ANNEX I
S.02.01.02
Balance sheet
|
|
|
Solvency II value |
|
Assets |
|
C0010 |
|
Intangible assets |
R0030 |
|
|
Deferred tax assets |
R0040 |
|
|
Pension benefit surplus |
R0050 |
|
|
Property, plant & equipment held for own use |
R0060 |
|
|
Investments (other than assets held for index-linked and unit-linked contracts) |
R0070 |
|
|
Property (other than for own use) |
R0080 |
|
|
Holdings in related undertakings, including participations |
R0090 |
|
|
Equities |
R0100 |
|
|
Equities — listed |
R0110 |
|
|
Equities — unlisted |
R0120 |
|
|
Bonds |
R0130 |
|
|
Government Bonds |
R0140 |
|
|
Corporate Bonds |
R0150 |
|
|
Structured notes |
R0160 |
|
|
Collateralised securities |
R0170 |
|
|
Collective Investments Undertakings |
R0180 |
|
|
Derivatives |
R0190 |
|
|
Deposits other than cash equivalents |
R0200 |
|
|
Other investments |
R0210 |
|
|
Assets held for index-linked and unit-linked contracts |
R0220 |
|
|
Loans and mortgages |
R0230 |
|
|
Loans on policies |
R0240 |
|
|
Loans and mortgages to individuals |
R0250 |
|
|
Other loans and mortgages |
R0260 |
|
|
Reinsurance recoverables from: |
R0270 |
|
|
Non-life and health similar to non-life |
R0280 |
|
|
Non-life excluding health |
R0290 |
|
|
Health similar to non-life |
R0300 |
|
|
Life and health similar to life, excluding health and index-linked and unit-linked |
R0310 |
|
|
Health similar to life |
R0320 |
|
|
Life excluding health and index-linked and unit-linked |
R0330 |
|
|
Life index-linked and unit-linked |
R0340 |
|
|
Deposits to cedants |
R0350 |
|
|
Insurance and intermediaries receivables |
R0360 |
|
|
Reinsurance receivables |
R0370 |
|
|
Receivables (trade, not insurance) |
R0380 |
|
|
Own shares (held directly) |
R0390 |
|
|
Amounts due in respect of own fund items or initial fund called up but not yet paid in |
R0400 |
|
|
Cash and cash equivalents |
R0410 |
|
|
Any other assets, not elsewhere shown |
R0420 |
|
|
Total assets |
R0500 |
|
|
Liabilities |
|
C0010 |
|
Technical provisions — non-life |
R0510 |
|
|
Technical provisions — non-life (excluding health) |
R0520 |
|
|
TP calculated as a whole |
R0530 |
|
|
Best Estimate |
R0540 |
|
|
Risk margin |
R0550 |
|
|
Technical provisions — health (similar to non-life) |
R0560 |
|
|
TP 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 |
|
|
TP calculated as a whole |
R0620 |
|
|
Best Estimate |
R0630 |
|
|
Risk margin |
R0640 |
|
|
Technical provisions — life (excluding health and index-linked and unit-linked) |
R0650 |
|
|
TP calculated as a whole |
R0660 |
|
|
Best Estimate |
R0670 |
|
|
Risk margin |
R0680 |
|
|
Technical provisions — index-linked and unit-linked |
R0690 |
|
|
TP calculated as a whole |
R0700 |
|
|
Best Estimate |
R0710 |
|
|
Risk margin |
R0720 |
|
|
Contingent liabilities |
R0740 |
|
|
Provisions other than technical provisions |
R0750 |
|
|
Pension benefit obligations |
R0760 |
|
|
Deposits from reinsurers |
R0770 |
|
|
Deferred tax liabilities |
R0780 |
|
|
Derivatives |
R0790 |
|
|
Debts owed to credit institutions |
R0800 |
|
|
Financial liabilities other than debts owed to credit institutions |
R0810 |
|
|
Insurance & intermediaries payables |
R0820 |
|
|
Reinsurance payables |
R0830 |
|
|
Payables (trade, not insurance) |
R0840 |
|
|
Subordinated liabilities |
R0850 |
|
|
Subordinated liabilities not in BOF |
R0860 |
|
|
Subordinated liabilities in BOF |
R0870 |
|
|
Any other liabilities, not elsewhere shown |
R0880 |
|
|
Total liabilities |
R0900 |
|
|
Excess of assets over liabilities |
R1000 |
|
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 |
|
|
|
|
|
|
|
|
|
|
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.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 |
|
|
|
|
|
|
|
|
Total expenses |
R1300 |
|
|
|
|
|
|
|
|
|
|
Home Country |
Top 5 countries (by amount of gross premiums written) — non-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.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 |
Accepted reinsurance |
Total (Life other than health insurance, incl. Unit-Linked) |
||||
|
|
|
|
Contracts without options and guarantees |
Contracts with options or guarantees |
|
Contracts without options and guarantees |
Contracts with options or guarantees |
||||
|
|
|
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
C0090 |
C0100 |
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 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 |
|
|
|
|
|
|
|
|
||
|
|
|
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 |
|||
|
|
|
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 |
|
|
|
|
|
|
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 |
Fire and other damage to property insurance |
General liability insurance |
Credit and suretyship insurance |
|
|
|
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
C0090 |
C0100 |
|
Technical provisions calculated as a whole |
R0010 |
|
|
|
|
|
|
|
|
|
|
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default associated to TP 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 |
|
|
|
|
|
|
|
|
|
|
|
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 |
Accepted non-proportional reinsurance |
Total Non-Life obligation |
|||||
|
|
|
Legal expenses insurance |
Assistance |
Miscellaneous financial loss |
Non-proportional health reinsurance |
Non-proportional casualty reinsurance |
Non-proportional marine, aviation and transport reinsurance |
Non-proportional property reinsurance |
|
|
|
|
C0110 |
C0120 |
C0130 |
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 |
|
|
|
|
|
|
|
|
|
|
Technical provisions — total |
R0320 |
|
|
|
|
|
|
|
|
|
Recoverable from reinsurance contract/SPV and Finite Re after the adjustment for expected losses due to counterparty default — total |
R0330 |
|
|
|
|
|
|
|
|
|
Technical provisions minus recoverables from reinsurance/SPV and Finite Re — total |
R0340 |
|
|
|
|
|
|
|
|
S.19.01.21
Non-life insurance claims
Total Non-Life Business
|
Accident year/Underwriting year |
Z0020 |
|
Gross Claims Paid (non-cumulative)
(absolute amount)
|
|
|
Development year |
|
|
In Current year |
|
Sum of years (cumulative) |
||||||||||
|
|
Year |
0 |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 & + |
|
|
|
||
|
|
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
C0090 |
C0100 |
C0110 |
|
|
C0170 |
|
C0180 |
|
Prior |
R0100 |
|
|
|
|
|
|
|
|
|
|
|
|
R0100 |
|
|
|
|
N-9 |
R0160 |
|
|
|
|
|
|
|
|
|
|
|
|
R0160 |
|
|
|
|
N-8 |
R0170 |
|
|
|
|
|
|
|
|
|
|
|
|
R0170 |
|
|
|
|
N-7 |
R0180 |
|
|
|
|
|
|
|
|
|
|
|
|
R0180 |
|
|
|
|
N-6 |
R0190 |
|
|
|
|
|
|
|
|
|
|
|
|
R0190 |
|
|
|
|
N-5 |
R0200 |
|
|
|
|
|
|
|
|
|
|
|
|
R0200 |
|
|
|
|
N-4 |
R0210 |
|
|
|
|
|
|
|
|
|
|
|
|
R0210 |
|
|
|
|
N-3 |
R0220 |
|
|
|
|
|
|
|
|
|
|
|
|
R0220 |
|
|
|
|
N-2 |
R0230 |
|
|
|
|
|
|
|
|
|
|
|
|
R0230 |
|
|
|
|
N-1 |
R0240 |
|
|
|
|
|
|
|
|
|
|
|
|
R0240 |
|
|
|
|
N |
R0250 |
|
|
|
|
|
|
|
|
|
|
|
|
R0250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
R0260 |
|
|
|
Gross undiscounted Best Estimate Claims Provisions
(absolute amount)
|
|
|
Development year |
|
|
Year end (discounted data) |
||||||||||
|
|
Year |
0 |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
10 & + |
|
|
|
|
|
|
C0200 |
C0210 |
C0220 |
C0230 |
C0240 |
C0250 |
C0260 |
C0270 |
C0280 |
C0290 |
C0300 |
|
|
C0360 |
|
Prior |
R0100 |
|
|
|
|
|
|
|
|
|
|
|
|
R0100 |
|
|
N-9 |
R0160 |
|
|
|
|
|
|
|
|
|
|
|
|
R0160 |
|
|
N-8 |
R0170 |
|
|
|
|
|
|
|
|
|
|
|
|
R0170 |
|
|
N-7 |
R0180 |
|
|
|
|
|
|
|
|
|
|
|
|
R0180 |
|
|
N-6 |
R0190 |
|
|
|
|
|
|
|
|
|
|
|
|
R0190 |
|
|
N-5 |
R0200 |
|
|
|
|
|
|
|
|
|
|
|
|
R0200 |
|
|
N-4 |
R0210 |
|
|
|
|
|
|
|
|
|
|
|
|
R0210 |
|
|
N-3 |
R0220 |
|
|
|
|
|
|
|
|
|
|
|
|
R0220 |
|
|
N-2 |
R0230 |
|
|
|
|
|
|
|
|
|
|
|
|
R0230 |
|
|
N-1 |
R0240 |
|
|
|
|
|
|
|
|
|
|
|
|
R0240 |
|
|
N |
R0250 |
|
|
|
|
|
|
|
|
|
|
|
|
R0250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
R0260 |
|
S.22.01.21
Impact of long term guarantees and transitional measures
|
|
|
Amount with Long Term Guarantee measures and transitionals |
Impact of transitional on technical provisions |
Impact of transitional on interest rate |
Impact of volatility adjustment set to zero |
Impact of matching adjustment set to zero |
|
|
|
C0010 |
C0030 |
C0050 |
C0070 |
C0090 |
|
Technical provisions |
R0010 |
|
|
|
|
|
|
Basic own funds |
R0020 |
|
|
|
|
|
|
Eligible own funds to meet Solvency Capital Requirement |
R0050 |
|
|
|
|
|
|
Solvency Capital Requirement |
R0090 |
|
|
|
|
|
|
Eligible own funds to meet Minimum Capital Requirement |
R0100 |
|
|
|
|
|
|
Minimum Capital Requirement |
R0110 |
|
|
|
|
|
S.22.01.22
Impact of long term guarantees and transitional measures
|
|
|
Amount with Long Term Guarantee measures and transitionals |
Impact of transitional on technical provisions |
Impact of transitional on interest rate |
Impact of volatility adjustment set to zero |
Impact of matching adjustment set to zero |
|
|
|
C0010 |
C0030 |
C0050 |
C0070 |
C0090 |
|
Technical provisions |
R0010 |
|
|
|
|
|
|
Basic own funds |
R0020 |
|
|
|
|
|
|
Eligible own funds to meet Solvency Capital Requirement |
R0050 |
|
|
|
|
|
|
Solvency Capital Requirement |
R0090 |
|
|
|
|
|
S.23.01.01
Own funds
|
|
|
Total |
Tier 1 — unrestricted |
Tier 1 — restricted |
Tier 2 |
Tier 3 |
|
|
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
|
Basic own funds before deduction for participations in other financial sector as foreseen in article 68 of Delegated Regulation (EU) 2015/35 |
|
|
|
|
|
|
|
Ordinary share capital (gross of own shares) |
R0010 |
|
|
|
|
|
|
Share premium account related to ordinary share capital |
R0030 |
|
|
|
|
|
|
Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual-type undertakings |
R0040 |
|
|
|
|
|
|
Subordinated mutual member accounts |
R0050 |
|
|
|
|
|
|
Surplus funds |
R0070 |
|
|
|
|
|
|
Preference shares |
R0090 |
|
|
|
|
|
|
Share premium account related to preference shares |
R0110 |
|
|
|
|
|
|
Reconciliation reserve |
R0130 |
|
|
|
|
|
|
Subordinated liabilities |
R0140 |
|
|
|
|
|
|
An amount equal to the value of net deferred tax assets |
R0160 |
|
|
|
|
|
|
Other own fund items approved by the supervisory authority as basic own funds not specified above |
R0180 |
|
|
|
|
|
|
Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds |
|
|
|
|
|
|
|
Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds |
R0220 |
|
|
|
|
|
|
Deductions |
|
|
|
|
|
|
|
Deductions for participations in financial and credit institutions |
R0230 |
|
|
|
|
|
|
Total basic own funds after deductions |
R0290 |
|
|
|
|
|
|
Ancillary own funds |
|
|
|
|
|
|
|
Unpaid and uncalled ordinary share capital callable on demand |
R0300 |
|
|
|
|
|
|
Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual — type undertakings, callable on demand |
R0310 |
|
|
|
|
|
|
Unpaid and uncalled preference shares callable on demand |
R0320 |
|
|
|
|
|
|
A legally binding commitment to subscribe and pay for subordinated liabilities on demand |
R0330 |
|
|
|
|
|
|
Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC |
R0340 |
|
|
|
|
|
|
Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC |
R0350 |
|
|
|
|
|
|
Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC |
R0360 |
|
|
|
|
|
|
Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC |
R0370 |
|
|
|
|
|
|
Other ancillary own funds |
R0390 |
|
|
|
|
|
|
Total ancillary own funds |
R0400 |
|
|
|
|
|
|
Available and eligible own funds |
|
|
|
|
|
|
|
Total available own funds to meet the SCR |
R0500 |
|
|
|
|
|
|
Total available own funds to meet the MCR |
R0510 |
|
|
|
|
|
|
Total eligible own funds to meet the SCR |
R0540 |
|
|
|
|
|
|
Total eligible own funds to meet the MCR |
R0550 |
|
|
|
|
|
|
SCR |
R0580 |
|
|
|
|
|
|
MCR |
R0600 |
|
|
|
|
|
|
Ratio of Eligible own funds to SCR |
R0620 |
|
|
|
|
|
|
Ratio of Eligible own funds to MCR |
R0640 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
C0060 |
|
|
|
|
|
Reconciliation reserve |
|
|
|
|
|
|
|
Excess of assets over liabilities |
R0700 |
|
|
|
|
|
|
Own shares (held directly and indirectly) |
R0710 |
|
|
|
|
|
|
Foreseeable dividends, distributions and charges |
R0720 |
|
|
|
|
|
|
Other basic own fund items |
R0730 |
|
|
|
|
|
|
Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds |
R0740 |
|
|
|
|
|
|
Reconciliation reserve |
R0760 |
|
|
|
|
|
|
Expected profits |
|
|
|
|
|
|
|
Expected profits included in future premiums (EPIFP) — Life business |
R0770 |
|
|
|
|
|
|
Expected profits included in future premiums (EPIFP) — Non- life business |
R0780 |
|
|
|
|
|
|
Total Expected profits included in future premiums (EPIFP) |
R0790 |
|
|
|
|
|
S.23.01.22
Own funds
|
|
|
Total |
Tier 1 — unrestricted |
Tier 1 — restricted |
Tier 2 |
Tier 3 |
|
|
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
|
Basic own funds before deduction 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 |
|
|
|
|
|
|
Iinitial 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 |
|
|
|
|
|
|
|
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 |
R0220 |
|
|
|
|
|
|
Deductions |
|
|
|
|
|
|
|
Deductions for participations in other financial undertakings, including non-regulated undertakings carrying out financial activities |
R0230 |
|
|
|
|
|
|
whereof deducted according to Article 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 institutions, alternative investment fund managers, UCITS management companies |
R0410 |
|
|
|
|
|
|
Institutions for occupational retirement provision |
R0420 |
|
|
|
|
|
|
Non regulated entities carrying out financial activities |
R0430 |
|
|
|
|
|
|
Total own funds of other financial sectors |
R0440 |
|
|
|
|
|
|
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 |
|
|
|
|
|
|
Minimum consolidated Group SCR |
R0610 |
|
|
|
|
|
|
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 |
|
|
|
|
|
|
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 before deduction for participations in other financial sector |
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 EPIFP |
R0790 |
|
|
|
|
|
S.25.01.21
Solvency Capital Requirement — for undertakings on Standard Formula
|
|
|
Gross solvency capital requirement |
USP |
Simplifications |
|
|
|
C0110 |
C0090 |
C0120 |
|
Market risk |
R0010 |
|
|
|
|
Counterparty default risk |
R0020 |
|
|
|
|
Life underwriting risk |
R0030 |
|
|
|
|
Health underwriting risk |
R0040 |
|
|
|
|
Non-life underwriting risk |
R0050 |
|
|
|
|
Diversification |
R0060 |
|
|
|
|
Intangible asset risk |
R0070 |
|
|
|
|
Basic Solvency Capital Requirement |
R0100 |
|
|
|
|
|
|
|
|
|
|
Calculation of Solvency Capital Requirement |
|
C0100 |
|
|
|
Operational risk |
R0130 |
|
|
|
|
Loss-absorbing capacity of technical provisions |
R0140 |
|
|
|
|
Loss-absorbing capacity of deferred taxes |
R0150 |
|
|
|
|
Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC |
R0160 |
|
|
|
|
Solvency capital requirement excluding capital add-on |
R0200 |
|
|
|
|
Capital add-on already set |
R0210 |
|
|
|
|
Solvency capital requirement |
R0220 |
|
|
|
|
Other information on SCR |
|
|
|
|
|
Capital requirement for duration-based equity risk sub-module |
R0400 |
|
|
|
|
Total amount of Notional Solvency Capital Requirement for remaining part |
R0410 |
|
|
|
|
Total amount of Notional Solvency Capital Requirements for ring fenced funds |
R0420 |
|
|
|
|
Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios |
R0430 |
|
|
|
|
Diversification effects due to RFF nSCR aggregation for article 304 |
R0440 |
|
|
|
Approach to tax rate
|
|
|
Yes/No |
|
|
|
|
C0109 |
|
|
Approach based on average tax rate |
R0590 |
|
|
Calculation of loss absorbing capacity of deferred taxes
|
|
|
LAC DT |
|
|
|
C0130 |
|
LAC DT |
R0640 |
|
|
LAC DT justified by reversion of deferred tax liabilities |
R0650 |
|
|
LAC DT justified by reference to probable future taxable economic profit |
R0660 |
|
|
LAC DT justified by carry back, current year |
R0670 |
|
|
LAC DT justified by carry back, future years |
R0680 |
|
|
Maximum LAC DT |
R0690 |
|
S.25.01.22
Solvency Capital Requirement — for groups on Standard Formula
|
|
|
Gross solvency capital requirement |
USP |
Simplifications |
|
|
|
C0110 |
C0090 |
C0120 |
|
Market risk |
R0010 |
|
|
|
|
Counterparty default risk |
R0020 |
|
|
|
|
Life underwriting risk |
R0030 |
|
|
|
|
Health underwriting risk |
R0040 |
|
|
|
|
Non-life underwriting risk |
R0050 |
|
|
|
|
Diversification |
R0060 |
|
|
|
|
Intangible asset risk |
R0070 |
|
|
|
|
Basic Solvency Capital Requirement |
R0100 |
|
|
|
|
|
|
|
|
|
|
Calculation of Solvency Capital Requirement |
|
C0100 |
|
|
|
Operational risk |
R0130 |
|
|
|
|
Loss-absorbing capacity of technical provisions |
R0140 |
|
|
|
|
Loss-absorbing capacity of deferred taxes |
R0150 |
|
|
|
|
Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC |
R0160 |
|
|
|
|
Solvency capital requirement excluding capital add-on |
R0200 |
|
|
|
|
Capital add-on already set |
R0210 |
|
|
|
|
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 |
|
|
|
|
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 |
|
|
|
S.25.02.21
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 |
Amount modelled |
USP |
Simplifications |
|
C0010 |
C0020 |
C0030 |
C0070 |
C0090 |
C0120 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 |
|
|
|
|
|
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 Requirement for matching adjustment portfolios |
R0430 |
|
|
|
|
|
Diversification effects due to RFF nSCR aggregation for article 304 |
R0440 |
|
|
|
|
Approach to tax rate
|
|
|
Yes/No |
|
|
|
|
C0109 |
|
|
Approach based on average tax rate |
R0590 |
|
|
Calculation of loss absorbing capacity of deferred taxes
|
|
|
LAC DT |
|
|
|
C0130 |
|
Amount/estimate of LAC DT |
R0640 |
|
|
Amount/estimate of LAC DT justified by reversion of deferred tax liabilities |
R0650 |
|
|
Amount/estimate of LAC DT justified by reference to probable future taxable economic profit |
R0660 |
|
|
Amount/estimate of LAC DT justified by carry back, current year |
R0670 |
|
|
Amount/estimate of LAC DT justified by carry back, future years |
R0680 |
|
|
Amount/estimate of Maximum LAC DT |
R0690 |
|
S.25.02.22
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 |
Amount modelled |
USP |
Simplifications |
|
C0010 |
C0020 |
C0030 |
C0070 |
C0090 |
C0120 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 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 Requirements for ring fenced funds |
R0420 |
|
|
|
|
|
Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios |
R0430 |
|
|
|
|
|
Diversification effects due to RFF nSCR aggregation for article 304 |
R0440 |
|
|
|
|
|
Minimum consolidated group solvency capital requirement |
R0470 |
|
|
|
|
|
Information on other entities |
|
|
|
|
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) |
R0500 |
|
|
|
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) — Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies |
R0510 |
|
|
|
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) — Institutions for occupational retirement provisions |
R0520 |
|
|
|
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) — Capital requirement for non-regulated entities carrying out financial activities |
R0530 |
|
|
|
|
|
Capital requirement for non-controlled participation requirements |
R0540 |
|
|
|
|
|
Capital requirement for residual undertakings |
R0550 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
C0100 |
|
|
|
|
Overall SCR |
|
|
|
|
|
|
SCR for undertakings included via D and A |
R0560 |
|
|
|
|
|
Solvency capital requirement |
R0570 |
|
|
|
|
S.25.03.21
Solvency Capital Requirement — for undertakings on Full Internal Models
|
Unique number of component |
Components description |
Calculation of the Solvency Capital Requirement |
|
C0010 |
C0020 |
C0030 |
|
|
|
|
|
|
|
|
|
|
|
|
|
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 Requirements 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 |
|
Approach to tax rate
|
|
|
Yes/No |
|
|
|
|
C0109 |
|
|
Approach based on average tax rate |
R0590 |
|
|
Calculation of loss absorbing capacity of deferred taxes
|
|
|
LAC DT |
|
|
|
C0130 |
|
Amount/estimate of LAC DT |
R0640 |
|
|
Amount/estimate of LAC DT justified by reversion of deferred tax liabilities |
R0650 |
|
|
Amount/estimate of LAC DT justified by reference to probable future taxable economic profit |
R0660 |
|
|
Amount/estimate of LAC DT justified by carry back, current year |
R0670 |
|
|
Amount/estimate of LAC DT justified by carry back, future years |
R0680 |
|
|
Amount/estimate of Maximum LAC DT |
R0690 |
|
S.25.03.22
Solvency Capital Requirement — for groups on Full Internal Models
|
Unique number of component |
Components description |
Calculation of the Solvency Capital Requirement |
|
C0010 |
C0020 |
C0030 |
|
|
|
|
|
|
|
|
|
|
|
|
|
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 Requirements for ring fenced funds |
R0420 |
|
|
Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios |
R0430 |
|
|
Diversification effects due to RFF nSCR aggregation for article 304 |
R0440 |
|
|
Minimum consolidated group solvency capital requirement |
R0470 |
|
|
Information on other entities |
|
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) |
R0500 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) — Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies |
R0510 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) — Institutions for occupational retirement provisions |
R0520 |
|
|
Capital requirement for other financial sectors (Non-insurance capital requirements) — Capital requirement for non-regulated entities carrying out financial activities |
R0530 |
|
|
Capital requirement for non-controlled participation requirements |
R0540 |
|
|
Capital requirement for residual undertakings |
R0550 |
|
S.28.01.01
Minimum Capital Requirement — Only life or only non-life insurance or reinsurance activity
Linear formula component for non-life insurance and reinsurance obligations
|
|
|
C0010 |
|
|
|
|
MCRNL Result |
R0010 |
|
|
|
|
|
|
|
|
|
Net (of reinsurance/SPV) best estimate and TP calculated as a whole |
Net (of reinsurance) written premiums in the last 12 months |
|
|
|
|
|
C0020 |
C0030 |
|
Medical expense insurance and proportional reinsurance |
R0020 |
|
|
||
|
Income protection insurance and proportional reinsurance |
R0030 |
|
|
||
|
Workers' compensation insurance and proportional reinsurance |
R0040 |
|
|
||
|
Motor vehicle liability insurance and proportional reinsurance |
R0050 |
|
|
||
|
Other motor insurance and proportional reinsurance |
R0060 |
|
|
||
|
Marine, aviation and transport insurance and proportional reinsurance |
R0070 |
|
|
||
|
Fire and other damage to property insurance and proportional reinsurance |
R0080 |
|
|
||
|
General liability insurance and proportional reinsurance |
R0090 |
|
|
||
|
Credit and suretyship insurance and proportional reinsurance |
R0100 |
|
|
||
|
Legal expenses insurance and proportional reinsurance |
R0110 |
|
|
||
|
Assistance and proportional reinsurance |
R0120 |
|
|
||
|
Miscellaneous financial loss insurance and proportional reinsurance |
R0130 |
|
|
||
|
Non-proportional health reinsurance |
R0140 |
|
|
||
|
Non-proportional casualty reinsurance |
R0150 |
|
|
||
|
Non-proportional marine, aviation and transport reinsurance |
R0160 |
|
|
||
|
Non-proportional property reinsurance |
R0170 |
|
|
||
Linear formula component for life insurance and reinsurance obligations
|
|
|
C0040 |
|
|
|
|
MCRL Result |
R0200 |
|
|
|
|
|
|
|
|
|
Net (of reinsurance/SPV) best estimate and TP calculated as a whole |
Net (of reinsurance/SPV) total capital at risk |
|
|
|
|
|
C0050 |
C0060 |
|
Obligations with profit participation — guaranteed benefits |
R0210 |
|
|
||
|
Obligations with profit participation — future discretionary benefits |
R0220 |
|
|
||
|
Index-linked and unit-linked insurance obligations |
R0230 |
|
|
||
|
Other life (re)insurance and health (re)insurance obligations |
R0240 |
|
|
||
|
Total capital at risk for all life (re)insurance obligations |
R0250 |
|
|
||
Overall MCR calculation
|
|
|
C0070 |
|
Linear MCR |
R0300 |
|
|
SCR |
R0310 |
|
|
MCR cap |
R0320 |
|
|
MCR floor |
R0330 |
|
|
Combined MCR |
R0340 |
|
|
Absolute floor of the MCR |
R0350 |
|
|
|
|
C0070 |
|
Minimum Capital Requirement |
R0400 |
|
S.28.02.01
Minimum Capital Requirement — Both life and non-life insurance activity
|
|
|
Non-life activities |
Life activities |
|
Non-life activities |
Life activities |
||
|
|
|
MCR(NL,NL) Result |
MCR(NL,L)Result |
|
|
|
|
|
|
|
|
C0010 |
C0020 |
|
|
|
|
|
|
Linear formula component for non-life insurance and reinsurance obligations |
R0010 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Net (of reinsurance/SPV) best estimate and TP calculated as a whole |
Net (of reinsurance) written premiums in the last 12 months |
Net (of reinsurance/SPV) best estimate and TP calculated as a whole |
Net (of reinsurance) written premiums in the last 12 months |
|
|
|
|
|
|
C0030 |
C0040 |
C0050 |
C0060 |
|
Medical expense insurance and proportional reinsurance |
R0020 |
|
|
|
|
|||
|
Income protection insurance and proportional reinsurance |
R0030 |
|
|
|
|
|||
|
Workers' compensation insurance and proportional reinsurance |
R0040 |
|
|
|
|
|||
|
Motor vehicle liability insurance and proportional reinsurance |
R0050 |
|
|
|
|
|||
|
Other motor insurance and proportional reinsurance |
R0060 |
|
|
|
|
|||
|
Marine, aviation and transport insurance and proportional reinsurance |
R0070 |
|
|
|
|
|||
|
Fire and other damage to property insurance and proportional reinsurance |
R0080 |
|
|
|
|
|||
|
General liability insurance and proportional reinsurance |
R0090 |
|
|
|
|
|||
|
Credit and suretyship insurance and proportional reinsurance |
R0100 |
|
|
|
|
|||
|
Legal expenses insurance and proportional reinsurance |
R0110 |
|
|
|
|
|||
|
Assistance and proportional reinsurance |
R0120 |
|
|
|
|
|||
|
Miscellaneous financial loss insurance and proportional reinsurance |
R0130 |
|
|
|
|
|||
|
Non-proportional health reinsurance |
R0140 |
|
|
|
|
|||
|
Non-proportional casualty reinsurance |
R0150 |
|
|
|
|
|||
|
Non-proportional marine, aviation and transport reinsurance |
R0160 |
|
|
|
|
|||
|
Non-proportional property reinsurance |
R0170 |
|
|
|
|
|||
|
|
|
Non-life activities |
Life activities |
|
Non-life activities |
Life activities |
||
|
|
|
MCR(L,NL) Result |
MCR(L,L) Result |
|
|
|
|
|
|
|
|
C0070 |
C0080 |
|
|
|
|
|
|
Linear formula component for life insurance and reinsurance obligations |
R0200 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Net (of reinsurance/SPV) best estimate and TP calculated as a whole |
Net (of reinsurance/SPV) total capital at risk |
Net (of reinsurance/SPV) best estimate and TP calculated as a whole |
Net (of reinsurance/SPV) total capital at risk |
|
|
|
|
|
|
C0090 |
C0100 |
C0110 |
C0120 |
|
Obligations with profit participation — guaranteed benefits |
R0210 |
|
|
|
|
|||
|
Obligations with profit participation — future discretionary benefits |
R0220 |
|
|
|
|
|||
|
Index-linked and unit-linked insurance obligations |
R0230 |
|
|
|
|
|||
|
Other life (re)insurance and health (re)insurance obligations |
R0240 |
|
|
|
|
|||
|
Total capital at risk for all life (re)insurance obligations |
R0250 |
|
|
|
|
|||
|
Overall MCR calculation |
|||
|
|
|
C0130 |
|
|
Linear MCR |
R0300 |
|
|
|
SCR |
R0310 |
|
|
|
MCR cap |
R0320 |
|
|
|
MCR floor |
R0330 |
|
|
|
Combined MCR |
R0340 |
|
|
|
Absolute floor of the MCR |
R0350 |
|
|
|
|
|
C0130 |
|
|
Minimum Capital Requirement |
R0400 |
|
|
|
|
|
|
|
|
Notional non-life and life MCR calculation |
Non-life activities |
Life activities |
|
|
|
|
C0140 |
C0150 |
|
Notional linear MCR |
R0500 |
|
|
|
Notional SCR excluding add-on (annual or latest calculation) |
R0510 |
|
|
|
Notional MCR cap |
R0520 |
|
|
|
Notional MCR floor |
R0530 |
|
|
|
Notional Combined MCR |
R0540 |
|
|
|
Absolute floor of the notional MCR |
R0550 |
|
|
|
Notional MCR |
R0560 |
|
|
S.32.01.22
Undertakings in the scope of the group
|
Country |
Identification code of the undertaking |
Type of code of the ID of the undertaking |
Legal name of the undertaking |
Type of undertaking |
Legal form |
Category (mutual/non mutual) |
Supervisory Authority |
|
|
C0010 |
C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
(cont) |
|
|
|
|
|
|
|
|
|
|
|
Criteria of influence |
Inclusion in the scope of group supervision |
Group solvency calculation |
||||||
|
% capital share |
% used for the establishment of consolidated accounts |
% voting rights |
Other criteria |
Level of influence |
Proportional share used for group solvency calculation |
YES/NO |
Date of decision if art. 214 is applied |
Method used and under method 1, treatment of the undertaking |
|
C0180 |
C0190 |
C0200 |
C0210 |
C0220 |
C0230 |
C0240 |
C0250 |
C0260 |
|
|
|
|
|
|
|
|
|
|