R1300

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1310

Federal Republic of Germany

R1320

Republic of Hungary

R1330

Italian Republic; Republic of San Marino; Vatican City State

R1340

Republic of Poland

R1350

Romania

R1360

Slovak Republic

R1370

Republic of Slovenia

R1380

United Kingdom of Great Britain and Northern Ireland

R1390

Total Flood specified Regions before diversification

◄

R1400

Northern Europe

R1410

Western Europe

R1420

Eastern Europe

R1430

Southern Europe

R1440

Central and Western Asia

R1450

Eastern Asia

R1460

South and South-Eastern Asia

R1470

Oceania

R1480

Northern Africa

R1490

Southern Africa

R1500

Northern America excluding the United States of America

R1510

Caribbean and Central America

R1520

Eastern South America

R1530

Northern, southern and western South America

R1540

North-east United States of America

R1550

South-east United States of America

R1560

Mid-west United States of America

R1570

Natural Catastrophe risk — Flood

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0210

C0220

C0230

C0240

C0250

C0260

Western United States of America

R1580

Total Flood Other Regions before diversifications

R1590

Total Flood all Regions before diversification

R1600

Diversification effect between regions

R1610

Total Flood after diversification

R1620

Natural Catastrophe risk — Flood

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0270

C0280

C0290

Western United States of America

R1580

Total Flood Other Regions before diversifications

R1590

Total Flood all Regions before diversification

R1600

Diversification effect between regions

R1610

Total Flood after diversification

R1620

Natural Catastrophe risk — Hail

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0300

C0310

C0320

C0330

C0340

C0350

Republic of Austria

R1630

Kingdom of Belgium

R1640

Swiss Confederation; Principality of Lichtenstein

R1650

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1660

Federal Republic of Germany

R1670

Italian Republic; Republic of San Marino; Vatican City State

R1680

Grand Duchy of Luxemburg

R1690

Kingdom of the Netherlands

R1700

Kingdom of Spain

R1710

Total Hail specified Regions before diversification

◄

R1720

Northern Europe

R1730

Western Europe

R1740

Eastern Europe

R1750

Southern Europe

R1760

Central and Western Asia

R1770

Eastern Asia

R1780

South and South-Eastern Asia

R1790

Oceania

R1800

Northern Africa

R1810

Southern Africa

R1820

Northern America excluding the United States of America

R1830

Caribbean and Central America

R1840

Eastern South America

R1850

Northern, southern and western South America

R1860

North-east United States of America

R1870

South-east United States of America

R1880

Mid-west United States of America

R1890

Western United States of America

R1900

Total Hail Other Regions before diversifications

R1910

Total Hail all Regions before diversification

R1920

Diversification effect between regions

R1930

Total Hail after diversification

R1940

Natural Catastrophe risk — Hail

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0360

C0370

C0380

Republic of Austria

R1630

Kingdom of Belgium

R1640

Swiss Confederation; Principality of Lichtenstein

R1650

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1660

Federal Republic of Germany

R1670

Italian Republic; Republic of San Marino; Vatican City State

R1680

Grand Duchy of Luxemburg

R1690

Kingdom of the Netherlands

R1700

Kingdom of Spain

R1710

Total Hail specified Regions before diversification

◄

R1720

Northern Europe

R1730

Western Europe

R1740

Eastern Europe

R1750

Southern Europe

R1760

Central and Western Asia

R1770

Eastern Asia

R1780

South and South-Eastern Asia

R1790

Oceania

R1800

Northern Africa

R1810

Southern Africa

R1820

Northern America excluding the United States of America

R1830

Caribbean and Central America

R1840

Eastern South America

R1850

Northern, southern and western South America

R1860

North-east United States of America

R1870

South-east United States of America

R1880

Mid-west United States of America

R1890

Western United States of America

R1900

Total Hail Other Regions before diversifications

R1910

Total Hail all Regions before diversification

R1920

Diversification effect between regions

R1930

Total Hail after diversification

R1940

Natural Catastrophe risk -Subsidence

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

C0390

C0400

C0410

C0420

C0430

C0440

Total Subsidence before diversification

R1950

Diversification effect between zones

R1960

Total Subsidence after diversification

R1970

Natural Catastrophe risk -Subsidence

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0450

C0460

Total Subsidence before diversification

R1950

Diversification effect between zones

R1960

Total Subsidence after diversification

R1970

Catastrophe risk — Non-proportional property reinsurance

Estimation of the premiums to be earned

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0470

C0480

C0490

C0500

C0510

Non-proportional property reinsurance

R2000

Man made catastrophe risk — Motor Vehicle Liability

Number of vehicles policy limit above 24M€

Number of vehicles policy limit below or equal to 24M€

Catastrophe Risk Charge Motor Vehicle Liability before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Motor Vehicle Liability after risk mitigation

C0520

C0530

C0540

C0550

C0560

C0570

Motor Vehicle Liability

R2100

Man made catastrophe risk — Marine Tanker Collision

Catastrophe Risk Charge Share marine hull in tanker t before risk mitigation

Catastrophe Risk Charge Share marine liability in tanker t before risk mitigation

Catastrophe Risk Charge Share marine oil pollution liability in tanker t before risk mitigation

Catastrophe Risk Charge Marine Tanker Collision before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

(cont.)

C0580

C0590

C0600

C0610

C0620

C0630

Marine Tanker Collision

R2200

Man made catastrophe risk — Marine Tanker Collision

Catastrophe Risk Charge Marine Tanker Collision after risk mitigation

Name vessel

C0640

C0650

Marine Tanker Collision

R2200

Man made catastrophe risk — Marine Platform Explosion

Catastrophe Risk Charge Property damage before risk mitigation

Catastrophe Risk Charge Removal of wreckage before risk mitigation

Catastrophe Risk Charge Loss of production income before risk mitigation

Catastrophe Risk Charge Capping of the well or making the well secure before risk mitigation

Catastrophe Risk Charge Liability insurance and reinsurance obligations before risk mitigation

Catastrophe Risk Charge Marine Platform Explosion before risk mitigation

(cont.)

C0660

C0670

C0680

C0690

C0700

C0710

Marine Platform Explosion

R2300

Man made catastrophe risk — Marine Platform Explosion

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Marine Platform Explosion after risk mitigation

Name platform

C0720

C0730

C0740

C0750

Marine Platform Explosion

R2300

Man made catastrophe risk — Marine

Catastrophe Risk Charge Marine before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Marine after risk mitigation

C0760

C0770

C0780

Total before diversification

R2400

Diversification between type of event

R2410

▼M1

Total after diversification

R2420

▼B

Man made catastrophe risk — Aviation

Catastrophe risk Charge Aviation hull before risk mitigation

Catastrophe risk Charge Aviation liability before risk mitigation

Catastrophe Risk Charge Aviation before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Aviation after risk mitigation

C0790

C0800

C0810

C0820

C0830

C0840

Gross Catastrophe Risk Charge Aviation

R2500

Man made catastrophe risk — Fire

Catastrophe Risk Charge Fire before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Fire after risk mitigation

C0850

C0860

C0870

C0880

Fire

R2600

Man made catastrophe risk — Liability

Earned premium following 12 months

Largest liability limit provided

Number of claims

Catastrophe Risk Charge Liability before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Liability after risk mitigation

C0890

C0900

C0910

C0920

C0930

C0940

C0950

Professional malpractice liability

R2700

Employers liability

R2710

Directors and officers liability

R2720

Other liability

R2730

Non-proportional reinsurance

R2740

Total

R2750

Man made catastrophe risk — Liability

Catastrophe Risk Charge Liability before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Liability after risk mitigation

C0960

C0970

C0980

Total before diversification

R2800

Diversification between type of cover

R2810

▼M1

Total after diversification

R2820

▼B

Man made catastrophe risk — Credit & Suretyship — Large Credit Default

Exposure (individual or group)

Proportion of damage caused by scenario

Catastrophe Risk Charge Credit & Surety before risk mitigation — Large Credit Default

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Credit & Surety after risk mitigation — Large Credit Default

C0990

C1000

C1010

C1020

C1030

C1040

Largest exposure 1

R2900

Largest exposure 2

R2910

Total

R2920

Man made catastrophe risk — Credit & Suretyship — Recession Risk

Earned premium following 12 months

Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Recession Risk

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Recession Risk

C1050

C1060

C1070

C1080

C1090

Total

R3000

Man made catastrophe risk — Credit & Suretyship

Catastrophe Risk Charge Credit & Suretyship before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Credit & Suretyship after risk mitigation

C1100

C1110

C1120

Total before diversification

R3100

Diversification between type of event

R3110

▼M1

Total after diversification

R3120

▼B

Other non-life catastrophe risk

Estimation of the gross premiums to be earned

Catastrophe Risk Charge Other non-life catastrophe risk before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Other non-life catastrophe risk after risk mitigation

C1130

C1140

C1150

C1160

MAT other than Marine and Aviation

R3200

Non-proportional MAT reinsurance other than Marine and Aviation

R3210

Miscellaneous financial loss

R3220

Non-proportional Casualty reinsurance other than General liability

R3230

Non-proportional Credit & Surety reinsurance

R3240

Total before diversification

R3250

▼M1

Diversification between groups of obligations

R3260

Total after diversification

R3270

▼B

Accidental death

Permanent disability

Disability 10 years

Health Catastrophe risk — Mass accident

Policyholders

Total value of benefits payable

Policyholders

Total value of benefits payable

Policyholders

Total value of benefits payable

(cont.)

C1170

C1180

C1190

C1200

C1210

C1220

Republic of Austria

R3300

Kingdom of Belgium

R3310

Republic of Bulgaria

R3320

Republic of Croatia

R3330

Republic of Cyprus

R3340

Czech Republic

R3350

Kingdom of Denmark

R3360

Republic of Estonia

R3370

Republic of Finland

R3380

French Republic; Principality of Monaco; Principality of Andorra

R3390

Hellenic Republic

R3400

Federal Republic of Germany

R3410

Republic of Hungary

R3420

Republic of Iceland

R3430

Ireland

R3440

Italian Republic; Republic of San Marino; Vatican City State

R3450

Republic of Latvia

R3460

Republic of Lithuania

R3470

Grand Duchy of Luxemburg

R3480

Republic of Malta

R3490

Kingdom of the Netherlands

R3500

Kingdom of Norway

R3510

Republic of Poland

R3520

Portuguese Republic

R3530

Romania

R3540

Slovak Republic

R3550

Republic of Slovenia

R3560

Kingdom of Spain

R3570

Kingdom of Sweden

R3580

Swiss Confederation

R3590

United Kingdom of Great Britain and Northern Ireland

R3600

Total Mass accident all countries before diversification

R3610

Diversification effect between countries

R3620

Total Mass accident all countries after diversification

R3630

Disability 12 months

Medical treatment

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Health Catastrophe risk — Mass accident

Policyholders

Total value of benefits payable

Policyholders

Total value of benefits payable

(cont.)

C1230

C1240

C1250

C1260

C1270

C1280

Republic of Austria

R3300

Kingdom of Belgium

R3310

Republic of Bulgaria

R3320

Republic of Croatia

R3330

Republic of Cyprus

R3340

Czech Republic

R3350

Kingdom of Denmark

R3360

Republic of Estonia

R3370

Republic of Finland

R3380

French Republic; Principality of Monaco; Principality of Andorra

R3390

Hellenic Republic

R3400

Federal Republic of Germany

R3410

Republic of Hungary

R3420

Republic of Iceland

R3430

Ireland

R3440

Italian Republic; Republic of San Marino; Vatican City State

R3450

Republic of Latvia

R3460

Republic of Lithuania

R3470

Grand Duchy of Luxemburg

R3480

Republic of Malta

R3490

Kingdom of the Netherlands

R3500

Kingdom of Norway

R3510

Republic of Poland

R3520

Portuguese Republic

R3530

Romania

R3540

Slovak Republic

R3550

Republic of Slovenia

R3560

Kingdom of Spain

R3570

Kingdom of Sweden

R3580

Swiss Confederation

R3590

United Kingdom of Great Britain and Northern Ireland

R3600

Total Mass accident all countries before diversification

R3610

Diversification effect between countries

R3620

Total Mass accident all countries after diversification

R3630

Health Catastrophe risk — Mass accident

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C1290

C1300

Republic of Austria

R3300

Kingdom of Belgium

R3310

Republic of Bulgaria

R3320

Republic of Croatia

R3330

Republic of Cyprus

R3340

Czech Republic

R3350

Kingdom of Denmark

R3360

Republic of Estonia

R3370

Republic of Finland

R3380

French Republic; Principality of Monaco; Principality of Andorra

R3390

Hellenic Republic

R3400

Federal Republic of Germany

R3410

Republic of Hungary

R3420

Republic of Iceland

R3430

Ireland

R3440

Italian Republic; Republic of San Marino; Vatican City State

R3450

Republic of Latvia

R3460

Republic of Lithuania

R3470

Grand Duchy of Luxemburg

R3480

Republic of Malta

R3490

Kingdom of the Netherlands

R3500

Kingdom of Norway

R3510

Republic of Poland

R3520

Portuguese Republic

R3530

Romania

R3540

Slovak Republic

R3550

Republic of Slovenia

R3560

Kingdom of Spain

R3570

Kingdom of Sweden

R3580

Swiss Confederation

R3590

United Kingdom of Great Britain and Northern Ireland

R3600

Total Mass accident all countries before diversification

R3610

Diversification effect between countries

R3620

Total Mass accident all countries after diversification

R3630

Health Catastrophe risk — Concentration accident

Largest known accident risk concentration

Accidental death

Permanent disability

Disability 10 years

Disability 12 months

Medical treatment

Average sum insured

(cont.)

C1310

C1320

C1330

C1340

C1350

C1360

Republic of Austria

R3700

Kingdom of Belgium

R3710

Republic of Bulgaria

R3720

Republic of Croatia

R3730

Republic of Cyprus

R3740

Czech Republic

R3750

Kingdom of Denmark

R3760

Republic of Estonia

R3770

Republic of Finland

R3780

French Republic

R3790

Hellenic Republic

R3800

Federal Republic of Germany

R3810

Republic of Hungary

R3820

Republic of Iceland

R3830

Ireland

R3840

Italian Republic

R3850

Republic of Latvia

R3860

Republic of Lithuania

R3870

Grand Duchy of Luxemburg

R3880

Republic of Malta

R3890

Kingdom of the Netherlands

R3900

Kingdom of Norway

R3910

Republic of Poland

R3920

Portuguese Republic

R3930

Romania

R3940

Slovak Republic

R3950

Republic of Slovenia

R3960

Kingdom of Spain

R3970

Kingdom of Sweden

R3980

Swiss Confederation

R3990

United Kingdom of Great Britain and Northern Ireland

R4000

Health Catastrophe risk — Concentration accident

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C1370

C1380

C1390

C1400

Republic of Austria

R3700

Kingdom of Belgium

R3710

Republic of Bulgaria

R3720

Republic of Croatia

R3730

Republic of Cyprus

R3740

Czech Republic

R3750

Kingdom of Denmark

R3760

Republic of Estonia

R3770

Republic of Finland

R3780

French Republic

R3790

Hellenic Republic

R3800

Federal Republic of Germany

R3810

Republic of Hungary

R3820

Republic of Iceland

R3830

Ireland

R3840

Italian Republic

R3850

Republic of Latvia

R3860

Republic of Lithuania

R3870

Grand Duchy of Luxemburg

R3880

Republic of Malta

R3890

Kingdom of the Netherlands

R3900

Kingdom of Norway

R3910

Republic of Poland

R3920

Portuguese Republic

R3930

Romania

R3940

Slovak Republic

R3950

Republic of Slovenia

R3960

Kingdom of Spain

R3970

Kingdom of Sweden

R3980

Swiss Confederation

R3990

United Kingdom of Great Britain and Northern Ireland

R4000

Health Catastrophe risk — Concentration accident

Largest known accident risk concentration

Accidental death

Permanent disability

Disability 10 years

Disability 12 months

Medical treatment

Average sum insured

(cont.)

C1310

C1320

C1330

C1340

C1350

C1360

Other countries to be considered in the Concentration accident

C1410

Country 1

R4010

…

Health Catastrophe risk — Concentration accident

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C1370

C1380

C1390

C1400

Other countries to be considered in the Concentration accident

C1410

Country 1

R4010

…

Health Catastrophe risk — Concentration accident

Largest known accident risk concentration

Accidental death

Permanent disability

Disability 10 years

Disability 12 months

Medical treatment

Average sum insured

(cont.)

C1310

C1320

C1330

C1340

C1350

C1360

Total Concentration accident all countries before diversification

R4020

Diversification effect between countries

R4030

Total Concentration accident all countries after diversification

R4040

Health Catastrophe risk — Concentration accident

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C1370

C1380

C1390

C1400

Total Concentration accident all countries before diversification

R4020

Diversification effect between countries

R4030

Total Concentration accident all countries after diversification

R4040

Health Catastrophe risk — Pandemic

Income protection

Medical expense

Number of insured people

Total pandemic exposure

Number of insured persons

Unit claim cost hospitalisation

Ratio of insured persons using hospitalisation

Unit claim cost medical practitioner

(cont.)

C1420

C1430

C1440

C1450

C1460

C1470

Republic of Austria

R4100

Kingdom of Belgium

R4110

Republic of Bulgaria

R4120

Republic of Croatia

R4130

Republic of Cyprus

R4140

Czech Republic

R4150

Kingdom of Denmark

R4160

Republic of Estonia

R4170

Republic of Finland

R4180

French Republic

R4190

Hellenic Republic

R4200

Federal Republic of Germany

R4210

Republic of Hungary

R4220

Republic of Iceland

R4230

Ireland

R4240

Italian Republic

R4250

Republic of Latvia

R4260

Republic of Lithuania

R4270

Grand Duchy of Luxemburg

R4280

Republic of Malta

R4290

Kingdom of the Netherlands

R4300

Kingdom of Norway

R4310

Republic of Poland

R4320

Portuguese Republic

R4330

Romania

R4340

Slovak Republic

R4350

Republic of Slovenia

R4360

Kingdom of Spain

R4370

Kingdom of Sweden

R4380

Swiss Confederation

R4390

United Kingdom of Great Britain and Northern Ireland

R4400

Health Catastrophe risk — Pandemic

Medical expense

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

Ratio of insured persons using medical practitioner

Unit claim cost no formal medical care

Ratio of insured persons using no formal medical care

C1480

C1490

C1500

C1510

C1520

C1530

C1540

Republic of Austria

R4100

Kingdom of Belgium

R4110

Republic of Bulgaria

R4120

Republic of Croatia

R4130

Republic of Cyprus

R4140

Czech Republic

R4150

Kingdom of Denmark

R4160

Republic of Estonia

R4170

Republic of Finland

R4180

French Republic

R4190

Hellenic Republic

R4200

Federal Republic of Germany

R4210

Republic of Hungary

R4220

Republic of Iceland

R4230

Ireland

R4240

Italian Republic

R4250

Republic of Latvia

R4260

Republic of Lithuania

R4270

Grand Duchy of Luxemburg

R4280

Republic of Malta

R4290

Kingdom of the Netherlands

R4300

Kingdom of Norway

R4310

Republic of Poland

R4320

Portuguese Republic

R4330

Romania

R4340

Slovak Republic

R4350

Republic of Slovenia

R4360

Kingdom of Spain

R4370

Kingdom of Sweden

R4380

Swiss Confederation

R4390

United Kingdom of Great Britain and Northern Ireland

R4400

Income protection

Medical expense

Health Catastrophe risk — Pandemic

Number of insured people

Total pandemic exposure

Number of insured persons

Unit claim cost hospitalisation

Ratio of insured persons using hospitalisation

Unit claim cost medical practitioner

(cont.)

C1420

C1430

C1440

C1450

C1460

C1470

Other countries to be considered in the Pandemic

C1550

Country 1

R4410

…

Total Pandemic all countries

R4420

Medical expense

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

Health Catastrophe risk — Pandemic

Ratio of insured persons using medical practitioner

Unit claim cost no formal medical care

Ratio of insured persons using no formal medical care

C1480

C1490

C1500

C1510

C1520

C1530

C1540

Other countries to be considered in the Pandemic

C1550

Country 1

R4410

…

Total Pandemic all countries

R4420

SR.27.01.01

Solvency Capital Requirement — Non-life and Health catastrophe risk

▼M1 —————

▼B

Ring Fenced Fund/Matching adjustment portfolio or remaining part

Z0020

Fund/Portfolio number

Z0030

Non-life and Health catastrophe risk — Summary

SCR before risk mitigation

Total risk mitigation

SCR after risk mitigation

C0010

C0020

C0030

Non-life catastrophe risk — Summary

Natural catastrophe risk

R0010

Windstorm

R0020

Earthquake

R0030

Flood

R0040

Hail

R0050

Subsidence

R0060

Diversification between perils

R0070

Catastrophe risk non-proportional property reinsurance

R0080

Man-made catastrophe risk

R0090

Motor vehicle liability

R0100

Marine

R0110

Aviation

R0120

Fire

R0130

Liability

R0140

Credit & Suretyship

R0150

Diversification between perils

R0160

Other non-life catastrophe risk

R0170

Diversification between perils

R0180

Total Non-life catastrophe risk before diversification

R0190

Diversification between sub-modules

R0200

Total Non-life catastrophe risk after diversification

R0210

Health catastrophe risk — Summary

Health catastrophe risk

R0300

Mass accident

R0310

Accident concentration

R0320

Pandemic

R0330

Diversification between sub-modules

R0340

Natural Catastrophe risk — Windstorm

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0040

C0050

C0060

C0070

C0080

C0090

Republic of Austria

R0400

Kingdom of Belgium

R0410

Czech Republic

R0420

Swiss Confederation; Principality of Lichtenstein

R0430

Kingdom of Denmark

R0440

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0450

Federal Republic of Germany

R0460

Republic of Iceland

R0470

Ireland

R0480

Grand Duchy of Luxemburg

R0490

Kingdom of the Netherlands

R0500

Kingdom of Norway

R0510

Republic of Poland

R0520

Kingdom of Spain

R0530

Kingdom of Sweden

R0540

United Kingdom of Great Britain and Northern Ireland

R0550

Guadeloupe

R0560

Martinique

R0570

Collectivity of Saint Martin

R0580

Réunion

R0590

Total Windstorm specified Regions before diversification

◄

R0600

Northern Europe

R0610

Western Europe

R0620

Eastern Europe

R0630

Southern Europe

R0640

Central and Western Asia

R0650

Eastern Asia

R0660

South and South-Eastern Asia

R0670

Oceania

R0680

Northern Africa

R0690

Southern Africa

R0700

Northern America excluding the United States of America

R0710

Natural Catastrophe risk — Windstorm

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0100

C0110

C0120

Republic of Austria

R0400

Kingdom of Belgium

R0410

Czech Republic

R0420

Swiss Confederation; Principality of Lichtenstein

R0430

Kingdom of Denmark

R0440

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0450

Federal Republic of Germany

R0460

Republic of Iceland

R0470

Ireland

R0480

Grand Duchy of Luxemburg

R0490

Kingdom of the Netherlands

R0500

Kingdom of Norway

R0510

Republic of Poland

R0520

Kingdom of Spain

R0530

Kingdom of Sweden

R0540

United Kingdom of Great Britain and Northern Ireland

R0550

Guadeloupe

R0560

Martinique

R0570

Collectivity of Saint Martin

R0580

Réunion

R0590

Total Windstorm specified Regions before diversification

◄

R0600

Northern Europe

R0610

Western Europe

R0620

Eastern Europe

R0630

Southern Europe

R0640

Central and Western Asia

R0650

Eastern Asia

R0660

South and South-Eastern Asia

R0670

Oceania

R0680

Northern Africa

R0690

Southern Africa

R0700

Northern America excluding the United States of America

R0710

Natural Catastrophe risk — Windstorm

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0040

C0050

C0060

C0070

C0080

C0090

Caribbean and Central America

R0720

Eastern South America

R0730

Northern, southern and western South America

R0740

North-east United States of America

R0750

South-east United States of America

R0760

Mid-west United States of America

R0770

Western United States of America

R0780

Total Windstorm Other Regions before diversifications

R0790

Total Windstorm all Regions before diversification

R0800

Diversification effect between regions

R0810

Total Windstorm after diversification

R0820

Natural Catastrophe risk — Windstorm

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0100

C0110

C0120

Caribbean and Central America

R0720

Eastern South America

R0730

Northern, southern and western South America

R0740

North-east United States of America

R0750

South-east United States of America

R0760

Mid-west United States of America

R0770

Western United States of America

R0780

Total Windstorm Other Regions before diversifications

R0790

Total Windstorm all Regions before diversification

R0800

Diversification effect between regions

R0810

Total Windstorm after diversification

R0820

Natural Catastrophe risk — Earthquake

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

(cont.)

C0130

C0140

C0150

C0160

C0170

C0180

Republic of Austria

R0830

Kingdom of Belgium

R0840

Republic of Bulgaria

R0850

Republic of Croatia

R0860

Republic of Cyprus

R0870

Czech Republic

R0880

Swiss Confederation; Principality of Lichtenstein

R0890

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0900

Federal Republic of Germany

R0910

Hellenic Republic

R0920

Republic of Hungary

R0930

Italian Republic; Republic of San Marino; Vatican City State

R0940

Republic of Malta

R0950

Portuguese Republic

R0960

Romania

R0970

Slovak Republic

R0980

Republic of Slovenia

R0990

Guadeloupe

R1000

Martinique

R1010

Collectivity of Saint Martin

R1020

Total Earthquake specified Regions before diversification

◄

R1030

Northern Europe

R1040

Western Europe

R1050

Eastern Europe

R1060

Southern Europe

R1070

Central and Western Asia

R1080

Eastern Asia

R1090

South and South-Eastern Asia

R1100

Oceania

R1110

Northern Africa

R1120

Southern Africa

R1130

Northern America excluding the United States of America

R1140

Natural Catastrophe risk — Earthquake

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0190

C0200

Republic of Austria

R0830

Kingdom of Belgium

R0840

Republic of Bulgaria

R0850

Republic of Croatia

R0860

Republic of Cyprus

R0870

Czech Republic

R0880

Swiss Confederation; Principality of Lichtenstein

R0890

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R0900

Federal Republic of Germany

R0910

Hellenic Republic

R0920

Republic of Hungary

R0930

Italian Republic; Republic of San Marino; Vatican City State

R0940

Republic of Malta

R0950

Portuguese Republic

R0960

Romania

R0970

Slovak Republic

R0980

Republic of Slovenia

R0990

Guadeloupe

R1000

Martinique

R1010

Collectivity of Saint Martin

R1020

Total Earthquake specified Regions before diversification

◄

R1030

Northern Europe

R1040

Western Europe

R1050

Eastern Europe

R1060

Southern Europe

R1070

Central and Western Asia

R1080

Eastern Asia

R1090

South and South-Eastern Asia

R1100

Oceania

R1110

Northern Africa

R1120

Southern Africa

R1130

Northern America excluding the United States of America

R1140

Natural Catastrophe risk — Earthquake

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

(cont.)

C0130

C0140

C0150

C0160

C0170

C0180

Caribbean and Central America

R1150

Eastern South America

R1160

Northern, southern and western South America

R1170

North-east United States of America

R1180

South-east United States of America

R1190

Mid-west United States of America

R1200

Western United States of America

R1210

Total Earthquake Other Regions before diversifications

R1220

Total Earthquake all Regions before diversification

R1230

Diversification effect between regions

R1240

Total Earthquake after diversification

R1250

Natural Catastrophe risk — Earthquake

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0190

C0200

Caribbean and Central America

R1150

Eastern South America

R1160

Northern, southern and western South America

R1170

North-east United States of America

R1180

South-east United States of America

R1190

Mid-west United States of America

R1200

Western United States of America

R1210

Total Earthquake Other Regions before diversifications

R1220

Total Earthquake all Regions before diversification

R1230

Diversification effect between regions

R1240

Total Earthquake after diversification

R1250

Natural Catastrophe risk — Flood

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0210

C0220

C0230

C0240

C0250

C0260

Republic of Austria

R1260

Kingdom of Belgium

R1270

Republic of Bulgaria

R1280

Czech Republic

R1290

Swiss Confederation; Principality of Lichtenstein

R1300

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1310

Federal Republic of Germany

R1320

Republic of Hungary

R1330

Italian Republic; Republic of San Marino; Vatican City State

R1340

Republic of Poland

R1350

Romania

R1360

Slovak Republic

R1370

Republic of Slovenia

R1380

United Kingdom of Great Britain and Northern Ireland

R1390

Total Flood specified Regions before diversification

◄

R1400

Northern Europe

R1410

Western Europe

R1420

Eastern Europe

R1430

Southern Europe

R1440

Central and Western Asia

R1450

Eastern Asia

R1460

South and South-Eastern Asia

R1470

Oceania

R1480

Northern Africa

R1490

Southern Africa

R1500

Northern America excluding the United States of America

R1510

Caribbean and Central America

R1520

Eastern South America

R1530

Northern, southern and western South America

R1540

North-east United States of America

R1550

South-east United States of America

R1560

Mid-west United States of America

R1570

Natural Catastrophe risk — Flood

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0270

C0280

C0290

Republic of Austria

R1260

Kingdom of Belgium

R1270

Republic of Bulgaria

R1280

Czech Republic

R1290

Swiss Confederation; Principality of Lichtenstein

R1300

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1310

Federal Republic of Germany

R1320

Republic of Hungary

R1330

Italian Republic; Republic of San Marino; Vatican City State

R1340

Republic of Poland

R1350

Romania

R1360

Slovak Republic

R1370

Republic of Slovenia

R1380

United Kingdom of Great Britain and Northern Ireland

R1390

Total Flood specified Regions before diversification

◄

R1400

Northern Europe

R1410

Western Europe

R1420

Eastern Europe

R1430

Southern Europe

R1440

Central and Western Asia

R1450

Eastern Asia

R1460

South and South-Eastern Asia

R1470

Oceania

R1480

Northern Africa

R1490

Southern Africa

R1500

Northern America excluding the United States of America

R1510

Caribbean and Central America

R1520

Eastern South America

R1530

Northern, southern and western South America

R1540

North-east United States of America

R1550

South-east United States of America

R1560

Mid-west United States of America

R1570

Natural Catastrophe risk — Flood

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0210

C0220

C0230

C0240

C0250

C0260

Western United States of America

R1580

Total Flood Other Regions before diversifications

R1590

Total Flood all Regions before diversification

R1600

Diversification effect between regions

R1610

Total Flood after diversification

R1620

Natural Catastrophe risk — Flood

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0270

C0280

C0290

Western United States of America

R1580

Total Flood Other Regions before diversifications

R1590

Total Flood all Regions before diversification

R1600

Diversification effect between regions

R1610

Total Flood after diversification

R1620

Natural Catastrophe risk — Hail

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Scenario A or B

Catastrophe Risk Charge before risk mitigation

(cont.)

C0300

C0310

C0320

C0330

C0340

C0350

Republic of Austria

R1630

Kingdom of Belgium

R1640

Swiss Confederation; Principality of Lichtenstein

R1650

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1660

Federal Republic of Germany

R1670

Italian Republic; Republic of San Marino; Vatican City State

R1680

Grand Duchy of Luxemburg

R1690

Kingdom of the Netherlands

R1700

Kingdom of Spain

R1710

Total Hail specified Regions before diversification

◄

R1720

Northern Europe

R1730

Western Europe

R1740

Eastern Europe

R1750

Southern Europe

R1760

Central and Western Asia

R1770

Eastern Asia

R1780

South and South-Eastern Asia

R1790

Oceania

R1800

Northern Africa

R1810

Southern Africa

R1820

Northern America excluding the United States of America

R1830

Caribbean and Central America

R1840

Eastern South America

R1850

Northern, southern and western South America

R1860

North-east United States of America

R1870

South-east United States of America

R1880

Mid-west United States of America

R1890

Western United States of America

R1900

Total Hail Other Regions before diversifications

R1910

Total Hail all Regions before diversification

R1920

Diversification effect between regions

R1930

Total Hail after diversification

R1940

Natural Catastrophe risk — Hail

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0360

C0370

C0380

Republic of Austria

R1630

Kingdom of Belgium

R1640

Swiss Confederation; Principality of Lichtenstein

R1650

French Republic [except Guadeloupe, Martinique, the Collectivity of Saint Martin and Réunion]; Principality of Monaco; Principality of Andorra

R1660

Federal Republic of Germany

R1670

Italian Republic; Republic of San Marino; Vatican City State

R1680

Grand Duchy of Luxemburg

R1690

Kingdom of the Netherlands

R1700

Kingdom of Spain

R1710

Total Hail specified Regions before diversification

◄

R1720

Northern Europe

R1730

Western Europe

R1740

Eastern Europe

R1750

Southern Europe

R1760

Central and Western Asia

R1770

Eastern Asia

R1780

South and South-Eastern Asia

R1790

Oceania

R1800

Northern Africa

R1810

Southern Africa

R1820

Northern America excluding the United States of America

R1830

Caribbean and Central America

R1840

Eastern South America

R1850

Northern, southern and western South America

R1860

North-east United States of America

R1870

South-east United States of America

R1880

Mid-west United States of America

R1890

Western United States of America

R1900

Total Hail Other Regions before diversifications

R1910

Total Hail all Regions before diversification

R1920

Diversification effect between regions

R1930

Total Hail after diversification

R1940

Natural Catastrophe risk -Subsidence

Estimation of the gross premiums to be earned

Exposure

Specified Gross Loss

Catastrophe Risk Charge Factor before risk mitigation

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

C0390

C0400

C0410

C0420

C0430

C0440

Total Subsidence before diversification

R1950

Diversification effect between zones

R1960

Total Subsidence after diversification

R1970

Natural Catastrophe risk -Subsidence

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0450

C0460

Total Subsidence before diversification

R1950

Diversification effect between zones

R1960

Total Subsidence after diversification

R1970

Catastrophe risk — Non-proportional property reinsurance

Estimation of the premiums to be earned

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge after risk mitigation

C0470

C0480

C0490

C0500

C0510

Non-proportional property reinsurance

R2000

Man made catastrophe risk — Motor Vehicle Liability

Number of vehicles policy limit above 24M€

Number of vehicles policy limit below or equal to 24M€

Catastrophe Risk Charge Motor Vehicle Liability before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Motor Vehicle Liability after risk mitigation

C0520

C0530

C0540

C0550

C0560

C0570

Motor Vehicle Liability

R2100

Man made catastrophe risk — Marine Tanker Collision

Catastrophe Risk Charge Share marine hull in tanker t before risk mitigation

Catastrophe Risk Charge Share marine liability in tanker t before risk mitigation

Catastrophe Risk Charge Share marine oil pollution liability in tanker t before risk mitigation

Catastrophe Risk Charge Marine Tanker Collision before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

(cont.)

C0580

C0590

C0600

C0610

C0620

C0630

Marine Tanker Collision

R2200

Man made catastrophe risk — Marine Tanker Collision

Catastrophe Risk Charge Marine Tanker Collision after risk mitigation

Name vessel

C0640

C0650

Marine Tanker Collision

R2200

Man made catastrophe risk — Marine Platform Explosion

Catastrophe Risk Charge Property damage before risk mitigation

Catastrophe Risk Charge Removal of wreckage before risk mitigation

Catastrophe Risk Charge Loss of production income before risk mitigation

Catastrophe Risk Charge Capping of the well or making the well secure before risk mitigation

Catastrophe Risk Charge Liability insurance and reinsurance obligations before risk mitigation

Catastrophe Risk Charge Marine Platform Explosion before risk mitigation

(cont.)

C0660

C0670

C0680

C0690

C0700

C0710

Marine Platform Explosion

R2300

Man made catastrophe risk — Marine Platform Explosion

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Marine Platform Explosion after risk mitigation

Name platform

C0720

C0730

C0740

C0750

Marine Platform Explosion

R2300

Man made catastrophe risk — Marine

Catastrophe Risk Charge Marine before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Marine after risk mitigation

C0760

C0770

C0780

Total before diversification

R2400

Diversification between type of event

R2410

▼M1

Total after diversification

R2420

▼B

Man made catastrophe risk — Aviation

Catastrophe risk Charge Aviation hull before risk mitigation

Catastrophe risk Charge Aviation liability before risk mitigation

Catastrophe Risk Charge Aviation before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Aviation after risk mitigation

C0790

C0800

C0810

C0820

C0830

C0840

Gross Catastrophe Risk Charge Aviation

R2500

Man made catastrophe risk — Fire

Catastrophe Risk Charge Fire before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Fire after risk mitigation

C0850

C0860

C0870

C0880

Fire

R2600

Man made catastrophe risk — Liability

Earned premium following 12 months

Largest liability limit provided

Number of claims

Catastrophe Risk Charge Liability before risk mitigation

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Liability after risk mitigation

C0890

C0900

C0910

C0920

C0930

C0940

C0950

Professional malpractice liability

R2700

Employers liability

R2710

Directors and officers liability

R2720

Other liability

R2730

Non-proportional reinsurance

R2740

Total

R2750

Man made catastrophe risk — Liability

Catastrophe Risk Charge Liability before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Liability after risk mitigation

C0960

C0970

C0980

Total before diversification

R2800

Diversification between type of cover

R2810

▼M1

Total after diversification

R2820

▼B

Man made catastrophe risk — Credit & Suretyship — Large Credit Default

Exposure (individual or group)

Proportion of damage caused by scenario

Catastrophe Risk Charge Credit & Surety before risk mitigation — Large Credit Default

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Credit & Surety after risk mitigation — Large Credit Default

C0990

C1000

C1010

C1020

C1030

C1040

Largest exposure 1

R2900

Largest exposure 2

R2910

Total

R2920

Man made catastrophe risk — Credit & Suretyship — Recession Risk

Earned premium following 12 months

Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Recession Risk

Estimated Risk Mitigation

Estimated Reinstatement Premiums

Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Recession Risk

C1050

C1060

C1070

C1080

C1090

Total

R3000

Man made catastrophe risk — Credit & Suretyship

Catastrophe Risk Charge Credit & Suretyship before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Credit & Suretyship after risk mitigation

C1100

C1110

C1120

Total before diversification

R3100

Diversification between type of event

R3110

▼M1

Total after diversification

R3120

▼B

Other non-life catastrophe risk

Estimation of the gross premiums to be earned

Catastrophe Risk Charge Other non-life catastrophe risk before risk mitigation

Estimated Total Risk Mitigation

Catastrophe Risk Charge Other non-life catastrophe risk after risk mitigation

C1130

C1140

C1150

C1160

MAT other than Marine and Aviation

R3200

Non-proportional MAT reinsurance other than Marine and Aviation

R3210

Miscellaneous financial loss

R3220

Non-proportional Casualty reinsurance other than General liability

R3230

Non-proportional Credit & Surety reinsurance

R3240

Total before diversification

R3250

▼M1

Diversification between groups of obligations

R3260

Total after diversification

R3270

▼B

Accidental death

Permanent disability

Disability 10 years

Health Catastrophe risk — Mass accident

Policyholders

Total value of benefits payable

Policyholders

Total value of benefits payable

Policyholders

Total value of benefits payable

(cont.)

C1170

C1180

C1190

C1200

C1210

C1220

Republic of Austria

R3300

Kingdom of Belgium

R3310

Republic of Bulgaria

R3320

Republic of Croatia

R3330

Republic of Cyprus

R3340

Czech Republic

R3350

Kingdom of Denmark

R3360

Republic of Estonia

R3370

Republic of Finland

R3380

French Republic; Principality of Monaco; Principality of Andorra

R3390

Hellenic Republic

R3400

Federal Republic of Germany

R3410

Republic of Hungary

R3420

Republic of Iceland

R3430

Ireland

R3440

Italian Republic; Republic of San Marino; Vatican City State

R3450

Republic of Latvia

R3460

Republic of Lithuania

R3470

Grand Duchy of Luxemburg

R3480

Republic of Malta

R3490

Kingdom of the Netherlands

R3500

Kingdom of Norway

R3510

Republic of Poland

R3520

Portuguese Republic

R3530

Romania

R3540

Slovak Republic

R3550

Republic of Slovenia

R3560

Kingdom of Spain

R3570

Kingdom of Sweden

R3580

Swiss Confederation

R3590

United Kingdom of Great Britain and Northern Ireland

R3600

Total Mass accident all countries before diversification

R3610

Diversification effect between countries

R3620

Total Mass accident all countries after diversification

R3630

Disability 12 months

Medical treatment

Catastrophe Risk Charge before risk mitigation

Estimated Risk Mitigation

Health Catastrophe risk — Mass accident

Policyholders

Total value of benefits payable

Commission Implementing Regulation (EU) 2015/2450 laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC

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