CELEX: 32015R2450
Language: en
Date: 2015-12-02 00:00:00
Title: 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)

31.12.2015   
            
            
               EN
            
            
               Official Journal of the European Union
            
            
               L 347/1
            
         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)
   THE EUROPEAN COMMISSION,
   Having regard to the Treaty on the Functioning of the European Union,
   Having regard to Directive 2009/138/EC of 25 November 2009 of the European Parliament and of the Council on the taking up and pursuit of the business of Insurance and Reinsurance (Solvency II) (1), and in particular the third subparagraph of Article 35(10), the third subparagraph of Article 244(6) and the second subparagraph of Article 245(6) thereof,
   Whereas:
   
               (1)
            
            
               For the purposes of facilitating effective supervision of insurance and reinsurance undertakings, it is appropriate to establish the templates for the submission of information referred to in Article 35(1) and (2) of Directive 2009/138/EC for individual undertakings and in Article 244(2) and Article 245(2) of that Directive for groups to the supervisory authorities.
            
         
               (2)
            
            
               An adequate level of detail of the information to be submitted is crucial for a proper implementation of a risk-based supervisory review process. The templates are a visual representation of the information to be reported and specify the level of detail of that information.
            
         
               (3)
            
            
               The harmonisation of the templates to be used when submitting information to supervisory authorities is an essential instrument to promote supervisory convergence. For this reason the information to be reported in accordance with Directive 2009/138/EC should be submitted as specified in the templates provided for by this Regulation.
            
         
               (4)
            
            
               In practice, the information will be reported in electronic form as set out in Article 313 of Commission Delegated Regulation (EU) 2015/35 (2).
            
         
               (5)
            
            
               Insurance and reinsurance undertakings and groups should only submit the information applicable for their business. For example, certain options provided for by Directive 2009/138/EC, like the use of the matching adjustment for the calculation of the technical provisions or the use of a full or partial internal model or of underwriting-specific parameters for the calculation of the solvency capital requirement, affect the scope of the information to be submitted. In most cases, only a subset of the templates provided for in this Regulation should be submitted, as not all the templates are applicable for all undertakings.
            
         
               (6)
            
            
               The provisions of this Regulation are closely linked to each other, since they all deal with the submission of information from insurance and reinsurance undertakings and groups to the supervisory authorities. To ensure coherence between those provisions, which should enter into force at the same time, to facilitate a comprehensive understanding of those provisions and to ensure easy access to them by persons subject to the reporting obligations, including investors not established in the Union, it is desirable to include all the implementing technical standards required by Article 35(10), Article 244(6) and Article 245(6) of Directive 2009/138/EC in a single Regulation.
            
         
               (7)
            
            
               This Regulation is based on the draft implementing technical standards submitted by the European Insurance and Occupational Pensions Authority to the Commission.
            
         
               (8)
            
            
               The European Insurance and Occupational Pensions Authority has conducted open public consultations on the draft implementing technical standards on which this Regulation is based, analysed the potential related costs and benefits and requested the opinion of the Insurance and Reinsurance Stakeholder Group established in accordance with Article 37 of Regulation (EU) No 1094/2010 of the European Parliament and of the Council (3).
            
         
               (9)
            
            
               In order to ensure that supervisory reporting is effectively applied in a uniform manner from the date on which the reporting obligations apply, this Regulation should enter into force as soon as possible and apply from 1 January 2016,
            
         HAS ADOPTED THIS REGULATION:
   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
   1.   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.
            
         2.   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.
   3.   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.
   4.   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.
   5.   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
   1.   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)
            
            
               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;
            
         
               (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)
            
            
               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;
            
         
               (m)
            
            
               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.
            
         2.   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
   1.   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.
   2.   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
   1.   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)
            
            
               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;
            
         
               (b)
            
            
               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;
            
         
               (c)
            
            
               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;
            
         
               (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.
            
         2.   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.
   3.   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.
   4.   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)
            
            
               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;
            
         
               (b)
            
            
               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 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
   1.   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.
            
         2.   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.
   3.   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
   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 submit annually the information referred to in the second subparagraph of Article 245(2) of that Directive, in conjunction with Article 265 of that Directive, using the following templates:
   
               (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)
            
            
               template S.36.02.01 of Annex I, specifying information on significant intra-group-transactions on derivatives, including the guarantees supporting any derivatives instruments, following the instructions set out in section S.36.02 of Annex II;
            
         
               (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
   1.   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.
            
         2.   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
   1.   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.
            
         2.   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
   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.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
   1.   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.
            
         2.   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
   1.   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.
            
         2.   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.
   3.   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
   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.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
   1.   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.
            
         2.   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
   1.   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)
            
            
               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;
            
         
               (b)
            
            
               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;
            
         
               (c)
            
            
               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;
            
         
               (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.
            
         2.   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.
   3.   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.
   4.   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
   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.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
   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.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)
            
            
               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;
            
         
               (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
   1.   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)
            
            
               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 III;
            
         
               (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.
            
         2.   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.
   3.   Where a full internal model is used, the templates referred to in points (e) to (l) of paragraph 1 shall not be reported.
   4.   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.
      Done at Brussels, 2 December 2015.
      
         
            For the Commission
         
         
            The President
         
         Jean-Claude JUNCKER
      
   
   
      (1)  OJ L 335, 17.12.2009, p. 1.
   
      (2)  Commission Delegated Regulation (EU) 2015/35 of 10 October 2014 supplementing Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (OJ L 12, 17.1.2015, p. 1).
   
      (3)  Regulation (EU) No 1094/2010 of the European Parliament and of the Council of 24 November 2010 establishing a European Supervisory Authority (European Insurance and Occupational Pensions Authority), amending Decision No 716/2009/EC and repealing Commission Decision 2009/79/EC (OJ L 331, 15.12.2010, p. 48).
   
      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 — Only SF
               
               
                  
                     R0840
                  
               
               
                   
               
            
                  SR.25.02.01
               
               
                  Solvency Capital Requirement — SF and PIM
               
               
                  
                     R0850
                  
               
               
                   
               
            
                  SR.25.03.01
               
               
                  Solvency Capital Requirement — IM
               
               
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                   
               
               
                   
               
               
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                   
               
               
                   
               
               
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total expenses
                  
               
               
                  
                     R1300
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                   
               
               
                   
               
               
                  
                     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.)
                  
               
            
                  
                     0010
                  
               
               
                  
                     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)
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  1
               
               
                  
                     R0010
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  2
               
               
                  
                     R0020
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  3
               
               
                  
                     R0030
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  4
               
               
                  
                     R0040
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  5
               
               
                  
                     R0050
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  6
               
               
                  
                     R0060
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  7
               
               
                  
                     R0070
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  8
               
               
                  
                     R0080
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  9
               
               
                  
                     R0090
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  10
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  11
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  12
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  13
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  14
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  15
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  16
               
               
                  
                     R0160
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  17
               
               
                  
                     R0170
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  18
               
               
                  
                     R0180
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  19
               
               
                  
                     R0190
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  20
               
               
                  
                     R0200
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  21
               
               
                  
                     R0210
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  22
               
               
                  
                     R0220
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  23
               
               
                  
                     R0230
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  24
               
               
                  
                     R0240
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  25
               
               
                  
                     R0250
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  26
               
               
                  
                     R0260
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  27
               
               
                  
                     R0270
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  28
               
               
                  
                     R0280
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  29
               
               
                  
                     R0290
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  30
               
               
                  
                     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)
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  1
               
               
                  
                     R0010
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  2
               
               
                  
                     R0020
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  3
               
               
                  
                     R0030
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  4
               
               
                  
                     R0040
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  5
               
               
                  
                     R0050
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  6
               
               
                  
                     R0060
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  7
               
               
                  
                     R0070
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  8
               
               
                  
                     R0080
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  9
               
               
                  
                     R0090
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  10
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  11
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  12
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  13
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  14
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  15
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  16
               
               
                  
                     R0160
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  17
               
               
                  
                     R0170
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  18
               
               
                  
                     R0180
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  19
               
               
                  
                     R0190
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  20
               
               
                  
                     R0200
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  21
               
               
                  
                     R0210
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  22
               
               
                  
                     R0220
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  23
               
               
                  
                     R0230
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  24
               
               
                  
                     R0240
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  25
               
               
                  
                     R0250
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  26
               
               
                  
                     R0260
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  27
               
               
                  
                     R0270
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  28
               
               
                  
                     R0280
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  29
               
               
                  
                     R0290
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  30
               
               
                  
                     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)
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  1
               
               
                  
                     R0010
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  2
               
               
                  
                     R0020
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  3
               
               
                  
                     R0030
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  4
               
               
                  
                     R0040
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  5
               
               
                  
                     R0050
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  6
               
               
                  
                     R0060
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  7
               
               
                  
                     R0070
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  8
               
               
                  
                     R0080
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  9
               
               
                  
                     R0090
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  10
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  11
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  12
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  13
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  14
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  15
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  16
               
               
                  
                     R0160
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  17
               
               
                  
                     R0170
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  18
               
               
                  
                     R0180
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  19
               
               
                  
                     R0190
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  20
               
               
                  
                     R0200
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  21
               
               
                  
                     R0210
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  22
               
               
                  
                     R0220
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  23
               
               
                  
                     R0230
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  24
               
               
                  
                     R0240
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  25
               
               
                  
                     R0250
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  26
               
               
                  
                     R0260
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  27
               
               
                  
                     R0270
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  28
               
               
                  
                     R0280
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  29
               
               
                  
                     R0290
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  30
               
               
                  
                     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)
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  1
               
               
                  
                     R0010
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  2
               
               
                  
                     R0020
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  3
               
               
                  
                     R0030
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  4
               
               
                  
                     R0040
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  5
               
               
                  
                     R0050
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  6
               
               
                  
                     R0060
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  7
               
               
                  
                     R0070
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  8
               
               
                  
                     R0080
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  9
               
               
                  
                     R0090
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  10
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  11
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  12
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  13
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  14
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  15
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  16
               
               
                  
                     R0160
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  17
               
               
                  
                     R0170
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  18
               
               
                  
                     R0180
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  19
               
               
                  
                     R0190
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  20
               
               
                  
                     R0200
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  21
               
               
                  
                     R0210
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  22
               
               
                  
                     R0220
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  23
               
               
                  
                     R0230
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  24
               
               
                  
                     R0240
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  25
               
               
                  
                     R0250
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  26
               
               
                  
                     R0260
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  27
               
               
                  
                     R0270
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  28
               
               
                  
                     R0280
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  29
               
               
                  
                     R0290
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  30
               
               
                  
                     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
                  
               
               
                  
                     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
                  
               
            
                  A1
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  N
               
               
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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)
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  1
               
               
                  
                     R0010
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  2
               
               
                  
                     R0020
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  3
               
               
                  
                     R0030
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  4
               
               
                  
                     R0040
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  5
               
               
                  
                     R0050
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  6
               
               
                  
                     R0060
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  7
               
               
                  
                     R0070
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  8
               
               
                  
                     R0080
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  9
               
               
                  
                     R0090
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  10
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  11
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  12
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  13
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  14
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  15
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  16
               
               
                  
                     R0160
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  17
               
               
                  
                     R0170
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  18
               
               
                  
                     R0180
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  19
               
               
                  
                     R0190
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  20
               
               
                  
                     R0200
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  21
               
               
                  
                     R0210
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  22
               
               
                  
                     R0220
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  23
               
               
                  
                     R0230
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  24
               
               
                  
                     R0240
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  25
               
               
                  
                     R0250
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  26
               
               
                  
                     R0260
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  27
               
               
                  
                     R0270
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  28
               
               
                  
                     R0280
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  29
               
               
                  
                     R0290
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  30
               
               
                  
                     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)
      
      (absolute amount)
      
                  
                     Development year
                  
               
            
                  
                     Year
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     7
                  
               
               
                  
                     8
                  
               
               
                  
                     9
                  
               
               
                  
                     10
                  
               
               
                  
                     11
                  
               
               
                  
                     12
                  
               
               
                  
                     13
                  
               
               
                  
                     14
                  
               
               
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-14
                  
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-13
                  
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-12
                  
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-11
                  
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-10
                  
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         Reinsurance Recoveries received (non-cumulative)
      
      (absolute amount)
      
                  
                     Development year
                  
               
            
                  
                     Year
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     7
                  
               
               
                  
                     8
                  
               
               
                  
                     9
                  
               
               
                  
                     10
                  
               
               
                  
                     11
                  
               
               
                  
                     12
                  
               
               
                  
                     13
                  
               
               
                  
                     14
                  
               
               
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0300
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-14
                  
               
               
                  
                     R0310
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0310
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-13
                  
               
               
                  
                     R0320
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0320
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-12
                  
               
               
                  
                     R0330
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0330
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-11
                  
               
               
                  
                     R0340
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0340
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-10
                  
               
               
                  
                     R0350
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0350
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-9
                  
               
               
                  
                     R0360
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0360
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-8
                  
               
               
                  
                     R0370
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0370
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-7
                  
               
               
                  
                     R0380
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0380
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-6
                  
               
               
                  
                     R0390
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0390
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-5
                  
               
               
                  
                     R0400
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0400
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-4
                  
               
               
                  
                     R0410
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0410
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-3
                  
               
               
                  
                     R0420
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0420
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-2
                  
               
               
                  
                     R0430
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0430
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-1
                  
               
               
                  
                     R0440
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0440
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N
                  
               
               
                  
                     R0450
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0450
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     Total
                  
               
               
                  
                     R0460
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         Net Claims Paid (non-cumulative)
      
      (absolute amount)
      
                  
                     Development year
                  
               
            
                  
                     Year
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     7
                  
               
               
                  
                     8
                  
               
               
                  
                     9
                  
               
               
                  
                     10
                  
               
               
                  
                     11
                  
               
               
                  
                     12
                  
               
               
                  
                     13
                  
               
               
                  
                     14
                  
               
               
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0500
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-14
                  
               
               
                  
                     R0510
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0510
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-13
                  
               
               
                  
                     R0520
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0520
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-12
                  
               
               
                  
                     R0530
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0530
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-11
                  
               
               
                  
                     R0540
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0540
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-10
                  
               
               
                  
                     R0550
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0550
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-9
                  
               
               
                  
                     R0560
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0560
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-8
                  
               
               
                  
                     R0570
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0570
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-7
                  
               
               
                  
                     R0580
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0580
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-6
                  
               
               
                  
                     R0590
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0590
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-5
                  
               
               
                  
                     R0600
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0600
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-4
                  
               
               
                  
                     R0610
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0610
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-3
                  
               
               
                  
                     R0620
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0620
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-2
                  
               
               
                  
                     R0630
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0630
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N-1
                  
               
               
                  
                     R0640
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0640
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     N
                  
               
               
                  
                     R0650
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0650
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     Total
                  
               
               
                  
                     R0660
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         Gross undiscounted Best Estimate Claims Provisions
      
      (absolute amount)
      
                  
                     Development year
                  
               
            
                  
                     Year
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     7
                  
               
               
                  
                     8
                  
               
               
                  
                     9
                  
               
               
                  
                     10
                  
               
               
                  
                     11
                  
               
               
                  
                     12
                  
               
               
                  
                     13
                  
               
               
                  
                     14
                  
               
               
                  
                     15 & +
                  
               
               
                   
               
               
                   
               
               
                  
                     Year end (discounted data)
                  
               
            
                   
               
               
                   
               
               
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                  
                     C0230
                  
               
               
                  
                     C0240
                  
               
               
                  
                     C0250
                  
               
               
                  
                     C0260
                  
               
               
                  
                     C0270
                  
               
               
                  
                     C0280
                  
               
               
                  
                     C0290
                  
               
               
                  
                     C0300
                  
               
               
                  
                     C0310
                  
               
               
                  
                     C0320
                  
               
               
                  
                     C0330
                  
               
               
                  
                     C0340
                  
               
               
                  
                     C0350
                  
               
               
                   
               
               
                   
               
               
                  C0360
               
            
                  
                     Prior
                  
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0100
                  
               
               
                   
               
            
                  
                     N-14
                  
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0110
                  
               
               
                   
               
            
                  
                     N-13
                  
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0120
                  
               
               
                   
               
            
                  
                     N-12
                  
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0130
                  
               
               
                   
               
            
                  
                     N-11
                  
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0140
                  
               
               
                   
               
            
                  
                     N-10
                  
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0150
                  
               
               
                   
               
            
                  
                     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
                  
               
               
                   
               
            
         
      
         Undiscounted Best Estimate Claims Provisions — Reinsurance recoverable
      
      (absolute amount)
      
                  
                     Development year
                  
               
            
                  
                     Year
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     7
                  
               
               
                  
                     8
                  
               
               
                  
                     9
                  
               
               
                  
                     10
                  
               
               
                  
                     11
                  
               
               
                  
                     12
                  
               
               
                  
                     13
                  
               
               
                  
                     14
                  
               
               
                  
                     15 & +
                  
               
               
                   
               
               
                   
               
               
                  
                     Year end (discounted data)
                  
               
            
                   
               
               
                   
               
               
                  
                     C0800
                  
               
               
                  
                     C0810
                  
               
               
                  
                     C0820
                  
               
               
                  
                     C0830
                  
               
               
                  
                     C0840
                  
               
               
                  
                     C0850
                  
               
               
                  
                     C0860
                  
               
               
                  
                     C0870
                  
               
               
                  
                     C0880
                  
               
               
                  
                     C0890
                  
               
               
                  
                     C0900
                  
               
               
                  
                     C0910
                  
               
               
                  
                     C0920
                  
               
               
                  
                     C0930
                  
               
               
                  
                     C0940
                  
               
               
                  
                     C0950
                  
               
               
                   
               
               
                   
               
               
                  
                     C0960
                  
               
            
                  
                     Prior
                  
               
               
                  
                     R0300
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0300
                  
               
               
                   
               
            
                  
                     N-14
                  
               
               
                  
                     R0310
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0310
                  
               
               
                   
               
            
                  
                     N-13
                  
               
               
                  
                     R0320
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0320
                  
               
               
                   
               
            
                  
                     N-12
                  
               
               
                  
                     R0330
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0330
                  
               
               
                   
               
            
                  
                     N-11
                  
               
               
                  
                     R0340
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0340
                  
               
               
                   
               
            
                  
                     N-10
                  
               
               
                  
                     R0350
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0350
                  
               
               
                   
               
            
                  
                     N-9
                  
               
               
                  
                     R0360
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0360
                  
               
               
                   
               
            
                  
                     N-8
                  
               
               
                  
                     R0370
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0370
                  
               
               
                   
               
            
                  
                     N-7
                  
               
               
                  
                     R0380
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0380
                  
               
               
                   
               
            
                  
                     N-6
                  
               
               
                  
                     R0390
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0390
                  
               
               
                   
               
            
                  
                     N-5
                  
               
               
                  
                     R0400
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0400
                  
               
               
                   
               
            
                  
                     N-4
                  
               
               
                  
                     R0410
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0410
                  
               
               
                   
               
            
                  
                     N-3
                  
               
               
                  
                     R0420
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0420
                  
               
               
                   
               
            
                  
                     N-2
                  
               
               
                  
                     R0430
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0430
                  
               
               
                   
               
            
                  
                     N-1
                  
               
               
                  
                     R0440
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0440
                  
               
               
                   
               
            
                  
                     N
                  
               
               
                  
                     R0450
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0450
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     Total
                  
               
               
                  
                     R0460
                  
               
               
                   
               
            
         
      
         Net Undiscounted Best Estimate Claims Provisions
      
      (absolute amount)
      
                  
                     Development year
                  
               
            
                  
                     Year
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     7
                  
               
               
                  
                     8
                  
               
               
                  
                     9
                  
               
               
                  
                     10
                  
               
               
                  
                     11
                  
               
               
                  
                     12
                  
               
               
                  
                     13
                  
               
               
                  
                     14
                  
               
               
                  
                     15 & +
                  
               
               
                   
               
               
                   
               
               
                  
                     Year end (discounted data)
                  
               
            
                   
               
               
                   
               
               
                  
                     C1400
                  
               
               
                  
                     C1410
                  
               
               
                  
                     C1420
                  
               
               
                  
                     C1430
                  
               
               
                  
                     C1440
                  
               
               
                  
                     C1450
                  
               
               
                  
                     C1460
                  
               
               
                  
                     C1470
                  
               
               
                  
                     C1480
                  
               
               
                  
                     C1490
                  
               
               
                  
                     C1500
                  
               
               
                  
                     C1510
                  
               
               
                  
                     C1520
                  
               
               
                  
                     C1530
                  
               
               
                  
                     C1540
                  
               
               
                  
                     C1550
                  
               
               
                   
               
               
                   
               
               
                  
                     C1560
                  
               
            
                  
                     Prior
                  
               
               
                  
                     R0500
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0500
                  
               
               
                   
               
            
                  
                     N-14
                  
               
               
                  
                     R0510
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0510
                  
               
               
                   
               
            
                  
                     N-13
                  
               
               
                  
                     R0520
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0520
                  
               
               
                   
               
            
                  
                     N-12
                  
               
               
                  
                     R0530
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0530
                  
               
               
                   
               
            
                  
                     N-11
                  
               
               
                  
                     R0540
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0540
                  
               
               
                   
               
            
                  
                     N-10
                  
               
               
                  
                     R0550
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0550
                  
               
               
                   
               
            
                  
                     N-9
                  
               
               
                  
                     R0560
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0560
                  
               
               
                   
               
            
                  
                     N-8
                  
               
               
                  
                     R0570
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0570
                  
               
               
                   
               
            
                  
                     N-7
                  
               
               
                  
                     R0580
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0580
                  
               
               
                   
               
            
                  
                     N-6
                  
               
               
                  
                     R0590
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0590
                  
               
               
                   
               
            
                  
                     N-5
                  
               
               
                  
                     R0600
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0600
                  
               
               
                   
               
            
                  
                     N-4
                  
               
               
                  
                     R0610
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0610
                  
               
               
                   
               
            
                  
                     N-3
                  
               
               
                  
                     R0620
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0620
                  
               
               
                   
               
            
                  
                     N-2
                  
               
               
                  
                     R0630
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0630
                  
               
               
                   
               
            
                  
                     N-1
                  
               
               
                  
                     R0640
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0640
                  
               
               
                   
               
            
                  
                     N
                  
               
               
                  
                     R0650
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0650
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     Total
                  
               
               
                  
                     R0660
                  
               
               
                   
               
            
         
      
         Gross Reported but not Settled Claims (RBNS)
      
      (absolute amount)
      
                  
                     Development year
                  
               
            
                  
                     Year
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     7
                  
               
               
                  
                     8
                  
               
               
                  
                     9
                  
               
               
                  
                     10
                  
               
               
                  
                     11
                  
               
               
                  
                     12
                  
               
               
                  
                     13
                  
               
               
                  
                     14
                  
               
               
                  
                     15 & +
                  
               
               
                   
               
               
                   
               
               
                  
                     Year end
                  
               
            
                   
               
               
                   
               
               
                  
                     C0400
                  
               
               
                  
                     C0410
                  
               
               
                  
                     C0420
                  
               
               
                  
                     C0430
                  
               
               
                  
                     C0440
                  
               
               
                  
                     C0450
                  
               
               
                  
                     C0460
                  
               
               
                  
                     C0470
                  
               
               
                  
                     C0480
                  
               
               
                  
                     C0490
                  
               
               
                  
                     C0500
                  
               
               
                  
                     C0510
                  
               
               
                  
                     C0520
                  
               
               
                  
                     C0530
                  
               
               
                  
                     C0540
                  
               
               
                  
                     C0550
                  
               
               
                   
               
               
                   
               
               
                  
                     C0560
                  
               
            
                  
                     Prior
                  
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0100
                  
               
               
                   
               
            
                  
                     N-14
                  
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0110
                  
               
               
                   
               
            
                  
                     N-13
                  
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0120
                  
               
               
                   
               
            
                  
                     N-12
                  
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0130
                  
               
               
                   
               
            
                  
                     N-11
                  
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0140
                  
               
               
                   
               
            
                  
                     N-10
                  
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0150
                  
               
               
                   
               
            
                  
                     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
                  
               
               
                   
               
            
         
      
         Reinsurance RBNS Claims
      
      (absolute amount)
      
                  
                     Development year
                  
               
            
                  
                     Year
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     7
                  
               
               
                  
                     8
                  
               
               
                  
                     9
                  
               
               
                  
                     10
                  
               
               
                  
                     11
                  
               
               
                  
                     12
                  
               
               
                  
                     13
                  
               
               
                  
                     14
                  
               
               
                  
                     15 & +
                  
               
               
                   
               
               
                   
               
               
                  
                     Year end
                  
               
            
                   
               
               
                   
               
               
                  
                     C1000
                  
               
               
                  
                     C1010
                  
               
               
                  
                     C1020
                  
               
               
                  
                     C1030
                  
               
               
                  
                     C1040
                  
               
               
                  
                     C1050
                  
               
               
                  
                     C1060
                  
               
               
                  
                     C1070
                  
               
               
                  
                     C1080
                  
               
               
                  
                     C1090
                  
               
               
                  
                     C1100
                  
               
               
                  
                     C1110
                  
               
               
                  
                     C1120
                  
               
               
                  
                     C1130
                  
               
               
                  
                     C1140
                  
               
               
                  
                     C1150
                  
               
               
                   
               
               
                   
               
               
                  
                     C1160
                  
               
            
                  
                     Prior
                  
               
               
                  
                     R0300
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0300
                  
               
               
                   
               
            
                  
                     N-14
                  
               
               
                  
                     R0310
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0310
                  
               
               
                   
               
            
                  
                     N-13
                  
               
               
                  
                     R0320
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0320
                  
               
               
                   
               
            
                  
                     N-12
                  
               
               
                  
                     R0330
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0330
                  
               
               
                   
               
            
                  
                     N-11
                  
               
               
                  
                     R0340
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0340
                  
               
               
                   
               
            
                  
                     N-10
                  
               
               
                  
                     R0350
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0350
                  
               
               
                   
               
            
                  
                     N-9
                  
               
               
                  
                     R0360
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0360
                  
               
               
                   
               
            
                  
                     N-8
                  
               
               
                  
                     R0370
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0370
                  
               
               
                   
               
            
                  
                     N-7
                  
               
               
                  
                     R0380
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0380
                  
               
               
                   
               
            
                  
                     N-6
                  
               
               
                  
                     R0390
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0390
                  
               
               
                   
               
            
                  
                     N-5
                  
               
               
                  
                     R0400
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0400
                  
               
               
                   
               
            
                  
                     N-4
                  
               
               
                  
                     R0410
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0410
                  
               
               
                   
               
            
                  
                     N-3
                  
               
               
                  
                     R0420
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0420
                  
               
               
                   
               
            
                  
                     N-2
                  
               
               
                  
                     R0430
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0430
                  
               
               
                   
               
            
                  
                     N-1
                  
               
               
                  
                     R0440
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0440
                  
               
               
                   
               
            
                  
                     N
                  
               
               
                  
                     R0450
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0450
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     Total
                  
               
               
                  
                     R0460
                  
               
               
                   
               
            
         
      
         Net RBNS Claims
      
      (absolute amount)
      
                  
                     Development year
                  
               
            
                  
                     Year
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     7
                  
               
               
                  
                     8
                  
               
               
                  
                     9
                  
               
               
                  
                     10
                  
               
               
                  
                     11
                  
               
               
                  
                     12
                  
               
               
                  
                     13
                  
               
               
                  
                     14
                  
               
               
                  
                     15 & +
                  
               
               
                   
               
               
                   
               
               
                  
                     Year end
                  
               
            
                   
               
               
                   
               
               
                  
                     C1600
                  
               
               
                  
                     C1610
                  
               
               
                  
                     C1620
                  
               
               
                  
                     C1630
                  
               
               
                  
                     C1640
                  
               
               
                  
                     C1650
                  
               
               
                  
                     C1660
                  
               
               
                  
                     C1670
                  
               
               
                  
                     C1680
                  
               
               
                  
                     C1690
                  
               
               
                  
                     C1700
                  
               
               
                  
                     C1710
                  
               
               
                  
                     C1720
                  
               
               
                  
                     C1730
                  
               
               
                  
                     C1740
                  
               
               
                  
                     C1750
                  
               
               
                   
               
               
                   
               
               
                  
                     C1760
                  
               
            
                  
                     Prior
                  
               
               
                  
                     R0500
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0500
                  
               
               
                   
               
            
                  
                     N-14
                  
               
               
                  
                     R0510
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0510
                  
               
               
                   
               
            
                  
                     N-13
                  
               
               
                  
                     R0520
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0520
                  
               
               
                   
               
            
                  
                     N-12
                  
               
               
                  
                     R0530
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0530
                  
               
               
                   
               
            
                  
                     N-11
                  
               
               
                  
                     R0540
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0540
                  
               
               
                   
               
            
                  
                     N-10
                  
               
               
                  
                     R0550
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0550
                  
               
               
                   
               
            
                  
                     N-9
                  
               
               
                  
                     R0560
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0560
                  
               
               
                   
               
            
                  
                     N-8
                  
               
               
                  
                     R0570
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0570
                  
               
               
                   
               
            
                  
                     N-7
                  
               
               
                  
                     R0580
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0580
                  
               
               
                   
               
            
                  
                     N-6
                  
               
               
                  
                     R0590
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0590
                  
               
               
                   
               
            
                  
                     N-5
                  
               
               
                  
                     R0600
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0600
                  
               
               
                   
               
            
                  
                     N-4
                  
               
               
                  
                     R0610
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0610
                  
               
               
                   
               
            
                  
                     N-3
                  
               
               
                  
                     R0620
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0620
                  
               
               
                   
               
            
                  
                     N-2
                  
               
               
                  
                     R0630
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0630
                  
               
               
                   
               
            
                  
                     N-1
                  
               
               
                  
                     R0640
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     R0640
                  
               
               
                   
               
            
                  
                     N
                  
               
               
                  
                     R0650
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     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
                  
               
               
                  
                     N
                  
               
            
                   
               
               
                   
               
               
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  N
               
               
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  N
               
               
                  
                     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)
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  1
               
               
                  
                     R0010
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  2
               
               
                  
                     R0020
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  3
               
               
                  
                     R0030
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  4
               
               
                  
                     R0040
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  5
               
               
                  
                     R0050
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  6
               
               
                  
                     R0060
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  7
               
               
                  
                     R0070
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  8
               
               
                  
                     R0080
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  9
               
               
                  
                     R0090
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  10
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  11
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  12
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  13
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  14
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  15
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  16
               
               
                  
                     R0160
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  17
               
               
                  
                     R0170
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  18
               
               
                  
                     R0180
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  19
               
               
                  
                     R0190
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  20
               
               
                  
                     R0200
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  21
               
               
                  
                     R0210
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  22
               
               
                  
                     R0220
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  23
               
               
                  
                     R0230
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  24
               
               
                  
                     R0240
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  25
               
               
                  
                     R0250
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  26
               
               
                  
                     R0260
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  27
               
               
                  
                     R0270
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  28
               
               
                  
                     R0280
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  29
               
               
                  
                     R0290
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  30
               
               
                  
                     R0300
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  31
               
               
                  
                     R0310
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  32
               
               
                  
                     R0320
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  33
               
               
                  
                     R0330
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  34
               
               
                  
                     R0340
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  35
               
               
                  
                     R0350
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  36
               
               
                  
                     R0360
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  37
               
               
                  
                     R0370
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  38
               
               
                  
                     R0380
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  39
               
               
                  
                     R0390
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  40
               
               
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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.23.01.04
      
      
         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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds
               
               
                  
                     R0220
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Deductions
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Deductions for participations in other financial undertakings, including non-regulated undertakings carrying out financial activities
               
               
                  
                     R0230
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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.25.02.01
      
      
         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
                  
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
            
         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
                  
               
               
                   
               
               
                   
               
            
         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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Property risk
               
               
                  
                     R0300
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Spread risk
               
               
                  
                     R0400
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  bonds and loans
               
               
                  
                     R0410
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Property risk
               
               
                  
                     R0300
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Spread risk
               
               
                  
                     R0400
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  bonds and loans
               
               
                  
                     R0410
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Property risk
               
               
                  
                     R0300
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Spread risk
               
               
                  
                     R0400
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  bonds and loans
               
               
                  
                     R0410
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  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.26.02.01
      
      
         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
                  
               
               
                  
                     Vprem
                     
                  
               
               
                  
                     Vres
                     
                  
               
               
                  
                     Geographical Diversification
                  
               
               
                  
                     V
                  
               
            
                  
                     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
                  
               
               
                  
                     Vprem
                     
                  
               
               
                  
                     Vres
                     
                  
               
               
                  
                     Geographical Diversification
                  
               
               
                  
                     V
                  
               
            
                  
                     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
                  
               
               
                  
                     Vprem
                     
                  
               
               
                  
                     Vres
                     
                  
               
               
                  
                     Geographical Diversification
                  
               
               
                  
                     V
                  
               
            
                  
                     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
                  
               
               
                  
                     Vprem
                     
                  
               
               
                  
                     Vres
                     
                  
               
               
                  
                     Geographical Diversification
                  
               
               
                  
                     V
                  
               
            
                  
                     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
                  
               
               
                  
                     Vprem
                     
                  
               
               
                  
                     Vres
                     
                  
               
               
                  
                     Geographical Diversification
                  
               
               
                  
                     V
                  
               
            
                  
                     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
                  
               
               
                  
                     Vprem
                     
                  
               
               
                  
                     Vres
                     
                  
               
               
                  
                     Geographical Diversification
                  
               
               
                  
                     V
                  
               
            
                  
                     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)
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     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)
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     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)
                  
               
               
                   
               
               
                  
                     0
                  
               
               
                  
                     1
                  
               
               
                  
                     2
                  
               
               
                  
                     3
                  
               
               
                  
                     4
                  
               
               
                  
                     5
                  
               
               
                  
                     6
                  
               
               
                  
                     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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R2420
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R2820
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R3120
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Diversification between groups of obligations
               
               
                  
                     R3260
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R3270
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                   
               
               
                   
               
               
                  
                     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
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     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
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     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
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R2420
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R2820
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R3120
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Diversification between groups of obligations
               
               
                  
                     R3260
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R3270
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                   
               
               
                   
               
               
                  
                     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
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     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
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     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
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     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
      
      
                  Article 112
               
               
                  
                     Z0010
                  
               
               
                   
               
            
                  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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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 EEA 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
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R2420
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R2820
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R3120
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     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
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Diversification between groups of obligations
               
               
                  
                     R3260
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total after diversification
                  
               
               
                  
                     R3270
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                   
               
               
                   
               
               
                  
                     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
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     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
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     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
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     Average sum insured
                  
               
               
                  
                     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.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.29.01.01
      
      
         Excess of Assets over Liabilities
      
      
                   
               
               
                   
               
               
                  Year N
               
               
                  Year N-1
               
               
                  Variation
               
            
                  
                     Basic own funds before deduction for participations in other financial sector as foreseen in article 68 of Delegated Regulation 2015/35
                  
               
               
                   
               
               
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
            
                  Ordinary share capital (gross of own shares)
               
               
                  
                     R0010
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Share premium account related to ordinary share capital
               
               
                  
                     R0020
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual-type undertakings
               
               
                  
                     R0030
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Subordinated mutual member accounts
               
               
                  
                     R0040
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Surplus funds
               
               
                  
                     R0050
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Preference shares
               
               
                  
                     R0060
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Share premium account related to preference shares
               
               
                  
                     R0070
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Reconciliation reserve before deduction for participations
               
               
                  
                     R0080
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Subordinated liabilities
               
               
                  
                     R0090
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  An amount equal to the value of net deferred tax assets
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Other own fund items approved by the supervisory authority as basic own funds not specified above
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Variation of total BOF items before adjustments
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Variation of components of reconciliation reserve — Items reported in ‘Own funds’
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Excess of assets over liabilities (Variations of BOF explained by Variation Analysis Templates)
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Own shares
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Forseeable dividends, distributions and charges
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Other basic own fund items
               
               
                  
                     R0160
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Restricted own fund items due to ring fencing and matching
               
               
                  
                     R0170
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Total variation of Reconciliation Reserve
               
               
                  
                     R0180
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Summary Analysis of Variation of Excess of Assets over Liabilities
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  Variations due to investments and financial liabilities
               
               
                  
                     R0190
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Variations due to technical provisions
               
               
                  
                     R0200
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Variations in capital basic own fund items and other items approved
               
               
                  
                     R0210
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Variation in Deffered Tax position
               
               
                  
                     R0220
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Income Tax of the reporting period
               
               
                  
                     R0230
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Dividend distribution
               
               
                  
                     R0240
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Other variations in Excess of Assets over Liabilities
               
               
                  
                     R0250
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         S.29.02.01
      
      
         Excess of Assets over Liabilities — explained by investments and financial liabilities
      
      
                  
                     Analysis of movements affecting Excess of Assets over Liabilities
                  
               
               
                   
               
               
                   
               
            
                  Of which movements in valuation with an impact on Excess of Assets over Liabilities
               
               
                   
               
               
                  
                     C0010
                  
               
            
                  Valuation movements on investments
               
               
                  
                     R0010
                  
               
               
                   
               
            
                  Valuation movements on own shares
               
               
                  
                     R0020
                  
               
               
                   
               
            
                  Valuation movements on financial liabilities and subordinated liabilities
               
               
                  
                     R0030
                  
               
               
                   
               
            
                  Of which Investments revenues and expenses with an impact on Excess of Assets over Liabilities
               
               
                   
               
               
                   
               
            
                  Investment revenues
               
               
                  
                     R0040
                  
               
               
                   
               
            
                  Investments expenses incl. Interest charges on subordinated and financial liabilities
               
               
                  
                     R0050
                  
               
               
                   
               
            
                  
                     Variation in Excess of Assets over Liabilities explained by Investments and financial liabilities management
                  
               
               
                  
                     R0060
                  
               
               
                   
               
            
                  
                     Detail of Investment revenues
                  
               
               
                   
               
               
                   
               
            
                  Dividends
               
               
                  
                     R0070
                  
               
               
                   
               
            
                  Interests
               
               
                  
                     R0080
                  
               
               
                   
               
            
                  Rents
               
               
                  
                     R0090
                  
               
               
                   
               
            
                  Other
               
               
                  
                     R0100
                  
               
               
                   
               
            
         S.29.03.01
      
      
         Excess of Assets over Liabilities — explained by technical provisions
      
      
                  
                     Of which the following breakdown of Variation in Best Estimate — analysis per UWY if applicable
                  
               
               
                   
               
               
                  
                     LIFE
                  
               
               
                  
                     NON LIFE
                  
               
            
                   
               
               
                   
               
               
                  
                     Gross of reinsurance
                  
               
               
                  
                     Gross of reinsurance
                  
               
            
                   
               
               
                   
               
               
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
            
                  Opening Best Estimate
               
               
                  
                     R0010
                  
               
               
                   
               
               
                   
               
            
                  Exceptional elements triggering restating of opening Best Estimate
               
               
                  
                     R0020
                  
               
               
                   
               
               
                   
               
            
                  Changes in perimeter
               
               
                  
                     R0030
                  
               
               
                   
               
               
                   
               
            
                  Foreign exchange variation
               
               
                  
                     R0040
                  
               
               
                   
               
               
                   
               
            
                  Best Estimate on risk accepted during the period
               
               
                  
                     R0050
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate due to unwinding of discount rate — risks accepted prior to period
               
               
                  
                     R0060
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate due to year N projected in and out flows — risks accepted prior to period
               
               
                  
                     R0070
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate due to experience — risks accepted prior to period
               
               
                  
                     R0080
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate due to changes in non economic assumptions — risks accepted prior to period
               
               
                  
                     R0090
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate due to changes in economic environment — risks accepted prior to period
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
            
                  Other changes not elsewhere explained
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
            
                  Closing Best Estimate
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
            
         
      
                   
               
               
                   
               
               
                  
                     LIFE
                  
               
               
                  
                     NON LIFE
                  
               
            
                   
               
               
                   
               
               
                  
                     Reinsurance recoverables
                  
               
               
                  
                     Reinsurance recoverables
                  
               
            
                   
               
               
                   
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
            
                  Openning Best Estimate
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
            
                  Closing Best Estimate
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
            
         
      
         Of which the following breakdown of Variation in Best Estimate — analysis per AY if applicable
      
      
                   
               
               
                   
               
               
                  
                     LIFE
                  
               
               
                  
                     NON LIFE
                  
               
            
                   
               
               
                   
               
               
                  
                     Gross of reinsurance
                  
               
               
                  
                     Gross of reinsurance
                  
               
            
                   
               
               
                   
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
            
                  Opening Best Estimate
               
               
                  
                     R0150
                  
               
               
                   
               
               
                   
               
            
                  Exceptional elements triggering restating of opening Best Estimate
               
               
                  
                     R0160
                  
               
               
                   
               
               
                   
               
            
                  Changes in perimeter
               
               
                  
                     R0170
                  
               
               
                   
               
               
                   
               
            
                  Foreign exchange variation
               
               
                  
                     R0180
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate on risk covered after the period
               
               
                  
                     R0190
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate on risks covered during the period
               
               
                  
                     R0200
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate due to unwinding of discount rate — risks covered prior to period
               
               
                  
                     R0210
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate due to year N projected in and out flows — risks covered prior to period
               
               
                  
                     R0220
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate due to experience and other sources — risks covered prior to period
               
               
                  
                     R0230
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate due to changes in non economic assumptions — risks covered prior to period
               
               
                  
                     R0240
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate due to changes in economic environment — risks covered prior to period
               
               
                  
                     R0250
                  
               
               
                   
               
               
                   
               
            
                  Other changes not elsewhere explained
               
               
                  
                     R0260
                  
               
               
                   
               
               
                   
               
            
                  Closing Best Estimate
               
               
                  
                     R0270
                  
               
               
                   
               
               
                   
               
            
         
      
                   
               
               
                   
               
               
                  
                     LIFE
                  
               
               
                  
                     NON LIFE
                  
               
            
                   
               
               
                   
               
               
                  
                     Reinsurance recoverables
                  
               
               
                  
                     Reinsurance recoverables
                  
               
            
                   
               
               
                   
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
            
                  Openning Best Estimate
               
               
                  
                     R0280
                  
               
               
                   
               
               
                   
               
            
                  Closing Best Estimate
               
               
                  
                     R0290
                  
               
               
                   
               
               
                   
               
            
         
      
         Of which adjustments in Technical Provisions related to valuation of Unit linked contracts, with theoretically a neutralizing impact on Assets over Liabilities
      
      
                   
               
               
                   
               
               
                  
                     LIFE
                  
               
            
                   
               
               
                   
               
               
                  
                     C0090
                  
               
            
                  Variation in Investments in unit-linked
               
               
                  
                     R0300
                  
               
               
                   
               
            
         
      
         Technical flows affecting Technical provisions
      
      
                   
               
               
                   
               
               
                  
                     LIFE
                  
               
               
                  
                     NON LIFE
                  
               
            
                   
               
               
                   
               
               
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
            
                  Premiums written during the period
               
               
                  
                     R0310
                  
               
               
                   
               
               
                   
               
            
                  Claims and Benefits during the period, net of salvages and subrogations
               
               
                  
                     R0320
                  
               
               
                   
               
               
                   
               
            
                  Expenses (excluding Investment expenses)
               
               
                  
                     R0330
                  
               
               
                   
               
               
                   
               
            
                  
                     Total technical flows on gross technical provisions
                  
               
               
                  
                     R0340
                  
               
               
                   
               
               
                   
               
            
                  Technical flows related to reinsurance during the period (recoverables received net of premiums paid)
               
               
                  
                     R0350
                  
               
               
                   
               
               
                   
               
            
         
      
         Variation in Excess of Assets over Liabilities explained by Technical provisions
      
      
                   
               
               
                   
               
               
                  
                     LIFE
                  
               
               
                  
                     NON LIFE
                  
               
            
                   
               
               
                   
               
               
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
            
                  
                     Gross Technical Provisions
                  
               
               
                  
                     R0360
                  
               
               
                   
               
               
                   
               
            
                  
                     Reinsurance recoverables
                  
               
               
                  
                     R0370
                  
               
               
                   
               
               
                   
               
            
         S.29.04.01
      
      
         Detailed analysis per period — Technical flows versus Technical provisions
      
      
         Detailed analysis per period — Technical flows versus Technical provisions — UWY
      
      
                   
               
               
                   
               
               
                  Line of Business
               
               
                   
               
            
                   
               
               
                   
               
               
                  
                     Z0010
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                  Risks accepted during period
               
               
                  Risks accepted prior to period
               
            
                   
               
               
                   
               
               
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
            
                  Written premiums underwritten during period
               
               
                  
                     R0010
                  
               
               
                   
               
               
                   
               
            
                  Claims and benefits — net of salvages and subrogations recovered
               
               
                  
                     R0020
                  
               
               
                   
               
               
                   
               
            
                  Expenses (related to insurance and reinsurance obligations)
               
               
                  
                     R0030
                  
               
               
                   
               
               
                   
               
            
                  Variation of Best Estimate
               
               
                  
                     R0040
                  
               
               
                   
               
               
                   
               
            
                  Variation of TP as a whole
               
               
                  
                     R0050
                  
               
               
                   
               
               
                   
               
            
                  Adjustment of valuation of Assets held for unit-linked funds
               
               
                  
                     R0060
                  
               
               
                   
               
               
                   
               
            
                  Total
               
               
                  
                     R0070
                  
               
               
                   
               
               
                   
               
            
         
      
         Detailed analysis per period — Technical flows versus Technical provisions — AY
      
      
                   
               
               
                   
               
               
                  Risks covered after the period
               
               
                  Risks covered during the period
               
               
                  Risks covered prior to period
               
            
                   
               
               
                   
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
            
                  Premiums earned/to be earned
               
               
                  
                     R0080
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Claims and benefits — net of salvages and subrogations recovered
               
               
                  
                     R0090
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Expenses (related to insurance and reinsurance obligations)
               
               
                  
                     R0100
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Variation of BE
               
               
                  
                     R0110
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Variation of TP as a whole
               
               
                  
                     R0120
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  Adjustment of valuation of Assets held for unit-linked funds
               
               
                  
                     R0130
                  
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Total
                  
               
               
                  
                     R0140
                  
               
               
                   
               
               
                   
               
               
                   
               
            
         S.30.01.01
      
      
         Facultative covers for non-life and life business basic data
      
      
         Facultative covers non-life (10 most important risks in terms of reinsured exposure)
      
      
                  
                     Line of business
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Z0010
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Reinsurance program code
                  
               
               
                  
                     Risk identification code
                  
               
               
                  
                     Facultative reinsurance placement identification code
                  
               
               
                  
                     Finite reinsurance or similar arrangements
                  
               
               
                  
                     Proportional
                  
               
               
                  
                     Identification of the company/ person to which the risk relates
                  
               
               
                  
                     Description risk
                  
               
               
                  
                     Description risk category covered
                  
               
               
                  
                     Validity period (start date)
                  
               
               
                  
                     Validity period (expiry date)
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Currency
                  
               
               
                  
                     Sum insured
                  
               
               
                  
                     Type of underwriting model
                  
               
               
                  
                     Amount underwriting model
                  
               
               
                  
                     Sum reinsured on a facultative basis, with all reinsurers
                  
               
               
                  
                     Facultative reinsurance premium ceded to all reinsurers for 100 % of the reinsurance placement
                  
               
               
                  
                     Facultative reinsurance commission
                  
               
            
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         Facultative covers life (10 most important risks in terms of reinsured exposure)
      
      
                  
                     Line of business
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Z0010
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Reinsurance program code
                  
               
               
                  
                     Risk identification code
                  
               
               
                  
                     Facultative reinsurance placement identification code
                  
               
               
                  
                     Finite reinsurance or similar arrangements
                  
               
               
                  
                     Proportional
                  
               
               
                  
                     Identification of the company/ person to which the risk relates
                  
               
               
                  
                     Description risk category covered
                  
               
               
                  
                     Validity period (start date)
                  
               
               
                  
                     Validity period (expiry date)
                  
               
               
                  
                     Currency
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0190
                  
               
               
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                  
                     C0230
                  
               
               
                  
                     C0240
                  
               
               
                  
                     C0250
                  
               
               
                  
                     C0260
                  
               
               
                  
                     C0270
                  
               
               
                  
                     C0280
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Sum Insured
                  
               
               
                  
                     Capital at risk
                  
               
               
                  
                     Sum reinsured on a facultative basis, with all reinsurers
                  
               
               
                  
                     Facultative reinsurance premium ceded to all reinsurers for 100 % of the reinsurance placement
                  
               
               
                  
                     Facultative reinsurance commission
                  
               
            
                  
                     C0290
                  
               
               
                  
                     C0300
                  
               
               
                  
                     C0310
                  
               
               
                  
                     C0320
                  
               
               
                  
                     C0330
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.30.02.01
      
      
         Facultative covers for non-life and life business shares data
      
      
         Facultative covers non-life (10 most important risks in terms of reinsured exposure)
      
      
                  
                     Line of business
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Z0010
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Reinsurance program code
                  
               
               
                  
                     Risk identification code
                  
               
               
                  
                     Facultative reinsurance placement identification code
                  
               
               
                  
                     Code reinsurer
                  
               
               
                  
                     Type of code reinsurer
                  
               
               
                  
                     Code broker
                  
               
               
                  
                     Type of code broker
                  
               
               
                  
                     Activity code broker
                  
               
               
                  
                     Share reinsurer (%)
                  
               
               
                  
                     Currency
                  
               
               
                  
                     Sum reinsured to facultative reinsurer
                  
               
               
                  
                     Facultative ceded reinsurance premium
                  
               
               
                  
                     Annotations
                  
               
            
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         Facultative covers life (10 most important risks in terms of reinsured exposure)
      
      
                  
                     Line of business
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Z0010
                  
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Reinsurance program code
                  
               
               
                  
                     Risk identification code
                  
               
               
                  
                     Facultative reinsurance placement identification code
                  
               
               
                  
                     Code reinsurer
                  
               
               
                  
                     Type of code reinsurer
                  
               
               
                  
                     Code broker
                  
               
               
                  
                     Type of code broker
                  
               
               
                  
                     Activity code broker
                  
               
               
                  
                     Share reinsurer (%)
                  
               
               
                  
                     Currency
                  
               
               
                  
                     Sum reinsured to facultative reinsurer
                  
               
               
                  
                     Facultative ceded reinsurance premium
                  
               
               
                  
                     Annotations
                  
               
            
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
               
                  
                     C0190
                  
               
               
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                  
                     C0230
                  
               
               
                  
                     C0240
                  
               
               
                  
                     C0250
                  
               
               
                  
                     C0260
                  
               
               
                  
                     C0270
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         Information on reinsurers and brokers
      
      
                  
                     Code reinsurer
                  
               
               
                  
                     Type of code reinsurer
                  
               
               
                  
                     Legal name reinsurer
                  
               
               
                  
                     Type of reinsurer
                  
               
               
                  
                     Country of residency
                  
               
               
                  
                     External rating assessment by nominated ECAI
                  
               
               
                  
                     Nominated ECAI
                  
               
               
                  
                     Credit quality step
                  
               
               
                  
                     Internal rating
                  
               
            
                  
                     C0280
                  
               
               
                  
                     C0290
                  
               
               
                  
                     C0300
                  
               
               
                  
                     C0310
                  
               
               
                  
                     C0320
                  
               
               
                  
                     C0330
                  
               
               
                  
                     C0340
                  
               
               
                  
                     C0350
                  
               
               
                  
                     C0360
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Code broker
                  
               
               
                  
                     Type of code broker
                  
               
               
                  
                     Legal name broker
                  
               
            
                  
                     C0370
                  
               
               
                  
                     C0380
                  
               
               
                  
                     C0390
                  
               
            
                   
               
               
                   
               
               
                   
               
            
         S.30.03.01
      
      
         Outgoing Reinsurance Program basic data
      
      
                  
                     Reinsurance program code
                  
               
               
                  
                     Treaty identification code
                  
               
               
                  
                     Progressive section number in treaty
                  
               
               
                  
                     Progressive number of surplus/ layer in program
                  
               
               
                  
                     Quantity of surplus/ layers in program
                  
               
               
                  
                     Finite reinsurance or similar arrangements
                  
               
               
                  
                     Line of business
                  
               
               
                  
                     Description risk category covered
                  
               
               
                  
                     Type of reinsurance treaty
                  
               
               
                  
                     Inclusion of catastrophic reinsurance cover
                  
               
               
                  
                     Validity period (start date)
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Validity period (expiry date)
                  
               
               
                  
                     Currency
                  
               
               
                  
                     Type of underwriting model
                  
               
               
                  
                     Estimated Subject Premium income (XL-ESPI)
                  
               
               
                  
                     Gross Estimated Treaty Premium Income (proportional and non proportional)
                  
               
               
                  
                     Aggregate deductibles (amount)
                  
               
               
                  
                     Aggregate deductibles (%)
                  
               
               
                  
                     Retention or priority (amount)
                  
               
               
                  
                     Retention or priority (%)
                  
               
               
                  
                     Limit (amount)
                  
               
               
                  
                     Limit (%)
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
               
                  
                     C0190
                  
               
               
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Maximum cover per risk or event
                  
               
               
                  
                     Maximum cover per treaty
                  
               
               
                  
                     Number of reinstatements
                  
               
               
                  
                     Descriptions of reinstatements
                  
               
               
                  
                     Maximum reinsurance commission
                  
               
               
                  
                     Minimum reinsurance commission
                  
               
               
                  
                     Expected reinsurance commission
                  
               
               
                  
                     Maximum overriding commission
                  
               
               
                  
                     Minimum overriding commission
                  
               
               
                  
                     Expected overriding commission
                  
               
               
                  
                     Maximum profit commission
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0230
                  
               
               
                  
                     C0240
                  
               
               
                  
                     C0250
                  
               
               
                  
                     C0260
                  
               
               
                  
                     C0270
                  
               
               
                  
                     C0280
                  
               
               
                  
                     C0290
                  
               
               
                  
                     C0300
                  
               
               
                  
                     C0310
                  
               
               
                  
                     C0320
                  
               
               
                  
                     C0330
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Minimum profit commission
                  
               
               
                  
                     Expected profit commission
                  
               
               
                  
                     XL rate 1
                  
               
               
                  
                     XL rate 2
                  
               
               
                  
                     XL premium flat
                  
               
            
                  
                     C0340
                  
               
               
                  
                     C0350
                  
               
               
                  
                     C0360
                  
               
               
                  
                     C0370
                  
               
               
                  
                     C0380
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.30.04.01
      
      
         Outgoing Reinsurance Program shares data
      
      
                  
                     Reinsurance program code
                  
               
               
                  
                     Treaty identification code
                  
               
               
                  
                     Progressive section number in treaty
                  
               
               
                  
                     Progressive number of surplus/ layer in program
                  
               
               
                  
                     Code reinsurer
                  
               
               
                  
                     Type of code reinsurer
                  
               
               
                  
                     Code broker
                  
               
               
                  
                     Type of code broker
                  
               
               
                  
                     Activity code broker
                  
               
               
                  
                     Share reinsurer (%)
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Exposure ceded for reinsurer's share
                  
                  
                     (amount)
                  
               
               
                  
                     Type of collateral (if applicable)
                  
               
               
                  
                     Description of the reinsurers limit collateralised
                  
               
               
                  
                     Code collateral provider (if applicable)
                  
               
               
                  
                     Type of code of collateral provider
                  
               
               
                  
                     Estimated outgoing reinsurance premium for reinsurer's share
                  
               
               
                  
                     Annotations
                  
               
            
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         Information on reinsurers and brokers
      
      
                  
                     Code reinsurer
                  
               
               
                  
                     Type of code reinsurer
                  
               
               
                  
                     Legal name reinsurer
                  
               
               
                  
                     Type of reinsurer
                  
               
               
                  
                     Country of residency
                  
               
               
                  
                     External rating assessment by nominated ECAI
                  
               
               
                  
                     Nominated ECAI
                  
               
               
                  
                     Credit quality step
                  
               
               
                  
                     Internal rating
                  
               
            
                  
                     C0180
                  
               
               
                  
                     C0190
                  
               
               
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                  
                     C0230
                  
               
               
                  
                     C0240
                  
               
               
                  
                     C0250
                  
               
               
                  
                     C0260
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Code broker
                  
               
               
                  
                     Type of code broker
                  
               
               
                  
                     Legal name broker
                  
               
            
                  
                     C0270
                  
               
               
                  
                     C0280
                  
               
               
                  
                     C0290
                  
               
            
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Code collateral provider (if applicable)
                  
               
               
                  
                     Type of code collateral provider (if applicable)
                  
               
               
                  
                     Collateral provider name (if applicable)
                  
               
            
                  
                     C0300
                  
               
               
                  
                     C0310
                  
               
               
                  
                     C0320
                  
               
            
                   
               
               
                   
               
               
                   
               
            
         S.31.01.01
      
      
         Share of reinsurers (including Finite Reinsurance and SPV's)
      
      
                  
                     Code reinsurer
                  
               
               
                  
                     Type of code reinsurer
                  
               
               
                  
                     Reinsurance recoverables: Premium provision Non-life including Non-SLT Health
                  
               
               
                  
                     Reinsurance recoverables: Claims provisions Non-life including Non-SLT Health
                  
               
               
                  
                     Reinsurance recoverables: Technical provisions Life including SLT Health
                  
               
               
                  
                     Adjustment for expected losses due to counterparty default
                  
               
               
                  
                     Reinsurance recoverables: Total reinsurance recoverables
                  
               
               
                  
                     Net receivables
                  
               
               
                  
                     Assets pledged by reinsurer
                  
               
               
                  
                     Financial guarantees
                  
               
               
                  
                     Cash deposits
                  
               
               
                  
                     Total guarantees received
                  
               
            
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         Information on reinsurers
      
      
                  
                     Code reinsurer
                  
               
               
                  
                     Type of code reinsurer
                  
               
               
                  
                     Legal name reinsurer
                  
               
               
                  
                     Type of reinsurer
                  
               
               
                  
                     Country of residency
                  
               
               
                  
                     External rating assessment by nominated ECAI
                  
               
               
                  
                     Nominated ECAI
                  
               
               
                  
                     Credit quality step
                  
               
               
                  
                     Internal rating
                  
               
            
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
               
                  
                     C0190
                  
               
               
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                  
                     C0230
                  
               
               
                  
                     C0240
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.31.01.04
      
      
         Share of reinsurers (including Finite Reinsurance and SPV's)
      
      
                  
                     Legal name of reinsured undertaking
                  
               
               
                  
                     Identification code of the undertaking
                  
               
               
                  
                     Type of code of the ID of the undertaking
                  
               
               
                  
                     Code reinsurer
                  
               
               
                  
                     Type of code reinsurer
                  
               
               
                  
                     Reinsurance recoverables: Premium provision Non-life including Non-SLT Health
                  
               
               
                  
                     Reinsurance recoverables: Claims provisions Non-life including Non-SLT Health
                  
               
               
                  
                     Reinsurance recoverables: Technical provisions Life including SLT Health
                  
               
               
                  
                     Adjustment for expected losses due to counterparty default
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Reinsurance recoverables: Total reinsurance recoverables
                  
               
               
                  
                     Net receivables
                  
               
               
                  
                     Assets pledged by reinsurer
                  
               
               
                  
                     Financial guarantees
                  
               
               
                  
                     Cash deposits
                  
               
               
                  
                     Total guarantees received
                  
               
            
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         Information on reinsurers
      
      
                  
                     Code reinsurer
                  
               
               
                  
                     Type of code reinsurer
                  
               
               
                  
                     Legal name reinsurer
                  
               
               
                  
                     Type of reinsurer
                  
               
               
                  
                     Country of residency
                  
               
               
                  
                     External rating assessment by nominated ECAI
                  
               
               
                  
                     Nominated ECAI
                  
               
               
                  
                     Credit quality step
                  
               
               
                  
                     Internal rating
                  
               
            
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
               
                  
                     C0190
                  
               
               
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                  
                     C0230
                  
               
               
                  
                     C0240
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.31.02.01
      
      
         Special Purpose Vehicles
      
      
                  
                     Internal code of SPV
                  
               
               
                  
                     ID Code of SPV notes or other financing mechanism issued
                  
               
               
                  
                     ID Code Type of SPV notes or other financing mechanism issued
                  
               
               
                  
                     Lines of Business SPV securitisation relates
                  
               
               
                  
                     Type of Trigger(s) in the SPV
                  
               
               
                  
                     Contractual trigger event
                  
               
               
                  
                     Same trigger as in underlying cedant's portfolio?
                  
               
               
                  
                     Basis risk arising from risk-transfer structure
                  
               
               
                  
                     Basis risk arising from contractual terms
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     SPV assets ring-fenced to settle cedant-specific obligations
                  
               
               
                  
                     Other non cedant-specific SPV Assets for which recourse may exist
                  
               
               
                  
                     Other recourse arising from securitisation
                  
               
               
                  
                     Total maximum possible obligations from SPV under reinsurance policy
                  
               
               
                  
                     SPV fully funded in relation to cedant obligations throughout the reporting period
                  
               
               
                  
                     Current recoverables from SPV
                  
               
               
                  
                     Identification of material investments held by cedant in SPV
                  
               
               
                  
                     Securitisation assets related to cedant held in trust with other third party than cedant / sponsor?
                  
               
            
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
               
                  
                     C0190
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         Information on SPV
      
      
                  
                     Internal code of SPV
                  
               
               
                  
                     Type of code SPV
                  
               
               
                  
                     Legal nature of SPV
                  
               
               
                  
                     Name of SPV
                  
               
               
                  
                     Incorporation no. of SPV
                  
               
               
                  
                     SPV country of authorisation
                  
               
               
                  
                     SPV authorisation conditions
                  
               
               
                  
                     External rating assessment by nominated ECAI
                  
               
               
                  
                     Nominated ECAI
                  
               
               
                  
                     Credit quality step
                  
               
               
                  
                     Internal rating
                  
               
            
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                  
                     C0230
                  
               
               
                  
                     C0240
                  
               
               
                  
                     C0250
                  
               
               
                  
                     C0260
                  
               
               
                  
                     C0270
                  
               
               
                  
                     C0280
                  
               
               
                  
                     C0290
                  
               
               
                  
                     C0300
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.31.02.04
      
      
         Special Purpose Vehicles
      
      
                  
                     Legal name of reinsured undertaking
                  
               
               
                  
                     Identification code of the undertaking
                  
               
               
                  
                     Internal code of SPV
                  
               
               
                  
                     ID Code of SPV notes or other financing mechanism issued
                  
               
               
                  
                     ID Code Type of SPV notes or other financing mechanism issued
                  
               
               
                  
                     Lines of Business SPV securitisation relates
                  
               
               
                  
                     Type of Trigger(s) in the SPV
                  
               
               
                  
                     Contractual trigger event
                  
               
               
                  
                     Same trigger as in underlying cedant's portfolio?
                  
               
               
                  
                     Basis risk arising from risk-transfer structure
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Basis risk arising from contractual terms
                  
               
               
                  
                     SPV assets ring-fenced to settle cedant-specific obligations
                  
               
               
                  
                     Other non cedant-specific SPV Assets for which recourse may exist
                  
               
               
                  
                     Other recourse arising from securitisation
                  
               
               
                  
                     Total maximum possible obligations from SPV under reinsurance policy
                  
               
               
                  
                     SPV fully funded in relation to cedant obligations throughout the reporting period
                  
               
               
                  
                     Current recoverables from SPV
                  
               
               
                  
                     Identification of material investments held by cedant in SPV
                  
               
               
                  
                     Securitisation assets related to cedant held in trust with other third party than cedant / sponsor?
                  
               
            
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
               
                  
                     C0190
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
         Information on SPV
      
      
                  
                     Internal code of SPV
                  
               
               
                  
                     Type of code SPV
                  
               
               
                  
                     Legal nature of SPV
                  
               
               
                  
                     Name of SPV
                  
               
               
                  
                     Incorporation no. of SPV
                  
               
               
                  
                     SPV country of authorisation
                  
               
               
                  
                     SPV authorisation conditions
                  
               
               
                  
                     External rating assessment by nominated ECAI
                  
               
               
                  
                     Nominated ECAI
                  
               
               
                  
                     Credit quality step
                  
               
               
                  
                     Internal rating
                  
               
            
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                  
                     C0230
                  
               
               
                  
                     C0240
                  
               
               
                  
                     C0250
                  
               
               
                  
                     C0260
                  
               
               
                  
                     C0270
                  
               
               
                  
                     C0280
                  
               
               
                  
                     C0290
                  
               
               
                  
                     C0300
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.32.01.04
      
      
         Undertakings in the scope of the group
      
      
                  
                     Country
                  
               
               
                  
                     Identification code of the undertaking
                  
               
               
                  
                     Type of code of the ID of the undertaking
                  
               
               
                  
                     Legal Name of the undertaking
                  
               
               
                  
                     Type of undertaking
                  
               
               
                  
                     Legal form
                  
               
               
                  
                     Category (mutual/ non mutual)
                  
               
               
                  
                     Supervisory Authority
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Ranking criteria (in the group currency)
                  
               
               
                   
               
               
                   
               
            
                  
                     Total Balance Sheet (for (re)insurance undertakings)
                  
               
               
                  
                     Total Balance Sheet (for other regulated undertakings)
                  
               
               
                  
                     Total Balance Sheet (non-regulated undertakings)
                  
               
               
                  
                     Written premiums net of reinsurance ceded under IFRS or local GAAP for (re)insurance undertakings
                  
               
               
                  
                     Turn over defined as the gross revenue under IFRS or local GAAP for other types of undertakings or insurance holding companies
                  
               
               
                  
                     Underwriting performance
                  
               
               
                  
                     Investment performance
                  
               
               
                  
                     Total performance
                  
               
               
                  
                     Accounting standard
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                   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
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.33.01.04
      
      
         Insurance and Reinsurance individual requirements
      
      
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     EEA and non EEA insurance and reinsurance undertakings (using SII rules) included only via D&A
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     SCR
                  
                  
                     Market Risk
                  
               
               
                  
                     SCR
                  
                  
                     Counterparty Default Risk
                  
               
               
                  
                     SCR
                  
                  
                     Life Underwriting Risk
                  
               
               
                  
                     SCR
                  
                  
                     Health Underwriting Risk
                  
               
               
                  
                     SCR
                  
                  
                     Non-life Underwriting Risk
                  
               
               
                  
                     SCR
                  
                  
                     Operational Risk
                  
               
               
                  
                     Individual SCR
                  
               
               
                   
               
            
                  
                     Legal name of the undertaking
                  
               
               
                  
                     Identification code of the undertaking
                  
               
               
                  
                     Type of code of the ID of the undertaking
                  
               
               
                  
                     Entity Level/RFF or MAP/ Remaining Part
                  
               
               
                  
                     Fund Number
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     EEA and non EEA insurance and reinsurance undertakings (using SII rules) included only via D&A
                  
               
               
                   
               
            
                  
                     Individual MCR
                  
               
               
                  
                     Eligible Individual Own Funds to cover the SCR
                  
               
               
                  
                     Standard Formula used
                  
               
               
                  
                     Group or individual Internal Model Used
                  
               
               
                  
                     Individual Capital Add-On
                  
               
               
                   
               
            
                  
                     Use of undertaking specific parameters
                  
               
               
                  
                     Use of simplifications
                  
               
               
                  
                     Use of Partial Internal Model
                  
               
               
                  
                     Group or individual internal model
                  
               
               
                  
                     Date of initial approval of IM
                  
               
               
                  
                     Date of approval of latest major change of IM
                  
               
               
                  
                     Date of decision of capital add-on
                  
               
               
                  
                     Amount of capital add-on
                  
               
               
                  
                     Reason of capital add-on
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
               
                  
                     C0190
                  
               
               
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                  
                     C0230
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Non EEA insurance and reinsurance undertakings (both using SII rules and not using SII rules) regardless of the method used
                  
               
            
                  
                     Local capital requirement
                  
               
               
                  
                     Local minimum capital requirement
                  
               
               
                  
                     Eligible own funds in accordance with local rules
                  
               
            
                  
                     C0240
                  
               
               
                  
                     C0250
                  
               
               
                  
                     C0260
                  
               
            
                   
               
               
                   
               
               
                   
               
            
         S.34.01.04
      
      
         Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements
      
      
                  
                     Legal name of the undertaking
                  
               
               
                  
                     Identification code of the undertaking
                  
               
               
                  
                     Type of code of the ID of the undertaking
                  
               
               
                  
                     Aggregated or not
                  
               
               
                  
                     Type of capital requirement
                  
               
               
                  
                     Notional SCR or Sectoral capital requirement
                  
               
               
                  
                     Notional MCR or Sectoral minimum capital requirement
                  
               
               
                  
                     Notional or Sectoral Eligible Own Funds
                  
               
            
                  
                     C0010
                  
               
               
                   C0020
                  
               
               
                  
                     C0030
                  
               
               
                   C0040
                  
               
               
                  
                     C0050
                  
               
               
                   C0060
                  
               
               
                  
                     C0070
                  
               
               
                   C0080
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.35.01.04
      
      
         Contribution to group Technical Provisions
      
      
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     Total amount of TP
                  
               
               
                  
                     Technical Provisions — Non-Life (excluding Health)
                  
               
               
                  
                     Technical Provisions — Health (similar to non-life)
                  
               
               
                   
               
            
                  
                     Legal name of each undertaking
                  
               
               
                  
                     Identification code of the undertaking
                  
               
               
                  
                     Type of code of the ID of the undertaking
                  
               
               
                  
                     Method of group solvency calculation used
                  
               
               
                  
                     Amount of TP gross of IGT
                  
               
               
                  
                     Amount of TP net of IGT
                  
               
               
                  
                     Amount of TP gross of IGT
                  
               
               
                  
                     Amount of TP net of IGT
                  
               
               
                  
                     Net contribution to Group TP (%)
                  
               
               
                  
                     Amount of TP gross of IGT
                  
               
               
                  
                     Amount of TP net of IGT
                  
               
               
                  
                     Net contribution to Group TP (%)
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Technical Provisions — Health (similar to life)
                  
               
               
                  
                     Technical Provisions — Life (excluding health and index-linked and unit-linked)
                  
               
               
                  
                     Technical Provisions — Index-linked and unit-Linked insurance
                  
               
               
                  
                     Transitional on Technical Provisions
                  
               
               
                   
               
            
                  
                     Amount of TP gross of IGT
                  
               
               
                  
                     Amount of TP net of IGT
                  
               
               
                  
                     Net contribution to Group TP (%)
                  
               
               
                  
                     Amount of TP gross of IGT
                  
               
               
                  
                     Amount of TP net of IGT
                  
               
               
                  
                     Net contribution to Group TP (%)
                  
               
               
                  
                     Amount of TP gross of IGT
                  
               
               
                  
                     Amount of TP net of IGT
                  
               
               
                  
                     Net contribution to Group TP (%)
                  
               
               
                  
                     Amount of TP gross of IGT
                  
               
               
                  
                     Amount of TP net of IGT
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
               
                  
                     C0190
                  
               
               
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                  
                     C0230
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     LTG measures and transitionals — Technical Provisions subject to Transitional on Risk Free Rate
                  
               
               
                  
                     LTG measures and transitionals — Technical Provisions subject to Volatility Adjustment
                  
               
               
                  
                     LTG measures and transitionals — Technical Provisions subject to Matching Adjustment
                  
               
            
                  
                     Amount of TP gross of IGT
                  
               
               
                  
                     Amount of TP gross of IGT
                  
               
               
                  
                     Amount of TP gross of IGT
                  
               
            
                  
                     C0240
                  
               
               
                  
                     C0250
                  
               
               
                  
                     C0260
                  
               
            
                   
               
               
                   
               
               
                   
               
            
         S.36.01.01
      
      
         IGT — Equity-type transactions, debt and asset transfer
      
      
                  
                     ID of intragroup transaction
                  
               
               
                  
                     Investor/ lender name
                  
               
               
                  
                     Identification code for investor/ lender
                  
               
               
                  
                     ID code type of the investor/lender
                  
               
               
                  
                     Issuer/ borrower name
                  
               
               
                  
                     Identification code for issuer / borrower
                  
               
               
                  
                     ID code type of the issuer / borrower
                  
               
               
                  
                     ID code of the instrument
                  
               
               
                  
                     ID code type of the instrument
                  
               
               
                  
                     Transaction type
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Transaction Issue date
                  
               
               
                  
                     Maturity date of transaction
                  
               
               
                  
                     Currency of transaction
                  
               
               
                  
                     Contractual amount of transaction/ Transaction price
                  
               
               
                  
                     Value of collateral/ asset
                  
               
               
                  
                     Amount of redemptions/ prepayments/ paybacks during reporting period
                  
               
               
                  
                     Amount of dividends/ interest/ coupon and other payments made during reporting period
                  
               
               
                  
                     Balance of contractual amount of transaction at reporting date
                  
               
               
                  
                     Coupon/ Interest rate
                  
               
            
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
               
                  
                     C0190
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.36.02.01
      
      
         IGT — Derivatives
      
      
                  
                     ID of intragroup transaction
                  
               
               
                  
                     Investor/ Buyer
                  
               
               
                  
                     Identification code of investor / buyer
                  
               
               
                  
                     ID code type of the investor/ buyer
                  
               
               
                  
                     Issuer/ Seller name
                  
               
               
                  
                     Identification code of the issuer / seller
                  
               
               
                  
                     ID code type of the issuer / seller
                  
               
               
                  
                     ID code of the instrument
                  
               
               
                  
                     ID code type of the instrument
                  
               
               
                  
                     Transaction type
                  
               
               
                  
                     Transaction Trade date
                  
               
               
                  
                     Maturity date
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                  
                     Options, futures, forwards and other derivatives
                  
               
               
                  
                     Credit protection -CDS and Guarantees
                  
               
               
                  
                     Swaps
                  
               
            
                  
                     Currency
                  
               
               
                  
                     Notional amount at transaction date
                  
               
               
                  
                     Notional amount at reporting date
                  
               
               
                  
                     Value of collateral
                  
               
               
                  
                     Use of derivatives (by buyer)
                  
               
               
                  
                     Identification code Asset / Liability underlying the derivative
                  
               
               
                  
                     ID code type of the Asset / Liability underlying the derivative
                  
               
               
                  
                     Counterparty name for which credit protection is purchased
                  
               
               
                  
                     Swap delivered interest rate (for buyer)
                  
               
               
                  
                     Swap received interest rate (for buyer)
                  
               
               
                  
                     Swap delivered currency (for buyer)
                  
               
               
                  
                     Swap received currency (for buyer)
                  
               
            
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
               
                  
                     C0190
                  
               
               
                  
                     C0200
                  
               
               
                  
                     C0210
                  
               
               
                  
                     C0220
                  
               
               
                  
                     C0230
                  
               
               
                  
                     C0240
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.36.03.01
      
      
         IGT — Internal reinsurance
      
      
                  
                     ID of intragroup transaction
                  
               
               
                  
                     Name of cedent
                  
               
               
                  
                     Identification code of cedent
                  
               
               
                  
                     ID code type of the cedent
                  
               
               
                  
                     Name of reinsurer
                  
               
               
                  
                     Identification code of reinsurer
                  
               
               
                  
                     ID code type of the reinsurer
                  
               
               
                  
                     Validity period (start date)
                  
               
               
                  
                     Validity period (expiry date)
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Currency of contract/treaty
                  
               
               
                  
                     Type of reinsurance contract/treaty
                  
               
               
                  
                     Maximum cover by reinsurer under contract/treaty
                  
               
               
                  
                     Net Receivables
                  
               
               
                  
                     Total reinsurance recoverables
                  
               
               
                  
                     Reinsurance result (for reinsured entity)
                  
               
               
                  
                     Line of business
                  
               
            
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.36.04.01
      
      
         IGT — Cost Sharing, contingent liabilities, off BS and other items
      
      
                  
                     ID of intragroup transaction
                  
               
               
                  
                     Investor/ Buyer/ Beneficiary name
                  
               
               
                  
                     Identification code of the Investor/ Buyer/ Beneficiary
                  
               
               
                  
                     ID code type of the Investor/ Buyer/ Beneficiary
                  
               
               
                  
                     Issuer/ Seller/ Provider name
                  
               
               
                  
                     Identification code of the Issuer/ Seller/ Provider
                  
               
               
                  
                     ID code type of the Issuer/ Seller/ Provider
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Transaction type
                  
               
               
                  
                     Transaction Issue date
                  
               
               
                  
                     Effective date of agreement/ contract underlying transaction
                  
               
               
                  
                     Expiry date of agreement/ contract underlying transaction
                  
               
               
                  
                     Currency of transaction
                  
               
               
                  
                     Trigger event
                  
               
               
                  
                     Value of transaction/ collateral / Guarantee
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Maximum possible value of contingent liabilities
                  
               
               
                  
                     Maximum possible value of contingent liabilities not included in Solvency II Balance Sheet
                  
               
               
                  
                     Maximum value of letters of credit/ guarantees
                  
               
               
                  
                     Value of guaranteed assets
                  
               
            
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
               
                  
                     C0180
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         S.37.01.04
      
      
         Risk concentration
      
      
                  
                     Name of the external counterparty
                  
               
               
                  
                     Identification code of the counterparty of the Group
                  
               
               
                  
                     ID code type of the counterparty of the Group
                  
               
               
                  
                     Country of the exposure
                  
               
               
                  
                     Nature of the exposure
                  
               
               
                  
                     Identification code of the exposure
                  
               
               
                  
                     Identification code type of the exposure
                  
               
               
                  
                     External rating
                  
               
               
                  
                     Nominated ECAI
                  
               
               
                  
                     Sector
                  
               
               
                  
                     (cont.)
                  
               
            
                  
                     C0010
                  
               
               
                  
                     C0020
                  
               
               
                  
                     C0030
                  
               
               
                  
                     C0040
                  
               
               
                  
                     C0050
                  
               
               
                  
                     C0060
                  
               
               
                  
                     C0070
                  
               
               
                  
                     C0080
                  
               
               
                  
                     C0090
                  
               
               
                  
                     C0100
                  
               
               
                   
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
         
      
                  
                     Group entity subject to the exposure
                  
               
               
                  
                     Identification code of the group entity
                  
               
               
                  
                     ID code type of the group entity
                  
               
               
                  
                     Maturity (asset side) / Validity (liability side)
                  
               
               
                  
                     Value of the exposure
                  
               
               
                  
                     Currency
                  
               
               
                  
                     Maximum amount to be paid by the reinsurer
                  
               
            
                  
                     C0110
                  
               
               
                  
                     C0120
                  
               
               
                  
                     C0130
                  
               
               
                  
                     C0140
                  
               
               
                  
                     C0150
                  
               
               
                  
                     C0160
                  
               
               
                  
                     C0170
                  
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
   
      ANNEX II
      
         Instructions regarding reporting templates for individual undertakings
      
      This Annex contains additional instructions in relation to the templates included in Annex I of this Regulation. The first column of the tables identifies the items to be reported by identifying the columns and rows as showed in the template in Annex I.
      Templates which shall be filled in in accordance with the instructions of the different sections of this Annex are referred to as ‘this template’ throughout the text of the Annex.
      
         S.01.01 — Content of the submission
      
      
         General comments:
      
      This section relates to opening, quarterly and annual submission of information for individual entities, ring fenced–funds, matching portfolios and remaining part.
      When a special justification is needed, the explanation is not to be submitted within the reporting template but shall be part of the dialogue between undertakings and national competent authorities.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Ring–fenced fund/matching portfolio/remaining part
               
               
                  Identifies whether the reported figures are with regard to a ring–fenced fund (‘RFF’), matching adjustment portfolio (‘MAP’) or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0020
               
               
                  Fund/Portfolio number
               
               
                  When item Z0010 = 1, identification number for a ring–fenced fund or matching portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0010 = 2, then report ‘0’
               
            
                  C0010/R0010
               
               
                  S.01.02 — Basic Information — General
               
               
                  This template shall always be reported. The only option possible is:
                  1 — Reported
               
            
                  C0010/R0020
               
               
                  S.01.03 — Basic Information — RFF and matching adjustment portfolios
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no RFF or MAP
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0030
               
               
                  S.02.01 — Balance sheet
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              6 — Exempted under Article 35 (6) to (8)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0040
               
               
                  S.02.02 — Assets and liabilities by currency
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              3 — Not due in accordance with instructions of the template
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0060
               
               
                  S.03.01 — Off–balance sheet items — general
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no off–balance sheet items
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0070
               
               
                  S.03.02 — Off–balance sheet items — List of unlimited guarantees received by the undertaking
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no unlimited guarantees received
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0080
               
               
                  S.03.03 — Off–balance sheet items — List of unlimited guarantees provided by the undertaking
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no unlimited guarantees provided
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0090
               
               
                  S.04.01 — Activity by country
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no activity outside the home country
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0100
               
               
                  S.04.02 — Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no activity outside the home country in relation to specific class
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0110
               
               
                  S.05.01 — Premiums, claims and expenses by line of business
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              6 — Exempted under Article 35 (6) to (8)
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0120
               
               
                  S.05.02 — Premiums, claims and expenses by country
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              3 — Not due in accordance with instructions of the template
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0130
               
               
                  S.06.01 — Summary of Assets
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              4 — Not due as S.06.02 reported quarterly
                           
                        
                               
                           
                           
                              5 — Not due as S.06.02 reported annually
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0140
               
               
                  S.06.02 — List of assets
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              6 — Exempted under Article 35 (6) to (8)
                           
                        
                               
                           
                           
                              7 — Not due as no material changes since quarterly submission (this option is only applicable on annual submissions)
                           
                        
                               
                           
                           
                              0– Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0150
               
               
                  S.06.03 — Collective investment undertakings — look–through approach
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no Collective investment undertakings
                           
                        
                               
                           
                           
                              6 — Exempted under Article 35 (6) to (8)
                           
                        
                               
                           
                           
                              7 — Not due as no material changes since quarterly submission (this option is only applicable on annual submissions)
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0160
               
               
                  S.07.01 — Structured products
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no structured products
                           
                        
                               
                           
                           
                              6 — Exempted under 35 (6) to (8)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0170
               
               
                  S.08.01 — Open derivatives
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no derivative transactions
                           
                        
                               
                           
                           
                              6 — Exempted under Article 35 (6) to (8)
                           
                        
                               
                           
                           
                              7 — Not due as no material changes since quarterly submission (this option is only applicable on annual submissions)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0180
               
               
                  S.08.02 — Derivatives Transactions
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no derivative transactions
                           
                        
                               
                           
                           
                              6 — Exempted under Article 35 (6) to (8)
                           
                        
                               
                           
                           
                              7 — Not due as no material changes since quarterly submission (this option is only applicable on annual submissions)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0190
               
               
                  S.09.01 — Income/gains and losses in the period
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0200
               
               
                  S.10.01 — Securities lending and repos
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no Securities lending and repos
                           
                        
                               
                           
                           
                              6 — Exempted under Article 35 (6) to (8)
                           
                        
                               
                           
                           
                              0– Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0210
               
               
                  S.11.01 — Assets held as collateral
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no Assets held as collateral
                           
                        
                               
                           
                           
                              6 — Exempted under Article 35 (6) to (8)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0220
               
               
                  S.12.01 — Life and Health SLT Technical Provisions
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no life and health SLT business
                           
                        
                               
                           
                           
                              6 — Exempted under Article 35 (6) to (8)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0230
               
               
                  S.12.02 — Life and Health SLT Technical Provisions — by country
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no life and health SLT business
                           
                        
                               
                           
                           
                              3 — Not due in accordance with instructions of the template
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0240
               
               
                  S.13.01 — Projection of future gross cash flows
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no life and health SLT business
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0250
               
               
                  S.14.01 — Life obligations analysis
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no life and health SLT business
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0260
               
               
                  S.15.01 — Description of the guarantees of variable annuities
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no variable annuities
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0270
               
               
                  S.15.02 — Hedging of guarantees of variable annuities
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no variable annuities
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0280
               
               
                  S.16.01 — Information on annuities stemming from Non–Life Insurance obligations
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no annuities stemming from Non–Life Insurance obligations
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0290
               
               
                  S.17.01 — Non–Life Technical Provisions
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no non–life business
                           
                        
                               
                           
                           
                              6 — Exempted under Article 35 (6) to (8)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0300
               
               
                  S.17.02 — Non–Life Technical Provisions — By country
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no non–life business
                           
                        
                               
                           
                           
                              3 — Not due in accordance with instructions of the template
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0310
               
               
                  S.18.01 — Projection of future cash flows (Best Estimate — Non Life)
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no non–life business
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0320
               
               
                  S.19.01 — Non–life insurance claims
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no non–life business
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0330
               
               
                  S.20.01 — Development of the distribution of the claims incurred
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no non–life business
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0340
               
               
                  S.21.01 — Loss distribution risk profile
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no non–life business
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0350
               
               
                  S.21.02 — Underwriting risks non–life
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no non–life business
                           
                        
                               
                           
                           
                              0– Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0360
               
               
                  S.21.03 — Non–life distribution of underwriting risks — by sum insured
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no non–life business
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0370
               
               
                  S.22.01 — Impact of long term guarantees measures and transitionals
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no long term guarantees measures (‘LTG’) measures or transitionals are applied
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0380
               
               
                  S.22.04 — Information on the transitional on interest rates calculation
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no such transitional measure is applied
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0390
               
               
                  S.22.05 — Overall calculation of the transitional on technical provisions
               
               
                  One of the options in the following closed list shall be used:
                  1 — Reported
                  2 — Not reported as no such transitional measure is applied
                  0 — Not reported other reason (in this case special justification is needed)
               
            
                  C0010/R0400
               
               
                  S.22.06 — Best estimate subject to volatility adjustment by country and currency
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as volatility adjustment not applied
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0410
               
               
                  S.23.01 — Own funds
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              6 — Exempted under Article 35 (6) to (8)
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0420
               
               
                  S.23.02 — Detailed information by tiers on own funds
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0430
               
               
                  S.23.03 — Annual movements on own funds
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0440
               
               
                  S.23.04 — List of items on own funds
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0450
               
               
                  S.24.01 — Participations held
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no participations held
                           
                        
                               
                           
                           
                              0 — Not reported (in this case special justification is needed)
                           
                        
            
                  C0010/R0460
               
               
                  S.25.01 — Solvency Capital Requirement — for undertakings on Standard Formula
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported as standard formula (‘SF’) is used
                           
                        
                               
                           
                           
                              2 — Reported due to Article 112 request
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model (‘PIM’)
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model (‘IM’)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0470)
               
               
                  S.25.02 — Solvency Capital Requirement — for undertakings using the standard formula and partial internal model
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              10 — Not reported as use of standard formula
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0480
               
               
                  S.25.03 — Solvency Capital Requirement — for undertakings on Full Internal Models
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              10 — Not reported as use of standard formula
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0500
               
               
                  S.26.01 — Solvency Capital Requirement — Market risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0510
               
               
                  S.26.02 — Solvency Capital Requirement — Counterparty default risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0520
               
               
                  S.26.03 — Solvency Capital Requirement — Life underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0530
               
               
                  S.26.04 — Solvency Capital Requirement — Health underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0540
               
               
                  S.26.05 — Solvency Capital Requirement — Non–Life underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0550
               
               
                  S.26.06 — Solvency Capital Requirement — Operational risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0560
               
               
                  S.26.07 — Solvency Capital Requirement — Simplifications
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no simplified calculations used
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0570
               
               
                  S.27.01 — Solvency Capital Requirement — Non–Life and Health catastrophe risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0580
               
               
                  S.28.01 — Minimum Capital Requirement — Only life or only non–life insurance or reinsurance activity
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1– Reported
                           
                        
                               
                           
                           
                              2 — Not reported as both life and non–life insurance or reinsurance activity
                           
                        
                               
                           
                           
                              0– Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0590
               
               
                  S.28.02 — Minimum Capital Requirement — Both life and non–life insurance activity
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as only life or only non–life insurance or reinsurance activity or only reinsurance activity
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0600
               
               
                  S.29.01 — Excess of Assets over Liabilities
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0610
               
               
                  S.29.02 — Excess of Assets over Liabilities — explained by investments and financial liabilities
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0620
               
               
                  S.29.03 — Excess of Assets over Liabilities — explained by technical provisions
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0630
               
               
                  S.29.04 — Detailed analysis per period — Technical flows versus Technical provisions
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0640
               
               
                  S.30.01 — Facultative covers for non–life and life business basic data
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no facultative covers
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0650
               
               
                  S.30.02 — Facultative covers for non–life and life business shares data
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no facultative covers
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0660
               
               
                  S.30.03 — Outgoing Reinsurance Program basic data
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no reinsurance
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0670
               
               
                  S.30.04 — Outgoing Reinsurance Program shares data
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no reinsurance
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0680
               
               
                  S.31.01 — Share of reinsurers (including Finite Reinsurance and SPV's)
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no reinsurance
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0690
               
               
                  S.31.02 — Special Purpose Vehicles
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no Special Purpose Insurance Vehicles
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0740
               
               
                  S.36.01 — IGT — Equity–type transactions, debt and asset transfer
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no intragroup transaction (‘IGT’) on Equity–type transactions, debt and asset transfer
                           
                        
                               
                           
                           
                              12 — Not reported as no parent undertaking is a mixed–activity insurance holding company where they are not part of a group as defined under Article 213 (2) (a), (b) and (c) of Solvency II Directive
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0750
               
               
                  S.36.02 — IGT — Derivatives
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no IGT on Derivatives
                           
                        
                               
                           
                           
                              12 — Not reported as no parent undertaking is a mixed–activity insurance holding company where they are not part of a group as defined under Article 213 (2) (a), (b) and (c) of Solvency II Directive
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0760
               
               
                  S.36.03 — IGT — Internal reinsurance
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no IGT on Internal reinsurance
                           
                        
                               
                           
                           
                              12 — Not reported as no parent undertaking is a mixed–activity insurance holding company where they are not part of a group as defined under Article 213 (2) (a), (b) and (c) of Solvency II Directive
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0770
               
               
                  S.36.04 — IGT — Cost Sharing, contingent liabilities, off BS and other items
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no IGT on Cost Sharing, contingent liabilities, off Balance Sheet (‘BS’) and other items
                           
                        
                               
                           
                           
                              12 — Not reported as no parent undertaking is a mixed–activity insurance holding company where they are not part of a group as defined under Article 213 (2) (a), (b) and (c) of Solvency II Directive
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0790
               
               
                  SR.02.01 — Balance Sheet
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no RFF/MAP
                           
                        
                               
                           
                           
                              14 — Not reported as refers to MAP fund
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0800
               
               
                  SR.12.01 — Life and Health SLT Technical Provisions
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no RFF/MAP or no life and health SLT business
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0810
               
               
                  SR.17.01 — Non–Life Technical Provisions
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no RFF/MAP or no non–life business
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0820
               
               
                  SR.22.02 — Projection of future cash flows (Best Estimate — Matching portfolios)
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no Matching Adjustment (‘MA’) is applied
                           
                        
                               
                           
                           
                              15 –Not reported as refers to RFF or remaining part
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0830
               
               
                  SR.22.03 — Information on the matching adjustment calculation
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no MA is applied
                           
                        
                               
                           
                           
                              15 –Not reported as refers to RFF or remaining part
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0840
               
               
                  SR.25.01 — Solvency Capital Requirement — Only SF
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported as standard formula is used
                           
                        
                               
                           
                           
                              2 — Reported due to Article 112 request
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0850
               
               
                  SR.25.02 — Solvency Capital Requirement — SF and PIM
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              10 — Not reported as use of standard formula
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0860
               
               
                  SR.25.03 — Solvency Capital Requirement — IM
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              10 — Not reported as use of standard formula
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0870
               
               
                  SR.26.01 — Solvency Capital Requirement — Market risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0880
               
               
                  SR.26.02 — Solvency Capital Requirement — Counterparty default risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0890
               
               
                  SR.26.03 — Solvency Capital Requirement — Life underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0900
               
               
                  SR.26.04 — Solvency Capital Requirement — Health underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0910
               
               
                  SR.26.05 — Solvency Capital Requirement — Non–Life underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0920
               
               
                  SR.26.06 — Solvency Capital Requirement — Operational risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0930
               
               
                  SR.26.07 — Solvency Capital Requirement — Simplifications
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no simplified calculations used
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0940
               
               
                  SR.27.01 — Solvency Capital Requirement — Non–Life Catastrophe risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
         S.01.02 — Basic information
      
      
         General comments:
      
      This section relates to opening, quarterly and annual submission of information for individual entities.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010
               
               
                  Undertaking name
               
               
                  Legal name of the undertaking. Needs to be consistent over different submissions
               
            
                  C0010/R0020
               
               
                  Undertaking identification code
               
               
                  Identification code of the undertaking, using the following priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (‘LEI’)
                           
                        
                              —
                           
                           
                              Identification code used in the local market, attributed by supervisory authority
                           
                        
            
                  C0010/R0030
               
               
                  Type of code of undertaking
               
               
                  Type of ID Code used for the ‘Undertaking Identification code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0010/R0040
               
               
                  Type of undertaking
               
               
                  Identify the type of the reporting undertaking. The following closed list of options shall be used to identify the activity of the undertaking:
                  
                               
                           
                           
                              1 — Undertakings pursuing both life and non–life insurance activity
                           
                        
                               
                           
                           
                              2 — Life undertakings
                           
                        
                               
                           
                           
                              3 — Non–Life undertakings
                           
                        
            
                  C0010/R0050
               
               
                  Country of authorisation
               
               
                  Identify the ISO 3166–1 alpha–2 code of the country where the undertaking was authorised (Home–country)
               
            
                  C0010/R0070
               
               
                  Language of reporting
               
               
                  Identify the 2 letter code of ISO 639–1 code of the language used in the submission of information
               
            
                  C0010/R0080
               
               
                  Reporting submission date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date when the reporting to the supervisory authority is made
               
            
                  C0010/R0090
               
               
                  Reporting reference date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date identifying the last day of the reporting period
               
            
                  C0010/R0100
               
               
                  Regular/Ad–hoc submission
               
               
                  Identify if the submission of information relates to regular submission of information or ad–hoc. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Regular reporting
                           
                        
                               
                           
                           
                              2 — Ad–hoc reporting
                           
                        
            
                  C0010/R0110
               
               
                  Currency used for reporting
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the monetary amounts used in each report
               
            
                  C0010/R0120
               
               
                  Accounting standards
               
               
                  Identification of the accounting standards used for reporting items in S.02.01, financial statements valuation. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — The undertaking is using International Financial Reporting Standards (‘IFRS’)
                           
                        
                               
                           
                           
                              2 — The undertaking is using local generally accepted accounting principles (‘GAAP’) (other than IFRS)
                           
                        
            
                  C0010/R0130
               
               
                  Method of Calculation of the SCR
               
               
                  Identify the method used to calculate the SCR. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Standard formula
                           
                        
                               
                           
                           
                              2 — Partial internal model
                           
                        
                               
                           
                           
                              3 — Full internal model
                           
                        
            
                  C0010/R0140
               
               
                  Use of undertaking specific parameters
               
               
                  Identify if the undertaking is reporting figures using undertaking specific parameters. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Use of undertaking specific parameters
                           
                        
                               
                           
                           
                              2 — Don't use undertaking specific parameters
                           
                        
            
                  C0010/R0150
               
               
                  Ring–Fenced Funds
               
               
                  Identify if the undertaking is reporting activity by Ring Fenced Funds (RFF). The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Reporting activity by RFF
                           
                        
                               
                           
                           
                              2 — Not reporting activity by RFF
                           
                        
            
                  C0010/R0170
               
               
                  Matching adjustment
               
               
                  Identify if the undertaking is reporting figures using the matching adjustment. The following closed list of options shall be used:
                  
                               
                           
                           
                              1– Use of matching adjustment
                           
                        
                               
                           
                           
                              2 — No use of matching adjustment
                           
                        
            
                  C0010/R0180
               
               
                  Volatility adjustment
               
               
                  Identify if the undertaking is reporting figures using the volatility adjustment. The following closed list of options shall be used:
                  
                               
                           
                           
                              1– Use of volatility adjustment
                           
                        
                               
                           
                           
                              2 — No use of volatility adjustment
                           
                        
            
                  C0010/R0190
               
               
                  Transitional measure on the risk–free interest rate
               
               
                  Identify if the undertaking is reporting figures using the transitional adjustment to the relevant risk-free interest rate term structure. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Use of transitional measure on the risk–free interest rate
                           
                        
                               
                           
                           
                              2 — No use of transitional measure on the risk–free interest rate
                           
                        
            
                  C0010/R0200
               
               
                  Transitional measure on technical provisions
               
               
                  Identify if the undertaking is reporting figures using the transitional deduction to technical provisions. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Use of transitional measure on technical provisions
                           
                        
                               
                           
                           
                              2 — No use of transitional measure on technical provisions
                           
                        
            
                  C0010/R0210
               
               
                  Initial submission or re–submission
               
               
                  Identify if it is an initial submission of information or a re–submission of information in relation to a reporting reference date already reported. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Initial submission
                           
                        
                               
                           
                           
                              2 — Re–submission
                           
                        
            
         S.01.03 — Basic Information — RFF and matching adjustment portfolios
      
      
         General comments:
      
      This section relates to opening and annual submission of information for individual entities.
      All ring–fenced funds and matching portfolios should be identified regardless if they are material for the purposes of submission of information.
      In the first table all ring–fenced funds and matching adjustments portfolios shall be reported. In case a ring–fenced fund has a matching portfolio not covering the full RFF three funds have to be identified, one for the RFF, other for the MAP inside the RFF and other for the remaining part of the fund (vice–versa for the situations where a MAP has a RFF).
      In the second table the relations between the funds as explained in previous paragraph are explained. Only the funds with such relations shall be reported in the second table.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     List of all RFF/MAP (overlaps allowed)
                  
               
            
                  C0040
               
               
                  Fund /Portfolio Number
               
               
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each ring fenced fund and matching adjustment portfolio. This number has to be consistent over time and shall be used to identify the ring fenced funds and the matching portfolio number in other templates.
               
            
                  C0050
               
               
                  Name of ring–fenced fund/Matching adjustment portfolio
               
               
                  Indicate the name of the ring fenced fund and matching adjustment portfolio.
                  When possible (if linked to a commercial product) the commercial name shall be used. If not possible, e.g. if the fund is linked to several commercial products, a different name shall be used.
                  The name shall be unique and be kept consistent over time.
               
            
                  C0060
               
               
                  RFF/MAP/Remaining part of a fund
               
               
                  Indicate if it is a ring fenced fund or a matching portfolio. In the cases where other funds are included within one fund this cell shall identify the type of each fund or sub–fund. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Ring–fenced fund
                           
                        
                               
                           
                           
                              2 — Matching portfolio
                           
                        
                               
                           
                           
                              3 — Remaining part of a fund
                           
                        
            
                  C0070
               
               
                  RFF/MAP with sub RFF/MAP
               
               
                  Identify if the fund identified has other funds embedded. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Fund with other funds embedded
                           
                        
                               
                           
                           
                              2 — Not a fund with other funds embedded
                           
                        Only the ‘mother’ fund shall be identified with option 1.
               
            
                  C0080
               
               
                  Material
               
               
                  Indicate if the ring–fenced fund or a matching portfolio is material for the purposes of detailed submission of information. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Material
                           
                        
                               
                           
                           
                              2 — Not material
                           
                        In case of fund with other funds embedded, this item is to be reported only for the ‘mother’ fund.
               
            
                  C0090
               
               
                  Article 304
               
               
                  Indicate whether the RFF is under Article 304 of Solvency II Directive. One of the following option shall be used:
                  
                               
                           
                           
                              1 — RFF under Article 304 — with the option for the equity risk sub–module
                           
                        
                               
                           
                           
                              2 — RFF under Article 304 — without the option for the equity risk sub–module
                           
                        
                               
                           
                           
                              3 — RFF not under Article 304
                           
                        
            
                  
                     List of RFF/MAP with sub RFF/MAP
                  
               
            
                  C0100
               
               
                  Number of RFF/MAP with sub RFF/MAP
               
               
                  For the funds with other funds embedded (option 1 reported in item C0070) identify the number as defined for item C0040.
                  The fund shall be repeated for as many rows as needed to report the funds embedded.
               
            
                  C0110
               
               
                  Number of sub RFF/MAP
               
               
                  Identify the number of the funds embedded in other funds as defined for item C0040.
               
            
                  C0120
               
               
                  Sub RFF/MAP
               
               
                  Identify if the nature of the fund embedded in other funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Ring–fenced fund
                           
                        
                               
                           
                           
                              2 — Matching portfolio
                           
                        
            
         S.02.01 — Balance sheet
      
      
         General comments:
      
      This section relates to opening, quarterly and annual submission of information for individual entities, ring fenced–funds and remaining part.
      The ‘Solvency II value’ column (C0010) shall be completed using the valuation principles set out in the Directive2009/138/EC, Delegated Regulation (EU) 2015/35, Solvency 2 Technical Standards and Guidelines.
      With regards to the ‘Statutory accounts value’ column (C0020), recognition and valuation methods are the ones used by undertakings in their statutory accounts in accordance with the local GAAP or IFRS if accepted as local GAAP. In template SR.02.01 this column is only applicable if the development of financial statements by RFF is required by national law.
      The default instruction is that each item shall be reported in the ‘Statutory accounts value’ column, separately. However, in the ‘Statutory accounts value’ column the dotted rows were introduced in order to enable the reporting of aggregated figures if the split figures are not available.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Assets
                  
               
            
                  Z0020
               
               
                  Ring–fenced fund or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund number
               
               
                  When item Z0020 = 1, this is a unique number of fund, as attributed by the undertaking. It shall remain unvarying over time. It shall not be re–used for any other fund.
                  The number shall be used consistently across all templates, where relevant, to identify that fund.
                  When item Z0020 = 2, then report ‘0’
               
            
                  C0020/R0010
               
               
                  Goodwill
               
               
                  Intangible asset that arises as the result of a business combination and that represents the economic value of assets that cannot be individually identified or separately recognised in a business combination.
               
            
                  C0020/R0020
               
               
                  Deferred acquisition costs
               
               
                  Acquisition costs relating to contracts in force at the balance sheet date which are carried forward from one reporting period to subsequent reporting periods, relating to the unexpired periods of risks. In relation to life business, acquisition costs are deferred when it is probable that they will be recovered.
               
            
                  C0010–C0020/R0030
               
               
                  Intangible assets
               
               
                  Intangible assets other than goodwill. An identifiable non–monetary asset without physical substance.
               
            
                  C0010–C0020/R0040
               
               
                  Deferred tax assets
               
               
                  Deferred tax assets are the amounts of income taxes recoverable in future periods in respect of:
                  
                              (a)
                           
                           
                              deductible temporary differences;
                           
                        
                              (b)
                           
                           
                              the carryforward of unused tax losses; and/or
                           
                        
                              (c)
                           
                           
                              the carryforward of unused tax credits.
                           
                        
            
                  C0010–C0020/R0050
               
               
                  Pension benefit surplus
               
               
                  This is the total of net surplus related to employees' pension scheme.
               
            
                  C0010–C0020/R0060
               
               
                  Property, plant & equipment held for own use
               
               
                  Tangible assets which are intended for permanent use and property held by the undertaking for own use. It includes also property for own use under construction.
               
            
                  C0010–C0020/R0070
               
               
                  Investments (other than assets held for index–linked and unit–linked contracts)
               
               
                  This is the total amount of investments, excluding assets held for index–linked and unit–linked contracts.
               
            
                  C0010–C0020/R0080
               
               
                  Property (other than for own use)
               
               
                  Amount of the property, other than for own use. It includes also property under construction other than for own use.
               
            
                  C0010–C0020/R0090
               
               
                  Holdings in related undertakings, including participations
               
               
                  Participations as defined in Article 13(20) and 212 (2) and holdings in related undertakings in Article 212(1)(b) of Directive 2009/138/EC.
                  When part of the assets regarding participation and related undertakings refer to unit and index linked contracts, these parts shall be reported in ‘Assets held for index–linked and unit–linked contracts’ in C0010–C0020/R0220.
               
            
                  C0010–C0020/R0100
               
               
                  Equities
               
               
                  This is the total amount of equities, listed and unlisted.
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between listed and unlisted is not available, this item shall reflect the sum.
               
            
                  C0010–C0020/R0110
               
               
                  Equities — listed
               
               
                  Shares representing corporations' capital, e.g. representing ownership in a corporation, negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/EC.
                  It shall exclude holdings in related undertakings, including participations.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between listed and unlisted is not available, this item shall not be reported.
               
            
                  C0010–C0020/R0120
               
               
                  Equities — unlisted
               
               
                  Shares representing corporations' capital, e.g. representing ownership in a corporation, not negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/EC.
                  It shall exclude holdings in related undertakings, including participations.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between listed and unlisted is not available, this item shall not be reported.
               
            
                  C0010–C0020/R0130
               
               
                  Bonds
               
               
                  This is the total amount of government bonds, corporate bonds, structured notes and collateralised securities.
                  With regard to ‘statutory accounts values’ column (C0020) — where the split of bonds is not available, this item shall reflect the sum.
               
            
                  C0010–C0020/R0140
               
               
                  Government Bonds
               
               
                  Bonds issued by public authorities, whether by central governments, supra–national government institutions, regional governments or local authorities and bonds that are fully, unconditionally and irrevocably guaranteed by the European Central Bank, Member States' central government and central banks denominated and funded in the domestic currency of that central government and the central bank, multilateral development banks referred to in paragraph 2 of Article 117 of Regulation (EU) No 575/2013 or international organisations referred to in Article 118 of Regulation (EU) No 575/2013, where the guarantee meets the requirements set out in Article 215 of Delegated Regulation (EU) 2015/35.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between bonds, structured products and collateralised securities is not available, this item shall not be reported.
               
            
                  C0010–C0020/R0150
               
               
                  Corporate Bonds
               
               
                  Bonds issued by corporations
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between bonds, structured products and collateralised securities is not available, this item shall not be reported.
               
            
                  C0010–C0020/R0160
               
               
                  Structured notes
               
               
                  Hybrid securities, combining a fixed income (return in a form of fixed payments) instrument with a series of derivative components. Excluded from this category are fixed income securities that are issued by sovereign governments. Concerns securities that have embedded any categories of derivatives, including Credit Default Swaps (‘CDS’), Constant Maturity Swaps (‘CMS’), Credit Default Options (‘CDOp’). Assets under this category are not subject to unbundling.
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between bonds, structured products and collateralised securities is not available, this item shall not be reported.
               
            
                  C0010–C0020/R0170
               
               
                  Collateralised securities
               
               
                  Securities whose value and payments are derived from a portfolio of underlying assets. Includes Asset Backed Securities (‘ABS’), Mortgage Backed securities (‘MBS’), Commercial Mortgage Backed securities (‘CMBS’), Collateralised Debt Obligations (‘CDO’), Collateralised Loan Obligations (‘CLO’), Collateralised Mortgage Obligations (‘CMO’)
                  With regard to ‘statutory accounts values’ column (C0020), where the split between bonds, structured products and collateralised securities is not available, this item shall not be reported.
               
            
                  C0010–C0020/R0180
               
               
                  Collective Investments Undertakings
               
               
                  Collective investment undertaking means an undertaking for collective investment in transferable securities (‘UCITS’) as defined in Article 1(2) of Directive 2009/65/EC of the European Parliament and of the Council or an alternative investment fund (AIF) as defined in Article 4(1)(a) of Directive 2011/61/EU of the European Parliament and of the Council.
               
            
                  C0010–C0020/R0190
               
               
                  Derivatives
               
               
                  A financial instrument or other contract with all three of the following characteristics:
                  
                              (a)
                           
                           
                              Its value changes in response to the change in a specified interest rate, financial instrument price, commodity price, foreign exchange (‘FX’) rate, index of prices or rates, credit rating or credit index, or other variable, provided in the case of a non–financial variable that the variable is not specific to a party to the contract (sometimes called the ‘underlying’).
                           
                        
                              (b)
                           
                           
                              It requires no initial net investment or an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors.
                           
                        
                              (c)
                           
                           
                              It is settled at a future date.
                           
                        Solvency II value, only if positive, of the derivative as of the reporting date is reported here (in case of negative value, see R0790).
               
            
                  C0010–C0020/R0200
               
               
                  Deposits other than cash equivalents
               
               
                  Deposits other than cash equivalents that cannot be used to make payments until before a specific maturity date and that are not exchangeable for currency or transferable deposits without any kind of significant restriction or penalty.
               
            
                  C0010–C0020/R0210
               
               
                  Other investments
               
               
                  Other investments not covered already within investments reported above.
               
            
                  C0010–C0020/R0220
               
               
                  Assets held for index–linked and unit–linked contracts
               
               
                  Assets held for index–linked and unit–linked contracts (classified in line of business 31 as defined in Annex I of Delegated Regulation (EU) 2015/35).
               
            
                  C0010–C0020/R0230
               
               
                  Loans and mortgages
               
               
                  This is the total amount of loans and mortgages, i.e. financial assets created when undertakings lend funds, either with or without collateral, including cash pools.
                  With regard to ‘statutory accounts values’ column (C0020) — where the split of the split of loans & mortgages is not available, this item shall reflect the sum
               
            
                  C0010–C0020/R0240
               
               
                  Loans on policies
               
               
                  Loans made to policyholders, collateralised on policies (underlying technical provisions).
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between loans on policies, loans on mortgages to individuals and other loans and mortgages is not available, this item shall not be reported.
               
            
                  C0010–C0020/R0250
               
               
                  Loans and mortgages to individuals
               
               
                  Financial assets created when creditors lend funds to debtors — individuals, with collateral or not, including cash pools.
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between loans on policies, loans on mortgages to individuals and other loans and mortgages is not available, this item shall not be reported.
               
            
                  C0010–C0020/R0260
               
               
                  Other loans and mortgages
               
               
                  Financial assets created when creditors lend funds to debtors — others, not classifiable in item R0240 or R0250, with collateral or not, including cash pools.
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between loans on policies, loans on mortgages to individuals and other loans and mortgages is not available, this item shall not be reported.
               
            
                  C0010–C0020/R0270
               
               
                  Reinsurance recoverables from:
               
               
                  This is the total amount of reinsurance recoverables. It corresponds to the amount of reinsurer share of technical provisions (including Finite reinsurance and SPV).
               
            
                  C0010–C0020/R0280
               
               
                  Non–life and health similar to non–life
               
               
                  Reinsurance recoverables in respect of technical provisions for non–life and health similar to non–life.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between non–life excluding health and health similar to non–life is not available this item shall reflect the sum.
               
            
                  C0010–C0020/R0290
               
               
                  Non–life excluding health
               
               
                  Reinsurance recoverables in respect of technical provisions for non–life business, excluding technical provisions for health– similar to non –life
               
            
                  C0010–C0020/R0300
               
               
                  Health similar to non–life
               
               
                  Reinsurance recoverables in respect of technical provisions for health similar to non — life.
               
            
                  C0010–C0020/R0310
               
               
                  Life and health similar to life, excluding health and index–linked and unit–linked
               
               
                  Reinsurance recoverable in respect of technical provisions for life and health similar to life, excluding health and index–linked and unit–linked
                  With regard to ‘statutory accounts values’ column (C0020), where the split between life excluding health and index–linked and unit–linked and health similar to life is not available, this item shall reflect the sum.
               
            
                  C0010–C0020/R0320
               
               
                  Health similar to life
               
               
                  Reinsurance recoverables in respect of technical provisions for health–similar to life.
               
            
                  C0010–C0020/R0330
               
               
                  Life excluding health and index–linked and unit–linked
               
               
                  Reinsurance recoverables in respect of technical provisions for life business, excluding technical provisions health–similar to life techniques and technical provisions for index–linked and unit–linked.
               
            
                  C0010–C0020/R0340
               
               
                  Life index–linked and unit–linked
               
               
                  Reinsurance recoverables in respect of technical provisions for life index–linked and unit–linked business.
               
            
                  C0010–C0020/R0350
               
               
                  Deposits to cedants
               
               
                  Deposits relating to reinsurance accepted.
               
            
                  C0010–C0020/R0360
               
               
                  Insurance and intermediaries receivables
               
               
                  Amounts past–due for payment by policyholders, insurers, and other linked to insurance business, that are not included in cash–in flows of technical provisions.
                  It shall include receivables from reinsurance accepted.
               
            
                  C0010–C0020/R0370
               
               
                  Reinsurance receivables
               
               
                  Amounts past due by reinsurers and linked to reinsurance business that are not included in reinsurance recoverables.
                  It might include: the amounts past due from receivables from reinsurers that relate to settled claims of policyholders or beneficiaries; receivables from reinsurers in relation to other than insurance events or settled insurance claims, for example commissions.
               
            
                  C0010–C0020/R0380
               
               
                  Receivables (trade, not insurance)
               
               
                  Includes amounts receivables from employees or various business partners (not insurance–related), including public entities.
               
            
                  C0010–C0020/R0390
               
               
                  Own shares (held directly)
               
               
                  This is the total amount of own shares held directly by the undertaking.
               
            
                  C0010–C0020/R0400
               
               
                  Amounts due in respect of own fund items or initial fund called up but not yet paid in
               
               
                  Value of the amount due in respect of own fund items or initial fund called up but not yet paid in.
               
            
                  C0010–C0020/R0410
               
               
                  Cash and cash equivalents
               
               
                  Notes and coins in circulation that are commonly used to make payments, and deposits exchangeable for currency on demand at par and which are directly usable for making payments by cheque, draft, giro order, direct debit/credit, or other direct payment facility, without penalty or restriction.
                  Bank accounts shall not be netted off, thus only positive accounts shall be recognised in this item and bank overdrafts shown within liabilities unless where both legal right of offset and demonstrable intention to settle net exist.
               
            
                  C0010–C0020/R0420
               
               
                  Any other assets, not elsewhere shown
               
               
                  This is the amount of any other assets not elsewhere already included within balance Sheet items.
               
            
                  C0010–C0020/R0500
               
               
                  Total assets
               
               
                  This is the overall total amount of all assets.
               
            
                  
                     Liabilities
                  
               
            
                  C0010–C0020/R0510
               
               
                  Technical provisions — non–life
               
               
                  Sum of the technical provisions non–life.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of Minimum capital requirement (‘MCR’) calculation.
                  With regard to ‘statutory accounts values’ column (C0020), where the split of technical provisions for non –life between non — life (excluding health) and health (similar to non — life) is not possible, this item shall reflect the sum.
               
            
                  C0010–C0020/R0520
               
               
                  Technical provisions — non–life (excluding health)
               
               
                  This is the total amount of technical provisions for non — life business (excluding health).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0530
               
               
                  Technical provisions — non–life (excluding health) — technical provisions calculated as a whole
               
               
                  This is the total amount of technical provisions calculated as whole (replicable/hedgeable portfolio) for non — life business (excluding health).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0540
               
               
                  Technical provisions — non–life (excluding health) — Best estimate
               
               
                  This is the total amount of best estimate of technical provisions for non — life business (excluding health).
                  Best estimate shall be reported gross of reinsurance.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0550
               
               
                  Technical provisions — non–life (excluding health) — Risk margin
               
               
                  This is the total amount of risk margin of technical provisions for non — life business (excluding health).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010–C0020/R0560
               
               
                  Technical provisions — health (similar to non–life)
               
               
                  This is the total amount of technical provisions for health (similar to non — life).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0570
               
               
                  Technical provisions — health (similar to non–life) — technical provisions calculated as a whole
               
               
                  This is the total amount of technical provisions calculated as a whole (replicable/hedgeable portfolio) for health (similar to non–life).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0580
               
               
                  Technical provisions — health(similar to non –life) — Best estimate
               
               
                  This is the total amount of best estimate of technical provisions for health business (similar to non–life).
                  Best estimate shall be reported gross of reinsurance.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0590
               
               
                  Technical provisions — health (similar to non — life) — Risk margin
               
               
                  This is the total amount of risk margin of technical provisions for health business (similar to non–life).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010–C0020/R0600
               
               
                  Technical provisions — life (excluding index–linked and unit–linked)
               
               
                  Sum of the technical provisions life (excluding index–linked and unit–linked).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
                  With regard to ‘statutory accounts values’ column (C0020), where the split of technical provisions life (excluding index — linked and unit — linked) between health (similar to life) and life (excluding health, index– linked and unit — linked) is not possible, this item shall reflect the sum.
               
            
                  C0010–C0020/R0610
               
               
                  Technical provisions — health (similar to life)
               
               
                  This is the total amount of technical provisions for health (similar to life) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0620
               
               
                  Technical provisions — health (similar to life) — technical provisions calculated as a whole
               
               
                  This is the total amount of technical provisions calculated as a whole (replicable/hedgeable portfolio) for health (similar to life) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0630
               
               
                  Technical provisions — health (similar to life) — Best estimate
               
               
                  This is the total amount of best estimate of technical provisions for health (similar to life) business.
                  Best estimate shall be reported gross of reinsurance.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0640
               
               
                  Technical provisions — health (similar to life) — Risk margin
               
               
                  This is the total amount of risk margin of technical provisions for health (similar to life) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010–C0020/R0650
               
               
                  Technical provisions — life (excl. health and index–linked and unit–linked)
               
               
                  This is the total amount of technical provisions for life (excluding health and index — linked and unit — linked) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0660
               
               
                  Technical provisions — life (excl. health and index–linked and unit–linked) — technical provisions calculated as a whole
               
               
                  This is the total amount of technical provisions calculated as a whole (replicable/hedgeable portfolio) for life (excluding health and index — linked and unit — linked) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0670
               
               
                  Technical provisions — life (excl. health and index–linked and unit–linked) — Best estimate
               
               
                  This is the total amount of best estimate of technical provisions for life (excluding health and index — linked and unit — linked) business.
                  Best estimate shall be reported gross of reinsurance.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0680
               
               
                  Technical provisions — life (excl. health and index–linked and unit–linked) — Risk margin
               
               
                  This is the total amount of risk margin of technical provisions for life (excluding health and index — linked and unit — linked) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010–C0020/R0690
               
               
                  Technical provisions — index–linked and unit–linked
               
               
                  This is the total amount of technical provisions for index — linked and unit — linked business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0700
               
               
                  Technical provisions — index–linked and unit–linked — technical provisions calculated as a whole
               
               
                  This is the total amount of technical provisions calculated as a whole (replicable/hedgeable portfolio) for index — linked and unit — linked business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0710
               
               
                  Technical provisions — index–linked and unit–linked — Best estimate
               
               
                  This is the total amount of best estimate of technical provisions for index — linked and unit — linked business.
                  Best estimate shall be reported gross of reinsurance
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0720
               
               
                  Technical provisions — index–linked and unit–linked — Risk margin
               
               
                  This is the total amount of risk margin of technical provisions for index — linked and unit — linked business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0020/R0730
               
               
                  Other technical provisions
               
               
                  Other technical provisions, as recognised by undertakings in their statutory accounts, in accordance with the local GAAP or IFRS.
               
            
                  C0010–C0020/R0740
               
               
                  Contingent liabilities
               
               
                  A contingent liability is defined as:
                  
                              a)
                           
                           
                              a possible obligation that arises from past events and whose existence will be confirmed only by the occurrence or non–occurrence of one or more uncertain future events not wholly within the control of the entity; or
                           
                        
                              b)
                           
                           
                              a present obligation that arises from past events even if:
                              
                                          (i)
                                       
                                       
                                          it is not probable that an outflow of resources embodying economic benefits will be required to settle the obligation; or
                                       
                                    
                                          (ii)
                                       
                                       
                                          the amount of the obligation cannot be measured with sufficient reliability.
                                       
                                    
                        The amount of contingent liabilities recognised in the balance sheet shall follow the criteria set in Article 11 of the Delegated Regulation (EU) 2015/35.
               
            
                  C0010–C0020/R0750
               
               
                  Provisions other than technical provisions
               
               
                  Liabilities of uncertain timing or amount, excluding the ones reported under ‘Pension benefit obligations’.
                  The provisions are recognised as liabilities (assuming that a reliable estimate can be made) when they represent obligations and it is probable that an outflow of resources embodying economic benefits will be required to settle the obligations.
               
            
                  C0010–C0020/R0760
               
               
                  Pension benefit obligations
               
               
                  This is the total net obligations related to employees' pension scheme.
               
            
                  C0010–C0020/R0770
               
               
                  Deposits from reinsurers
               
               
                  Amounts (e.g. cash) received from reinsurer or deducted by the reinsurer according to the reinsurance contract.
               
            
                  C0010–C0020/R0780
               
               
                  Deferred tax liabilities
               
               
                  Deferred tax liabilities are the amounts of income taxes payable in future periods in respect of taxable temporary differences.
               
            
                  C0010–C0020/R0790
               
               
                  Derivatives
               
               
                  A financial instrument or other contract with all three of the following characteristics:
                  
                              (a)
                           
                           
                              Its value changes in response to the change in a specified interest rate, financial instrument price, commodity price, foreign exchange rate, index of prices or rates, credit rating or credit index, or other variable, provided in the case of a non–financial variable that the variable is not specific to a party to the contract (sometimes called the ‘underlying’).
                           
                        
                              (b)
                           
                           
                              It requires no initial net investment or an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors.
                           
                        
                              (c)
                           
                           
                              It is settled at a future date.
                           
                        Only derivative liabilities shall be reported on this row (i.e. derivatives with negative values as of the reporting date.) Derivatives assets shall be reported under C0010–C0020/R0190.
                  Undertakings which do not value derivatives in their Local GAAP do not need to provide a financial statements value.
               
            
                  C0010–C0020/R0800
               
               
                  Debts owed to credit institutions
               
               
                  Debts, such as mortgage and loans, owed to credit institutions, excluding bonds held by credit institutions (it is not possible for the undertaking to identify all the holders of the bonds that it issues) and subordinated liabilities. It This shall also include bank overdrafts.
               
            
                  C0010–C0020/R0810 (L20)
               
               
                  Financial liabilities other than debts owed to credit institutions
               
               
                  Financial liabilities including bonds issued by undertaking (held by credit institutions or not), structured notes issued by the undertaking itself and mortgage and loans due to other entities than credit institutions.
                  Subordinated liabilities shall not be included here.
               
            
                  C0010–C0020/R0820
               
               
                  Insurance and intermediaries payables
               
               
                  Amounts past due to policyholders, insurers and other business linked to insurance, but that are not technical provisions.
                  Includes amounts past due to (re)insurance intermediaries (e.g. commissions due to intermediaries but not yet paid by the undertaking).
                  Excludes loans & mortgages due to other insurance companies, if they only relate to financing and are not linked to insurance business (such loans and mortgages shall be reported as financial liabilities).
                  It shall include payables from reinsurance accepted.
               
            
                  C0010–C0020/R0830
               
               
                  Reinsurance payables
               
               
                  Amounts payable, past due to reinsurers (in particular current accounts) other than deposits linked to reinsurance business, that are not included in reinsurance recoverables.
                  Includes payables to reinsurers that relate to ceded premiums.
               
            
                  C0010–C0020/R0840
               
               
                  Payables (trade, not insurance)
               
               
                  This is the total amount trade payables, including amounts due to employees, suppliers, etc. and not insurance–related, parallel to receivables (trade, not insurance) on asset side; includes public entities.
               
            
                  C0010–C0020/R0850
               
               
                  Subordinated liabilities
               
               
                  Subordinated liabilities are debts which rank after other specified debts when undertaking is liquidated. This is the total of subordinated liabilities classified as Basic Own Funds and those that are not included in Basic Own Funds.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between subordinated liabilities not in basic own funds and subordinated liabilities in basic own funds is not available, this item shall reflect the sum.
               
            
                  C0010–C0020/R0860
               
               
                  Subordinated liabilities not in Basic Own Funds
               
               
                  Subordinated liabilities are debts which rank after other specified debts when undertaking is liquidated. Other debts may be even more deeply subordinated. Only subordinated liabilities that are not classified in Basic Own Funds shall be presented here.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between subordinated liabilities not in basic own funds and subordinated liabilities in basic own funds is not available, this item shall not be reported.
               
            
                  C0010–C0020/R0870
               
               
                  Subordinated liabilities in Basic Own Funds
               
               
                  Subordinated liabilities classified in Basic Own Funds.
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between subordinated liabilities not in basic own funds and subordinated liabilities in basic own funds is not available, this item shall not be reported.
               
            
                  C0010–C0020/R0880
               
               
                  Any other liabilities, not elsewhere shown
               
               
                  This is the total of any other liabilities, not elsewhere already included in other Balance Sheet items.
               
            
                  C0010–C0020/R0900
               
               
                  Total liabilities
               
               
                  This is the overall total amount of all liabilities
               
            
                  C0010/R1000
               
               
                  Excess of assets over liabilities
               
               
                  This is the total of undertaking's excess of assets over liabilities, valued in accordance with Solvency II valuation basis. Value of the assets minus liabilities.
               
            
                  C0020/R1000
               
               
                  Excess of assets over liabilities
                  (statutory accounts value)
               
               
                  This is the total of excess of assets over liabilities of statutory accounts value column.
               
            
         S.02.02 — Assets and liabilities by currency
      
      
         General comment:
      
      This section relates to annual submission of information for individual entities.
      This template is to be filled in accordance to the Balance sheet (S.02.01). Valuation principles are laid down in Directive 2009/138/EC, Delegated Regulation (EU) 2015/35, Solvency II Technical Standards and Guidelines.
      This template is not required to be submitted if one single currency represents more than 90 % of assets and also of liabilities.
      If submitted, information on the reporting currency shall always be reported regardless of the amount of assets and liabilities. Information reported by currency shall at least represent 90 % of the total assets and of the total liabilities. The remaining 10 % shall be aggregated. If a specific currency has to be reported for either assets or liabilities to comply with the 90 % rule then that currency shall be reported for both assets and liabilities.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010
               
               
                  Currencies
               
               
                  Identify the ISO 4217 alphabetic code of each currency to be reported.
               
            
                  C0020/R0020
               
               
                  Total value of all currencies — Investments (other than assets held for index–linked and unit–linked contracts)
               
               
                  Report the total value of the investments (other than assets held for index–linked and unit–linked contracts) for all currencies.
               
            
                  C0030/R0020
               
               
                  Value of the reporting currency — Investments (other than assets held for index–linked and unit–linked contracts)
               
               
                  Report the value of the investments (other than assets held for index–linked and unit–linked contracts) for the reporting currency.
               
            
                  C0040/R0020
               
               
                  Value of the remaining other currencies — Investments (other than assets held for index–linked and unit–linked contracts)
               
               
                  Report the total value of the investments (other than assets held for index–linked and unit–linked contracts) for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0020) and in the material currencies reported by currency (C0050/R0020).
               
            
                  C0050/R0020
               
               
                  Value of material currencies — Investments (other than assets held for index–linked and unit–linked contracts)
               
               
                  Report the value of the investments (other than assets held for index–linked and unit–linked contracts) for each of the currencies required to be reported separately.
               
            
                  C0020/R0030
               
               
                  Total value of all currencies — 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)
               
               
                  Report the total value of 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) for all currencies.
               
            
                  C0030/R0030
               
               
                  Value of the reporting currency — 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)
               
               
                  Report the value of the 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) for the reporting currency.
               
            
                  C0040/R0030
               
               
                  Value of remaining other currencies — 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)
               
               
                  Report the total value the 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) for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0030) and in the currencies reported by currency (C0050/R0030).
               
            
                  C0050/R0030
               
               
                  Value of material currencies — 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)
               
               
                  Report the value of the 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) for each of the currencies required to be reported separately.
               
            
                  C0020/R0040
               
               
                  Total value of all currencies — Assets held for index–linked and unit–linked contracts
               
               
                  Report the total value of the assets held for index–linked and unit–linked contracts for all currencies.
               
            
                  C0030/R0040
               
               
                  Value of the reporting currency — Assets held for index–linked and unit–linked contracts
               
               
                  Report the value of the assets held for index–linked and unit–linked contracts for the reporting currency.
               
            
                  C0040/R0040
               
               
                  Value of remaining other currencies — Assets held for index–linked and unit–linked contracts
               
               
                  Report the total value of the assets held for index–linked and unit–linked contracts for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0040) and in the currencies reported by currency (C0050/R0040).
               
            
                  C0050/R0040
               
               
                  Value of material currencies — Assets held for index–linked and unit–linked contracts
               
               
                  Report the value of the assets held for index–linked and unit–linked contracts for all currencies required to be reported separately.
               
            
                  C0020/R0050
               
               
                  Total value of all currencies — Reinsurance recoverables
               
               
                  Report the total value of the reinsurance recoverables for all currencies.
               
            
                  C0030/R0050
               
               
                  Value of the reporting currency — Reinsurance recoverables
               
               
                  Report the value of the reinsurance recoverables for the reporting currency.
               
            
                  C0040/R0050
               
               
                  Value of remaining other currencies — Reinsurance recoverables
               
               
                  Report the total value of the reinsurance recoverables for remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0050) and in the currencies reported by currency (C0050/R0050).
               
            
                  C0050/R0050
               
               
                  Value of material currencies — Reinsurance recoverables
               
               
                  Report the value of the Reinsurance recoverables for each of the currencies required to be reported separately.
               
            
                  C0020/R0060
               
               
                  Total value of all currencies — Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables
               
               
                  Report the total value of the deposits to cedants, insurance and intermediaries receivables and reinsurance receivables for all currencies.
               
            
                  C0030/R0060
               
               
                  Value of the reporting currency — Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables
               
               
                  Report the value of the deposits to cedants, insurance and intermediaries receivables and reinsurance receivables for the reporting currency.
               
            
                  C0040/R0060
               
               
                  Value of remaining other currencies — Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables
               
               
                  Report the value of the deposits to cedants, insurance and intermediaries receivables and reinsurance receivables for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0060) and in the currencies reported by currency (C0050/R0060).
               
            
                  C0050/R0060
               
               
                  Value of material currencies — Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables
               
               
                  Report the value of the deposits to cedants, insurance and intermediaries receivables and reinsurance receivables for each of the currencies required to be reported separately.
               
            
                  C0020/R0070
               
               
                  Total value of all currencies — Any other assets
               
               
                  Report the total value of any other assets for all currencies.
               
            
                  C0030/R0070
               
               
                  Value of the reporting currency — Any other assets
               
               
                  Report the value of any other assets for the reporting currency.
               
            
                  C0040/R0070
               
               
                  Value of remaining other currencies — Any other assets
               
               
                  Report the total value of any other assets for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0070) and in the currencies reported by currency (C0050/R0070).
               
            
                  C0050/R0070
               
               
                  Value of material currencies — Any other assets
               
               
                  Report the value of any other assets for each of the currencies required to be reported separately.
               
            
                  C0020/R0100
               
               
                  Total value of all currencies — Total assets
               
               
                  Report the total value of the total assets for all currencies.
               
            
                  C0030/R0100
               
               
                  Value of the reporting currency — Total assets
               
               
                  Report the value of total assets for the reporting currency.
               
            
                  C0040/R0100
               
               
                  Value of remaining other currencies — Total assets
               
               
                  Report the value of total assets for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0100) and in the currencies reported by currency (C0050/R0100).
               
            
                  C0050/R0100
               
               
                  Value of material currencies — Total assets
               
               
                  Report the value of total assets for each of the currencies required to be reported separately.
               
            
                  C0020/R0110
               
               
                  Total value of all currencies — Technical provisions (excluding index–linked and unit–linked contracts)
               
               
                  Report the total value of the technical provisions (excl. index–linked and unit–linked contracts) for all currencies.
               
            
                  C0030/R0110
               
               
                  Value of the reporting currency — Technical provisions (excluding index–linked and unit–linked contracts)
               
               
                  Report the value of the technical provisions (excl. index–linked and unit–linked contracts) for the reporting currency
               
            
                  C0040/R0110
               
               
                  Value of remaining other currencies — Technical provisions (excluding index–linked and unit–linked contracts)
               
               
                  Report the total value of the technical provisions (excl. index–linked and unit–linked contracts) for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0110) and in the currencies reported by currency (C0050/R0110).
               
            
                  C0050/R0110
               
               
                  Value of material currencies — Technical provisions (excluding index–linked and unit–linked contracts)
               
               
                  Report the value of the Technical provisions (excl. index–linked and unit–linked contracts) for each of the currencies required to be reported separately
               
            
                  C0020/R0120
               
               
                  Total value of all currencies — Technical provisions — index–linked and unit–linked contracts
               
               
                  Report the total value of the technical provisions — index–linked and unit–linked contracts for all currencies.
               
            
                  C0030/R0120
               
               
                  Value of the reporting currency — Technical provisions — index–linked and unit–linked contracts
               
               
                  Report the value of the technical provisions — index–linked and unit–linked contracts for the reporting currency.
               
            
                  C0040/R0120
               
               
                  Value of remaining other currencies — Technical provisions — index–linked and unit–linked contracts
               
               
                  Report the value of the technical provisions — index–linked and unit–linked contracts for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0120) and in the currencies reported by currency (C0050/R0120).
               
            
                  C0050/R0120
               
               
                  Value of material currencies — Technical provisions — index–linked and unit–linked contracts
               
               
                  Report the value of the technical provisions — index–linked and unit–linked contracts for each of the currencies required to be reported separately.
               
            
                  C0020/R0130
               
               
                  Total value of all currencies — Deposits from reinsurers and insurance, intermediaries and reinsurance payables
               
               
                  Report the total value of the deposits from reinsurers and insurance, intermediaries and reinsurance payables for all currencies.
               
            
                  C0030/R0130
               
               
                  Value of the reporting currency — Deposits from reinsurers and insurance, intermediaries and reinsurance payables
               
               
                  Report the value of the deposits from reinsurers and insurance, intermediaries and reinsurance payables for the reporting currency.
               
            
                  C0040/R0130
               
               
                  Value of remaining other currencies — Deposits from reinsurers and insurance, intermediaries and reinsurance payables
               
               
                  Report the value of the deposits from reinsurers and insurance, intermediaries and reinsurance payables for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0130) and in the currencies reported by currency (C0050/R0130).
               
            
                  C0050/R0130
               
               
                  Value of material currencies — Deposits from reinsurers and insurance, intermediaries and reinsurance payables
               
               
                  Report the value of the deposits from reinsurers and insurance, intermediaries and reinsurance payables for each of the currencies required to be reported separately.
               
            
                  C0020/R0140
               
               
                  Total value of all currencies — Derivatives
               
               
                  Report the total value of the derivatives for all currencies.
               
            
                  C0030/R0140
               
               
                  Value of the reporting currency — Derivatives
               
               
                  Report the value of the derivatives for the reporting currency.
               
            
                  C0040/R0140
               
               
                  Value of remaining other currencies — Derivatives
               
               
                  Report the total value of the derivatives for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0140) and in the currencies reported by currency (C0050/R0140).
               
            
                  C0050/R0140
               
               
                  Value of material currencies — Derivatives
               
               
                  Report the value of the derivatives for each of the currency required to be reported separately.
               
            
                  C0020/R0150
               
               
                  Total value of all currencies — Financial liabilities
               
               
                  Report the total value of the financial liabilities for all currencies.
               
            
                  C0030/R0150
               
               
                  Value of the reporting currency — Financial liabilities
               
               
                  Report the value of the financial liabilities for the reporting currency.
               
            
                  C0040/R0150
               
               
                  Value of remaining other currencies — Financial liabilities
               
               
                  Report the total value of the financial liabilities for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0150) and in the currencies reported by currency (C0050/R0150).
               
            
                  C0050/R0150
               
               
                  Value of material currencies — Financial liabilities
               
               
                  Report the value of the financial liabilities for each of the currencies required to be reported separately.
               
            
                  C0020/R0160
               
               
                  Total value of all currencies — Contingent liabilities
               
               
                  Report the total value of the Contingent liabilities for all currencies.
               
            
                  C0030/R0160
               
               
                  Value of the reporting currency — Contingent liabilities
               
               
                  Report the value of the contingent liabilities for the reporting currency.
               
            
                  C0040/R0160
               
               
                  Value of remaining other currencies — Contingent liabilities
               
               
                  Report the total value of the contingent liabilities for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0160) and in the currencies reported by currency (C0050/R0160).
               
            
                  C0050/R0160
               
               
                  Value of material currencies — Contingent liabilities
               
               
                  Report the value of the contingent liabilities for each of the currencies required to be reported separately
               
            
                  C0020/R0170
               
               
                  Total value of all currencies — Any other liabilities
               
               
                  Report the total value of any other liabilities for all currencies.
               
            
                  C0030/R0170
               
               
                  Value of the reporting currency — Any other liabilities
               
               
                  Report the value of any other liabilities for the reporting currency.
               
            
                  C0040/R0170
               
               
                  Value of remaining other currencies — Any other liabilities
               
               
                  Report the total value of any other liabilities for remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0170) and in the currencies reported by currency (C0050/R0170).
               
            
                  C0050/R0170
               
               
                  Value of material currencies — Any other liabilities
               
               
                  Report the value of any other liabilities for each of the currencies required to be reported separately.
               
            
                  C0020/R0200
               
               
                  Total value of all currencies — Total liabilities
               
               
                  Report the total value of the total liabilities for all currencies.
               
            
                  C0030/R0200
               
               
                  Value of the reporting currency — Total liabilities
               
               
                  Report the value of total liabilities for the reporting currency.
               
            
                  C0040/R0200
               
               
                  Value of remaining other currencies — Total liabilities
               
               
                  Report the total value of total liabilities for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0200) and in the currencies reported by currency (C0050/R0200).
               
            
                  C0050/R0200
               
               
                  Value of material currencies — Total liabilities
               
               
                  Report the value of total liabilities for each of the currency required to be reported separately.
               
            
         S.03.01 — Off–balance sheet items — General
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This section includes the information referring to off–balance sheet items and the maximum and solvency II value of contingent liabilities in Solvency II balance sheet.
      As regards the Solvency II value, the instructions define the items from a recognition perspective. Valuation principles are laid down in Directive 2009/138/EC, Delegated Regulation (EU) 2015/35, Solvency II Technical Standards and Guidelines.
      Guarantees require the issuer to make specified payments to reimburse the holder for a loss it incurs if a specified debtor fails to make payment when due under the original or modified terms of a debt instrument. These guarantees can have various legal forms, such as financial guarantees, letters of credit, credit default contracts. These items shall not include guarantees stemming from insurance contracts, which are recognised in technical provisions.
      A contingent liability is defined as:
      
                  a)
               
               
                  a possible obligation that arises from past events and whose existence will be confirmed only by the occurrence or non–occurrence of one or more uncertain future events not wholly within the control of the entity; or
               
            
                  b)
               
               
                  a present obligation that arises from past events even if:
                  
                              i.
                           
                           
                              it is not probable that an outflow of resources embodying economic benefits will be required to settle the obligation; or
                           
                        
                              ii.
                           
                           
                              the amount of the obligation cannot be measured with sufficient reliability.
                           
                        
            Collateral is an asset with a monetary value or a commitment that secure the lender against the defaults of the borrower.
      The guarantees listed in this template are not reported in S.03.02 and S.03.03. This means that only limited guarantees are to be reported in this template.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010
               
               
                  Maximum value — Guarantees provided by the undertaking, including letters of credit
               
               
                  Sum of all possible cash out–flows related to guarantees if events triggering guarantees were all to happen in relation to guarantees provided by the undertaking to another party. It includes cash–flows related to letter of credit.
                  In case any guarantee is also identified as contingent liability under R0310, the maximum amount shall also be included in this row.
               
            
                  C0010/R0020
               
               
                  Maximum value — Guarantees provided by the undertaking, including letters of credit, of which, guarantees, including letters of credit provided to other undertakings of the same group
               
               
                  Part of C0010/R0010 related to guarantees, including letters of credit, provided to other undertakings of the same group.
               
            
                  C0020/R0010
               
               
                  Value of guarantee/collateral/contingent liabilities — Guarantees provided by the undertaking, including letters of credit
               
               
                  Solvency II value of the guarantees provided by the undertaking, including letters of credit
               
            
                  C0020/R0020
               
               
                  Value of guarantee/collateral/contingent liabilities — Guarantees provided by the undertaking, including letters of credit, of which, guarantees, including letters of credit provided to other undertakings of the same group
               
               
                  Part of C0020/R0010 related guarantees, including letters of credit provided to other undertakings of the same group.
               
            
                  C0010/R0030
               
               
                  Maximum value — Guarantees received by the undertaking, including letters of credit
               
               
                  Sum of all possible cash in–flows related to guarantees if events triggering guarantees were all to happen in relation to guarantees received by the undertaking from another party to guarantee the payment of the liabilities due by the undertaking (includes letter of credit, undrawn committed borrowing facilities).
               
            
                  C0010/R0040
               
               
                  Maximum value — Guarantees received by the undertaking, including letters of credit, of which, guarantees, including letters of credit received from other undertakings of the same group
               
               
                  Part of C0010/R0030 related to guarantees, including letters of credit received from other undertakings of the same group.
               
            
                  C0020/R0030
               
               
                  Value of guarantee/collateral/contingent liabilities — Guarantees received by the undertaking, including letters of credit
               
               
                  Solvency II value of the guarantees received by the undertaking, including letters of credit.
               
            
                  C0020/R0040
               
               
                  Value of guarantee/collateral/contingent liabilities — Guarantees received by the undertaking, including letters of credit, of which, guarantees, including letters of credit received from other undertakings of the same group
               
               
                  Part of C0020/R0030 related to guarantees, including letters of credit received from other undertakings of the same group.
               
            
                  C0020/R0100
               
               
                  Value of guarantee/collateral/contingent liabilities –Collateral held for loans made or bonds purchased
               
               
                  Solvency II value of the collaterals held for loans made or bonds purchased.
               
            
                  C0020/R0110
               
               
                  Value of guarantee/collateral/contingent liabilities –Collateral held for derivatives
               
               
                  Solvency II value of the collaterals held for derivatives.
               
            
                  C0020/R0120
               
               
                  Value of guarantee/collateral/contingent liabilities — Assets pledged by reinsurers for ceded technical provisions
               
               
                  Solvency II value of the assets pledged by reinsurers for ceded technical provisions.
               
            
                  C0020/R0130
               
               
                  Value of guarantee/collateral/contingent liabilities — Other collateral held
               
               
                  Solvency II value of other collaterals held.
               
            
                  C0020/R0200
               
               
                  Value of guarantee/collateral/contingent liabilities –Total collateral held
               
               
                  Total Solvency II value of the collaterals held.
               
            
                  C0030/R0100
               
               
                  Value of assets for which collateral is held — Collateral held for loans made or bonds purchased
               
               
                  Solvency II value of the assets for which the collateral for loans made or bonds purchased is held.
               
            
                  C0030/R0110
               
               
                  Value of assets for which collateral is held — Collateral held for derivatives
               
               
                  Solvency II value of the assets for which the collateral for derivatives is held.
               
            
                  C0030/R0120
               
               
                  Value of assets for which collateral is held — Assets pledged by reinsurers for ceded technical provisions
               
               
                  Solvency II value of the assets for which the collateral on assets pledged by reinsurers for ceded technical provisions is held.
               
            
                  C0030/R0130
               
               
                  Value of assets for which collateral is held — Other collateral held
               
               
                  Solvency II value of the assets for which the other collateral is held.
               
            
                  C0030/R0200
               
               
                  Value of assets for which collateral is held — Total collateral held
               
               
                  Total Solvency II value of the assets for which the total collateral is held.
               
            
                  C0020/R0210
               
               
                  Value of guarantee/collateral/contingent liabilities — Collateral pledged for loans received or bonds issued
               
               
                  Solvency II value of the collaterals pledged for loans received or bonds issued.
               
            
                  C0020/R0220
               
               
                  Value of guarantee/collateral/contingent liabilities — Collateral pledged for derivatives
               
               
                  Solvency II value of the collaterals pledged for derivatives.
               
            
                  C0020/R0230
               
               
                  Value of guarantee/collateral/contingent liabilities — Assets pledged to cedants for technical provisions (reinsurance accepted)
               
               
                  Solvency II value of the assets pledged to cedants for technical provisions (reinsurance accepted).
               
            
                  C0020/R0240
               
               
                  Value of guarantee/collateral/contingent liabilities — Other collateral pledged
               
               
                  Solvency II value of the collateral pledged for other collateral.
               
            
                  C0020/R0300
               
               
                  Value of guarantee/collateral/contingent liabilities — Total collateral pledged
               
               
                  Total Solvency II value of the collateral pledged.
               
            
                  C0040/R0210
               
               
                  Value of liabilities for which collateral is pledged — Collateral pledged for loans received or bonds issued
               
               
                  Solvency II value of the liabilities for which the collateral for loans received or bonds issued is pledged.
               
            
                  C0040/R0220
               
               
                  Value of liabilities for which collateral is pledged — Collateral pledged for derivatives
               
               
                  Solvency II value of the liabilities for which the collateral for derivatives is pledged.
               
            
                  C0040/R0230
               
               
                  Value of liabilities for which collateral is pledged — Assets pledged to cedants for technical provisions (reinsurance accepted)
               
               
                  Solvency II value of the liabilities for which the assets are pledged to cedants for technical provisions (reinsurance accepted).
               
            
                  C0040/R0240
               
               
                  Value of liabilities for which collateral is pledged — Other collateral pledged
               
               
                  Solvency II value of the liabilities for which other collateral is pledged.
               
            
                  C0040/R0300
               
               
                  Value of liabilities for which collateral is pledged — Total collateral pledged
               
               
                  Total Solvency II value of the liabilities for which the collateral is pledged.
               
            
                  C0010/R0310
               
               
                  Maximum value — Contingent liabilities not in Solvency II Balance Sheet
               
               
                  Maximum possible value, regardless of their probability (i.e. future cash out–flows required to settle the contingent liability over the lifetime of that contingent liability, discounted at the relevant risk–free interest rate term structure) of contingent liabilities that are not included in those valued in Solvency II Balance Sheet (item C0010/R0740 of S.02.01).
                  This shall relate to contingent liabilities that are not material.
                  This amount shall include guarantees reported in R0010 if considered as contingent liabilities.
               
            
                  C0010/R0320
               
               
                  Maximum value — Contingent liabilities not in Solvency II Balance Sheet, of which contingent liabilities toward entities of the same group
               
               
                  Part of C0010/R0310 related to contingent liabilities toward entities of the same group.
               
            
                  C0010/R0330
               
               
                  Maximum value — Contingent liabilities in Solvency II Balance Sheet
               
               
                  Maximum possible value, regardless of their probability (i.e. future cash out– flows required to settle the contingent liability over the lifetime of that contingent liability, discounted at the relevant risk–free interest rate term structure) of contingent liabilities that are valued in Solvency II Balance Sheet as defined in Article 11 of the Delegated Regulation (EU) 2015/35.
               
            
                  C0010/R0400
               
               
                  Maximum value — Total Contingent liabilities
               
               
                  Total maximum possible value regardless of their probability (i.e. future cash flows required to settle the contingent liability over the lifetime of that contingent liability, discounted at the relevant risk–free interest rate term structure) of contingent liabilities..
               
            
                  C0020/R0310
               
               
                  Value of guarantee/collateral/contingent liabilities — Contingent liabilities not in Solvency II Balance Sheet
               
               
                  Solvency II value of the contingent liabilities not in Solvency II Balance Sheet.
               
            
                  C0020/R0330
               
               
                  Value of guarantee/collateral/contingent liabilities — Contingent liabilities in Solvency II Balance Sheet
               
               
                  Solvency II value of the contingent liabilities in Solvency II Balance Sheet. This value shall only be reported in relation to contingent liabilities for which a value in item C0010/R0330 in S.03.01 was reported.
                  If this value is lower than C0010/R0740 in S.02.01 an explanation shall be provided in the narrative reporting.
               
            
         S.03.02 — Off Balance–sheet items — list of unlimited guarantees received
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      As regards the Solvency II value, the instructions define the items from a recognition perspective. Valuation principles are laid down in Directive 2009/138/EC, Delegated Regulation (EU) 2015/35, Solvency II Technical Standards and Guidelines.
      Unlimited guarantees refer to guarantees with unlimited amount, regardless of the date being limited or unlimited.
      The guarantees listed in this template are not reported in S.03.01.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  Code of guarantee
               
               
                  Code of guarantee received. This number, attributed by the undertaking, must be unique and consistent over time. It shall not be reused for other guarantees.
               
            
                  C0020
               
               
                  Name of provider of guarantee
               
               
                  Identification of the name of the provider of the guarantee
               
            
                  C0030
               
               
                  Code of provider of guarantee
               
               
                  Identification code of provider using the Legal Entity Identifier (LEI) if available.
                  If not available this item shall not be reported.
               
            
                  C0040
               
               
                  Type of code of provider of guarantee
               
               
                  Identification of the code used for the ‘Code of provider of guarantee’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0050
               
               
                  Provider of guarantee belonging to the same group
               
               
                  Indication if provider of the guarantee belongs to the same group as the undertaking.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Belonging to the same group
                           
                        
                               
                           
                           
                              2 — Not belonging to the same group
                           
                        
            
                  C0060
               
               
                  Triggering event(s) of guarantee
               
               
                  Identify the triggering event. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Bankruptcy filing International Swaps and Derivatives Association (‘ISDA’) credit event
                           
                        
                               
                           
                           
                              2 — Downgrading by a rating agency
                           
                        
                               
                           
                           
                              3 — Fall of SCR below a threshold but higher than 100 %
                           
                        
                               
                           
                           
                              4 — Fall of MCR below a threshold but higher than 100 %
                           
                        
                               
                           
                           
                              5 — Breach of SCR
                           
                        
                               
                           
                           
                              6 — Breach of MCR
                           
                        
                               
                           
                           
                              7 — Non–payment of a contractual obligation
                           
                        
                               
                           
                           
                              8 — Fraud
                           
                        
                               
                           
                           
                              9 — Breach of contractual obligation linked with the disposal of assets
                           
                        
                               
                           
                           
                              10 — Breach of contractual obligation linked with the acquisition of assets
                           
                        
                               
                           
                           
                              0 — Other
                           
                        
            
                  C0070
               
               
                  Specific triggering event (s) of guarantee
               
               
                  Description of the triggering event in case undertakings selected ‘0 — Other’ for item C0060 ‘Triggering event(s) of guarantee’.
               
            
                  C0080
               
               
                  Effective date of guarantee
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the starting date of the coverage of the contract.
               
            
                  C0090
               
               
                  Ancillary Own Funds
               
               
                  Indication if the guarantee is classified as Ancillary Own Fund and is presented in the following items of S.23.01:
                  
                              —
                           
                           
                              Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC (C0010/R0340)
                           
                        
                              —
                           
                           
                              Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC (C0010/R0350)
                           
                        One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Ancillary own fund
                           
                        
                               
                           
                           
                              2 — Not an ancillary own fund
                           
                        
            
         S.03.03 — Off Balance–sheet items — List of unlimited guarantees provided by the undertaking
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      As regards the Solvency II value, the instructions define the items from a recognition perspective. Valuation principles are laid down in Directive 2009/138/EC, Delegated Regulation (EU) 2015/35, Solvency II Technical Standards and Guidelines.
      Unlimited guarantees refer to guarantees with unlimited amount, regardless of the date being limited or unlimited.
      The guarantees listed in this template are not reported in S.03.01.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  Code of guarantee
               
               
                  Code of guarantee provided. This number, attributed by the undertaking, must be unique and consistent over time. It shall not be reused for other guarantees.
               
            
                  C0020
               
               
                  Name of receiver of guarantee
               
               
                  Identification of the name of the receiver of the guarantee.
               
            
                  C0030
               
               
                  Code of receiver of guarantee
               
               
                  Identification code of receiver of guarantee using the using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
               
            
                  C0040
               
               
                  Type of code of receiver of guarantee
               
               
                  Identification of the code used for the ‘code of receiver of guarantee’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0050
               
               
                  Receiver of guarantee belonging to the same group
               
               
                  Indication if the receiver of the guarantee belongs to the same group as undertaking.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Belonging to the same group
                           
                        
                               
                           
                           
                              2 — Not belonging to the same group
                           
                        
            
                  C0060
               
               
                  Triggering event(s) of guarantee
               
               
                  List of triggering events. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Bankruptcy filing ISDA credit event
                           
                        
                               
                           
                           
                              2 — Downgrading by a rating agency
                           
                        
                               
                           
                           
                              3 — Fall of SCR below a threshold but higher than 100 %
                           
                        
                               
                           
                           
                              4 — Fall of MCR below a threshold but higher than 100 %
                           
                        
                               
                           
                           
                              5 — Breach of SCR
                           
                        
                               
                           
                           
                              6 — Breach of MCR
                           
                        
                               
                           
                           
                              7 — Non–payment of a contractual obligation
                           
                        
                               
                           
                           
                              8 — Fraud
                           
                        
                               
                           
                           
                              9 — Breach of contractual obligation linked with the disposal of assets
                           
                        
                               
                           
                           
                              10 — Breach of contractual obligation linked with the acquisition of assets
                           
                        
                               
                           
                           
                              0 — Other
                           
                        
            
                  C0070
               
               
                  Estimation of the maximum value of guarantee
               
               
                  Sum of all possible cash flows if events triggering guarantees were all to happen in relation to guarantees provided by the undertaking to another party
               
            
                  C0080
               
               
                  Specific triggering event(s) of guarantee
               
               
                  Description of the triggering event in case undertakings selected ‘0 — Other’ for item C0060 ‘Triggering event(s) of guarantee’
               
            
                  C0090
               
               
                  Effective date of guarantee
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date indicating the start of the guarantee being valid.
               
            
         S.04.01 — Activity by country
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template is to be reported from an accounting perspective, i.e.: Local GAAP or IFRS if accepted as local GAAP. It shall however be fulfilled using the lines of business as defined in Annex I to Delegated Regulation (EU) 2015/35. Undertakings shall use the recognition and valuation basis as for the published financial statements, no new recognition or re–valuation is required.
      When the insurance and reinsurance undertaking has business outside the home–country information shall be reported distinguishing between the home country, each of the other countries belonging to the European Economic Area and material non–EEA countries;
      
                  a)
               
               
                  The information in relation to EEA countries shall cover the following:
                  
                              i.
                           
                           
                              Business underwritten by the undertaking in the country where it is established;
                           
                        
                              ii.
                           
                           
                              Business underwritten by the undertaking under freedom to provide services (‘FPS’) in other EEA members;
                           
                        
                              iii.
                           
                           
                              Business underwritten by each EEA branch in the country where they are established;
                           
                        
                              iv.
                           
                           
                              Business underwritten by each EEA branch under freedom to provide services in other EEA members;
                           
                        
                              v.
                           
                           
                              Premiums written in the country under freedom to provide services by the undertaking or any of the undertaking's EEA branches;
                           
                        
            
                  b)
               
               
                  Material non–EEA shall be reported when needed to report at least 90 % of the gross written premiums or if gross written premiums of a non–EEA country are higher than 5 % of the total gross written premiums;
               
            
                  c)
               
               
                  The information not reported by non–EEA country shall be reported as a sum. The localisation of business by country shall depend on where the business is underwritten, meaning that the business performed by a branch under FPS shall be reported under the country where the branch is established.
               
            Information shall include direct business and accepted reinsurance business and be presented gross, without deduction of reinsurance ceded.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Line of Business
               
               
                  Identification of the line of business as defined in Annex I to Delegated Regulation (EU) 2015/35, reported. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
                               
                           
                           
                              13 — Proportional medical expense reinsurance
                           
                        
                               
                           
                           
                              14 — Proportional income protection reinsurance
                           
                        
                               
                           
                           
                              15 — Proportional workers' compensation reinsurance
                           
                        
                               
                           
                           
                              16 — Proportional motor vehicle liability reinsurance
                           
                        
                               
                           
                           
                              17 — Proportional other motor reinsurance
                           
                        
                               
                           
                           
                              18 — Proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              19 — Proportional fire and other damage to property reinsurance
                           
                        
                               
                           
                           
                              20 — Proportional general liability reinsurance
                           
                        
                               
                           
                           
                              21 — Proportional credit and suretyship reinsurance
                           
                        
                               
                           
                           
                              22 — Proportional legal expenses reinsurance
                           
                        
                               
                           
                           
                              23 — Proportional assistance reinsurance
                           
                        
                               
                           
                           
                              24 — Proportional miscellaneous financial loss reinsurance
                           
                        
                               
                           
                           
                              25 — Non–proportional health reinsurance
                           
                        
                               
                           
                           
                              26 — Non–proportional casualty reinsurance
                           
                        
                               
                           
                           
                              27 — Non–proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              28 — Non–proportional property reinsurance
                           
                        
                               
                           
                           
                              29 — Health insurance
                           
                        
                               
                           
                           
                              30 — Insurance with profit participation
                           
                        
                               
                           
                           
                              31 — Index–linked and unit–linked insurance
                           
                        
                               
                           
                           
                              32 — Other life insurance
                           
                        
                               
                           
                           
                              33 — Annuities stemming from non–life insurance contracts and relating to health insurance obligations
                           
                        
                               
                           
                           
                              34 — Annuities stemming from non–life insurance contracts and relating to insurance obligations other than health insurance obligations
                           
                        
                               
                           
                           
                              35 — Health reinsurance
                           
                        
                               
                           
                           
                              36 — Life reinsurance
                           
                        
            
                  C0010
               
               
                  Undertaking — Business underwritten in the home country, by the undertaking
               
               
                  Amount of business underwritten in the home country, by the undertaking.
                  This excludes the business underwritten by branches and it excludes the business underwritten through FPS, by the undertaking in the EEA countries different from the home country.
               
            
                  C0020
               
               
                  Undertaking — Business underwritten through FPS, by the undertaking in the EEA countries different from the home country
               
               
                  Business underwritten through FPS, by the undertaking in the EEA countries different from the home country.
                  This excludes the business underwritten by branches.
               
            
                  C0030
               
               
                  Undertaking — Business underwritten through FPS in the home country, by any EEA branch
               
               
                  Business underwritten through FPS in the home country, by any EEA branch
               
            
                  C0040
               
               
                  All EEA members — Total business underwritten by all EEA branches in the country where they are established
               
               
                  Total of business underwritten by EEA branches in the country where they are established.
                  This shall be the sum of C0080 for all branches.
               
            
                  C0050
               
               
                  All EEA members — Total business underwritten through FPS, by all EEA branches
               
               
                  Total of business underwritten through FPS by EEA branches in countries of EEA where they are not established.
                  This shall be the sum of C0090 for all branches.
               
            
                  C0060
               
               
                  All EEA members — Total of the business underwritten through FPS by the undertaking and all EEA branches
               
               
                  Total of business underwritten through FPS by the undertaking and all EEA branches in EEA countries where they are not established.
                  This shall be the sum of C0100 for all branches.
               
            
                  C0070
               
               
                  Total business underwritten by all non–EEA branches
               
               
                  Amount of the business underwritten by all non–EEA branches.
               
            
                  C0080
               
               
                  By EEA member — Business underwritten in the considered country, by the EEA branch established in this country
               
               
                  Amount of business underwritten in the country, by the EEA branch that is established in this country.
               
            
                  C0090
               
               
                  By EEA member — Business underwritten through FPS, by the EEA branch established in the considered country
               
               
                  Amount of business underwritten through FPS, by the EEA branch in the EEA countries where it is not established.
               
            
                  C0100
               
               
                  By EEA member — Business underwritten in the considered country through FPS, by the undertaking or any EEA branch
               
               
                  Amount of business underwritten through FPS, by the undertaking or any EEA branch in the considered country.
                  This column shall be reported in relation to all EEA countries were the undertaking or any branch does business through FPS, except for the home country. In this latter case the relevant amount shall be reported in C0030.
               
            
                  C0110
               
               
                  By material non–EEA member — Business underwritten by material non–EEA country branches
               
               
                  Amount of business underwritten by material non–EEA country branches in the country where it is established.
               
            
                  R0010/C0080
               
               
                  Country
               
               
                  ISO 3166–1 alpha–2 code of the EEA member where branch is established.
               
            
                  R0010/C0090
               
               
                  By EEA member — Country
               
               
                  ISO 3166–1 alpha–2 code of the EEA member where the branch is established
               
            
                  R0010/C0100
               
               
                  By EEA member — Country
               
               
                  ISO 3166–1 alpha–2 code of the EEA member where FPS is done
               
            
                  R0010/C0110
               
               
                  By material non–EEA member — Country
               
               
                  ISO 3166–1 alpha–2 code of the non–EEA member where branch is established
               
            
                  R0020
               
               
                  Premiums written
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  R0030
               
               
                  Claims incurred
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts.
                  This shall exclude claims management expenses.
               
            
                  R0040
               
               
                  Commissions
               
               
                  Acquisition expenses incurred, including renewal expenses, which can be identified at the level of individual insurance contract and have been incurred because the undertaking has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs.
                  For reinsurance undertakings, definition shall be applied mutatis mutandis.
               
            
         S.04.02 — Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template is to be reported according to Article 159 of directive 2009/138/EC and addresses only direct business.
      Information shall be reported in relation to freedom to provide services performed by the undertaking and by EEA country, identifying separately the business performed by branch and through freedom to provide services.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010
                  …
               
               
                  Country
               
               
                  ISO 3166–1 alpha–2 code of the EEA member where the branch is located
               
            
                  C0010/R0020
               
               
                  Undertaking — FPS — Frequency of claims for Motor Vehicle Liability (except carrier's liability)
               
               
                  Number of claims, in relation to the business performed by the undertaking through freedom to provide services, incurred with regard to class 10 in Part A of Annex I of Solvency II Directive (except carrier's liability), over the average insured vehicles in the reporting period. The average insured vehicles correspond to the mean between the number of insured vehicles at the end of the reporting year and the number of insured vehicles at the end of the year before the reporting year. Claims without any incurred amounts shall not be taken into account.
               
            
                  C0010/R0030
               
               
                  Undertaking — FPS — Average cost of claims for Motor Vehicle Liability (except carrier's liability)
               
               
                  Average of claims incurred, in relation to the business performed by the undertaking through freedom to provide services, with regard to class 10 in Part A of Annex I of Solvency II Directive (except carrier's liability), measured as amount of claims incurred divided by the number of claims incurred. Claims without any incurred amounts shall not be taken into account.
               
            
                  C0020/R0020
                  …
               
               
                  Branch — Frequency of claims for Motor Vehicle Liability (except carrier's liability)
               
               
                  Number of claims, for each branch in relation to the business performed in the country where the branch is established, incurred with regard to class 10 in Part A of Annex I of Solvency II Directive (except carrier's liability), over the average insured vehicles in the reporting period. The average insured vehicles correspond to the mean between the number of insured vehicles at the end of the reporting year and the number of insured vehicles at the end of the year before the reporting year. Claims without any incurred amounts shall not be taken into account.
               
            
                  C0030/R0020
                  …
               
               
                  FPS — Frequency of claims for Motor Vehicle Liability (except carrier's liability)
               
               
                  Number of claims, for each branch in relation to the business performed through freedom to provide services, incurred with regard to class 10 in Part A of Annex I of Solvency II Directive (except carrier's liability), over the average insured vehicles in the reporting period. The average insured vehicles correspond to the mean between the number of insured vehicles at the end of the reporting year and the number of insured vehicles at the end of the year before the reporting year. Claims without any incurred amounts shall not be taken into account.
               
            
                  C0020/R0030
                  …
               
               
                  Branch — Average cost of claims for Motor Vehicle Liability (except carrier's liability)
               
               
                  Average of claims incurred, for each branch in relation to the business performed in the country where the branch is established, with regard to class 10 in Part A of Annex I of Solvency II Directive (except carrier's liability), measured as amount of claims incurred divided by the number of claims incurred. Claims without any incurred amounts shall not be taken into account.
               
            
                  C0030/R0030
                  …
               
               
                  FPS — Average cost of claims for Motor Vehicle Liability (except carrier's liability)
               
               
                  Average of claims incurred, for each branch in relation to the business performed through freedom to provide services, with regard to class 10 in Part A of Annex I of Solvency II Directive (except carrier's liability), measured as amount of claims incurred divided by the number of claims incurred. Claims without any incurred amounts shall not be taken into account.
               
            
         S.05.01 — Premiums, claims and expenses by line of business
      
      
         General comments
      
      This section relates to quarterly and annual submission of information for individual entities.
      This template shall be reported from an accounting perspective, i.e.: Local GAAP or IFRS if accepted as local GAAP but using Solvency II lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35. Undertakings shall use the recognition and valuation basis as for the published financial statements, no new recognition or re–valuation is required. The template is based on a year–to–date basis.
      For quarterly reporting administrative expenses, investment management expenses, acquisition expenses, overhead expenses shall be presented aggregated.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Non–life insurance and reinsurance obligations
                  
               
            
                  C0010 to C0120/R0110
               
               
                  Premiums written — Gross — Direct Business
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from direct business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0010 to C0120/R0120
               
               
                  Premiums written — Gross — Proportional reinsurance accepted
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from proportional reinsurance accepted business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0130 to C0160/R0130
               
               
                  Premiums written — Gross — Non proportional reinsurance accepted
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from non–proportional reinsurance accepted business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0010 to C0160/R0140
               
               
                  Premiums written — Reinsurers' share
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts ceded to reinsurers during the financial year in respect of insurance contracts regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0010 to C0160/R0200
               
               
                  Premiums written — Net
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: the net premiums written represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0120/R0210
               
               
                  Premiums earned — Gross — Direct business
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to direct insurance business.
               
            
                  C0010 to C0120/R0220
               
               
                  Premiums earned — Gross — Proportional reinsurance accepted
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to proportional reinsurance accepted business.
               
            
                  C0130 to C0160/R0230
               
               
                  Premiums earned — Gross — Non proportional reinsurance accepted
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to non–proportional reinsurance accepted business.
               
            
                  C0010 to C0160/R0240
               
               
                  Premiums earned — reinsurers' share
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of reinsurer's share in gross premiums written minus the change in the reinsurer's share in provision for unearned premiums.
               
            
                  C0010 to C0160/R0300
               
               
                  Premiums earned — Net
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0120/R0310
               
               
                  Claims incurred Gross — Direct business
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from direct business.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0010 to C0120/R0320
               
               
                  Claims incurred Gross — Proportional reinsurance accepted
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from the gross proportional reinsurance accepted.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0130 to C0160/R0330
               
               
                  Claims incurred — Gross — Non proportional reinsurance accepted
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from the gross non proportional reinsurance accepted.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0010 to C0160/R0340
               
               
                  Claims incurred — Reinsurers' share
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: it is the reinsurer's share in the sum of the claims paid and the change in the provision for claims during the financial year.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0010 to C0160/R0400
               
               
                  Claims incurred — Net
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0010 to C0120/R0410
               
               
                  Changes in other technical provisions — Gross — Direct business
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross direct business.
               
            
                  C0010 to C0120/R0420
               
               
                  Changes in other technical provisions — Gross — Proportional reinsurance accepted
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross proportional reinsurance accepted.
               
            
                  C0130 to C0160/R0430
               
               
                  Changes in other technical provisions — Gross — Non– proportional reinsurance accepted
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross non– proportional reinsurance accepted.
               
            
                  C0010 to C0160/R0440
               
               
                  Changes in other technical provisions — Reinsurers' share
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions related to the amounts ceded to reinsurers.
               
            
                  C0010 to C0160/R0500
               
               
                  Changes in other technical provisions — Net
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: the net amount of changes in other technical provisions represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0160/R0550
               
               
                  Expenses incurred
               
               
                  All technical expenses incurred by the undertaking during the reporting period, on accrual basis.
               
            
                  C0010 to C0120/R0610
               
               
                  Administrative expenses — Gross — direct business
               
               
                  Administrative expenses incurred by the undertaking during the financial year, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the gross direct business.
               
            
                  C0010 to C0120/R0620
               
               
                  Administrative expenses — Gross — Proportional reinsurance accepted
               
               
                  Administrative expenses incurred by the undertaking during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the gross proportional reinsurance accepted.
               
            
                  C0130 to C0160/R0630
               
               
                  Administrative expenses — Gross — non proportional reinsurance accepted
               
               
                  Administrative expenses incurred by the undertaking during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the gross non proportional reinsurance accepted.
               
            
                  C0010 to C0160/R0640
               
               
                  Administrative expenses — reinsurers' share
               
               
                  Administrative expenses incurred by the undertaking during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the reinsurer's share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0010 to C0160/R0700
               
               
                  Administrative expenses — Net
               
               
                  Administrative expenses incurred by the undertaking during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The net administrative expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0120/R0710
               
               
                  Investment management expenses — Gross — direct business
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of record keeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the gross direct business.
               
            
                  C0010 to C0120/R0720
               
               
                  Investment management expenses — Gross — proportional reinsurance accepted
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the gross proportional reinsurance accepted.
               
            
                  C0130 to C0160/R0730
               
               
                  Investment management expenses — Gross — non proportional reinsurance accepted
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the gross non proportional reinsurance accepted.
               
            
                  C0010 to C0160/R0740
               
               
                  Investment management expenses — reinsurers' share
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0010 to C0160/R0800
               
               
                  Investment management expenses — Net
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the net investment management expenses.
                  The net investment management expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0120/R0810
               
               
                  Claims management expenses– Gross — direct business
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the gross direct business.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0010 to C0120/R0820
               
               
                  Claims management expenses — Gross — Proportional reinsurance accepted
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the gross proportional reinsurance accepted.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0130 to C0160/R0830
               
               
                  Claims management expenses — Gross — Non–proportional reinsurance accepted
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the gross non proportional reinsurance accepted.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0010 to C0160/R0840
               
               
                  Claims management expenses — Reinsurers' share
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the reinsurers' share.
                  This shall include the movement in provisions in claims management expenses.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0010 to C0160/R0900
               
               
                  Claims management expenses — Net
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The net claims management expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0010 to C0120/R0910
               
               
                  Acquisition expenses — Gross — direct business
               
               
                  Acquisition expenses include expenses, including renewal expenses, which can be identified at the level of individual insurance contract and have been incurred because the undertaking has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the gross direct business.
               
            
                  C0010 to C0120/R0920
               
               
                  Acquisition expenses — Gross — Proportional reinsurance accepted
               
               
                  Acquisition expenses include expenses, including renewal expenses, which can be identified at the level of individual insurance contract and have been incurred because the undertaking has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the gross proportional reinsurance accepted.
               
            
                  C0130 to C0160/R0930
               
               
                  Acquisition expenses — Gross — Non proportional reinsurance accepted
               
               
                  Acquisition expenses include expenses, including renewal expenses, which can be identified at the level of individual insurance contract and have been incurred because the undertaking has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the non–proportional reinsurance accepted.
               
            
                  C0010 to C0160/R0940
               
               
                  Acquisition expenses — Reinsurers' share
               
               
                  Acquisition expenses include expenses, including renewal expenses, which can be identified at the level of individual insurance contract and have been incurred because the undertaking has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0010 to C0160/R1000
               
               
                  Acquisition expenses — Net
               
               
                  Acquisition expenses include expenses, including renewal expenses, which can be identified at the level of individual insurance contract and have been incurred because the undertaking has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The net claims management expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0120/R1010
               
               
                  Overhead expenses — Gross — direct business
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the gross direct business.
               
            
                  C0010 to C0120/R1020
               
               
                  Overhead expenses — Gross — Proportional reinsurance accepted
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the gross proportional reinsurance accepted.
               
            
                  C0130 to C0160/R1030
               
               
                  Overhead expenses — Gross — Non proportional reinsurance accepted
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the gross — non proportional reinsurance accepted.
               
            
                  C0010 to C0160/R1040
               
               
                  Overhead expenses — Reinsurers' share
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0010 to C0160/R1100
               
               
                  Overhead expenses — Net
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The net overhead expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0200/R0110–R1100
               
               
                  Total
               
               
                  Total for different items for all Lines of Business.
               
            
                  C0200/R1200
               
               
                  Other expenses
               
               
                  Other technical expenses not covered by above mentioned expenses and not split by lines of business.
                  Shall not include non–technical expenses such as tax, interest expenses, losses on disposals, etc.
               
            
                  C0200/R1300
               
               
                  Total expenses
               
               
                  Amount of all technical expenses
               
            
                  
                     Life insurance and reinsurance obligations
                  
               
            
                  C0210 to C0280/R1410
               
               
                  Premiums written — Gross
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from gross business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
                  It includes both direct and reinsurance business.
               
            
                  C0210 to C0280/R1420
               
               
                  Premiums written — Reinsurers' share
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts ceded to reinsurers due during the financial year in respect of insurance contracts regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0210 to C0280/R1500
               
               
                  Premiums written — net
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: the net premiums written represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R1510
               
               
                  Premiums earned — Gross
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to direct insurance and reinsurance accepted business.
               
            
                  C0210 to C0280/R1520
               
               
                  Premiums earned — reinsurers' share
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the reinsurer's share in gross premiums written minus the change in the reinsurer's share in provision for unearned premiums.
               
            
                  C0210 to C0280/R1600
               
               
                  Premiums earned — Net
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R1610
               
               
                  Claims incurred — Gross
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year, related to insurance contracts arising from the direct and reinsurance business.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0210 to C0280/R1620
               
               
                  Claims incurred — Reinsurers' share
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC: it is the reinsurer's share in the sum of the claims paid and the change in the provision for claims during the financial year.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0210 to C0280/R1700
               
               
                  Claims incurred — Net
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year, related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0210 to C0280/R1710
               
               
                  Changes in other technical provisions — Gross
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: it is the changes in other technical provisions relating to insurance contracts arising from the gross direct and reinsurance business.
               
            
                  C0210 to C0280/R1720
               
               
                  Change in other technical provisions — Reinsurers' share
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: it is the reinsurers' share in changes in other technical provisions.
               
            
                  C0210 to C0280/R1800
               
               
                  Change in other technical provisions — Net
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: the net changes in other technical provisions related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R1900
               
               
                  Expenses incurred
               
               
                  All technical expenses incurred by the undertaking during the reporting period, on accrual basis.
               
            
                  C0210 to C0280/R1910
               
               
                  Administrative expenses — Gross
               
               
                  Administrative expenses incurred by the undertaking during the financial year, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the gross direct and reinsurance business.
               
            
                  C0210 to C0280/R1920
               
               
                  Administrative expenses — reinsurers' share
               
               
                  Administrative expenses incurred by the undertaking during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the reinsurer's share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0210 to C0280/R2000
               
               
                  Administrative expenses — Net
               
               
                  Administrative expenses incurred by the undertaking during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the net administrative expenses.
                  The net administrative expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R2010
               
               
                  Investment management expenses — Gross
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the gross direct and reinsurance business.
               
            
                  C0210 to C0280/R2020
               
               
                  Investment management expenses — reinsurers' share
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0210 to C0280/R2100
               
               
                  Investment management expenses — Net
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the net investment management expenses.
                  The net investment management expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R2110
               
               
                  Claims management expenses — Gross
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the gross direct and reinsurance business.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0210 to C0280/R2120
               
               
                  Claims management expenses — Reinsurers' share
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the reinsurers' share.
                  This shall include the movement in provisions in claims management expenses.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0210 to C0280/R2200
               
               
                  Claims management expenses — Net
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The net claims management expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0210 to C0280/R2210
               
               
                  Acquisition expenses — Gross
               
               
                  Acquisition expenses include expenses which can be identified at the level of individual insurance contract and have been incurred because the undertaking has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the gross direct and reinsurance business.
               
            
                  C0210 to C0280/R2220
               
               
                  Acquisition expenses — Reinsurers' share
               
               
                  Acquisition expenses include expenses which can be identified at the level of individual insurance contract and have been incurred because the undertaking has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0210 to C0280/R2300
               
               
                  Acquisition expenses — Net
               
               
                  Acquisition expenses include expenses which can be identified at the level of individual insurance contract and have been incurred because the undertaking has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The net acquisition expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R2310
               
               
                  Overhead expenses — Gross
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the gross direct and reinsurance business.
               
            
                  C0210 to C0280/R2320
               
               
                  Overhead expenses — Reinsurers' share
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0210 to C0280/R2400
               
               
                  Overhead expenses — Net
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The net overhead expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0300/R1410–R2400
               
               
                  Total
               
               
                  Total for different items for all life lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0300/R2500
               
               
                  Other expenses
               
               
                  Other technical expenses not covered by above mentioned expenses and not split by lines of business.
                  Shall not include non–technical expenses such as tax, interest expenses, losses on disposals, etc.
               
            
                  C0300/R2600
               
               
                  Total expenses
               
               
                  Amount of all technical expenses.
               
            
                  C0210 to C0280/R2700
               
               
                  Total amount of surrenders
               
               
                  This amount represents the total amount of surrenders occurred during the year.
                  This amount is also reported under claims incurred (item R1610).
               
            
         S.05.02 — Premiums, claims and expenses by country
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template shall be reported from an accounting perspective, i.e.: Local GAAP or IFRS if accepted as local GAAP The template is based on a year–to–date basis Undertakings shall use the recognition and valuation basis as for the published financial statements, no new recognition or re–valuation is required.
      The following criteria for the classification by country shall be used:
      
                  —
               
               
                  The information, provided by country, shall be completed for the five countries with the biggest amount of gross written premiums in addition to the home country or until reaching 90 % of the total gross written premiums;
               
            
                  —
               
               
                  For the direct insurance business for the lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, ‘Medical expense’, ‘Income protection’, ‘Workers' compensation’, ‘Fire and other damage to property’ and ‘Credit and suretyship’ information shall be reported by country where the risk is situated as defined in Article 13 (13) of Directive 2009/138/EC;
               
            
                  —
               
               
                  For direct insurance business for all other line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, information shall be reported by country where the contract was entered into;
               
            
                  —
               
               
                  For proportional and non–proportional reinsurance information shall be reported by country of localisation of the ceding undertaking.
               
            For the purposes of this template ‘country where the contract was entered into’ means:
      
                  a)
               
               
                  The country where the insurance undertaking is established (home country) when the contract was not sold through a branch or freedom to provide services;
               
            
                  b)
               
               
                  The country where the branch is located (host country) when the contract was sold through a branch;
               
            
                  c)
               
               
                  The country where the freedom to provide services was notified (host country) when the contract was sold through freedom to provide services.
               
            
                  d)
               
               
                  If an intermediary is used or in any other situation, it is a), b) or c) depending on who sold the contract.
               
            
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Non–life insurance and reinsurance obligations
                  
               
            
                  C0020 to C0060/R0010
               
               
                  Top 5 countries (by amount of gross premiums written) — non–life obligations
               
               
                  Identify the ISO 3166–1 alpha–2 code of the countries being reported for the non–life obligations.
               
            
                  C0080 to C0140/R0110
               
               
                  Premiums written — Gross — Direct Business
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from direct business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0080 to C0140/R0120
               
               
                  Premiums written — Gross — Proportional reinsurance accepted
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from proportional reinsurance accepted business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0080 to C0140/R0130
               
               
                  Premiums written — Gross — Non proportional reinsurance accepted
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from non–proportional reinsurance accepted business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0080 to C0140/R0140
               
               
                  Premiums written — Reinsurers' share
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts ceded to reinsurers during the financial year in respect of insurance contracts regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0080 to C0140/R0200
               
               
                  Premiums written — net
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: the net premiums written represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0080 to C0140/R0210
               
               
                  Premiums earned — Gross — Direct business
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to insurance direct business.
               
            
                  C0080 to C0140/R0220
               
               
                  Premiums earned — Gross — Proportional reinsurance accepted
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to proportional reinsurance accepted business.
               
            
                  C0080 to C0140/R0230
               
               
                  Premiums earned — Gross — Non proportional reinsurance accepted
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to non–proportional reinsurance accepted business.
               
            
                  C0080 to C0140/R0240
               
               
                  Premiums earned — reinsurers' share
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of reinsurer's share in gross premiums written minus the change in the reinsurer's share in provision for unearned premiums.
               
            
                  C0080 to C0140/R0300
               
               
                  Premiums earned — Net
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0080 to C0140/R0310
               
               
                  Claims incurred Gross — Direct business
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from direct business.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0080 to C0140/R0320
               
               
                  Claims incurred Gross — Proportional reinsurance accepted
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable:
                  the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from proportional reinsurance accepted.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses..
               
            
                  C0080 to C0140/R0330
               
               
                  Claims incurred — Gross — Non proportional reinsurance accepted
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from non–proportional reinsurance accepted.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0080 to C0140/R0340
               
               
                  Claims incurred — Reinsurers' share
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: it is the reinsurer's share in sum of the claims paid and the change in the provision for claims during the financial year.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses..
               
            
                  C0080 to C0140/R0400
               
               
                  Claims incurred — Net
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0080 to C0140/R0410
               
               
                  Changes in other technical provisions — Gross — Direct business
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross direct business.
               
            
                  C0080 to C0140/R0420
               
               
                  Changes in other technical provisions — Gross — Proportional reinsurance accepted
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross proportional reinsurance accepted.
               
            
                  C0080 to C0140/R0430
               
               
                  Changes in other technical provisions — Gross — Non– proportional reinsurance accepted
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross non– proportional reinsurance accepted.
               
            
                  C0080 to C0140/R0440
               
               
                  Changes in other technical provisions — Reinsurers' share
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions related to the amounts ceded to reinsurers.
               
            
                  C0080 to C0140/R0500
               
               
                  Changes in other technical provisions — Net
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: the net amount of changes in other technical provisions represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0080 to C0140/R0550
               
               
                  Expenses incurred
               
               
                  All technical expenses incurred by the undertaking during the reporting period, on accrual basis.
               
            
                  C0140/R1200
               
               
                  Other expenses
               
               
                  Other technical expenses not covered by above mentioned expenses and not split by lines of business.
                  Shall not include non–technical expenses such as tax, interest expenses, losses on disposals, etc
               
            
                  C0140/R1300
               
               
                  Total expenses
               
               
                  Amount of all technical expenses corresponding to countries covered by this template.
               
            
                  
                     Life insurance and reinsurance obligations
                  
               
            
                  C0160 to C0200/R1400
               
               
                  Top 5 countries (by amount of gross premiums written) — life obligations
               
               
                  Identify the ISO 3166–1 alpha–2 code of the countries being reported for the life obligations.
               
            
                  C0220 to C0280/R1410
               
               
                  Premiums written — Gross
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from gross business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0220 to C0280/R1420
               
               
                  Premiums written — Reinsurers' share
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts ceded to reinsurers due during the financial year in respect of insurance contracts regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0220 to C0280/R1500
               
               
                  Premiums written — net
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: the net premiums written represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0220 to C0280/R1510
               
               
                  Premiums earned — Gross
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to direct and reinsurance accepted gross business.
               
            
                  C0220 to C0280/R1520
               
               
                  Premiums earned — reinsurers' share
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the reinsurer's share in gross premiums written minus the change in the reinsurer's share in provision for unearned premiums.
               
            
                  C0220 to C0280/R1600
               
               
                  Premiums earned — Net
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0220 to C0280/R1610
               
               
                  Claims incurred — Gross
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from the gross direct and reinsurance business.
                  It excludes claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0220 to C0280/R1620
               
               
                  Claims incurred — Reinsurers' share
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: it is the reinsurers' share in the sum of the claims paid and the change in the provision for claims during the financial year.
                  It excludes claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0220 to C0280/R1700
               
               
                  Claims incurred — Net
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  It excludes claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0220 to C0280/R1710
               
               
                  Changes in other technical provisions — Gross
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: it is the changes in other technical provisions relating to insurance contracts arising from the gross direct and reinsurance business.
               
            
                  C0220 to C0280/R1720
               
               
                  Change in other technical provisions — Reinsurers' share
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: it is the reinsurers' share in changes in other technical provisions.
               
            
                  C0220 to C0280/R1800
               
               
                  Change in other technical provisions — Net
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: it is the changes in other technical provisions related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0220 to C0280/R1900
               
               
                  Expenses incurred
               
               
                  All technical expenses incurred by the undertaking during the reporting period, on accrual basis.
               
            
                  C0280/R2500
               
               
                  Other expenses
               
               
                  Other technical expenses not covered by above mentioned expenses and not split by lines of business.
                  Shall not include non–technical expenses such as tax, interest expenses, losses on disposals, etc.
               
            
                  C0280/R2600
               
               
                  Total expenses
               
               
                  Amount of all technical expenses corresponding to countries covered by this template.
               
            
         S.06.01 — Summary of assets
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities. This template is relevant only for the insurance and reinsurance undertakings exempted from the annual submission of information in templates S.06.02 or S.08.01 in accordance with Article 35 (7) of Directive 2009/138/EC.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation.
      This template contains a summary of information on assets and derivatives regarding the undertaking as a whole, including assets and derivatives held in unit linked and index linked contracts.
      Items shall be reported with positive values unless its Solvency II value is negative (e.g. the case of derivatives that are a liability of the undertaking).
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010 to C0060/R0010
               
               
                  Assets listed
               
               
                  Value of listed assets by portfolio.
                  For the purpose of this template an asset is considered as being listed if it is negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/EC.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0020
               
               
                  Assets that are not listed in a stock exchange
               
               
                  Value of assets not listed in a stock exchange, by portfolio.
                  For the purpose of this template, not listed assets are the ones that are not negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/EC.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring–fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0030
               
               
                  Assets that are not exchange tradable
               
               
                  Value of assets that are not exchange tradable, by portfolio.
                  For the purpose of this template, not exchange tradable assets are the ones that by their nature are not subject to negotiation on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/EC.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0040
               
               
                  Government bonds
               
               
                  Value of assets classifiable under asset category 1 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0050
               
               
                  Corporate bonds
               
               
                  Value of assets classifiable under asset category 2 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0060
               
               
                  Equity
               
               
                  Value of assets classifiable under asset category 3 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0070
               
               
                  Collective Investment Undertakings
               
               
                  Value of assets classifiable under asset category 4 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0080
               
               
                  Structured notes
               
               
                  Value of assets classifiable under asset category 5 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0090
               
               
                  Collateralised securities
               
               
                  Value of assets classifiable under asset category 6 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0100
               
               
                  Cash and deposits
               
               
                  Value of assets classifiable under asset category 7 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0110
               
               
                  Mortgages and loans
               
               
                  Value of assets classifiable under asset category 8 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0120
               
               
                  Properties
               
               
                  Value of assets classifiable under asset category 9 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0130
               
               
                  Other investments
               
               
                  Value of assets classifiable under asset category 0 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0140
               
               
                  Futures
               
               
                  Value of assets classifiable under asset category A of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0150
               
               
                  Call options
               
               
                  Value of assets classifiable under asset category B of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0160
               
               
                  Put options
               
               
                  Value of assets classifiable under asset category C of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0170
               
               
                  Swaps
               
               
                  Value of assets classifiable under asset category D of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0180
               
               
                  Forwards
               
               
                  Value of assets classifiable under asset category E of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0190
               
               
                  Credit derivatives
               
               
                  Value of assets classifiable under asset category F of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
         S.06.02 — List of assets
      
      
         General comments:
      
      This section relates to quarterly and annual submission of information for individual entities.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to Complementary Identification Code (‘CIC’) refer to Annex VI — CIC table of this Regulation.
      This template shall reflect the list of all assets included in the Balance–sheet classifiable as asset categories 0 to 9 of Annex IV — Assets Categories of this Regulation. In particular in case of securities lending and repurchase agreements the underlying securities that are kept in the Balance–sheet shall be reported in this template.
      This template contains an item–by–item list of assets held directly by the undertaking (i.e. not on a look–through basis), classifiable as asset categories 0 to 9 (in case of unit–linked and index–linked product managed by the (re)insurance undertaking, the assets to be reported are also only the ones covered by asset categories 0 to 9, e.g. recoverables and liabilities related to this products shall not be reported), with the following exceptions:
      
                  a)
               
               
                  Cash shall be reported in one row per currency, for each combination of items C0060, C0070, C0080 and C0090;
               
            
                  b)
               
               
                  Transferable deposits (cash equivalents) and other deposits with maturity of less than one year shall be reported in one row per pair of bank and currency, for each combination of items C0060, C0070, C0080, C0090 and C0290;
               
            
                  c)
               
               
                  Mortgages and loans to individuals, including loans on policies, shall be reported in two rows, one row regarding loans to administrative, management and supervisory body, for each combination of items C0060, C0070, C0080, C0090 and C0290 and another regarding loans to other natural persons, for each combination of items C0060, C0070, C0080, C0090 and C0290;
               
            
                  d)
               
               
                  Deposits to cedants shall be reported in one single line, for each combination of items C0060, C0070, C0080 and C0090;
               
            
                  e)
               
               
                  Plant and equipment for the own use of the undertaking shall be reported in one single line, for each combination of items C0060, C0070, C0080 and C0090.
               
            This template comprises two tables: Information on positions held and Information on assets.
      On the table Information on positions held, each asset shall be reported separately in as many rows as needed in order to properly fill in all variables requested in that table. If for the same asset two values can be attributed to one variable, then this asset needs to be reported in more than one line.
      On the table Information on assets, each asset shall be reported separately, with one row for each asset, filling in all applicable variables requested in that table.
      The information regarding the external rating (C0320) and nominated External Credit Assessment Institutions (‘ECAI’) (C0330) may be limited (not reported) in the following circumstances:
      
                  a)
               
               
                  through a decision of the national supervisory authority (‘NSA’) under Article 35 (6) and (7) of the Directive 2009/138/EC; or
               
            
                  b)
               
               
                  through a decision of the national supervisory authority in the cases where the insurance and reinsurance undertakings have in place outsourcing arrangements in the area of investments that lead to this specific information not being available directly to the undertaking.
               
            
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Information on positions held
                  
               
            
                  C0040
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be unique and kept consistent over time.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0050
               
               
                  Asset ID Code Type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0060
               
               
                  Portfolio
               
               
                  Distinction between life, non–life, shareholder's funds, other internal funds, general (no split) and ring fenced funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Life
                           
                        
                               
                           
                           
                              2 — Non–life
                           
                        
                               
                           
                           
                              3 — Ring fenced funds
                           
                        
                               
                           
                           
                              4 — Other internal funds
                           
                        
                               
                           
                           
                              5 — Shareholders' funds
                           
                        
                               
                           
                           
                              6 — General
                           
                        The split is not mandatory, except for identifying ring fenced funds, but shall be reported if the undertaking uses it internally. When an undertaking does not apply a split ‘general’ shall be used.
               
            
                  C0070
               
               
                  Fund number
               
               
                  Applicable to assets held in ring fenced funds or other internal funds (defined according to national markets).
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each fund. This number has to be consistent over time and shall be used to identify the funds in other templates. It shall not be re–used for a different fund.
               
            
                  C0080
               
               
                  Matching portfolio number
               
               
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each matching adjustment portfolio as prescribed in Article 77b(1)(a) of Directive 2009/138/EC. This number has to be consistent over time and shall be used to identify the matching adjustment portfolio in other templates. It shall not be re–used for a different matching adjustment portfolio.
               
            
                  C0090
               
               
                  Asset held in unit linked and index linked contracts
               
               
                  Identify the assets that are held by unit linked and index linked contracts. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Unit–linked or index–linked
                           
                        
                               
                           
                           
                              2 — Neither unit–linked nor index–linked
                           
                        
            
                  C0100
               
               
                  Asset pledged as collateral
               
               
                  Identify assets kept in the undertaking's balance–sheet that are pledged as collateral. For partially pledged assets two rows for each asset shall be reported, one for the pledged amount and another for the remaining part. One of the options in the following closed list shall be used for the pledged part of the asset:
                  
                               
                           
                           
                              1 — Assets in the balance sheet that are collateral pledged
                           
                        
                               
                           
                           
                              2 — Collateral for reinsurance accepted
                           
                        
                               
                           
                           
                              3 — Collateral for securities borrowed
                           
                        
                               
                           
                           
                              4 — Repos
                           
                        
                               
                           
                           
                              9 — Not collateral
                           
                        
            
                  C0110
               
               
                  Country of custody
               
               
                  ISO 3166–1 alpha–2 code of the country where undertaking assets are held in custody. For identifying international custodians, such as Euroclear, the country of custody will be the one corresponding to the legal establishment where the custody service was contractually defined.
                  In case of the same asset being held in custody in more than one country, each asset shall be reported separately in as many rows as needed in order to properly identify all countries of custody.
                  This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons, as those assets are not required to be individualised), CIC 71, CIC 75 and for CIC 95 — Plant and equipment (for own use) for the same reason.
                  Regarding CIC Category 9, excluding CIC 95 — Plant and equipment (for own use), the issuer country is assessed by the address of the property.
               
            
                  C0120
               
               
                  Custodian
               
               
                  Name of the financial institution that is the custodian.
                  In case of the same asset being held in custody in more than one custodian, each asset shall be reported separately in as many rows as needed in order to properly identify all custodians.
                  When available, this item corresponds to the entity name in the LEI database. When this is not available it corresponds to the legal name.
                  This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons, as those assets are not required to be individualised), CIC 71, CIC 75 and for CIC category 9 — Property.
               
            
                  C0130
               
               
                  Quantity
               
               
                  Number of assets, for relevant assets.
                  This item shall not be reported if item Par amount (C0140) is reported.
               
            
                  C0140
               
               
                  Par amount
               
               
                  Amount outstanding measured at par amount, for all assets where this item is relevant, and at nominal amount for CIC = 72, 73, 74, 75 and 79 if applicable.
                  This item shall not be reported if item Quantity (C0130) is reported.
               
            
                  C0150
               
               
                  Valuation method
               
               
                  Identify the valuation method used when valuing assets. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — quoted market price in active markets for the same assets
                           
                        
                               
                           
                           
                              2 — quoted market price in active markets for similar assets
                           
                        
                               
                           
                           
                              3 — alternative valuation methods
                           
                        
                               
                           
                           
                              4 — adjusted equity methods (applicable for the valuation of participations)
                           
                        
                               
                           
                           
                              5 — IFRS equity methods (applicable for the valuation of participations)
                           
                        
                               
                           
                           
                              6 — Market valuation according to Article 9(4) of Delegated Regulation (EU) 2015/35
                           
                        
            
                  C0160
               
               
                  Acquisition value
               
               
                  Total acquisition value for assets held, clean value without accrued interest. Not applicable to CIC categories 7 and 8.
               
            
                  C0170
               
               
                  Total Solvency II amount
               
               
                  Value calculated as defined by Article 75 of the Directive 2009/138/EC.
                  The following shall be considered:
                  
                              —
                           
                           
                              Corresponds to the multiplication of ‘Par amount’ by ‘Unit percentage of par amount Solvency II price’ plus ‘Accrued interest’, for assets where the first two items are relevant;
                           
                        
                              —
                           
                           
                              Corresponds to the multiplication of ‘Quantity’ by ‘Unit Solvency II price’, for assets where these two items are relevant;
                           
                        
                              —
                           
                           
                              For assets classifiable under asset categories 7, 8 and 9, this shall indicate the Solvency II value of the asset.
                           
                        
            
                  C0180
               
               
                  Accrued interest
               
               
                  Quantify the amount of accrued interest after the last coupon date for interest bearing securities. Note that this value is also part of item Total Solvency II amount.
               
            
         
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTION
               
            
                  
                     Information on assets
                  
               
            
                  C0040
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be unique and kept consistent over time.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0050
               
               
                  Asset ID Code Type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)+
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’..
               
            
                  C0190
               
               
                  Item Title
               
               
                  Identify the reported item by filling the name of the asset (or the address in case of property), with the detail settled by the undertaking.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons, this item shall contain ‘Loans to AMSB members’ i.e. loans to the Administrative, Management and Supervisory Body (‘AMSB’) or ‘Loans to other natural persons’, according to its nature, as those assets are not required to be individualised. Loans to other than natural persons shall be reported line–by–line.
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 95 — Plant and equipment (for own use) as those assets are not required to be individualised, CIC 71 and CIC 75.
                           
                        
            
                  C0200
               
               
                  Issuer Name
               
               
                  Name of the issuer, defined as the entity that issues assets to investors.
                  When available, this item corresponds to the entity name in the LEI database. When this is not available corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer name is the name of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer name is the name of the depositary entity;
                           
                        
                              —
                           
                           
                              Regarding CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons, this item shall contain ‘Loans to AMSB members’ or ‘Loans to other natural persons’, according to its nature, as those assets are not required to be individualised;
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
                           
                        
            
                  C0210
               
               
                  Issuer Code
               
               
                  Identification of the issuer code using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer code is the code of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer code is the code of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75and CIC category 9 — Property;
                           
                        
                              —
                           
                           
                              This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                           
                        
            
                  C0220
               
               
                  Type of issuer code
               
               
                  Identification of the type of code used for the ‘Issuer Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                  This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0230
               
               
                  Issuer Sector
               
               
                  Identify the economic sector of issuer based on the latest version of the Statistical classification of economic activities in the European Community (‘NACE’) code (as published in an EC Regulation). The letter reference of the NACE code identifying the Section shall be used as a minimum for identifying sectors (e.g. ‘A’ or ‘A0111’ would be acceptable) except for the NACE relating to Financial and Insurance activities, for which the letter identifying the Section followed by the 4 digits code for the class shall be used (e.g. ‘K6411’).
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer sector is the sector of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer sector is the sector of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75and CIC category 9 — Property;
                           
                        
                              —
                           
                           
                              This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                           
                        
            
                  C0240
               
               
                  Issuer Group
               
               
                  Name of issuer's ultimate parent entity. For collective investment undertakings the group relation relates to the fund manager.
                  When available, this item corresponds to the entity name in the LEI database. When this is not available corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the group relation relates to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the group relation relates to the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the group relation relates to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons)
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
                           
                        
            
                  C0250
               
               
                  Issuer Group Code
               
               
                  Issuer group's identification using the Legal Entity Identifier (LEI) if available.
                  If none is available, this item shall not be reported.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the group relation relates to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the group relation relates to the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the group relation relates to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons)
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
                           
                        
            
                  C0260
               
               
                  Type of issuer group code
               
               
                  Identification of the code used for the ‘Issuer Group Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                  This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0270
               
               
                  Issuer Country
               
               
                  ISO 3166–1 alpha–2 code of the country of localisation of the issuer.
                  The localisation of the issuer is assessed by the address of the entity issuing the asset.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer country is the country is relative to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer country is the country of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property;
                           
                        
                              —
                           
                           
                              This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                           
                        One of the options shall be used:
                  
                              —
                           
                           
                              ISO 3166–1 alpha–2 code
                           
                        
                              —
                           
                           
                              XA: Supranational issuers
                           
                        
                              —
                           
                           
                              EU: European Union Institutions
                           
                        
            
                  C0280
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the issue.
                  The following shall be considered:
                  
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons, as those assets are not required to be individualised), CIC 75 and for CIC 95 Plant and equipment (for own use) for the same reason;
                           
                        
                              —
                           
                           
                              Regarding CIC Category 9, excluding CIC 95 Plant and equipment (for own use), the currency corresponds to the currency in which the investment was made.
                           
                        
            
                  C0290
               
               
                  CIC
               
               
                  Complementary Identification Code used to classify assets, as set out in Annex VI — CIC Table of this Regulation. When classifying an asset using the CIC table, undertakings shall take into consideration the most representative risk to which the asset is exposed to.
               
            
                  C0300
               
               
                  Infrastructure investment
               
               
                  Identify if the asset is an infrastructure investment.
                  Infrastructure investment is defined as investments in or loans to utilities such as toll roads, bridges, tunnels, ports and airports, oil and gas distribution, electricity distribution and social infrastructure such as healthcare and educational facilities.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Not an infrastructure investment
                           
                        
                               
                           
                           
                              2 — Government Guarantee: where there is an explicit government guarantee
                           
                        
                               
                           
                           
                              3 — Government Supported including Public Finance initiative: where there is a government policy or public finance initiatives to promote or support the sector
                           
                        
                               
                           
                           
                              4 — Supranational Guarantee/Supported: where there is an explicit supranational guarantee or support
                           
                        
                               
                           
                           
                              9 — Other: Other infrastructure loans or investments, not classified under the above categories
                           
                        
            
                  C0310
               
               
                  Holdings in related undertakings, including participations
               
               
                  Only applicable to asset categories 3 and 4.
                  Identify if an equity and other share is a participation. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Not a participation
                           
                        
                               
                           
                           
                              2 — Is a participation
                           
                        
            
                  C0320
               
               
                  External rating
               
               
                  Only applicable to CIC categories 1, 2, 5 and 6.
                  Rating of the asset at the reporting reference date issued by the nominated credit assessment institution (ECAI).
                  This item is not applicable to assets for which undertakings using internal model use internal ratings. If undertakings using internal model do not use internal rating, this item shall be reported.
               
            
                  C0330
               
               
                  Nominated ECAI
               
               
                  Only applicable to CIC categories 1, 2, 5 and 6.
                  Identify the credit assessment institution (ECAI) giving the external rating, by using the name of the ECAI as published at ESMA website.
                  This item shall be reported when External rating (C0320) is reported.
               
            
                  C0340
               
               
                  Credit quality step
               
               
                  Only applicable to CIC categories 1, 2, 5 and 6.
                  Identify the credit quality step attributed to the asset, as defined by Article 109a(1) of Directive 2009/138/EC.
                  The credit quality step shall in particular reflect any readjustments to the credit quality made internally by the undertakings that use the standard formula.
                  This item is not applicable to assets for which undertakings using internal model use internal ratings. If undertakings using internal model do not use internal rating, this item shall be reported.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              0 — Credit quality step 0
                           
                        
                               
                           
                           
                              1 — Credit quality step 1
                           
                        
                               
                           
                           
                              2 — Credit quality step 2
                           
                        
                               
                           
                           
                              3 — Credit quality step 3
                           
                        
                               
                           
                           
                              4 — Credit quality step 4
                           
                        
                               
                           
                           
                              5 — Credit quality step 5
                           
                        
                               
                           
                           
                              6 — Credit quality step 6
                           
                        
                               
                           
                           
                              9 — No rating available
                           
                        
            
                  C0350
               
               
                  Internal rating
               
               
                  Only applicable to CIC categories 1, 2, 5 and 6.
                  Internal rating of assets for undertakings using an internal model to the extent that the internal ratings are used in their internal modelling. If an internal model undertaking is using solely external ratings this item shall not be reported.
               
            
                  C0360
               
               
                  Duration
               
               
                  Only applies to CIC categories 1, 2, 4 (when applicable, e.g. for collective investment undertaking mainly invested in bonds), 5 and 6.
                  Asset duration, defined as the ‘residual modified duration’ (modified duration calculated based on the remaining time for maturity of the security, counted from the reporting reference date). For assets without fixed maturity the first call date shall be used. The duration shall be calculated based on economic value.
               
            
                  C0370
               
               
                  Unit Solvency II price
               
               
                  Amount in reporting currency for the asset, if relevant.
                  This item shall be reported if a ‘quantity’ (C0130) has been provided in the first part of the template (‘Information on positions held’).
                  This item shall not be reported if item Unit percentage of par amount Solvency II price (C0380) is reported.
               
            
                  C0380
               
               
                  Unit percentage of par amount Solvency II price
               
               
                  Amount in percentage of par value, clean price without accrued interest, for the asset, if relevant.
                  This item shall be reported if a ‘par amount’ information (C0140) has been provided in the first part of the template (‘Information on positions held’).
                  This item shall not be reported if item Unit Solvency II price (C0370) is reported.
               
            
                  C0390
               
               
                  Maturity date
               
               
                  Only applicable for CIC categories 1, 2, 5, 6, and 8, CIC 74 and CIC 79.
                  Identify the ISO 8601 (yyyy–mm–dd) code of the maturity date.
                  It corresponds always to the maturity date, even for callable securities.
                  The following shall be considered:
                  
                              —
                           
                           
                              For perpetual securities use ‘9999–12–31’
                           
                        
                              —
                           
                           
                              For CIC category 8, regarding loans and mortgages to individuals, the weighted (based on the loan amount) remaining maturity is to be reported.
                           
                        
            
         S.06.03 — Collective investment undertakings — look–through approach
      
      
         General comments:
      
      This section relates to quarterly and annual submission of information for individual entities.
      This template contains information on the look through of collective investment undertakings or investments packaged as funds, including when they are participations, by underlying asset category, country of issue and currency. The look through shall be performed until the asset categories, countries and currencies are identified. In case of funds of funds the look–through shall follow the same approach.
      For the identification of countries the look–through should be implemented in order to identify all countries that represent more than 5 % of the fund being looked–through and until 90 % of the value of the fund is identified by country.
      Quarterly information shall only be reported when the ratio of collective investments undertakings held by the undertaking to total investments, measured as the ratio between item C0010/R0180 of template S.02.01 plus collective investments undertakings included in item C0010/R0220 of template S.02.01 plus collective investments undertakings included in item C0010/R0090 and the sum of item C0010/R0070 and C0010/RC0220 of template S.02.01, is higher than 30 %.
      Items shall be reported with positive values unless otherwise stated in the respective instructions.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex VI — CIC table of this Regulation.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  Collective Investments Undertaking ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
            
                  C0020
               
               
                  Collective Investments Undertaking ID Code type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0030
               
               
                  Underlying asset category
               
               
                  Identify the assets categories, receivables and derivatives within the collective investment undertaking. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Government bonds
                           
                        
                               
                           
                           
                              2 — Corporate bonds
                           
                        
                               
                           
                           
                              3L — Listed equity
                           
                        
                               
                           
                           
                              3X — Unlisted equity
                           
                        
                               
                           
                           
                              4 — Collective Investment Undertakings
                           
                        
                               
                           
                           
                              5 — Structured notes
                           
                        
                               
                           
                           
                              6 — Collateralised securities
                           
                        
                               
                           
                           
                              7 — Cash and deposits
                           
                        
                               
                           
                           
                              8 — Mortgages and loans
                           
                        
                               
                           
                           
                              9 — Properties
                           
                        
                               
                           
                           
                              0 — Other investments (including receivables)
                           
                        
                               
                           
                           
                              A — Futures
                           
                        
                               
                           
                           
                              B-Call Options
                           
                        
                               
                           
                           
                              C — Put Options
                           
                        
                               
                           
                           
                              D — Swaps
                           
                        
                               
                           
                           
                              E — Forwards
                           
                        
                               
                           
                           
                              F — Credit derivatives
                           
                        
                               
                           
                           
                              L — Liabilities
                           
                        When the look–through regards a fund of funds, category ‘4 — Collective Investment Units’ shall be used only for non–material residual values.
               
            
                  C0040
               
               
                  Country of issue
               
               
                  Breakdown of each asset category identified in C0030 by issuer country. Identify the country of localisation of the issuer.
                  The localisation of the issuer is assessed by the address of the entity issuing the asset.
                  One of the options shall be used:
                  
                              —
                           
                           
                              ISO 3166–1 alpha–2 code
                           
                        
                              —
                           
                           
                              XA: Supranational issuers
                           
                        
                              —
                           
                           
                              EU: European Union Institutions
                           
                        
                              —
                           
                           
                              AA: aggregated countries due to application of threshold
                           
                        This item is not applicable to Categories 8 and 9 as reported in C0030.
               
            
                  C0050
               
               
                  Currency
               
               
                  Identify whether the currency of the asset category is the reporting currency or a foreign currency. All other currencies than the reporting currency are referred to as foreign currencies. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reporting currency
                           
                        
                               
                           
                           
                              2 — Foreign currency
                           
                        
            
                  C0060
               
               
                  Total amount
               
               
                  Total amount invested by asset category, country and currency through collective investment undertakings.
                  For liabilities a positive amount shall be reported.
                  For derivatives the Total amount can be positive (if an asset) or negative (if a liability).
               
            
         S.07.01 — Structured products
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex VI — CIC table of this Regulation.
      This template contains an item–by–item list of structured products held directly by the undertaking in its portfolio (i.e. not on a look–through basis). Structured products are defined as assets falling into the asset categories 5 (Structured notes) and 6 (Collateralised securities).
      This template shall only be reported when the amount of structured products, measured as the ratio between assets classified as asset categories 5 (Structured notes) and 6 (Collateralised securities) as defined in Annex IV — Asset Categories of this Regulation and the sum of item C0010/R0070 and C0010/R0220 of template S.02.01, is higher than 5 %.
      In some cases the types of structured products (C0070) identify the derivative embedded in the structured product. In this case this classification shall be used when the structured product has the referred derivative embedded.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0040
               
               
                  Asset ID Code
               
               
                  The Identification code of the structured product, as reported in S.06.02. using the following priority:
                  
                              —
                           
                           
                              ISO 6166 ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. The code used shall be kept consistent over time and shall not be reused for other product.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0050
               
               
                  Asset ID Code type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0060
               
               
                  Collateral type
               
               
                  Identify the type of collateral, using the assets categories defined in Annex IV — Assets Categories. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Government bonds
                           
                        
                               
                           
                           
                              2 — Corporate bonds
                           
                        
                               
                           
                           
                              3 — Equity
                           
                        
                               
                           
                           
                              4 — Collective Investment Undertakings
                           
                        
                               
                           
                           
                              5 — Structured notes
                           
                        
                               
                           
                           
                              6 — Collateralised securities
                           
                        
                               
                           
                           
                              7 — Cash and deposits
                           
                        
                               
                           
                           
                              8 — Mortgages and loans
                           
                        
                               
                           
                           
                              9 — Properties
                           
                        
                               
                           
                           
                              0 — Other investments
                           
                        
                               
                           
                           
                              10 — No collateral
                           
                        When more than one category of collateral exists for one single structured product, the most representative one shall be reported.
               
            
                  C0070
               
               
                  Type of structured product
               
               
                  Identify the type of structure of the product. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Credit linked notes
                              Security or deposit with an embedded credit derivative (e.g. credit default swaps or credit default options)
                           
                        
                               
                           
                           
                              2 — Constant maturity swaps
                              (security with an embedded interest rate swap (‘IRS’), where the floating interest portion is reset periodically according to a fixed maturity market rate.)
                           
                        
                               
                           
                           
                              3 — Asset backed securities
                              (security that has an asset as collateral.)
                           
                        
                               
                           
                           
                              4 — Mortgage backed securities
                              (security that has real estate as collateral.)
                           
                        
                               
                           
                           
                              5 — Commercial mortgage backed securities
                              (security that has real estate as collateral such as retail properties, office properties, industrial properties, multifamily housing and hotels.)
                           
                        
                               
                           
                           
                              6 — Collateralised debt obligations
                              (structured debt security backed by a portfolio consisting of secured or unsecured bonds issued by corporate or sovereign obligators, or secured or unsecured loans made to corporate commercial and industrial loan costumers of lending banks.)
                           
                        
                               
                           
                           
                              7 — Collateralised loan obligations
                              (security that has as underlying a trust of a portfolio of loans where the cash–flows from the security are derived from the portfolio.)
                           
                        
                               
                           
                           
                              8 — Collateralised mortgage obligations
                              (investment–grade security backed by a pool of bonds, loans and other assets.)
                           
                        
                               
                           
                           
                              9 — Interest rate–linked notes and deposits
                           
                        
                               
                           
                           
                              10 — Equity–linked and Equity Index Linked notes and deposits
                           
                        
                               
                           
                           
                              11 — FX and commodity–linked notes and deposits
                           
                        
                               
                           
                           
                              12 — Hybrid linked notes and deposits
                              (it includes real estate and equity securities)
                           
                        
                               
                           
                           
                              13 — Market–linked notes and deposits
                           
                        
                               
                           
                           
                              14 — Insurance–linked notes and deposits, including notes covering Catastrophe and Weather Risk as well as Mortality Risk
                           
                        
                               
                           
                           
                              99 — Others not covered by the previous options
                           
                        
            
                  C0080
               
               
                  Capital protection
               
               
                  Identify whether the product has capital protection. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Full capital protection
                           
                        
                               
                           
                           
                              2 — Partial capital protection
                           
                        
                               
                           
                           
                              3 — No capital protection
                           
                        
            
                  C0090
               
               
                  Underlying security/index/portfolio
               
               
                  Describe the type of underlying. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Equity and Funds (a selected group or basket of equities)
                           
                        
                               
                           
                           
                              2 — Currency (a selected group or basket of currencies)
                           
                        
                               
                           
                           
                              3 — Interest rate and yields (bond indices, yield curves, differences in prevailing interest rates on shorter and longer–term maturities, credit spreads, inflation rates and other interest rate or yield benchmarks)
                           
                        
                               
                           
                           
                              4 — Commodities (a selected, basic good or group of goods)
                           
                        
                               
                           
                           
                              5 — Index (performance of a selected index)
                           
                        
                               
                           
                           
                              6 — Multi (allowing for a combination of the possible types listed above)
                           
                        
                               
                           
                           
                              9 — Others not covered by the previous options (e.g. other economic indicators)
                           
                        
            
                  C0100
               
               
                  Callable or Putable
               
               
                  Identify whether the product has call and/or put features, or both, if applicable. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Call by the buyer
                           
                        
                               
                           
                           
                              2 — Call by the seller
                           
                        
                               
                           
                           
                              3 — Put by the buyer
                           
                        
                               
                           
                           
                              4 — Put by the seller
                           
                        
                               
                           
                           
                              5 — Any combination of the previous options
                           
                        
            
                  C0110
               
               
                  Synthetic structured product
               
               
                  Identify if it is a structured products without any transfer of assets (e.g. products that will not give rise to any delivery of assets, except cash, if an adverse/favourable event occurs). One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Structured product without any transfer of asset
                           
                        
                               
                           
                           
                              2 — Structured product with transfer of asset
                           
                        
            
                  C0120
               
               
                  Prepayment structured product
               
               
                  Identify if it is a structured products which have the possibility of prepayment, considered as an early unscheduled return of principal. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Prepayment structured product
                           
                        
                               
                           
                           
                              2 — Not a prepayment structured product
                           
                        
            
                  C0130
               
               
                  Collateral value
               
               
                  Total amount of collateral attached to the structured product despite the nature of the collateral.
                  In case of collateralisation on a portfolio basis, only the value referred to the single contract must be reported and not the total.
               
            
                  C0140
               
               
                  Collateral portfolio
               
               
                  This item informs if the collateral to the structured product covers only one structured product or more than one structured product that is held by the undertaking. Net positions refer to the positions held on structured products. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Collateral calculated on the basis of net positions resulting from a set of contracts
                           
                        
                               
                           
                           
                              2 — Collateral calculated on the basis of a single contract
                           
                        
                               
                           
                           
                              10 — No collateral
                           
                        
            
                  C0150
               
               
                  Fixed annual return
               
               
                  Identify the coupon (reported as a decimal), if applicable, for CIC categories 5 (Structured notes) and 6 (Collateralised securities).
               
            
                  C0160
               
               
                  Variable annual return
               
               
                  Identify variable rate of return, if applicable, for CIC categories 5 (Structured notes) and 6 (Collateralised securities). It is most commonly identified as a benchmark market rate plus a spread, or as dependent on the performance of a portfolio or index (underlying dependent) or more complex returns set by the path of the underlying asset's price (path dependent), among others.
               
            
                  C0170
               
               
                  Loss given default
               
               
                  The percentage (reported as a decimal, e.g. 5 % shall be reported as 0,05) of the invested amount that will not be recovered following default, if applicable, for CIC categories 5 (Structured notes) and 6 (Collateralised securities).
                  If information is not defined in the contract this item shall not be reported. This item is not applicable for non–credit structured product.
               
            
                  C0180
               
               
                  Attachment point
               
               
                  The contractually defined loss percentage (reported as a decimal) above which the losses affect the structured product, if applicable, for CIC categories 5 (Structured notes) and 6 (Collateralised securities). This item is not applicable for non–credit structured product.
               
            
                  C0190
               
               
                  Detachment point
               
               
                  The contractually defined loss percentage (reported as a decimal) above which the losses seize to affect the structured product, if applicable, for CIC categories 5 (Structured notes) and 6 (Collateralised securities). This item is not applicable for non–credit structured product.
               
            
         S.08.01 — Open derivatives
      
      
         General comments:
      
      This section relates to quarterly and annual submission of information for individual entities.
      The derivatives categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex VI — CIC table of this Regulation. This template contains an item–by–item list of derivatives held directly by the undertaking (i.e. not on a look–through basis), classifiable as asset categories A to F.
      Derivatives are considered assets if their Solvency II value is positive or zero. They are considered liabilities if their Solvency II value is negative or if they are issued by the undertaking. Both derivatives considered as assets or considered as liabilities shall be included.
      Information shall include all derivatives contracts that existed during the reporting period and were not closed prior to the reporting reference date.
      If there are frequent trades on the same derivative, resulting in multiple open positions, the derivative can be reported on an aggregated or net basis, as long as all the relevant characteristics are common and following the specific instruction for each relevant item.
      Items shall be reported with positive values unless otherwise stated in the respective instructions.
      A derivative is a financial instrument or other contract with all three of the following characteristics:
      
                  a)
               
               
                  Its value changes in response to the change in a specified interest rate, financial instrument price, commodity price, foreign exchange rate, index of prices or rates, credit rating or credit index, or other variable, provided in the case of a non–financial variable that the variable is not specific to a party to the contract (sometimes called the ‘underlying’).
               
            
                  b)
               
               
                  It requires no initial net investment or an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors.
               
            
                  c)
               
               
                  It is settled at a future date.
               
            This template comprises two tables: Information on positions held and Information on derivatives.
      On the table Information on positions held, each derivative shall be reported separately in as many rows as needed in order to properly fill in all items requested in that table. If for the same derivative two values can be attributed to one variable, then this derivative needs to be reported in more than one line.
      In particular, for derivatives that have more than a pair of currencies, it shall be split into the pair components and reported in different rows.
      On the table Information on derivative, each derivative shall be reported separately, with one row for each derivative, filling in all variables requested in that table.
      The information regarding the External rating (C0290) and Nominated ECAI (C0300) may be limited (not reported) in the following circumstances:
      
                  c)
               
               
                  through a decision of the national supervisory authority under Article 35 (6) and (7) of the Directive 2009/138/EC; or
               
            
                  d)
               
               
                  through a decision of the national supervisory authority in the cases where the insurance and reinsurance undertakings have in place outsourcing arrangements in the area of investments that lead to this specific information not being available directly to the undertaking.
               
            
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Information on positions held
                  
               
            
                  C0040
               
               
                  Derivative ID Code
               
               
                  Derivative ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
            
                  C0050
               
               
                  Derivative ID Code type
               
               
                  Type of ID Code used for the ‘Derivative ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0060
               
               
                  Portfolio
               
               
                  Distinction between life, non–life, shareholder's funds, general (no split) and ring fenced funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Life
                           
                        
                               
                           
                           
                              2 — Non–life
                           
                        
                               
                           
                           
                              3 — Ring fenced funds
                           
                        
                               
                           
                           
                              4 — Other internal fund
                           
                        
                               
                           
                           
                              5 — Shareholders' funds
                           
                        
                               
                           
                           
                              6 — General
                           
                        The split is not mandatory, except for identifying ring fenced funds, but shall be reported if the undertaking uses it internally. When an undertaking does not apply a split ‘general’ shall be used.
               
            
                  C0070
               
               
                  Fund number
               
               
                  Applicable to derivatives held in ring fenced funds or other internal funds (defined according to national markets).
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each fund. This number has to be consistent over time and shall be used to identify the funds in other templates. It shall not be re–used for a different fund.
               
            
                  C0080
               
               
                  Derivatives held in unit linked and index linked contracts
               
               
                  Identify the derivatives that are held by unit linked and index linked contracts. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Unit–linked or index–linked
                           
                        
                               
                           
                           
                              2 — Neither unit–linked nor index–linked
                           
                        
            
                  C0090
               
               
                  Instrument underlying the derivative
               
               
                  ID Code of the instrument (asset or liability) underlying the derivative contract. This item is to be provided only for derivatives that have a single or multiple underlying instruments in the undertakings' portfolio. An index is considered a single instrument and shall be reported.
                  Identification code of the instrument underlying the derivative using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
                              —
                           
                           
                              ‘Multiple assets/liabilities’, if the underlying assets or liabilities are more than one
                           
                        If the underlying is an index then the code of the index shall be reported.
               
            
                  C0100
               
               
                  Type of code of asset or liability underlying the derivative
               
               
                  Type of ID Code used for the ‘Instrument underlying the derivative’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        This item is not reported for derivatives which have as underlying more than one asset or liability.
               
            
                  C0110
               
               
                  Use of derivative
               
               
                  Describe the use of the derivative (micro/macro hedge, efficient portfolio management).
                  Micro hedge refers to derivatives covering a single financial instrument (asset or liability), forecasted transaction or other liability.
                  Macro hedge refers to derivatives covering a set of financial instruments (assets or liabilities), forecasted transactions or other liabilities.
                  Efficient portfolio management refers usually to operations where the manager wishes to improve a portfolio' income by exchanging a (lower) cash–flow pattern by another with a higher value, using a derivative or set of derivatives, without changing the asset' portfolio composition, having a lower investment amount and less transaction costs.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Micro hedge
                           
                        
                               
                           
                           
                              2 — Macro hedge
                           
                        
                               
                           
                           
                              3 — Matching assets and liabilities cash–flows used in the context of matching adjustment portfolios
                           
                        
                               
                           
                           
                              4 — Efficient portfolio management, other than ‘Matching assets and liabilities cash–flows used in the context of matching adjustment portfolios’
                           
                        
            
                  C0120
               
               
                  Delta
               
               
                  Only applicable to CIC categories B and C (Call and put options), with reference to the reporting date.
                  Measures the rate of change of option value with respect to changes in the underlying asset's price.
                  This shall be reported as a decimal.
               
            
                  C0130
               
               
                  Notional amount of the derivative
               
               
                  The amount covered or exposed to the derivative.
                  For futures and options corresponds to contract size multiplied by the trigger value and by the number of contracts reported in that line. For swaps and forwards it corresponds to the contract amount of the contracts reported in that line. When the trigger value corresponds to a range, the average value of the range shall be used.
                  The notional amount refers to the amount that is being hedged/invested (when not covering risks). If several trades occur, it shall be the net amount at the reporting date.
               
            
                  C0140
               
               
                  Buyer/Seller
               
               
                  Only for futures and options, swaps and credit derivatives contracts (currency, credit and securities swaps).
                  Identify whether the derivative contract was bought or sold.
                  The buyer and seller position for swaps is defined relatively to the security or notional amount and the swap flows.
                  A seller of a swap owns the security or notional amount at the contract inception and agrees to deliver during the contract term that security or notional amount, including any other outflows related to the contract, when applicable.
                  A buyer of a swap will own the security or the notional amount at the end of the derivatives contact and will receive during the contract term that security or notional amount, including any other inflows related to the contract, when applicable.
                  One of the options in the following closed list shall be used, with the exception of Interest Rate Swaps:
                  
                               
                           
                           
                              1 — Buyer
                           
                        
                               
                           
                           
                              2 — Seller
                           
                        For interest rate swaps one of the options in the following closed list shall be use:
                  
                               
                           
                           
                              3 — FX–FL: Deliver fixed–for–floating
                           
                        
                               
                           
                           
                              4 — FX–FX: Deliver fixed–for–fixed
                           
                        
                               
                           
                           
                              5 — FL–FX: Deliver floating–for–fixed
                           
                        
                               
                           
                           
                              6 — FL–FL: Deliver floating–for–floating
                           
                        
            
                  C0150
               
               
                  Premium paid to date
               
               
                  The payment made (if bought), for options and also up–front and periodical premium amounts paid for swaps, since inception.
               
            
                  C0160
               
               
                  Premium received to date
               
               
                  The payment received (if sold), for options and also up–front and periodical premium amounts received for swaps, since inception.
               
            
                  C0170
               
               
                  Number of contracts
               
               
                  Number of similar derivative contracts reported in the line. It shall be the number of contracts entered into. For Over–The–Counter derivatives, e.g., one swap contract, ‘1’ shall be reported, if ten swaps with the same characteristics, ‘10’ shall be reported.
                  The number of contracts shall be the ones outstanding at the reporting date.
               
            
                  C0180
               
               
                  Contract size
               
               
                  Number of underlying assets in the contract (e.g. for equity futures it is the number of equities to be delivered per derivative contract at maturity, for bond futures it is the reference amount underlying each contract).
                  The way the contract size is defined varies according with the type of instrument. For futures on equities it is common to find the contract size defined as a function of the number of shares underlying the contract.
                  For futures on bonds, it is the bond nominal amount underlying the contract.
                  Only applicable for futures and options.
               
            
                  C0190
               
               
                  Maximum loss under unwinding event
               
               
                  Maximum amount of loss if an unwinding event occurs. Applicable to CIC category F.
                  Where a credit derivative is 100 % collateralised, the maximum loss under an unwinding event is zero.
               
            
                  C0200
               
               
                  Swap outflow amount
               
               
                  Amount delivered under the swap contract (other than premiums), during the reporting period. Corresponds to interest paid for IRS and amounts delivered for currency swaps, credit swaps, total return swaps and other swaps.
                  In the cases where the settlement is made on a net basis then only one of the items C0200 and C0210 shall be reported.
               
            
                  C0210
               
               
                  Swap inflow amount
               
               
                  Amount received under the swap contract (other than premiums), during the reporting period. Corresponds to interest received for IRS and amounts received for currency swaps, credit swaps, total return swaps and other swaps.
                  In the cases where the settlement is made on a net basis then only one of the items C0200 and C0210 shall be reported.
               
            
                  C0220
               
               
                  Initial date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date when obligations under the contract come into effect.
                  When various dates occur for the same derivative, report only the one regarding the first trade date of the derivative and only one row for each derivative (no different rows for each trade) reflecting the total amount invested in that derivative considering the different dates of trade.
                  In case of novation, the novation date becomes the trade date for that derivative.
               
            
                  C0230
               
               
                  Duration
               
               
                  Derivative duration, defined as the residual modified duration, for derivatives for which a duration measure is applicable.
                  Calculated as the net duration between in and out flows from the derivative, when applicable.
               
            
                  C0240
               
               
                  Solvency II value
               
               
                  Value of the derivative as of the reporting date calculated as defined by Article 75 of the Directive 2009/138/EC. It can be positive, negative or zero.
               
            
                  C0250
               
               
                  Valuation method
               
               
                  Identify the valuation method used when valuing derivatives. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — quoted market price in active markets for the same assets or liabilities
                           
                        
                               
                           
                           
                              2 — quoted market price in active markets for similar assets or liabilities
                           
                        
                               
                           
                           
                              3 — alternative valuation methods
                           
                        
                               
                           
                           
                              6 — Market valuation according to Article 9(4) of Delegated Regulation (EU) 2015/35
                           
                        
            
         
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Information on derivatives
                  
               
            
                  C0040
               
               
                  Derivative ID Code
               
               
                  Derivative ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
            
                  C0050
               
               
                  Derivative ID Code type
               
               
                  Type of ID Code used for the ‘Derivative ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0260
               
               
                  Counterparty Name
               
               
                  Name of the counterparty of the derivative. When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Name of the exchange market for exchanged traded derivatives; or
                           
                        
                              —
                           
                           
                              Name of Central Counterparty (‘CCP’) for Over–The–Counter derivatives where they are cleared through a CCP; or
                           
                        
                              —
                           
                           
                              Name of the contractual counterparty for the other Over–The–Counter derivatives.
                           
                        
            
                  C0270
               
               
                  Counterparty Code
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Identification code of the counterparty using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported
               
            
                  C0280
               
               
                  Type of counterparty code
               
               
                  Only applicable to Over–The–Counter derivatives.
                  Identification of the code used for the ‘Counterparty Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0290
               
               
                  External rating
               
               
                  Only applicable to Over–The–Counter derivatives.
                  The rating of the counterparty of the derivative at the reporting reference date issued by the nominated credit assessment institution (ECAI).
                  This item is not applicable to derivatives for which undertakings using internal model use internal ratings. If undertakings using internal model do not use internal rating, this item shall be reported.
               
            
                  C0300
               
               
                  Nominated ECAI
               
               
                  Identify the credit assessment institution (ECAI) giving the external rating, by using the name of the ECAI as published at ESMA website.
                  This item shall be reported when External rating (C0290) is reported.
               
            
                  C0310
               
               
                  Credit quality step
               
               
                  Identify the credit quality step attributed to the counterparty of the derivative, as defined by Article 109a(1) of Directive 2009/138/EC. The credit quality step shall reflect any readjustments to the credit quality made internally by the undertakings that use the standard formula.
                  This item is not applicable to derivatives for which undertakings using internal model use internal ratings. If undertakings using internal model do not use internal rating, this item shall be reported.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              0 — Credit quality step 0
                           
                        
                               
                           
                           
                              1 — Credit quality step 1
                           
                        
                               
                           
                           
                              2 — Credit quality step 2
                           
                        
                               
                           
                           
                              3 — Credit quality step 3
                           
                        
                               
                           
                           
                              4 — Credit quality step 4
                           
                        
                               
                           
                           
                              5 — Credit quality step 5
                           
                        
                               
                           
                           
                              6 — Credit quality step 6
                           
                        
                               
                           
                           
                              9 — No rating available
                           
                        
            
                  C0320
               
               
                  Internal rating
               
               
                  Internal rating of assets for undertakings using internal model to the extent that the internal ratings are used in their internal modelling. If an internal model undertaking is using solely external ratings this item shall not be reported.
               
            
                  C0330
               
               
                  Counterparty group
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Name of the ultimate parent entity of counterparty. When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
               
            
                  C0340
               
               
                  Counterparty group code
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Identification code using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
               
            
                  C0350
               
               
                  Type of counterparty group code
               
               
                  Identification of the code used for the ‘Counterparty group Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0360
               
               
                  Contract name
               
               
                  Name of the derivative contract.
               
            
                  C0370
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the derivative, i.e., currency of the notional amount of the derivative (e.g.: option having as underlying an amount in USD, currency for which the notional amount is expressed contractually for FX swap, etc.).
               
            
                  C0380
               
               
                  CIC
               
               
                  Complementary Identification Code used to classify assets, as set out in Annex — VI CIC Table of this Regulation. When classifying derivatives using the CIC table, undertakings shall take into consideration the most representative risk to which the derivative is exposed to.
               
            
                  C0390
               
               
                  Trigger value
               
               
                  Reference price for futures, strike price for options (for bonds, price shall be a percentage of the par amount), currency exchange rate or interest rate for forwards, etc.
                  Not applicable to CIC D3 — Interest rate and currency swaps. For CIC F1 — Credit default swaps it shall not be completed if not possible.
                  In the case of more than one trigger over time, report the next trigger occurring.
                  When the derivative has a range of trigger values, report the set separated by comma ‘,’ if the range is not continuous and report the range separated by ‘–’ if it is continuous.
               
            
                  C0400
               
               
                  Unwind trigger of contract
               
               
                  Identify the event that causes the unwinding of the contract, out of the regular expiration or term conditions. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Bankruptcy of the underlying or reference entity
                           
                        
                               
                           
                           
                              2 — Adverse fall in value of the underlying reference asset
                           
                        
                               
                           
                           
                              3 — Adverse change in credit rating of the underlying assets or entity
                           
                        
                               
                           
                           
                              4 — Novation, i.e. the act of replacing an obligation under the derivative with a new obligation, or replacing a party of the derivative with a new party
                           
                        
                               
                           
                           
                              5 — Multiple events or a combination of events
                           
                        
                               
                           
                           
                              6 — Other events not covered by the previous options
                           
                        
                               
                           
                           
                              9 — No unwind trigger
                           
                        
            
                  C0410
               
               
                  Swap delivered currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap price (only for currency swaps and currency and interest rate swaps).
               
            
                  C0420
               
               
                  Swap received currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap notional amount (only for currency swaps and currency and interest rate swaps).
               
            
                  C0430
               
               
                  Maturity date
               
               
                  Identify the contractually defined ISO 8601 (yyyy–mm–dd) code of the date of close of the derivative contract, whether at maturity date, expiring date for options (European or American), etc.
               
            
         S.08.02 — Derivatives Transactions
      
      
         General comments:
      
      This section relates to quarterly and annual submission of information for individual entities.
      The derivatives categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex V — CIC table of this Regulation.
      This template contains an item–by–item list of closed derivatives held directly by the undertaking (i.e. not on a look–through basis), classifiable as asset categories A to F. When a contract is still open but has been reduced in size the closed portion shall be reported.
      Derivatives are considered assets if their Solvency II value is positive or zero. They are considered liabilities if their Solvency II value is negative or if they are issued by the undertaking. Both derivatives considered as assets or considered as liabilities shall be included.
      Closed derivatives are the ones that were open at some point of the reference period (i.e. last quarter if template is submitted quarterly or last year if template is only submitted annually) but were closed before the end of the reporting period.
      If there are frequent trades on the same derivative, the derivative can be reported on an aggregated or net basis (indicating only the first and the last trade dates), as long as all the relevant characteristics are common and following the specific instruction for each relevant item.
      Items shall be reported with positive values unless otherwise stated in the respective instructions.
      A derivative is a financial instrument or other contract with all three of the following characteristics:
      
                  d)
               
               
                  Its value changes in response to the change in a specified interest rate, financial instrument price, commodity price, foreign exchange rate, index of prices or rates, credit rating or credit index, or other variable, provided in the case of a non–financial variable that the variable is not specific to a party to the contract (sometimes called the ‘underlying’).
               
            
                  e)
               
               
                  It requires no initial net investment or an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors.
               
            
                  f)
               
               
                  It is settled at a future date.
               
            This template comprises two tables: Information on positions held and Information on derivatives.
      On the table Information on positions held, each derivative shall be reported separately in as many rows as needed in order to properly fill in all items requested in that table. If for the same derivative two values can be attributed to one variable, then this derivative needs to be reported in more than one line.
      In particular, for derivatives that have more than a pair of currencies, it shall be split into the pair components and reported in different rows.
      On the table Information on derivative, each derivative shall be reported separately, with one row for each derivative, filling in all variables requested in that table.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Information on positions held
                  
               
            
                  C0040
               
               
                  Derivative ID Code
               
               
                  Derivative ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
            
                  C0050
               
               
                  Derivative ID Code type
               
               
                  Type of ID Code used for the ‘Derivative ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0060
               
               
                  Portfolio
               
               
                  Distinction between life, non–life, shareholder's funds, general (no split) and ring fenced funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Life
                           
                        
                               
                           
                           
                              2 — Non–life:
                           
                        
                               
                           
                           
                              3 — Ring fenced funds
                           
                        
                               
                           
                           
                              4 — Other internal fund
                           
                        
                               
                           
                           
                              5 — Shareholders' funds
                           
                        
                               
                           
                           
                              6 — General
                           
                        The split is not mandatory, except for identifying ring fenced funds, but shall be reported if the undertaking uses it internally. When an undertaking does not apply a split ‘general’ shall be used.
               
            
                  C0070
               
               
                  Fund number
               
               
                  Applicable to derivatives held in ring fenced funds or other internal funds (defined according to national markets).
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each fund. This number has to be consistent over time and shall be used to identify the funds in other templates. It shall not be re–used for a different fund.
               
            
                  C0080
               
               
                  Derivatives held in unit linked and index linked contracts
               
               
                  Identify the derivatives that are held by unit linked and index linked contracts. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Unit–linked or index–linked
                           
                        
                               
                           
                           
                              2 — Neither unit–linked nor index–linked
                           
                        
            
                  C0090
               
               
                  Instrument underlying the derivative
               
               
                  ID Code of the instrument (asset or liability) underlying the derivative contract. This item is to be provided only for derivatives that have a single or multiple underlying instruments in the undertakings' portfolio. An index is considered a single instrument and shall be reported.
                  Identification code of the instrument underlying the derivative using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognized codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
                              —
                           
                           
                              ‘Multiple assets/liabilities’, if the underlying assets or liabilities are more than one
                           
                        If the underlying is an index then the code of the index shall be reported.
               
            
                  C0100
               
               
                  Type of code of asset or liability underlying the derivative
               
               
                  Type of ID Code used for the ‘Instrument underlying the derivative’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        This item is not reported for derivatives which have as underlying more than one asset or liability.
               
            
                  C0110
               
               
                  Use of derivative
               
               
                  Describe the use of the derivative (micro/macro hedge, efficient portfolio management).
                  Micro hedge refers to derivatives covering a single financial instrument (asset or liability), forecasted transaction or other liability.
                  Macro hedge refers to derivatives covering a set of financial instruments (assets or liabilities), forecasted transactions or other liabilities.
                  Efficient portfolio management refers usually to operations where the manager wishes to improve a portfolio' income by exchanging a (lower) cash–flow pattern by another with a higher value, using a derivative or set of derivatives, without changing the asset' portfolio composition, having a lower investment amount and less transaction costs.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Micro hedge
                           
                        
                               
                           
                           
                              2 — Macro hedge
                           
                        
                               
                           
                           
                              3 — Matching assets and liabilities cash–flows used in the context of matching adjustment portfolios
                           
                        
                               
                           
                           
                              4 — Efficient portfolio management, other than ‘Matching assets and liabilities cash–flows used in the context of matching adjustment portfolios’
                           
                        
            
                  C0120
               
               
                  Notional amount of the derivative
               
               
                  The amount covered or exposed to the derivative.
                  For futures and options corresponds to contract size multiplied by the trigger value and by the number of contracts reported in that line. For swaps and forwards it corresponds to the contract amount of the contracts reported in that line.
                  The notional amount refers to the amount that is being hedged/invested (when not covering risks). If several trades occur, it shall be the net amount at the reporting date.
               
            
                  C0130
               
               
                  Buyer/Seller
               
               
                  Only for futures and options, swaps and credit derivatives contracts (currency, credit and securities swaps).
                  Identify whether the derivative contract was bought or sold.
                  The buyer and seller position for swaps is defined relatively to the security or notional amount and the swap flows.
                  A seller of a swap owns the security or notional amount at the contract inception and agrees to deliver during the contract term that security or notional amount, including any other outflows related to the contract, when applicable.
                  A buyer of a swap will own the security or the notional amount at the end of the derivatives contact and will receive during the contract term that security or notional amount, including any other inflows related to the contract, when applicable.
                  One of the options in the following closed list shall be used, with the exception of Interest Rate Swaps:
                  
                               
                           
                           
                              1 — Buyer
                           
                        
                               
                           
                           
                              2 — Seller
                           
                        For interest rate swaps one of the options in the following closed list shall be use:
                  
                               
                           
                           
                              3 — FX–FL: Deliver fixed–for–floating
                           
                        
                               
                           
                           
                              4 — FX–FX: Deliver fixed–for–fixed
                           
                        
                               
                           
                           
                              5 — FL–FX: Deliver floating–for–fixed
                           
                        
                               
                           
                           
                              6 — FL–FL: Deliver floating–for–floating
                           
                        
            
                  C0140
               
               
                  Premium paid to date
               
               
                  The payment made (if bought), for options and also up–front and periodical premium amounts paid for swaps, since inception.
               
            
                  C0150
               
               
                  Premium received to date
               
               
                  The payment received (if sold), for options and also up–front and periodical premium amounts received for swaps, since inception.
               
            
                  C0160
               
               
                  Profit and loss to date
               
               
                  Amount of profit and loss arising from the derivative since inception, realised at the closing/maturing date. Corresponds to the difference between the value (price) at sale date and the value (price) at acquisition date.
                  This amount could be positive (profit) or negative (loss).
               
            
                  C0170
               
               
                  Number of contracts
               
               
                  Number of similar derivative contracts reported in the line. For Over–The–Counter derivatives, e.g., one swap contract, 1 shall be reported, if ten swaps with the same characteristics, 10 shall be reported.
                  The number of contracts shall be the ones entered into and that were closed at the reporting date.
               
            
                  C0180
               
               
                  Contract size
               
               
                  Number of underlying assets in the contract (e.g. for equity futures it is the number of equities to be delivered per derivative contract at maturity, for bond futures it is the reference amount underlying each contract).
                  The way the contract size is defined varies according with the type of instrument. For futures on equities it is common to find the contract size defined as a function of the number of shares underlying the contract.
                  For futures on bonds, it is the bond nominal amount underlying the contract.
                  Only applicable for futures and options.
               
            
                  C0190
               
               
                  Maximum loss under unwinding event
               
               
                  Maximum amount of loss if an unwinding event occurs. Applicable to CIC category F.
               
            
                  C0200
               
               
                  Swap outflow amount
               
               
                  Amount delivered under the swap contract (other than premiums), during the reporting period. Corresponds to interest paid for IRS and amounts delivered for currency swaps, credit swaps, total return swaps and other swaps.
                  In the cases where the settlement is made on a net basis then only one of the items C0200 and C0210 shall be reported.
               
            
                  C0210
               
               
                  Swap inflow amount
               
               
                  Amount received under the swap contract (other than premiums), during the reporting period. Corresponds to interest received for IRS and amounts received for currency swaps, credit swaps, total return swaps and other swaps.
                  In the cases where the settlement is made on a net basis then only one of the items C0200 and C0210 shall be reported.
               
            
                  C0220
               
               
                  Initial date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date when obligations under the contract come into effect.
                  When various trades occur for the same derivative, report only the one regarding the first trade date of the derivative and only one row for each derivative (no different rows for each trade) reflecting the total amount invested in that derivative considering the different dates of trade.
                  In case of novation, the novation date becomes the trade date for that derivative.
               
            
                  C0230
               
               
                  Solvency II value
               
               
                  Value of the derivative calculated as defined by Article 75 of the Directive 2009/138/EC as of the trade (closing or sale) or maturity date. It can be positive, negative or zero.
               
            
         
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Information on derivatives
                  
               
            
                  C0040
               
               
                  Derivative ID Code
               
               
                  Derivative ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
            
                  C0050
               
               
                  Derivative ID Code type
               
               
                  Type of ID Code used for the ‘Derivative ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0240
               
               
                  Counterparty Name
               
               
                  Name of the counterparty of the derivative. When available, corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Name of the exchange market for exchanged traded derivatives; or
                           
                        
                              —
                           
                           
                              Name of Central Counterparty (CCP) for Over–The–Counter derivatives where they are cleared through a CCP; or
                              Name of the contractual counterparty for the other Over–The–Counter derivatives.
                           
                        
            
                  C0250
               
               
                  Counterparty Code
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Identification code using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
               
            
                  C0260
               
               
                  Type of counterparty code
               
               
                  Only applicable to Over–The–Counter derivatives.
                  Identification of the code used for the ‘Counterparty Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0270
               
               
                  Counterparty group
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Name of the ultimate parent entity of counterparty. When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
               
            
                  C0280
               
               
                  Counterparty group code
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Identification code using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
               
            
                  C0290
               
               
                  Type of counterparty group code
               
               
                  Identification of the code used for the ‘Counterparty group Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0300
               
               
                  Contract name
               
               
                  Name of the derivative contract.
               
            
                  C0310
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the derivative, i.e., currency of the notional amount of the derivative (e.g.: option having as underlying an amount in USD, currency for which the notional amount is expressed contractually for FX swap, etc.).
               
            
                  C0320
               
               
                  CIC
               
               
                  Complementary Identification Code used to classify assets, as set out in Annex — VI CIC table of this Regulation. When classifying derivatives using the CIC table, undertakings shall take into consideration the most representative risk to which the derivative is exposed to.
               
            
                  C0330
               
               
                  Trigger value
               
               
                  Reference price for futures, strike price for options (for bonds price shall be a percentage of the par amount), currency exchange rate or interest rate for forwards, etc.
                  Not applicable to CIC D3 — Interest rate and currency swaps.
                  For CIC F1 — Credit default swaps it shall not be completed if not possible.
                  In the case of more than one trigger over time, report the next trigger occurring.
                  When the derivative has a range of trigger values, report the set separated by comma ‘,’ if the range is not continuous and report the range separated by ‘–’ if it is continuous.
               
            
                  C0340
               
               
                  Unwind trigger of contract
               
               
                  Identify the event that causes the unwinding of the contract, out of the regular expiration or term conditions. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Bankruptcy of the underlying or reference entity
                           
                        
                               
                           
                           
                              2 — Adverse fall in value of the underlying reference asset
                           
                        
                               
                           
                           
                              3 — Adverse change in credit rating of the underlying assets or entity
                           
                        
                               
                           
                           
                              4 — Novation, i.e. the act of replacing an obligation under the derivative with a new obligation, or replacing a party of the derivative with a new party
                           
                        
                               
                           
                           
                              5 — Multiple events or a combination of events
                           
                        
                               
                           
                           
                              6 — Other events not covered by the previous options
                           
                        
                               
                           
                           
                              9 — No unwind trigger
                           
                        
            
                  C0350
               
               
                  Swap delivered currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap price (only for currency swaps and currency and interest rate swaps).
               
            
                  C0360
               
               
                  Swap received currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap notional amount (only for currency swaps and currency and interest rate swaps).
               
            
                  C0370
               
               
                  Maturity date
               
               
                  Identify the contractually defined ISO 8601 (yyyy–mm–dd) code of the date of close of the derivative contract, whether at maturity date, expiring date for options (European or American), etc.
               
            
         S.09.01 — Information on gains/income and losses in the period
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template contains information on gains/income and losses by asset category (including derivatives). i.e., no item–by–item reporting is required. The asset categories considered in this template are the ones defined in Annex IV — Assets Categories.
      Items shall be reported with positive values unless otherwise stated in the respective instructions.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0040
               
               
                  Asset category
               
               
                  Identify the asset categories present in the portfolio.
                  Use the categories defined in Annex IV — Assets Categories.
               
            
                  C0050
               
               
                  Portfolio
               
               
                  Distinction between life, non–life, shareholder's funds, other internal funds, general (no split) and ring fenced funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Life
                           
                        
                               
                           
                           
                              2 — Non–life
                           
                        
                               
                           
                           
                              3 — Ring fenced funds
                           
                        
                               
                           
                           
                              4 — Other internal funds
                           
                        
                               
                           
                           
                              5 — Shareholders' funds
                           
                        
                               
                           
                           
                              6 — General
                           
                        The split is not mandatory, except for identifying ring fenced funds, but shall be reported if the undertaking uses it internally. When an undertaking does not apply a split ‘general’ must be used.
               
            
                  C0060
               
               
                  Asset held in unit linked and index linked contracts
               
               
                  Identify the assets that are held by unit linked and index linked contracts. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Unit–linked or index–linked
                           
                        
                               
                           
                           
                              2 — Neither unit–linked nor index–linked
                           
                        
            
                  C0070
               
               
                  Dividends
               
               
                  Amount of dividends earned over the reporting period, i.e. dividends received less the right to receive a dividend already recognised at the beginning of the reporting period, plus the right to receive a dividend recognised at the end of the reporting period. Applicable to dividend paying assets such as equity, preferred securities and collective investment undertakings.
                  Includes also dividends received from assets that have been sold or matured.
               
            
                  C0080
               
               
                  Interest
               
               
                  Amount of interest earned, i.e. interest received less accrued interest at the start of the period plus accrued interest at the end of the reporting period.
                  Includes interest received when the asset is sold/matured or when the coupon is received.
                  Applicable to coupon and interest paying assets such as bonds, loans and deposits.
               
            
                  C0090
               
               
                  Rent
               
               
                  Amount of rent earned i.e. rent received less accrued rent at the start of the period plus accrued rent at the end of the reporting period. Includes also rents received when the asset is sold or matured.
                  Only applicable to properties, regardless of the function.
               
            
                  C0100
               
               
                  Net gains and losses
               
               
                  Net gains and losses resulting from assets sold or matured during the reporting period.
                  The gains and losses are calculated as the difference between selling or maturity value and the value according to Article 75 of Directive 2009/138/EC at the end of the prior reporting year (or, in case of assets acquired during the reporting period, the acquisition value).
                  The net value can be positive, negative or zero.
               
            
                  C0110
               
               
                  Unrealised gains and losses
               
               
                  Unrealised gains and losses resulting from assets not sold nor matured during the reporting period.
                  The unrealised gains and losses are calculated as the difference between the value according to Article 75 of Directive 2009/138/EC at the end of the reporting year end and the value according to Article 75 of Directive 2009/138/EC at the end of the prior reporting year (or, in case of assets acquired during the reporting period, the acquisition value).
                  The net value can be positive, negative or zero.
               
            
         S.10.01 — Securities lending and repos
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template contains an item–by–item list of securities lending transactions and repurchase agreements (buyer and seller) contracts, held directly by the undertaking (i.e. not on a look–through basis), which include also the liquidity swaps referred to in Article 309 (2)(f) of the Delegated Regulation (EU) 2015/35.
      It shall be reported only when the value of the underlying securities on and off balance sheet involved in lending or repurchase agreements, with maturity date falling after the reporting reference date represent more than 5 % of the total investments as reported in C0010/R0070 and C0010/R0220 of template S.02.01.
      All contracts that are on the balance sheet or off balance sheet shall be reported. The information shall include all contracts in the reporting period regardless of whether they were open or closed at the reporting date. For contracts which are part of a roll–over strategy, where they substantially are the same transaction, only open positions shall be reported.
      A repurchase agreement (repo) is defined as the sale of securities together with an agreement for the seller to buy back the securities at a later date. Securities lending is defined as the lending of securities by one party to another, which requires that the borrower provides the lender with collateral.
      Items shall be reported with positive values unless otherwise stated in the respective instructions.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex VI — CIC table of this Regulation.
      Each repo and securities lending contract shall be reported in as many rows as needed to provide the information requested. If for one item one option fits one part of the instrument being reported and a different option fits the other part then the contract needs to be unbundled unless is stated otherwise in the instructions.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0040
               
               
                  Portfolio
               
               
                  Distinction between life, non–life, shareholder's funds, general (no split) and ring fenced funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Life
                           
                        
                               
                           
                           
                              2 — Non–life:
                           
                        
                               
                           
                           
                              3 — Ring fenced funds
                           
                        
                               
                           
                           
                              4 — Other internal fund
                           
                        
                               
                           
                           
                              5 — Shareholders' funds
                           
                        
                               
                           
                           
                              6 — General
                           
                        The split is not mandatory, except for identifying ring fenced funds, but shall be reported if the undertaking uses it internally. When an undertaking does not apply a split ‘general’ must be used.
                  For assets held off–balance sheet this item shall not be reported.
               
            
                  C0050
               
               
                  Fund number
               
               
                  Applicable to assets held in ring fenced funds or other internal funds (defined according to national markets).
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each fund. This number has to be consistent over time and shall be used to identify the funds in other templates. It shall not be re–used for a different fund.
               
            
                  C0060
               
               
                  Asset category
               
               
                  Identify the asset category of the underlying asset lent/provided as part of a securities lending transactions or repurchase agreements.
                  Use the categories defined in Annex IV — Assets Categories of this Regulation.
               
            
                  C0070
               
               
                  Counterparty Name
               
               
                  Name of the counterparty of the contract.
                  When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
               
            
                  C0080
               
               
                  Counterparty code
               
               
                  Identification code of the counterparty using the Legal Entity Identifier (LEI) if available.
                  If none is available, this item shall not be reported.
               
            
                  C0090
               
               
                  Type of counterparty code
               
               
                  Identification of the code used for the ‘Counterparty Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0100
               
               
                  Counterparty asset category
               
               
                  Identify the most significant asset category borrowed/received as part of a securities lending transactions or repurchase agreements.
                  Use the asset categories defined in Annex IV — Assets Categories of this Regulation.
               
            
                  C0110
               
               
                  Asset held in unit–linked and index–linked contracts
               
               
                  Identify if the underlying asset identified in C0060 is held by unit linked and index linked contracts. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Unit–linked or index–linked
                           
                        
                               
                           
                           
                              2 — Neither unit–linked nor index–linked
                           
                        
            
                  C0120
               
               
                  Position in the contract
               
               
                  Identify whether the undertaking is a buyer or seller in the repo or a lender or borrower in the securities lending. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Buyer in a repo
                           
                        
                               
                           
                           
                              2 — Seller in a repo
                           
                        
                               
                           
                           
                              3 — Lender in a securities lending
                           
                        
                               
                           
                           
                              4 — Borrower in a securities lending
                           
                        
            
                  C0130
               
               
                  Near leg amount
               
               
                  Represents the following amounts:
                  
                              —
                           
                           
                              Buyer in a repo: amount received at the contract inception
                           
                        
                              —
                           
                           
                              Seller in a repo: amount ceded at the contract inception
                           
                        
                              —
                           
                           
                              Lender in a securities lending: amount received as guarantee at the contract inception
                           
                        
                              —
                           
                           
                              Borrower in a securities lending: amount or market value of the securities received at the contract inception
                           
                        
            
                  C0140
               
               
                  Far leg amount
               
               
                  This item is only applicable for repos and represents the following amounts:
                  
                              —
                           
                           
                              Buyer in a repo: amount ceded at the contract maturity
                           
                        
                              —
                           
                           
                              Seller in a repo: amount received at the contract maturity
                           
                        
            
                  C0150
               
               
                  Start date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the contract start date. The contract start date refers to the date when obligations under the contract come into effect.
               
            
                  C0160
               
               
                  Maturity date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the contract closing date. Even if the contract is on an open call basis, there is usually a date when the contract expires. In these cases this date must be reported, if no call occurs before.
                  An agreement is considered closed when it has matured, a call occurs or the agreement is cancelled.
                  For contracts with no defined maturity date report ‘9999–12–31’.
               
            
                  C0170
               
               
                  Solvency II Value
               
               
                  This item is only applicable for contracts that are still open at the reporting date.
                  Value of the repo or securities lending contract, following Article 75 of Directive 2009/138/EC rules for valuation of contracts.
                  This value can be positive, negative or zero.
               
            
         S.11.01 — Assets held as collateral
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template contains an item–by–item list of off–balance sheet assets held as collateral for covering balance sheet assets held directly by the undertaking (i.e. not on a look–through basis).
      It consists of detailed information from the perspective of the assets held as collateral and not from the perspective of the collateral arrangement.
      If there is a pool of collaterals or a collateral arrangement comprising multiple assets, as many rows as the assets in the pool or arrangement shall be reported.
      This template comprises two tables: Information on positions held and Information on assets.
      On the table Information on positions held, each asset held as collateral shall be reported separately in as many rows as needed in order to properly fill in all variables requested in that table. If for the same asset two values can be attributed to one variable, then this asset needs to be reported in more than one line.
      On the table Information on assets, each asset held as collateral shall be reported separately, with one row for each asset, filling in all variables requested in that table.
      All items except items ‘Type of asset for which the collateral is held’ (C0140), ‘Name of the counterparty pledging the collateral’ (C0060) and ‘Name of the group of the counterparty pledging the collateral’ (C0070) relate to information on the assets held as collateral. Item C0140 relates to the asset on the balance sheet for which the collateral is held while items C0060 and C0070 relate to the counterparty pledging the collateral.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex VI — CIC table of this Regulation.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Information on positions held
                  
               
            
                  C0040
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0050
               
               
                  Asset ID Code Type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0060
               
               
                  Name of the counterparty pledging the collateral
               
               
                  The name of the counterpart that is pledging the collateral. When available, this item corresponds to the entity name in the LEI database. When this is not available corresponds to the legal name.
                  When the assets on the balance sheet for which the collateral is held are loans on policies, ‘Policyholder’ shall be reported.
               
            
                  C0070
               
               
                  Name of the group of the counterparty pledging the collateral
               
               
                  Identify the economic group of the counterpart pledging the collateral. When available, this item corresponds to the entity name in the LEI database. When this is not available corresponds to the legal name.
                  This item is not applicable when the assets on the balance sheet for which the collateral is held are loans on policies.
               
            
                  C0080
               
               
                  Country of custody
               
               
                  ISO 3166–1 alpha–2 code of the country where undertaking assets are held in custody. For identifying international custodians, such as Euroclear, the country of custody will be the one corresponding to the legal establishment where the custody service was contractually defined.
                  In case of the same asset being held in custody in more than one country, each asset shall be reported separately in as many rows as needed in order to properly identify all countries of custody.
                  This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons, as those assets are not required to be individualised), CIC 71, CIC 75 and for CIC 95 — Plant and equipment (for own use) for the same reason.
                  Regarding CIC Category 9, excluding CIC 95 — Plant and equipment (for own use), the issuer country is assessed by the address of the property.
               
            
                  C0090
               
               
                  Quantity
               
               
                  Number of assets, for all assets if relevant.
                  This item shall not be reported if item Par amount (C0100) is reported.
               
            
                  C0100
               
               
                  Par amount
               
               
                  Amount outstanding measured at par amount, for all assets where this item is relevant, and at nominal amount for CIC = 72, 73, 74, 75 and 79 if applicable.
                  This item shall not be reported if item Quantity (C0090) is reported..
               
            
                  C0110
               
               
                  Valuation method
               
               
                  Identify the valuation method used when valuing assets. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — quoted market price in active markets for the same assets
                           
                        
                               
                           
                           
                              2 — quoted market price in active markets for similar assets
                           
                        
                               
                           
                           
                              3 — alternative valuation methods:
                           
                        
                               
                           
                           
                              4 — adjusted equity methods (applicable for the valuation of participations)
                           
                        
                               
                           
                           
                              5 — IFRS equity methods (applicable for the valuation of participations
                           
                        
                               
                           
                           
                              6 — Market valuation according to Article 9(4) of Delegated Regulation (EU) 2015/35
                           
                        
            
                  C0120
               
               
                  Total amount
               
               
                  Value calculated as defined by Article 75 of the Directive 2009/138/EC.
                  The following shall be considered:
                  
                              —
                           
                           
                              Corresponds to the multiplication of ‘Par amount’ by ‘Unit percentage of par amount Solvency II price’ plus ‘Accrued interest’, for assets where the first two items are relevant;
                           
                        
                              —
                           
                           
                              Corresponds to the multiplication of ‘Quantity’ by ‘Unit Solvency II price’, for assets where these two items are relevant;
                           
                        
                              —
                           
                           
                              For assets classifiable under asset categories 7, 8 and 9, this shall indicate the Solvency II value of the asset.
                           
                        
            
                  C0130
               
               
                  Accrued interest
               
               
                  Quantify the amount of accrued interest after the last coupon date for interest bearing securities. Note that this value is also part of item Total amount.
               
            
                  C0140
               
               
                  Type of asset for which the collateral is held
               
               
                  Identify the type of asset for which the collateral is held.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Government bonds
                           
                        
                               
                           
                           
                              2 — Corporate bonds
                           
                        
                               
                           
                           
                              3 — Equities
                           
                        
                               
                           
                           
                              4 — Collective Investment Undertakings
                           
                        
                               
                           
                           
                              5 — Structured notes
                           
                        
                               
                           
                           
                              6 — Collateralised securities
                           
                        
                               
                           
                           
                              7 — Cash and deposits
                           
                        
                               
                           
                           
                              8 — Mortgages and loans
                           
                        
                               
                           
                           
                              9 — Properties
                           
                        
                               
                           
                           
                              0 — Other investments (including receivables)
                           
                        
                               
                           
                           
                              X — Derivatives
                           
                        
            
         
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Information on assets
                  
               
            
                  C0040
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0050
               
               
                  Asset ID Code Type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0150
               
               
                  Item Title
               
               
                  Identify the reported item by filling the name of the asset (or the address in case of property), with the detail settled by the undertaking.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons, this item shall contain ‘Loans to AMSB members’ or ‘Loans to other natural persons’, according to its nature, as those assets are not required to be individualised. Loans to other than natural persons shall be reported line–by–line.
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 95 — Plant and equipment (for own use) as those assets are not required to be individualised, CIC 71 and CIC 75
                           
                        
                              —
                           
                           
                              When the collateral comprises insurance policies (regarding loans collateralised by insurance policies) those policies don't need to be individualised and this item is not applicable.
                           
                        
            
                  C0160
               
               
                  Issuer Name
               
               
                  Name of the issuer, defined as the entity that issues assets to investors, representing part of its capital, part of its debt, derivatives, etc.
                  When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer name is the name of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer name is the name of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons, this item shall contain ‘Loans to AMSB members’ or ‘Loans to other natural persons’, according to its nature, as those assets are not required to be individualised;
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        This item is not applicable for CIC 71, CIC 75 and — CIC category 9 — Property.
               
            
                  C0170
               
               
                  Issuer Code
               
               
                  Identification code of the issuer code using the Legal Entity Identifier (LEI) if available.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer code is the code of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer code is the code of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property;
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
               
            
                  C0180
               
               
                  Type of issuer code
               
               
                  Identification of the code used for the ‘Issuer Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                  This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0190
               
               
                  Issuer Sector
               
               
                  Identify the economic sector of issuer based on the latest version of NACE code (as published in an EC Regulation). The letter reference of the NACE code identifying the Section shall be used as a minimum for identifying sectors (e.g. ‘A’ or ‘A111’ would be acceptable) except for the NACE relating to Financial and Insurance activities, for which the letter identifying the Section followed by the 4 digits code for the class shall be used (e.g. ‘K6411’).
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer sector is the sector of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer sector is the sector of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property;
                           
                        
                              —
                           
                           
                              This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                           
                        
            
                  C0200
               
               
                  Issuer Group Name
               
               
                  Name of issuer's ultimate parent entity.
                  When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the group relation relates to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the group relation relates to the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the group relation relates to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons)
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
                           
                        
            
                  C0210
               
               
                  Issuer Group Code
               
               
                  Issuer group identification code using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the group relation relates to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the group relation relates to the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the group relation relates to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons)
                           
                        This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0220
               
               
                  Type of issuer group code
               
               
                  Identification of the code used for the ‘Issuer Group Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                  This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0230
               
               
                  Issuer Country
               
               
                  ISO 3166–1 alpha–2 code of the country of localisation of the issuer.
                  The localisation of the issuer is assessed by the address of the entity issuing the asset.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer country is the country is relative to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer country is the country of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property;
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                  One of the options shall be used:
                  
                              —
                           
                           
                              ISO 3166–1 alpha–2 code
                           
                        
                              —
                           
                           
                              XA: Supranational issuers
                           
                        
                              —
                           
                           
                              EU: European Union Institutions
                           
                        
            
                  C0240
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the issue.
                  The following shall be considered:
                  
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons, as those assets are not required to be individualised), CIC 75 and for CIC 95 — Plant and equipment (for own use) for the same reason.
                           
                        
                              —
                           
                           
                              Regarding CIC Category 9, excluding CIC 95 — Plant and equipment (for own use), the currency corresponds to the currency in which the investment was made.
                           
                        
            
                  C0250
               
               
                  CIC
               
               
                  Complementary Identification Code used to classify assets, as set out in Annex VI — CIC table of this Regulation. When classifying an asset using the CIC table, undertakings shall take into consideration the most representative risk to which the asset is exposed to.
               
            
                  C0260
               
               
                  Unit price
               
               
                  Unit price of the asset, if relevant.
                  This item shall not be reported if item Unit percentage of par amount Solvency II price (C0270) is reported.
               
            
                  C0270
               
               
                  Unit percentage of par amount Solvency II price
               
               
                  Amount in percentage of par value, clean price without accrued interest, for the asset, if relevant.
                  This item shall not be reported if item Unit price (C0260) is reported.
               
            
                  C0280
               
               
                  Maturity date
               
               
                  Only applicable for CIC categories 1, 2, 5, 6 and 8, and CIC 74 and CIC 79.
                  Identify the ISO 8601 (yyyy–mm–dd) code of the maturity date.
                  Corresponds always to the maturity date, even for callable securities. The following shall be considered:
                  
                              —
                           
                           
                              For perpetual securities use ‘9999–12–31’
                           
                        
                              —
                           
                           
                              For CIC category 8, regarding loans and mortgages to individuals, the weighted (based on the loan amount) remaining maturity is to be reported.
                           
                        
            
         S.12.01 — Life and Health SLT Technical Provisions
      
      
         General comments:
      
      This section relates to quarterly and annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      Undertakings may apply appropriate approximations in the calculation of the technical provisions as referred to in Article 21 of Delegated Regulation (EU) 2015/35. In addition, Article 59 of the Delegated Regulation (EU) 2015/35 may be applied to calculate the risk margin during the financial year.
      Line of business for life obligations: The lines of business, referred to in Article 80 of the Directive 2009/138/EC, as defined in Annex I to Delegated Regulation (EU) 2015/35. The segmentation shall reflect the nature of the risks underlying the contract (substance), rather than the legal form of the contract (form). By default, where an insurance or reinsurance contract covers risks across the lines of business undertakings shall, where possible, unbundled the obligations into the appropriate lines of business (Article 55 of Delegated Regulation (EU) 2015/35).
      Lines of business ‘Index–linked and unit–linked insurance’, ‘Other life insurance’ and ‘Health insurance’ are split between ‘Contracts without options and guarantees’ and ‘Contracts with options or guarantees’. For this split the following shall be considered:
      
                  —
               
               
                  ‘Contracts without options and guarantees’ shall include the amounts related to contracts without any financial guarantees or contractual options, meaning that the technical provision calculation does not reflect the amount of any financial guarantees or contractual options. Contracts with non–material contractual options or financial guarantees that are not reflected in the technical provisions calculation shall also be reported in this column;
               
            
                  —
               
               
                  ‘Contracts with options or guarantees’ shall include contracts that have either financial guarantees, contractual options, or both as far as the technical provision calculation reflect the existence of those financial guarantees or contractual options.
               
            The information reported shall be gross of reinsurance as information on Recoverables from reinsurance/SPV and Finite reinsurance is requested in specific rows.
      The information to be reported between R0010 and R0100 shall be after the volatility adjustment, the matching adjustment and the transitional adjustment to the relevant risk-free interest rate term structure if applied but shall not include the transitional deduction to technical provisions. The amount of transitional deduction to technical provisions is requested separately between rows R0110 and R0130.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0020
               
               
                  Ring Fenced Fund/Matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  Identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  This item is to be completed only when item Z0020 = 1
               
            
                  
                     Technical provisions calculated as a whole
                  
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0010
               
               
                  Technical provisions calculated as a whole
               
               
                  Amount of Technical provisions calculated as a whole per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0010
               
               
                  Technical provisions calculated as a whole — Total (Life other than health insurance, incl. Unit–Linked)
               
               
                  Total amount of technical provisions calculated as a whole for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0010
               
               
                  Technical provisions calculated as a whole — Total (Health similar to life insurance)
               
               
                  Total amount of technical provisions calculated as a whole for Health similar to life insurance.
               
            
                  C0020, C0030, C0060, C0090, C0100 to C0140, C0160, C0190, C0200/R0020
               
               
                  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
               
               
                  Amount of recoverables from reinsurance/SPV and finite reinsurance (‘Finite Re’) after the adjustment for expected losses due to counterparty default of technical provisions (‘TP’) calculated as a whole per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0020
               
               
                  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 — Total (Life other than health insurance, incl. Unit–Linked)
               
               
                  Total amount of recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default of technical provisions calculated as a whole for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0020
               
               
                  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 — Total (Health similar to life insurance)
               
               
                  Total amount of recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default of technical provisions calculated as a whole for Health similar to life insurance.
               
            
                  
                     Technical provisions calculated as a sum of best estimate and risk margin
                  
               
            
                  C0020, C0040, C0050, C0070, C0080, C0090, C0100 to C0140, C0170, C0180, C0190, C0200/R0030
               
               
                  Technical provisions calculated as a sum of Best Estimate (‘BE’) and Risk Margin (‘RM’), Gross Best Estimate
               
               
                  Amount of Gross Best estimate (no deduction of reinsurance, SPVs and Finite Re according to Article 77(2) of Directive 2009/138/EC) per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0030
               
               
                  Technical provisions calculated as a sum of BE and RM, Gross Best Estimate — Total (Life other than health insurance, incl. Unit–Linked)
               
               
                  Total amount of Gross Best estimate (no deduction of reinsurance, SPVs and Finite Re according to Article 77(2) of Directive 2009/138/EC), for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0030
               
               
                  Technical provisions calculated as a sum of BE and RM, Gross Best Estimate — Total (Health similar to life insurance)
               
               
                  Total amount of Gross Best estimate (no deduction of reinsurance, SPVs and Finite Re according to Article 77(2) of Directive 2009/138/EC), for Health similar to life insurance.
               
            
                  C0020, C0040, C0050, C0070, C0080, C0090, C0100, C0170, C0180, C0190, C0200/R0040
               
               
                  Total Recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default
               
               
                  Amount of recoverables before adjustment for expected losses due to possibility of default of the reinsurer, as defined in Article 81 of Directive 2009/138/EC, including ceded intra group reinsurance, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0040
               
               
                  Total Recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default — Total (Life other than health insurance, incl. Unit–Linked)
               
               
                  Total amount of recoverables before adjustment for expected losses due to possibility of default of the reinsurer, as defined in art. 81 of Directive 2009/138/EC, including ceded intra group reinsurance, for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0040
               
               
                  Total Recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default — Total (Health similar to life insurance)
               
               
                  Total amount of the recoverables from reinsurance and SPVs before the adjustment for expected losses due to counterparty default for Health similar to life insurance.
               
            
                  C0020, C0040, C0050, C0070, C0080, C0090, C0100, C0170, C0180, C0190, C0200/R0050
               
               
                  Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses
               
               
                  Amount of recoverables (before adjustment for expected losses) from ‘traditional’ reinsurance, i.e. without SPVs and Finite Reinsurance, calculated consistently with the boundaries of the contracts to which they relate, including ceded intra group reinsurance, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0050
               
               
                  Total Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses — Total (Life other than health insurance, incl. Unit–Linked)
               
               
                  Total Amount of recoverables (before adjustment for expected losses) from ‘traditional’ reinsurance, i.e. without SPVs and Finite Reinsurance, calculated consistently with the boundaries of the contracts to which they relate, including ceded intra group reinsurance, for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0050
               
               
                  Total Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected losses — Total (Health similar to life insurance)
               
               
                  Total amount of recoverables from reinsurance (except SPVs and Finite Reinsurance) before adjustment for expected losses, calculated consistently with the boundaries of the contracts to which they relate, for Health similar to life insurance.
               
            
                  C0020, C0040, C0050, C0070, C0080, C0090, C0100, C0170, C0180, C0190, C0200/R0060
               
               
                  Recoverables from SPV before adjustment for expected losses
               
               
                  Amount of recoverables from SPVs before adjustment for expected losses, calculated consistently with the boundaries of the contracts to which they relate, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, including ceded intra group reinsurance, per each line of business.
               
            
                  C0150/R0060
               
               
                  Total Recoverables from SPV before adjustment for expected losses — Total (Life other than health insurance, incl. Unit–Linked)
               
               
                  Total amount of recoverables from SPVs before adjustment for expected losses, calculated consistently with the boundaries of the contracts to which they relate, for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0060
               
               
                  Total Recoverables from SPV before adjustment for expected losses — Total (Health similar to life insurance)
               
               
                  Total amount of recoverables from SPVs before adjustment for expected losses for Health similar to life insurance
               
            
                  C0020, C0040, C0050, C0070, C0080, C0090, C0100, C0170, C0180, C0190, C0200/R0070
               
               
                  Recoverables from Finite Re before adjustment for expected losses
               
               
                  Amount of recoverables from Finite Re before adjustment for expected losses, calculated consistently with the boundaries of the contracts to which they relate, including ceded intra group reinsurance, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0070
               
               
                  Total Recoverables from Finite Re before adjustment for expected losses — Total (Life other than health insurance, incl. Unit–Linked)
               
               
                  Total amount of recoverables from Finite Re before adjustment for expected losses, calculated consistently with the boundaries of the contracts to which they relate, including ceded intra group reinsurance, for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0070
               
               
                  Total Recoverables from Finite Re before adjustment for expected losses — Total (Health similar to life insurance)
               
               
                  Total amount of recoverables from Finite Reinsurance before adjustment for expected losses for Health similar to life insurance.
               
            
                  C0020, C0040, C0050, C0070, C0080, C0090, C0100 to C0140, C0170, C0180, C0190, C0200/R0080
               
               
                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default
               
               
                  Amount of recoverables after adjustment for expected losses due to possibility of default of the reinsurer, as defined in art. 81 of Directive 2009/138/EC, including ceded intra group reinsurance, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0080
               
               
                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default — Total (Life other than health insurance, incl. Unit–Linked)
               
               
                  Total amount of recoverables after adjustment for expected losses due to possibility of default of the reinsurer, as defined in art. 81 of Directive 2009/138/EC, including ceded intra group reinsurance, for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0080
               
               
                  Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default — Total (Health similar to life insurance)
               
               
                  Total amount of recoverables after adjustment for expected losses due to possibility of default of the reinsurer, as defined in art. 81 of Directive 2009/138/EC, including ceded intra group reinsurance, for Health similar to life insurance.
               
            
                  C0020, C0040, C0050, C0070, C0080, C0090, C0100, C0170, C0180, C0190, C0200/R0090
               
               
                  Best Estimate minus recoverables from reinsurance/SPV and Finite Re
               
               
                  Amount of Best Estimate minus recoverables from reinsurance/SPV and Finite Re after adjustment for expected losses due to possibility of default of the reinsurer, as defined in art. 81 of Directive 2009/138/EC, per each Line of Business.
               
            
                  C0150/R0090
               
               
                  Best Estimate minus recoverables from reinsurance/SPV and Finite Re — Total (Life other than health insurance, incl. Unit–Linked)
               
               
                  Total amount of Best Estimate minus recoverables from reinsurance/SPV and Finite Re, after adjustment for expected losses due to possibility of default of the reinsurer, as defined in art. 81 of Directive 2009/138/EC, for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0090
               
               
                  Best estimate minus recoverables from reinsurance/SPV and Finite Re — Total (Health similar to life insurance)
               
               
                  Total amount of Best estimate minus recoverables from reinsurance/SPV and Finite Re after adjustment for expected losses due to possibility of default of the reinsurer, as defined in art. 81 of Directive 2009/138/EC, for Health similar to life insurance.
               
            
                  C0020, C0030, C0060, C0090, C0100 to C0140, C0160, C0190, C0200/R0100
               
               
                  Risk Margin
               
               
                  Amount of Risk margin, as defined in Article 77(3) of Directive 2009/138/EC, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0100
               
               
                  Risk Margin — Total (Life other than health insurance, incl. Unit–Linked)
               
               
                  Total amount of Risk Margin for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0100
               
               
                  Risk Margin — Total (Health similar to life insurance)
               
               
                  Total amount of Risk Margin for Health similar to life insurance.
               
            
                  
                     Amount of the transitional on Technical Provisions
                  
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0110
               
               
                  Technical Provisions calculated as a whole
               
               
                  Amount of the transitional deduction to technical provisions allocated to the technical provisions calculated as a whole, per each Line of Business.
                  This value shall be reported as a negative value.
               
            
                  C0150/R0110
               
               
                  Technical Provisions calculated as a whole — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Amount of the transitional deduction to technical provisions allocated to the technical provisions calculated as a whole for Life other than health insurance, including Unit–Linked.
                  This value shall be reported as a negative value.
               
            
                  C0210/R0110
               
               
                  Technical Provisions calculated as a whole — Total (Health similar to life insurance)
               
               
                  Amount of the transitional deduction to technical provisions allocated to the technical provisions calculated as a whole for Health similar to life insurance.
                  This value shall be reported as a negative value.
               
            
                  C0020, C0040, C0050, C0070, C0080, C0090, C0100, C0170, C0180, C0190, C0200/R0120
               
               
                  Best Estimate
               
               
                  Amount of the transitional deduction to technical provisions allocated to the best estimate, per each Line of Business.
                  This value shall be reported as a negative value.
               
            
                  C0150/R0120
               
               
                  Best Estimate — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total amount of the transitional deduction to technical provisions allocated to the best estimate for Life other than health insurance, including Unit–Linked.
                  This value shall be reported as a negative value.
               
            
                  C0210/R0120
               
               
                  Best Estimate — Total (Health similar to life insurance)
               
               
                  Total amount of the transitional deduction to technical provisions allocated to the best estimate for Health similar to life insurance.
                  This value shall be reported as a negative value.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0130
               
               
                  Risk Margin
               
               
                  Amount of the transitional deduction to technical provisions allocated to the risk margin, per each Line of Business.
                  This value shall be reported as a negative value.
               
            
                  C0150/R0130
               
               
                  Risk Margin — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total amount of the transitional deduction to technical provisions allocated to the risk margin for Life other than health insurance, including Unit–Linked.
                  This value shall be reported as a negative value.
               
            
                  C0210/R0130
               
               
                  Risk Margin — Total (Health similar to life insurance)
               
               
                  Total amount of the transitional deduction to technical provisions allocated to the risk margin for Health similar to life insurance.
                  This value shall be reported as a negative value.
               
            
                  
                     Technical provisions — Total
                  
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0200
               
               
                  Technical Provisions — Total
               
               
                  Total amount of Technical Provisions for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, including technical provisions calculated as a whole and after the transitional deduction to technical provisions.
               
            
                  C0150/R0200
               
               
                  Technical Provisions — Total — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total amount of Technical Provisions for Life other than health insurance, including Unit–Linked, including technical provisions calculated as a whole and after the transitional deduction to technical provisions.
               
            
                  C0210/R0200
               
               
                  Technical Provisions — Total — Total (Health similar to life insurance)
               
               
                  Total amount of Technical Provisions for Health similar to life insurance, including technical provisions calculated as a whole and after the transitional deduction to technical provisions.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0110, C0120, C0130, C0140, C0160, C0190, C0200/R0210
               
               
                  Technical Provisions minus Recoverables from reinsurance/SPV and Finite Re — Total
               
               
                  Total amount of Technical Provisions minus Recoverables from reinsurance/SPV and Finite Re per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, including technical provisions calculated as a whole and after the transitional deduction to technical provisions.
               
            
                  C0150/R0210
               
               
                  Technical Provisions minus Recoverables from reinsurance/SPV and Finite Re — Total — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total amount of Technical Provisions minus Recoverables from reinsurance/SPV and Finite Re for Life other than health insurance, including Unit–Linked, including technical provisions calculated as a whole and after the transitional deduction to technical provisions.
               
            
                  C0210/R0210
               
               
                  Technical Provisions minus Recoverables from reinsurance/SPV and Finite Re — Total — Total (Health similar to life insurance)
               
               
                  Total amount of Technical Provisions minus Recoverables from reinsurance/SPV and Finite Re for Health similar to life insurance, including technical provisions calculated as a whole and after the transitional deduction to technical provisions.
               
            
                  
                     Best Estimate of products with a surrender option
                  
               
            
                  C0020, C0030, C0060, C0090, C0160, C0190,/R0220
               
               
                  Best Estimate of products with a surrender option
               
               
                  Amount of gross Best Estimate of products with a surrender option per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, except for accepted reinsurance.
                  This amount shall also be included in R0030 to R0090.
               
            
                  C0150/R0220
               
               
                  Best Estimate of products with a surrender option — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total amount of gross Best Estimate of products with a surrender option for Life other than health insurance, including Unit–Linked.
                  This amount shall also be included in R0030 to R0090.
               
            
                  C0210/R0220
               
               
                  Best Estimate of products with a surrender option — Total (Health similar to life insurance)
               
               
                  Total amount of gross Best Estimate of products with a surrender option for Health similar to life insurance.
                  This amount shall also be included in R0030 to R0090.
               
            
                  
                     Gross BE for Cash flow
                  
               
            
                  C0030, C0060, C0090, C0160, C0190, C0200/R0230
               
               
                  Gross Best Estimate for Cash flow, Cash out–flow, Future guaranteed and discretionary benefits
               
               
                  Amount of discounted Cash out–flows (payments to policyholders and beneficiaries) for future guaranteed benefits and for future discretionary benefits, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  Future Discretionary Benefits means future benefits other than index–linked or unit–linked benefits of insurance or reinsurance contracts which have one of the following characteristics:
                  
                              a)
                           
                           
                              The benefits are legally or contractually based on one or several of the following results:
                              
                                          i.
                                       
                                       
                                          the performance of a specified group of contracts or a specified type of contract or a single contract;
                                       
                                    
                                          ii.
                                       
                                       
                                          the realised or unrealised investment return on a specified pool of assets held by the insurance or reinsurance undertaking;
                                       
                                    
                                          iii.
                                       
                                       
                                          the profit or loss of the insurance or reinsurance undertaking or fund corresponding to the contract;
                                       
                                    
                        
                              b)
                           
                           
                              the benefits are based on a declaration of the insurance or reinsurance undertaking and the timing or the amount of the benefits is at its full or partial discretion.
                           
                        
            
                  C0020, C0100/R0240
               
               
                  Gross Best Estimate for Cash flow, Cash out–flow, Future guaranteed benefits — Insurance with profit participation
               
               
                  Amount of discounted Cash out–flows (payments to policyholders and beneficiaries) for future guaranteed benefits, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, ‘Insurance with profit participation’.
               
            
                  C0020, C0100/R0250
               
               
                  Gross Best Estimate for Cash flow, Cash out–flows, Future discretionary benefits — Insurance with profit participation
               
               
                  Amount of discounted Cash out–flows (payments to policyholders and beneficiaries) for future discretionary benefits, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, ‘Insurance with profit participation’.
                  Future Discretionary Benefits means future benefits other than index–linked or unit–linked benefits of insurance or reinsurance contracts which have one of the following characteristics:
                  
                              a)
                           
                           
                              The benefits are legally or contractually based on one or several of the following results:
                              
                                          i.
                                       
                                       
                                          the performance of a specified group of contracts or a specified type of contract or a single contract;
                                       
                                    
                                          ii.
                                       
                                       
                                          the realised or unrealised investment return on a specified pool of assets held by the insurance or reinsurance undertaking;
                                       
                                    
                                          iii.
                                       
                                       
                                          the profit or loss of the insurance or reinsurance undertaking or fund corresponding to the contract;
                                       
                                    
                        
                              b)
                           
                           
                              the benefits are based on a declaration of the insurance or reinsurance undertaking and the timing or the amount of the benefits is at its full or partial discretion.
                           
                        
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0260
               
               
                  Gross Best Estimate for Cash flow, Cash out–flow, Future expenses and other cash out–flows
               
               
                  Amount of discounted Cash out–flows for Future expenses and other cash out–flows, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35. Shall reflect expenses that will be incurred in servicing insurance and reinsurance obligations, and other cash–flow items such as taxation payments which are, or are expected to be, charged to policyholders, or are required to settle the insurance or reinsurance obligations.
               
            
                  C0150/R0260
               
               
                  Gross Best Estimate for Cash flow, Cash out–flow, Future expenses and other cash out–flows — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total amount of discounted Cash out–flows for Future expenses and other cash out–flows, for Life other than health insurance, including Unit–Linked
                  Shall reflect expenses that will be incurred in servicing insurance and reinsurance obligations, and other cash–flow items such as taxation payments which are, or are expected to be, charged to policyholders, or are required to settle the insurance or reinsurance obligations.
               
            
                  C0210/R0260
               
               
                  Gross Best Estimate for Cash flow, Cash out–flow, Future expenses and other cash out–flows — Total (Health similar to life insurance)
               
               
                  Total amount of discounted Cash out–flows for Future expenses and other cash out–flows, for Health similar to life insurance.
                  Shall reflect expenses that will be incurred in servicing insurance and reinsurance obligations, and other cash–flow items such as taxation payments which are, or are expected to be, charged to policyholders, or are required to settle the insurance or reinsurance obligations.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0270
               
               
                  Gross Best Estimate for Cash flow, Cash in–flows, Future premiums
               
               
                  Amount of discounted Cash in–flows from future premiums and any additional cash–flows that results from those premiums, including accepted reinsurance premiums, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0270
               
               
                  Gross Best Estimate for Cash flow, Cash in–flows, Future premiums — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Amount of discounted Cash in–flows from future premiums and any additional cash–flows that results from those premiums, including accepted reinsurance premiums, for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0270
               
               
                  Gross Best Estimate for Cash flow, Cash in–flows, Future premiums — Total (Health similar to life insurance)
               
               
                  Amount of discounted Cash in–flows from future premiums and any additional cash–flows that results from those premiums, including accepted reinsurance premiums, for Health similar to life insurance.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0280
               
               
                  Gross Best Estimate for Cash flow, Cash in–flows, Other cash in–flows
               
               
                  Amount of any other discounted cash in–flows not included in Future premiums and not including investment returns, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0280
               
               
                  Gross Best Estimate for Cash flow, Cash in–flows, Other cash in–flows — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Amount of any other discounted cash in–flows not included in Future premiums and not including investment returns, for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0280
               
               
                  Gross Best Estimate for Cash flow, Cash in–flows, Other cash in–flows — Total (Health similar to life insurance)
               
               
                  Amount of any other discounted cash in–flows not included in Future premiums and not including investment returns, for Health similar to life insurance.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0290
               
               
                  Percentage of gross Best Estimate calculated using approximations
               
               
                  Indicate the percentage of gross best estimate included in Gross Best Estimate (R0030) calculated using approximations as established in Article 21 of Delegated Regulation (EU) 2015/35, per each Line of Business.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0300
               
               
                  Surrender value
               
               
                  Indicate the amount of surrender value, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, as mentioned in Article 185 (3) (f) of Directive 2009/138/EC, net of taxes.
                  Shall reflect the amount, defined contractually, to be paid to the policyholder in case of early termination of the contract (i.e. before it becomes payable by maturity or occurrence of the insured event, such as death), net of charges and policy loans. It includes surrender values guaranteed and not guaranteed.
               
            
                  C0150/R0300
               
               
                  Surrender value, Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total surrender value for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0300
               
               
                  Surrender value, Total (Health similar to life insurance)
               
               
                  Total surrender value for Health similar to life insurance.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0310
               
               
                  Best estimate subject to transitional of the interest rate
               
               
                  Indicate the amount of gross best estimate (R0030) subject to the transitional adjustment to the relevant risk-free interest rate term structure, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0310
               
               
                  Best estimate subject to transitional of the interest rate — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total amount of gross best estimate (R0030) subject to the transitional adjustment to the relevant risk-free interest rate term structure, for Life other than health insurance, including Unit–Linked.
               
            
                  C0210/R0310
               
               
                  Best estimate subject to transitional of the interest rate — Total (Health similar to life insurance)
               
               
                  Total amount of gross best estimate (R0030) subject to transitional adjustment to the relevant risk-free interest rate term structure, for Health similar to life insurance.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0320
               
               
                  Technical provisions without transitional on interest rate
               
               
                  Amount of technical provisions where the transitional adjustment to the relevant risk-free interest rate term structure has been applied calculated without the transitional adjustment to the relevant risk-free interest rate term structure, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  In the cases where the same best estimates were also subject to the volatility adjustment, the amount reported in this item shall reflect the value without the transitional adjustment to the relevant risk-free interest rate term structure but with the volatility adjustment.
               
            
                  C0150/R0320
               
               
                  Technical provisions without transitional on interest rate
               
               
                  Total amount of technical provisions where the transitional adjustment to the relevant risk-free interest rate term structure has been applied calculated without the transitional adjustment to the relevant risk-free interest rate term structure, for Life other than health insurance, including Unit–Linked.
                  In the cases where the same best estimates were also subject to the volatility adjustment, the amount reported in this item shall reflect the value without the transitional adjustment to the relevant risk-free interest rate term structure but with the volatility adjustment.
               
            
                  C0210/R0320
               
               
                  Technical provisions without transitional on interest rate
               
               
                  Total amount of technical provisions where the transitional adjustment to the relevant risk-free interest rate term structure has been applied calculated without the transitional adjustment to the relevant risk-free interest rate term structure, for Health similar to life insurance.
                  In the cases where the same best estimates were also subject to the volatility adjustment, the amount reported in this item shall reflect the value without the transitional adjustment to the relevant risk-free interest rate term structure but with the volatility adjustment.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0330
               
               
                  Best estimate subject to volatility adjustment
               
               
                  Indicate the amount of gross best estimate (R0030) subject to volatility adjustment, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0330
               
               
                  Best estimate subject to volatility adjustment — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total amount of gross best estimate (R0030) subject to volatility adjustment, for Life other than health insurance, including Unit–Linked
               
            
                  C0210/R0330
               
               
                  Best estimate subject to volatility adjustment — Total (Health similar to life insurance)
               
               
                  Total amount of gross best estimate (R0030) subject to volatility adjustment, for Health similar to life insurance.
               
            
                  C0020, C0020, C0060, C0090, C0100, C0160, C0190, C0200/R0340
               
               
                  Technical provisions without volatility adjustment and without others transitional measures
               
               
                  Amount of technical provisions where the volatility adjustment has been applied calculated without volatility adjustment, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  In the cases where the same technical provisions were also subject to the transitional deduction to technical provisions/transitional adjustment to the relevant risk-free interest rate term structure, the amount reported in this item shall reflect the value with neither the volatility adjustment nor the transitional deduction to technical provisions/transitional adjustment to the relevant risk-free interest rate term structure.
               
            
                  C0150/R0340
               
               
                  Technical provisions without volatility adjustment and without others transitional measures — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total amount of technical provisions where the volatility adjustment has been applied calculated without volatility adjustment, for Life other than health insurance, including Unit–Linked.
                  In the cases where the same technical provisions were also subject to the transitional deduction to technical provisions/transitional adjustment to the relevant risk-free interest rate term structure, the amount reported in this item shall reflect the value with neither the volatility adjustment nor the transitional deduction to technical provisions/transitioanl adjustment to the relevant risk-free interest rate term structure.
               
            
                  C0210/R0340
               
               
                  Technical provisions without volatility adjustment and without others transitional measures — Total (Health similar to life insurance)
               
               
                  Total amount of technical provisions where the volatility adjustment has been applied calculated without volatility adjustment, for Health similar to life insurance.
                  In the cases where the same technical provisions were also subject to the transitional deduction to technical provisions/transitional adjustment to the relevant risk-free interest rate term structure, the amount reported in this item shall reflect the value with neither the volatility adjustment nor the transitional deduction to technical provisions/transitional adjustment to the relevant risk-free interest rate term structure.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0350
               
               
                  Best estimate subject to matching adjustment
               
               
                  Indicate the amount of gross best estimate (R0030) subject to matching adjustment, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0350
               
               
                  Best estimate subject to matching adjustment — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total amount of gross best estimate (R0030) subject to matching adjustment, for Life other than health insurance, including Unit–Linked
               
            
                  C0210/R0350
               
               
                  Best estimate subject to matching adjustment — Total (Health similar to life insurance)
               
               
                  Total amount of gross best estimate (R0030) subject to matching adjustment, for Health similar to life insurance
               
            
                  C0020, C0030, C0060, C0090, C0100, C0160, C0190, C0200/R0360
               
               
                  Technical provisions without matching adjustment and without all the others
               
               
                  Amount of technical provisions where the matching adjustment has been applied calculated without matching adjustment, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  In the cases where the same technical provisions were also subject to the transitional deduction to technical provisions, the amount reported in this item shall reflect the value with neither the matching adjustment nor the transitional deduction to technical provisions.
               
            
                  C0150/R0360
               
               
                  Technical provisions without matching adjustment and without all the others — Total (Life other than health insurance, including Unit–Linked)
               
               
                  Total amount of technical provisions where the matching adjustment has been applied calculated without matching adjustment, for Life other than health insurance, including Unit–Linked.
                  In the cases where the same technical provisions were also subject to the transitional deduction to technical provisions, the amount reported in this item shall reflect the value with neither the matching adjustment nor the transitional deduction to technical provisions.
               
            
                  C0210/R0360
               
               
                  Technical provisions without matching adjustment and without all the others — Total (Health similar to life insurance)
               
               
                  Total amount of technical provisions where the matching adjustment has been applied calculated without matching adjustment, for Health similar to life insurance.
                  In the cases where the same technical provisions were also subject to the transitional deduction to technical provisions, the amount reported in this item shall reflect the value with neither the matching adjustment nor the transitional deduction to technical provisions.
               
            
         S.12.02 — Life and Health SLT Technical Provisions — by Country
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      Undertakings shall take into account all the obligations in different currencies and convert them into the reporting currency.
      The information by country shall be reported according to the following specifications:
      
                  e)
               
               
                  Information on the home country shall be always reported regardless of the amount of technical provisions calculated as a whole and gross best estimate;
               
            
                  f)
               
               
                  Information reported by country shall at least represent 90 % of the sum of the technical provisions calculated as a whole and gross best estimate of any line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35;
               
            
                  g)
               
               
                  If a specific country has to be reported for a particular line of business to comply with sub–paragraph b) then that country shall be reported for all lines of business;
               
            
                  h)
               
               
                  The other countries shall be reported aggregated in ‘other–EEA’ or ‘other–non EEA’
               
            
                  i)
               
               
                  For direct business information shall be reported by country where the contract was entered into;
               
            
                  j)
               
               
                  For proportional and non–proportional reinsurance information shall be reported by country of localisation of the ceding undertaking.
               
            For the purposes of this template ‘country where the contract was entered into’ means:
      
                  k)
               
               
                  The country where the insurance undertaking is established (home country) when the contract was not sold through a branch or freedom to provide services;
               
            
                  l)
               
               
                  The country where the branch is located (host country) when the contract was sold through a branch;
               
            
                  m)
               
               
                  The country where the freedom to provide services was notified (host country) when the contract was sold through freedom to provide services.
               
            
                  n)
               
               
                  If an intermediary is used or in any other situation, it is a), b) or c) depending on who sold the contract.
               
            The information to be reported shall include the volatility adjustment, the matching adjustment, the transitional adjustment to the relevant risk-free interest rate term structure and the transitional deduction to technical provisions.
      
         Gross TP calculated as a whole and Gross BE for different countries
      
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0040, …
               
               
                  Geographical zone/Country
               
               
                  Report the country ISO 3166–1 alpha–2 code for identifying the countries within the materiality threshold
               
            
                  C0020, C0030, C0060, C0090, C0100, C0150, C0160, C0190, C0200, C0210/R0010
               
               
                  Gross TP calculated as a whole and Gross BE for different countries — Home country
               
               
                  Amount of Gross TP calculated as a whole and gross Best Estimate by country where the contract was entered into or country of localisation of the ceding undertaking, when the country is the home country, for each Line of Business and totals for Life other than health insurance, including Unit–Linked and Health similar to life insurance.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0150, C0160, C0190, C0200, C0210/R0020
               
               
                  Gross TP calculated as a whole and Gross BE for different countries — EEA countries outside the materiality threshold — not reported by country
               
               
                  Amount of Gross TP calculated as a whole and gross Best Estimate, for EEA countries outside the materiality threshold (i.e. those not reported separately by country), except the home country, for each Line of Business and totals for Life other than health insurance, including Unit–Linked and Health similar to life insurance.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0150, C0160, C0190, C0200, C0210/R0030
               
               
                  Gross TP calculated as a whole and Gross BE for different countries — Non–EEA countries outside the materiality threshold — not reported by country
               
               
                  Amount of Gross TP calculated as a whole and gross Best Estimate, for non–EEA countries outside the materiality threshold (i.e. those not reported separately by country), except the home country, for each Line of Business and totals for Life other than health insurance, including Unit–Linked and Health similar to life insurance.
               
            
                  C0020, C0030, C0060, C0090, C0100, C0150, C0160, C0190, C0200, C0210/R0040, …
               
               
                  Gross TP calculated as a whole and Gross BE for different countries — Country 1 [one row for each country in the materiality threshold]
               
               
                  Amount of Gross TP calculated as a whole and gross Best Estimate by country where the contract was entered into or country of localisation of the ceding undertaking, for each of the countries in the materiality threshold, except the home country, for each Line of Business and totals for Life other than health insurance, including Unit–Linked and Health similar to life insurance.
               
            
         S.13.01 — Projection of future gross cash flows (Best Estimate –life)
      
      
         General comments:
      
      This part of Annex II relates to annual submission of information for individual entities.
      This template shall include information only in relation to the best estimates. The cash flows to be reported are gross of reinsurance and undiscounted.
      Cash–flow projections such as central scenarios can be used as no perfect reconciliation with Best Estimate calculation is required. If difficult to project some future cash–flows like collective Future Discretionary Benefits the undertaking shall report the cash flow it effectively uses for calculating the Best Estimate.
      All cash flows expressed in different currencies shall be considered and converted in the reporting currency using the exchange rate at the reporting date
      In case the undertaking uses simplifications for the calculation of technical provisions, for which an estimate of the expected future cash–flows arising from the contracts are not calculated, the information shall be reported only in those cases where more than 10 % of total technical provisions have a settlement period longer than 24 months.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Insurance with profit participation (gross), Cash out–flows — Future benefits
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones stemming from future benefits regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Insurance with profit participation.
               
            
                  C0020/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Insurance with profit participation (gross), Cash out–flows — Future expenses and other cash out–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones related to expenses that will be incurred in servicing insurance and reinsurance obligations, and other cash–flow items such as taxation payments which are, or expected to be, charged to policyholders or are required to settle the insurance obligations, for line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Insurance with profit participation.
                  Cash out–flows from non–life insurance contracts that will change to Annuities but not yet formally settled as Annuities, and dealt with within the same company shall also be included.
               
            
                  C0030/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Insurance with profit participation (gross), Cash in–flows — Future premiums
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones stemming from future premiums and any additional cash–flows that result from those premiums, for line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Insurance with profit participation.
               
            
                  C0040/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Insurance with profit participation (gross), Cash in–flows — Other cash in–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones not included in Future premiums and not including investment returns, for line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Insurance with profit participation.
               
            
                  C0050/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Index linked and unit–linked insurance (gross), Cash out–flows — Future benefits
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones stemming from Future benefits regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Index linked and unit–linked insurance.
               
            
                  C0060/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Index linked and unit–linked insurance (gross), Cash out–flows — Future expenses and other cash out–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones related to expenses that will be incurred in servicing insurance and reinsurance obligations, and other cash–flow items such as taxation payments which are, or expected to be, charged to policyholders or are required to settle the insurance obligations, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Index linked and unit–linked insurance.
                  Cash out–flows from non–life insurance contracts that will change to Annuities but not yet formally settled as Annuities, and dealt with within the same company shall also be included.
               
            
                  C0070/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Index linked and unit–linked insurance (gross), Cash in–flows — Future premiums
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones stemming from future premiums and any additional cash–flows that result from those premiums,, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Index linked and unit–linked insurance.
               
            
                  C0080/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Index linked and unit–linked insurance (gross), Cash in–flows — Other cash in–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones not included in Future premiums and not including investment returns, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Index linked and unit–linked insurance.
               
            
                  C0090/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Other life insurance (gross), Cash out–flows — Future benefits
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones stemming from Future benefits regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Other life insurance.
               
            
                  C0100/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Other life insurance (gross), Cash out–flows — Future expenses and other cash out–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones related to expenses that will be incurred in servicing insurance and reinsurance obligations, and other cash–flow items such as taxation payments which are, or expected to be, charged to policyholders or are required to settle the insurance obligations, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Other life insurance.
                  Cash out–flows from non–life insurance contracts that will change to Annuities but not yet formally settled as Annuities, and dealt with within the same company shall also be included.
               
            
                  C0110/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Other life insurance (gross), Cash in–flows — Future premiums
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones stemming from future premiums and any additional cash–flows that result from those premiums, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Other life insurance.
               
            
                  C0120/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Other life insurance (gross), Cash in–flows — Other cash in–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones not included in Future premiums and not including investment returns, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Other life insurance.
               
            
                  C0130/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Annuities stemming from non–life contracts (gross), Cash out–flows — Future benefits
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones stemming from Future benefits regarding lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Annuities stemming from non–life contracts relating to insurance obligations, including health insurance obligations.
                  Cash out–flows from non–life insurance contracts that will change to Annuities but are not yet formally settled as Annuities and shall not be included.
               
            
                  C0140/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Annuities stemming from non–life contracts (gross), Cash out–flows — Future expenses and other cash out–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones related to expenses that will be incurred in servicing insurance and reinsurance obligations, and other cash–flow items such as taxation payments which are, or expected to be, charged to policyholders or are required to settle the insurance obligations, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Annuities stemming from non–life contracts relating to insurance obligations, including health insurance obligations.
                  Cash out–flows from non–life insurance contracts that are not yet settled as Annuities and will change to Annuities and dealt with within the same company shall not be included.
               
            
                  C0150/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Annuities stemming from non–life contracts (gross), Cash in–flows — Future premiums
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones stemming from future premiums and any additional cash–flows that result from those premiums, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Annuities stemming from non–life contracts relating to insurance obligations, including health insurance obligations.
                  Cash out–flows from non–life insurance contracts that are not yet settled as Annuities and will change to Annuities shall not be included.
               
            
                  C0160/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Annuities stemming from non–life contracts (gross), Cash in–flows — Other cash in–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones not included in Future premiums and not including investment returns, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Annuities stemming from non–life contracts relating to insurance obligations, including health insurance obligations.
                  Cash out–flows from non–life insurance contracts that are not yet settled as Annuities and will change to Annuities shall not be included.
               
            
                  C0170/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Accepted reinsurance (gross), Cash out–flows — Future benefits
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones stemming from Future benefits regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Life reinsurance.
               
            
                  C0180/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Accepted reinsurance (gross), Cash out–flows — Future expenses and other cash out–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones related to expenses that will be incurred in servicing insurance and reinsurance obligations, and other cash–flow items such as taxation payments which are, or expected to be, charged to policyholders or are required to settle the insurance obligations, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Life reinsurance.
                  Cash out–flows from non–life insurance contracts that will change to Annuities but not yet formally settled as Annuities, and dealt with within the same company shall also be included.
               
            
                  C0190/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Accepted reinsurance (gross), Cash in–flows — Future premiums
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones stemming from future premiums and any additional cash flows that result from those premiums, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Life reinsurance.
               
            
                  C0200/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Accepted reinsurance (gross), Cash in–flows — Other cash in–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones not included in Future premiums and not including investment returns, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Life reinsurance.
               
            
                  C0210/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Health insurance (gross), Cash out–flows — Future benefits
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones stemming from Future benefits regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Health insurance.
               
            
                  C0220/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Health insurance (gross), Cash out–flows — Future expenses and other cash out–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones related to expenses that will be incurred in servicing insurance and reinsurance obligations, and other cash–flow items such as taxation payments which are, or expected to be, charged to policyholders or are required to settle the insurance obligations, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Health insurance.
               
            
                  C0230/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Health insurance (gross), Cash in–flows — Future premiums
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones stemming from future premiums and any additional cash flows that result from those premiums, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35,line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Health insurance.
               
            
                  C0240/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Health insurance (gross), Cash in–flows — Other cash in–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones not included in Future premiums and not including investment returns, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Health insurance.
               
            
                  C0250/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Health reinsurance (gross), Cash out–flows — Future benefits
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones stemming from Future benefits regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Health reinsurance.
               
            
                  C0260/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Health reinsurance (gross), Cash out–flows — Future expenses and other cash out–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash–flows are the ones related to expenses that will be incurred in servicing insurance and reinsurance obligations, and other cash–flow items such as taxation payments which are, or expected to be, charged to policyholders or are required to settle the insurance obligations, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Health reinsurance.
                  Cash out–flows from non–life insurance contracts that will change to Annuities but not yet formally settled as Annuities, and dealt within the same company shall also be included.
               
            
                  C0270/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Health reinsurance (gross), Cash in–flows — Future premiums
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones stemming from future premiums and any additional cash flows that result from those premiums, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Health reinsurance.
               
            
                  C0280/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Health reinsurance (gross), Cash in–flows — Other cash in–flows
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The cash– flows are the ones not included in Future premiums and not including investment returns, regarding line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Health reinsurance.
               
            
                  C0290/R0010–R0330
               
               
                  Future cash–flows used in the Best estimate, Total recoverable from reinsurance (after the adjustment)
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30, aggregated for the interval of years 31 to 40, aggregated for the interval of years 41 to 50 and aggregated for all the years after year 50.
                  The future cash–flows undiscounted from amounts recoverables from reinsurance and SPVs/Finite Re, including ceded intra group reinsurance, including future reinsurance premiums. Amount shall be reported net of adjustment for counterparty default risk.
               
            
         S.14.01 — Life obligations analysis
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template includes information about life insurance contracts (direct business and accepted reinsurance) and also includes annuities stemming from non–life contracts (which are also analysed in S.16.01). All insurance contracts shall be reported even if classified as investments contract on accounting basis. In case of products unbundled, the different parts of the product shall be reported in different rows, using different ID codes.
      Columns C0010 to C0080 shall be reported by product.
      Columns C0090 to C0160 characterise the product.
      Columns C0170 to C0210 shall be reported by Homogeneous Risk Group.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Portfolio
                  
               
            
                  C0010
               
               
                  Product ID code
               
               
                  Internal product ID code used by the undertaking for the product. If a code is already in use or is attributed by the competent authority for supervisory purposes that code shall be used.
                  Different products are characterised according to cells C0090 to C0160.
                  The ID code shall be consistent over time.
               
            
                  C0020
               
               
                  Fund number
               
               
                  Applicable to products that are part of ring fenced funds or other internal funds (defined according to national markets). This number is attributed by the undertaking and shall be consistent over time and shall not be reused for other funds.
                  The number shall be used consistently across all templates, where relevant, to identify the fund.
               
            
                  C0030
               
               
                  Line of Business
               
               
                  Line of business as defined in Annex 1 of Delegated Regulation (EU) 2015/35.The following closed list shall be used:
                  
                               
                           
                           
                              29 — Health insurance
                           
                        
                               
                           
                           
                              30 — Insurance with profit participation
                           
                        
                               
                           
                           
                              31 — Index–linked and unit–linked insurance
                           
                        
                               
                           
                           
                              32 — Other life insurance
                           
                        
                               
                           
                           
                              33 — Annuities stemming from non–life insurance contracts and relating to health insurance obligations
                           
                        
                               
                           
                           
                              34 — Annuities stemming from non–life insurance contracts and relating to insurance obligations other than health insurance obligations
                           
                        
                               
                           
                           
                              35 — Health reinsurance
                           
                        
                               
                           
                           
                              36 — Life reinsurance
                           
                        
            
                  C0040
               
               
                  Number of contracts at the end of the year
               
               
                  Number of contracts attached to each reported product. Contracts with more than one policyholder count as only one contract.
                  In case of inactive policyholder (no premium paid) the contract shall be reported anyway unless the contract is cancelled.
                  For annuities stemming from non–life use the number of annuities obligations.
               
            
                  C0050
               
               
                  Number of new contracts during year
               
               
                  Number of new contracts during reporting year (this is for all new contracts). Otherwise use the same instructions as for cell C0040.
                  For annuities stemming from non–life use the number of annuities obligations.
               
            
                  C0060
               
               
                  Total amount of Written premiums
               
               
                  Total amount of gross written premiums as defined in Article 1(11) of Delegated Regulation (EU) 2015/35.
                  For annuities stemming from non–life this cell is not applicable.
               
            
                  C0070
               
               
                  Total amount of claims paid during year
               
               
                  Total amount of gross claims paid during the year, including claims management expenses.
               
            
                  C0080
               
               
                  Country
               
               
                  Country ISO 3166–1 alpha–2 code or list of codes according to the following instructions:
                  
                              —
                           
                           
                              ISO 3166–1 alpha–2 code of the country where the contract was entered into, for countries representing more than 10 % of technical provisions or written premiums for a given product.
                           
                        
                              —
                           
                           
                              If reinsurance it shall refer to the country of the cedent undertaking.
                           
                        
                              —
                           
                           
                              For countries representing less than 10 % of Technical Provisions or written premiums for a given product, report a list of ISO 3166–1 alpha–2 Codes of the countries concerned.
                           
                        In case of a list please report the codes split by a ‘,’.
               
            
                  
                     Characteristics of product
                  
               
            
                  C0090
               
               
                  Product ID code
               
               
                  Same code as in C0010.
                  Internal product ID code used by the undertaking for the product. If a code is already in use or is attributed by the competent authority for supervisory purposes that code shall be used.
                  The ID code shall be consistent over time.
               
            
                  C0100
               
               
                  Product classification
               
               
                  The following close list shall be used:
                  
                               
                           
                           
                              1 — single life
                           
                        
                               
                           
                           
                              2 — joint life
                           
                        
                               
                           
                           
                              3 — collective
                           
                        
                               
                           
                           
                              4 — pension entitlements
                           
                        
                               
                           
                           
                              5 — other
                           
                        If more than one characteristic is applicable use ‘5 — other’.
                  For annuities stemming from non–life use ‘5 — other’.
               
            
                  C0110
               
               
                  Type of product
               
               
                  General qualitative description of the product type. If a product code is attributed by the competent authority for supervisory purposes, the description of product type for that code shall be used.
               
            
                  C0120
               
               
                  Product denomination
               
               
                  Commercial name of product (undertaking–specific).
               
            
                  C0130
               
               
                  Product still commercialised?
               
               
                  Specify if product is still for sale or if it is just in run–off. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Still comercialised
                           
                        
                               
                           
                           
                              2 — In run–off
                           
                        
            
                  C0140
               
               
                  Type of premium
               
               
                  The following close list shall be used:
                  
                               
                           
                           
                              1 — Regular premium, premiums that policyholder has to pay at pre–determined dates and predetermined or variable amounts in order to have the full effect of its guarantee, including those cases when contracts provide the right of policyholders of changing dates and amount of premiums.
                           
                        
                               
                           
                           
                              2 — Single premium with possibility of additional premiums with additional guarantee according to amount paid
                           
                        
                               
                           
                           
                              3 — Single premium without possibility to pay an additional premium in the future
                           
                        
                               
                           
                           
                              4 — Other, any other case not mentioned in options above or a combination
                           
                        For annuities stemming from non–life use ‘4 — other’.
               
            
                  C0150
               
               
                  Use of financial instrument for replication?
               
               
                  State whether the product is considered replicable by a financial instrument (i.e. hedgeable, with technical provisions calculated as a whole). The following closed list shall be used:
                  
                               
                           
                           
                              1 — Replicable by financial instrument;
                           
                        
                               
                           
                           
                              2 — Not replicable by financial instrument;
                           
                        
                               
                           
                           
                              3 — Partially replicable by financial instrument.
                           
                        
            
                  C0160
               
               
                  Number of HRGs in products
               
               
                  If Homogeneous Risk Groups (‘HRG’) within the product are common to other products, specify the number of Homogeneous Risk Groups in the product that are common to other products.
               
            
                  
                     Information on Homogeneous risk groups
                  
               
            
                  C0170
               
               
                  HRG code
               
               
                  Homogeneous Risk Group Internal ID code used by undertaking for each Homogeneous Risk Group, as referred to in Article 80 of Directive 2009/138/EC.
                  The ID code shall be consistent over time.
               
            
                  C0180
               
               
                  Best Estimate
               
               
                  Amount of gross best estimate calculated by Homogenous Risk Group.
               
            
                  C0190
               
               
                  Capital–at–risk
               
               
                  The capital at risk, as defined in the Delegated Regulation (EU) 2015/35.
                  For annuities stemming from non–life contracts this cell shall be filled in with zero unless the annuities have positive risk.
               
            
                  C0200
               
               
                  Surrender value
               
               
                  Surrender value (where available), as mentioned in Article 185 (3) (f) of Directive 2009/138/EC, net of taxes: amount to be paid to the policyholder in case of early termination of the contract (i.e. before it becomes payable by maturity or occurrence of the insured event, such as death), net of charges and policy loans; does not concern contracts without options, given that surrender value is an option.
               
            
                  C0210
               
               
                  Annualised guaranteed rate (over average duration of guarantee)
               
               
                  Average guaranteed rate to the policy holder over the remaining life time of the contract. Only applicable where a guaranteed rate is provided in the contract.
                  Not applicable for unit linked contracts.
               
            
                  
                     Information on products and homogeneous risk groups
                  
               
            
                  C0220
               
               
                  Product ID code
               
               
                  Same code as in C0010.
                  Internal product ID code used by the undertaking for the product. If a code is already in use or is attributed by the competent authority for supervisory purposes that code shall be used.
                  The ID code shall be consistent over time.
                  If one product corresponds to more than one Homogeneous Risk Group identify which ones by rows, repeating the Product ID code.
                  If different products correspond to one single Homogeneous Risk Group report each product once identifying the HRG ID code.
               
            
                  C0230
               
               
                  HRG ID code
               
               
                  Same code as in in C0170.
                  Internal HRG ID code used by the undertaking for each Homogeneous Risk Group, as referred to in Article 80 of Directive 2009/138/EC.
                  The ID code shall be consistent over time.
                  Identify the HRG for each product that is considered for the purposes of calculating the technical provisions.
               
            
         S.15.01 — Description of the guarantees of variable annuities
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template shall only be reported in relation to the direct business by insurance companies that have variable annuities portfolios.
      Variable annuities are unit–linked life insurance contracts with investment guarantees which, in exchange for single or regular premiums, allow the policyholder to benefit from the upside of the unit but be partially or totally protected when the unit loses value.
      If Variable Annuities policies are split between two insurance undertakings, for instance a life company and a non–life company for the variable annuities guarantee, the company with the guarantee shall report this template. Only one row per product shall be reported.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0040
               
               
                  Product ID code
               
               
                  Internal product ID code used by the undertaking for the product. If a code is already in use or is attributed by the competent authority for supervisory purposes that code shall be used.
               
            
                  C0050
               
               
                  Product denomination
               
               
                  Commercial name of product (undertaking–specific)
               
            
                  C0060
               
               
                  Description of the product
               
               
                  General qualitative description of the product. If a product code is attributed by the competent authority for supervisory purposes, the description of product type for that code shall be used.
               
            
                  C0070
               
               
                  Initial date of guarantee
               
               
                  The ISO 8601 (yyyy–mm–dd) code of the initial date of the cover.
               
            
                  C0080
               
               
                  Final date of guarantee
               
               
                  The ISO 8601 (yyyy–mm–dd) code of the final date of the cover.
               
            
                  C0090
               
               
                  Type of guarantee
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Guaranteed minimum death benefit
                           
                        
                               
                           
                           
                              2 — Guaranteed minimum accumulation benefit
                           
                        
                               
                           
                           
                              3 — Guaranteed minimum income benefit
                           
                        
                               
                           
                           
                              4 — Guaranteed minimum withdrawal benefits
                           
                        
                               
                           
                           
                              9 — Other
                           
                        
            
                  C0100
               
               
                  Guaranteed level
               
               
                  Indicate the level of the guaranteed benefit in percentage (as a decimal).
               
            
                  C0110
               
               
                  Description of the guarantee
               
               
                  General description of the guarantees.
                  This shall include at least the capital accumulation mechanisms (e.g. roll–up, ratchet, step–up, reset), its frequency (infra–annual, annual, x–yearly), the base for computation of guaranteed levels (e.g. premium paid, premium paid net of expenses and/or withdrawals and/or paid–ups, premium increased by the capital accumulation mechanism), the guaranteed conversion factor, other general information about how the guarantee works.
               
            
         S.15.02 — Hedging of guarantees of variable annuities
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template shall only be reported in relation to the direct business by insurance companies that have Variable Annuities portfolios.
      Variable annuities are unit–linked life insurance contracts with investment guarantees which, in exchange for single or regular premiums, allow the policyholder to benefit from the upside of the unit but be partially or totally protected when the unit loses value.
      If Variable Annuities policies are split between two insurance undertakings, for instance a life company and a non–life company for the Variable Annuities guarantee, the company with the guarantee shall report this template. Only one row per product shall be reported.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0040
               
               
                  Product ID code
               
               
                  Internal product ID code used by the undertaking for the product. If a code is already in use or is attributed by the competent authority for supervisory purposes that code shall be used.
                  The ID code shall be consistent over time and for the individual reporting correspond with the ID code reported in S.14.01 (C0010) and S.15.01 (C0020).
               
            
                  C0050
               
               
                  Product denomination
               
               
                  Commercial name of product (undertaking–specific)
               
            
                  C0060
               
               
                  Type of hedging
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — No hedging
                           
                        
                               
                           
                           
                              2 — Dynamic hedging
                           
                        
                               
                           
                           
                              3 — Static hedging
                           
                        
                               
                           
                           
                              4 — Ad hoc hedging
                           
                        Dynamic hedging is frequently rebalanced; static hedging is made of ‘standard’ derivatives but not frequently rebalanced; ad hoc hedging is made of financial products structured for the specific purpose of hedging those liabilities.
               
            
                  C0070
               
               
                  Delta hedged
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Delta hedged
                           
                        
                               
                           
                           
                              2 — Delta not hedged
                           
                        
                               
                           
                           
                              3 — Delta partially hedged
                           
                        
                               
                           
                           
                              4 — Guarantee not sensitive to delta.
                           
                        Partial means that the strategy is not intended to cover the whole risk. Not sensitive is to be selected if the guarantee sold is deemed independent from the risk factor.
               
            
                  C0080
               
               
                  Rho hedged
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Rho hedged
                           
                        
                               
                           
                           
                              2 — Rho not hedged
                           
                        
                               
                           
                           
                              3 — Rho partially hedged
                           
                        
                               
                           
                           
                              4 — Guarantee not sensitive to rho.
                           
                        Partial means that the strategy is not intended to cover the whole risk. Not sensitive is to be selected if the guarantee sold is deemed independent from the risk factor.
               
            
                  C0090
               
               
                  Gamma hedged
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Gamma hedged
                           
                        
                               
                           
                           
                              2 — Gamma not hedged
                           
                        
                               
                           
                           
                              3 — Gamma partially hedged
                           
                        
                               
                           
                           
                              4 — Guarantee not sensitive to gamma
                           
                        Partial means that the strategy is not intended to cover the whole risk. Not sensitive is to be selected if the guarantee sold is deemed independent from the risk factor.
               
            
                  C0100
               
               
                  Vega hedged
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Vega hedged
                           
                        
                               
                           
                           
                              2 — Vega not hedged
                           
                        
                               
                           
                           
                              3 — Vega partially hedged
                           
                        
                               
                           
                           
                              4 — Guarantee not sensitive to vega
                           
                        Partial means that the strategy is not intended to cover the whole risk. Not sensitive is to be selected if the guarantee sold is deemed independent from the risk factor.
               
            
                  C0110
               
               
                  FX hedged
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — FX hedged
                           
                        
                               
                           
                           
                              2 — FX not hedged
                           
                        
                               
                           
                           
                              3 — FX partially hedged
                           
                        
                               
                           
                           
                              4 — Guarantee not sensitive to FX
                           
                        Partial means that the strategy is not intended to cover the whole risk. Not sensitive is to be selected if the guarantee sold is deemed independent from the risk factor.
               
            
                  C0120
               
               
                  Other hedged risks
               
               
                  If other risks are hedged specify their names
               
            
                  C0130
               
               
                  Economic result without hedging
               
               
                  The ‘economic result’ that the guarantee of the policies has generated during the reporting year if there is no hedging strategy in place, or would have generated without it if there is one in place.
                  It shall be equal to: written premium/fees for the guarantee, minus expenses incurred to the guarantee, minus claims due to the guarantee, minus variation of guarantee technical provisions.
               
            
                  C0140
               
               
                  Economic result with hedging
               
               
                  The ‘economic result’ that the guarantee of the policies has generated during the reporting year considering the result of the hedging strategy. Where hedging is performed for a portfolio of products, for instance in cases where hedge instruments may not be allocated to specific products, the undertaking shall allocate the effect of hedging to the different products using the weight of each product in the ‘Economic result without hedging’ (C0110).
               
            
         S.16.01. — Information on annuities stemming from Non–Life Insurance obligations
      
      
         General comments:
      
      This section relates to annual submission of information for individual undertakings.
      This template shall be reported only for annuities formally settled stemming from non–life contracts and relating to health insurance obligations and relating to insurance obligations other than health insurance obligations.
      Undertakings are required to report data on an accident year or underwriting year basis, in accordance with any requirements of the National Supervisory Authority. If the National Supervisory Authority has not stipulated which to use then the undertaking may use accident or underwriting year according to how they manage each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, provided that they use the same year consistently, year on year.
      This template shall be reported by non–life line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, originating the annuity and by currency, considering the following specifications:
      
                  i.
               
               
                  If 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 the information shall be reported with the following split by currencies in addition to the total for the line of business:
                  
                              a)
                           
                           
                              Amounts for the reporting currency;
                           
                        
                              b)
                           
                           
                              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; or
                           
                        
                              c)
                           
                           
                              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.
                           
                        
            
                  ii.
               
               
                  If the best estimate for the annuity claims provisions on a discounted basis from one non–life line of business represents less than 3 % of the total best estimate for all annuity claims provisions no currency split is required, only the total for the line of business shall be reported;
               
            
                  iii.
               
               
                  The information shall be reported in the original currency of the contracts unless otherwise specified.
               
            This template is interlinked with the non–Life template S.19.01. The sum of technical provisions in templates S.16.01 and S.19.01 for one non–life line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, represents the total claims best estimate originating from this line of business (also refer log to template S.19.01). All or part of an obligation moves from S.19.01 into S.16.01, when both of the conditions below are met:
      
                  i.
               
               
                  All or part of the obligation has been formally settled as an annuity; and
               
            
                  ii.
               
               
                  a best estimate of an obligation formally settled as an annuity can be established using life techniques.
               
            Formally settled as an annuity typically means that a legal process has ordered that the beneficiary is to receive payments as an annuity.
      In the event that after an obligation has been formally settled as an annuity some of that obligation subsequently ends up being settled via a lump sum payment that was not in the original annuity payment order, that lump sum would be recorded as a payment in template S.16.01; i.e. there is no movement of claims data out of template S.16.01 and into S.19.01.
      Amounts shall be reported by year of occurrence of the accidents that have originated the claims associated to annuities.
      Year N is the reporting year.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  The related non–life line of business
               
               
                  Name of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  The origin of the liability (medical expense, income protection, workers' comp, motor liability etc.). All the figures in the template are stemming from the related line of business.
                  The following close list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
            
                  Z0020
               
               
                  Accident year/Underwriting year
               
               
                  Report the standard used by the undertakings for reporting of claims development.
                  The following close list shall be used:
                  
                               
                           
                           
                              1 — Accident year
                           
                        
                               
                           
                           
                              2 — Underwriting year
                           
                        
            
                  Z0030
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the settlement currency of the obligation. All amounts are reported in the undertaking's reporting currency.
                  This item shall be filled in with ‘Total’ when reporting the total for the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  Z0040
               
               
                  Currency conversion
               
               
                  Identify if the information reported by currency is being reported in the original currency (default) or in the reporting currency (otherwise specified). The following close list shall be used:
                  
                               
                           
                           
                              1 — Original currency
                           
                        
                               
                           
                           
                              2 — Reporting currency
                           
                        Only applicable when reporting by currency.
               
            
                  
                     Information on year N:
                  
               
            
                  C0010/R0010
               
               
                  The average interest rate
               
               
                  The average interest rate used in percentage (as a decimal) for the end of year N
               
            
                  C0010/R0020
               
               
                  The average duration of the obligations
               
               
                  Average duration in years on total obligations basis for the end of the year N
               
            
                  C0010/R0030
               
               
                  The weighted average age of the beneficiaries
               
               
                  The weight shall be the Best Estimate for annuity claims provisions at the end of year N. Age of beneficiaries calculated on a weighted average for total obligations.
                  The beneficiary is the person to whom the payments are reverting to, following the occurrence of a claim (that affects the insured person) which originates this type of payment.
               
            
                  
                     Annuities information:
                  
               
            
                  C0020/R0040–R0190
               
               
                  Undiscounted annuity claims provisions at the start of year N
               
               
                  Amount of annuity claims best estimate stemming from Non–Life Insurance obligations at beginning of year N.
                  This is a part of technical provisions set up during year N (Net movements between new reserves during year N/release of reserves during year N)
               
            
                  C0030/R0040–R0190
               
               
                  Undiscounted annuity claims provisions set up during year N
               
               
                  Total amount of annuity claims provisions stemming from Non–Life Insurance obligations set up during year N as at the moment they were first set up (i.e., where assumptions used were for the first time based on life techniques)
               
            
                  C0040/R0040–R0190
               
               
                  Annuity payments paid during year N
               
               
                  Total amount of annuity payments stemming from Non–Life Insurance obligations made during the calendar year N.
               
            
                  C0050/R0040–R0190
               
               
                  Undiscounted annuity claims provisions at the end of year N
               
               
                  Total amount of annuity claims provisions stemming from Non–Life Insurance obligations at end of year N.
               
            
                  C0060/R0040–R0190
               
               
                  Number of annuities obligations at the end of year N
               
               
                  Number of non–life insurance annuity obligations.
               
            
                  C0070/R0040–R0190
               
               
                  Best Estimate for annuity claims provisions at the end of year N (discounted basis)
               
               
                  Best estimate covering annuities stemming from Non–Life Insurance obligations at the end of calendar year N.
               
            
                  C0080/R0040–R0190
               
               
                  Undiscounted development result
               
               
                  Undiscounted development result calculated as the undiscounted annuity claims provisions at the start of year N, plus the undiscounted annuity claims provisions set up during year N, minus annuity payments paid during year N and minus undiscounted annuity claims provisions at the end of year N.
               
            
                  C0020–C0080/R0200
               
               
                  Total
               
               
                  Total amount of the undiscounted development result for all accident/underwriting years.
               
            
         S.17.01 — Non–life Technical Provisions
      
      
         General comments:
      
      This section relates to quarterly and annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      Undertakings may apply appropriate approximations in the calculation of the technical provisions as referred to in Article 21 of Delegated Regulation (EU) 2015/35. In addition, Article 59 of the Delegated Regulation (EU) 2015/35 may be applied to calculate the risk margin during the financial year.
      Line of Business for non–life obligations: The lines of business, referred to in Article 80 of the Directive 2009/138/EC, as defined in Annex I to Delegated Regulation (EU) 2015/35, referred to direct business/accepted proportional reinsurance and accepted non–proportional reinsurance. The segmentation shall reflect the nature of the risks underlying the contract (substance), rather than the legal form of the contract (form).
      Health direct insurance business pursued on a non–similar technical basis to life insurance shall be segmented into Non–Life line of business 1 to 3.
      Accepted proportional reinsurance shall be considered together with the direct business in the C0020 to C0130.
      The information to be reported between R0010 and R0280 shall be after the volatility adjustment, the matching adjustment and the transitional adjustment to the relevant risk-free interest rate term structure if applied but shall not include the transitional deduction to technical provisions. The amount of transitional deduction to technical provisions is requested separately between rows R0290 and R0310.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0020
               
               
                  Ring Fenced Fund/Matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  Identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  This item is to be completed only when item Z0020 = 1.
               
            
                  
                     Technical provisions calculated as a whole
                  
               
            
                  C0020 to C0170/R0010
               
               
                  Technical provisions calculated as a whole
               
               
                  The amount of technical provisions calculated as a whole per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted business.
                  This amount shall be gross of any recoverable from reinsurance contract/SPV and Finite Re related to this business.
               
            
                  C0180/R0010
               
               
                  Technical provisions calculated as a whole — Total Non–Life obligation
               
               
                  The total amount of technical provisions calculated as a whole regarding direct and accepted business.
                  This amount shall be gross of any recoverable from reinsurance contract/SPV and Finite Re related to this business.
               
            
                  C0020 to C0130/R0020
               
               
                  Technical provisions calculated as a whole — direct business
               
               
                  The amount of technical provisions calculated as a whole per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, for the direct business.
                  This amount shall be gross of any recoverable from reinsurance contract/SPV and Finite Re related to this business.
               
            
                  C0180/R0020
               
               
                  Total Non–Life obligations, Technical provisions calculated as a whole, total direct business
               
               
                  The total amount of technical provisions calculated as a whole, for the direct business.
                  This amount shall be gross of any recoverable from reinsurance contract/SPV and Finite Re related to this business.
               
            
                  C0020 to C0130/R0030
               
               
                  Technical provisions calculated as a whole — accepted proportional reinsurance business
               
               
                  The amount of technical provisions calculated as a whole per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, for the accepted proportional reinsurance business.
                  This amount shall be gross of any recoverable from reinsurance contract/SPV and Finite Re related to this business.
               
            
                  C0180/R0030
               
               
                  Total Non–Life obligations, Technical provisions calculated as a whole, total accepted proportional reinsurance business
               
               
                  The total amount of technical provisions calculated as a whole, for the accepted proportional reinsurance business.
                  This amount shall be gross of any recoverable from reinsurance contract/SPV and Finite Re related to this business.
               
            
                  C0140 to C0170/R0040
               
               
                  Technical provisions calculated as a whole — accepted non–proportional reinsurance business
               
               
                  The amount of technical provisions calculated as a whole per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, for the accepted non–proportional reinsurance business.
                  This amount shall be gross of any recoverable from reinsurance contract/SPV and Finite Re related to this business.
               
            
                  C0180/R0040
               
               
                  Total Non–Life obligations, Technical provisions calculated as a whole, total accepted non proportional reinsurance business
               
               
                  The total amount of technical provisions calculated as a whole, for the accepted non–proportional reinsurance business.
                  This amount shall be gross of any recoverable from reinsurance contract/SPV and Finite Re related to this business.
               
            
                  C0020 to C0170/R0050
               
               
                  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
               
               
                  The amount of recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default of technical provisions calculated as a whole per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35
               
            
                  C0180/R0050
               
               
                  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
               
               
                  The total amount, for all lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default of technical provisions calculated as a whole per each line of business.
               
            
                  
                     Technical provisions calculated as a sum of a best estimate and a risk margin — Best estimate
                  
               
            
                  C0020 to C0170/R0060
               
               
                  Best Estimate of Premium provisions, Gross, total
               
               
                  The amount of best estimate for premium provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted business.
               
            
                  C0180/R0060
               
               
                  Total Non–Life obligations, Best Estimate of Premium provisions, Gross, total
               
               
                  The total amount of best estimate for premium provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance regarding direct and accepted business.
               
            
                  C0020 to C0130/R0070
               
               
                  Best Estimate of Premium provisions, Gross — direct business
               
               
                  The amount of best estimate for premium provisions, for the direct business, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0180/R0070
               
               
                  Total Non–Life obligations, Best Estimate of Premium provisions, Gross, total direct business
               
               
                  The total amount of best estimate for premium provisions, for the direct business, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance.
               
            
                  C0020 to C0130/R0080
               
               
                  Best Estimate of Premium provisions, Gross — accepted proportional reinsurance business
               
               
                  The amount of best estimate for premium provisions, for accepted proportional reinsurance business, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0180/R0080
               
               
                  Total Non–Life obligations, Best Estimate of Premium provisions, Gross, total accepted proportional reinsurance business
               
               
                  The total amount of best estimate for premium provisions, for the accepted proportional reinsurance business, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance.
               
            
                  C0140 to C0170/R0090
               
               
                  Best Estimate of Premium provisions, Gross — accepted non proportional reinsurance business
               
               
                  The amount of best estimate for premium provisions, for accepted non–proportional reinsurance business, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0180/R0090
               
               
                  Total Non–Life obligations, Best Estimate of Premium provisions, Gross, total accepted non proportional reinsurance business
               
               
                  The total amount of best estimate for premium provisions, for accepted non–proportional reinsurance business, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance.
               
            
                  C0020 to C0170/R0100
               
               
                  Best estimate of Premium provisions, Total recoverable from reinsurance/SPV and Finite re before the adjustment for expected losses due to counterparty default Direct and accepted reinsurance business
               
               
                  Total recoverable from reinsurance/SPV and Finite reinsurance before the adjustment for expected losses due to counterparty default, referred to the best estimate for premium provisions for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0180/R0100
               
               
                  Total Non–Life obligations, Best estimate of Premium provisions, Total recoverable from reinsurance/SPV and Finite re before the adjustment for expected losses due to counterparty default
               
               
                  The Total recoverable from reinsurance/SPV and Finite reinsurance before the adjustment for expected losses due to counterparty default, referred to the best estimate for premium provisions.
               
            
                  C0020 to C0170/R0110
               
               
                  Best Estimate of Premium provisions, Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses — Direct and accepted reinsurance business
               
               
                  The amount of Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses, referred to the best estimate for premium provisions, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35 regarding direct and accepted reinsurance business.
               
            
                  C0180/R0110
               
               
                  Total Non–Life obligations, Best Estimate of Premium provisions, Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses
               
               
                  The total amount of Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses, referred to the best estimate for premium provisions.
               
            
                  C0020 to C0170/R0120
               
               
                  Best Estimate of Premium provisions, Recoverables from SPV before adjustment for expected losses — Direct and accepted reinsurance business.
               
               
                  The amount of Recoverables from SPV before adjustment for expected losses, referred to the best estimate for premium provisions, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business.
               
            
                  C0180/R0120
               
               
                  Total Non–Life obligations, Best Estimate of Premium provisions, Recoverables from SPV before adjustment for expected losses
               
               
                  The total amount of Recoverables from SPV before adjustment for expected losses, referred to the best estimate for premium provisions.
               
            
                  C0020 to C0170/R0130
               
               
                  Best Estimate of Premium provisions, Recoverables from Finite Reinsurance before adjustment for expected losses — Direct and accepted reinsurance business
               
               
                  The amount of Recoverables from Finite Reinsurance before adjustment for expected losses, referred to the best estimate for premium provisions, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business.
               
            
                  C0180/R0130
               
               
                  Total Non–Life obligations, Best Estimate of Premium provisions, Recoverables from Finite Reinsurance before adjustment for expected losses.
               
               
                  The total amount of Recoverables from Finite Reinsurance before adjustment for expected losses, referred to the best estimate for premium provisions.
               
            
                  C0020 to C0170/R0140
               
               
                  Best Estimate of Premium provisions, Total recoverable from reinsurance/SPV and Finite reinsurance after the adjustment for expected losses due to counterparty default — Direct and accepted reinsurance business
               
               
                  The amount of recoverable from reinsurance/SPV and Finite reinsurance after the adjustment for expected losses due to counterparty default, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business and accepted reinsurance business.
               
            
                  C0180/R0140
               
               
                  Total Non–Life obligations, Best Estimate of Premium provisions, Recoverable from reinsurance/SPV and Finite reinsurance after the adjustment for expected losses due to counterparty default.
               
               
                  The total amount of Recoverable from reinsurance/SPV and Finite reinsurance after the adjustment for expected losses due to counterparty default, referred to the best estimate for premium provisions.
               
            
                  C0020 to C0170/R0150
               
               
                  Net best estimate of Premium provisions — Direct and accepted reinsurance business
               
               
                  The amount of net best estimate for premium provisions, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0180/R0150
               
               
                  Total Non–Life obligations, Net best estimate of Premium provisions
               
               
                  The total amount of net best estimate for premium provisions.
               
            
                  C0020 to C0170/R0160
               
               
                  Best Estimate of Claims Provisions, Gross, Total
               
               
                  The amount of best estimate for Claims Provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted business.
               
            
                  C0180/R0160
               
               
                  Total Non–Life obligations, Best Estimate of Claims Provisions, Gross, total
               
               
                  The total amount of best estimate for Claims Provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance.
               
            
                  C0020 to C0130/R0170
               
               
                  Best Estimate of Claims Provisions, Gross — direct business
               
               
                  The amount of best estimate for claims provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business.
               
            
                  C0180/R0170
               
               
                  Total Non–Life obligations, Best Estimate of Claims Provisions, Gross, total direct business
               
               
                  The total amount of best estimate for Claims provisions, direct business, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance.
               
            
                  C0020 to C0130/R0180
               
               
                  Best Estimate of Claims Provisions, Gross — accepted proportional reinsurance business
               
               
                  The amount of best estimate for claims provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding accepted proportional reinsurance.
               
            
                  C0180/R0180
               
               
                  Total Non–Life obligations, Best Estimate of Claims Provisions, Gross, total accepted proportional reinsurance business
               
               
                  The total amount of best estimate for Claims provisions, accepted proportional reinsurance business, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance.
               
            
                  C0140 to C0170/R0190
               
               
                  Best Estimate of Claims Provisions, Gross — accepted non proportional reinsurance business
               
               
                  The amount of best estimate for Claims Provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding accepted non proportional reinsurance.
               
            
                  C0180/R0190
               
               
                  Total Non–Life obligations, Best Estimate of Claims Provisions, Gross — accepted non proportional reinsurance business
               
               
                  The total amount of best estimate for Claims Provisions, gross of the amounts recoverable from reinsurance contracts, special purpose vehicles and finite reinsurance.
               
            
                  C0020 to C0170/R0200
               
               
                  Best Estimate of Claims provisions, Total recoverable from reinsurance/SPV and Finite before the adjustment for expected losses due to counterparty default
               
               
                  Total recoverable from reinsurance/SPV and Finite Re, before the adjustment for expected losses due to counterparty default, referred to the Best Estimate for Claims Provisions, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business.
               
            
                  C0180/R0200
               
               
                  Total Non–Life obligations, Best estimate of Claims Provisions, Total recoverable from reinsurance/SPV and Finite re before the adjustment for expected losses due to counterparty default
               
               
                  The Total recoverable from reinsurance/SPV, and Finite before the adjustment for expected losses due to counterparty default, referred to the Best Estimate for Claims Provisions.
               
            
                  C0020 to C0170/R0210
               
               
                  Best Estimate of Claims provisions, Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses — Direct and accepted reinsurance business
               
               
                  The amount of Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses, referred to the Best Estimate for Claims Provisions, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business.
               
            
                  C0180/R0210
               
               
                  Total Non–Life obligations, Best estimate of Claims provisions, Total Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses — Direct and accepted reinsurance business
               
               
                  The total amount of Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses, referred to the Best Estimate for Claims Provisions.
               
            
                  C0020 to C0170/R0220
               
               
                  Best Estimate of Claims provisions, Recoverables from SPV before adjustment for expected losses — Direct and accepted reinsurance business.
               
               
                  The amount of Recoverables from SPV before adjustment for expected losses, referred to the Best Estimate for Claims Provisions, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business.
               
            
                  C0180/R0220
               
               
                  Total Non–Life obligations, Best Estimate of Claims Provisions, Recoverables from SPV before adjustment for expected losses
               
               
                  The total amount of Recoverables from SPV before adjustment for expected losses, referred to the Best Estimate for Claims Provisions.
               
            
                  C0020 to C0170/R0230
               
               
                  Best Estimate of Claims provisions, Recoverables from Finite Reinsurance before adjustment for expected losses — Direct and accepted reinsurance business.
               
               
                  The amount of Recoverables from Finite Reinsurance before adjustment for expected losses, referred to the best estimate for claims provisions, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business and accepted reinsurance business.
               
            
                  C0180/R0230
               
               
                  Total Non–Life obligations, Best Estimate of Claims Provisions, Recoverables from Finite Reinsurance before adjustment for expected losses.
               
               
                  The total amount of Recoverables from Finite Reinsurance before adjustment for expected losses, referred to the Best Estimate for Claims Provisions.
               
            
                  C0020 to C0170/R0240
               
               
                  Best Estimate of Claims provisions, Total recoverable from reinsurance/SPV and Finite re after the adjustment for expected losses due to counterparty default — Direct and accepted reinsurance business
               
               
                  The amount recoverable from reinsurance/SPV and Finite re after the adjustment for expected losses due to counterparty default, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business.
               
            
                  C0180/R0240
               
               
                  Total Non–Life obligations, Best Estimate of Claims Provisions, Recoverable from reinsurance/SPV and Finite re after the adjustment for expected losses due to counterparty default.
               
               
                  The total amount of Recoverable from reinsurance/SPV and Finite re after the adjustment for expected losses due to counterparty default, referred to the Best Estimate for Claims Provisions.
               
            
                  C0020 to C0170/R0250
               
               
                  Net best estimate of Claims provisions — Direct and accepted reinsurance business
               
               
                  The amount of net best estimate for claims provisions, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business.
               
            
                  C0180/R0250
               
               
                  Total Non–Life obligations, Net best estimate of Claims Provisions
               
               
                  The total amount of net Best Estimate for Claims Provisions.
               
            
                  C0020 to C0170/R0260
               
               
                  Total best estimate, Gross — Direct and accepted reinsurance business
               
               
                  The amount of Total gross best estimate, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business.
               
            
                  C0180/R0260
               
               
                  Total Non–Life obligations, Total Best Estimate, Gross
               
               
                  The total amount of Gross Best Estimate (sum of the Premium Provision and Claims Provisions).
               
            
                  C0020 to C0170/R0270
               
               
                  Total best estimate, Net — Direct and accepted reinsurance business
               
               
                  The amount of Total net best estimate, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business.
               
            
                  C0180/R0270
               
               
                  Total Non–Life obligations, Total Best Estimate, Net
               
               
                  The total amount of Net Best Estimate (sum of the Premium Provision and Claims Provisions).
               
            
                  C0020 to C0170/R0280
               
               
                  Technical provisions calculated as a sum of a best estimate and a risk margin — Risk margin
               
               
                  The amount of risk margin, as required by Directive 2009/138/EC (Article 77 (3)). The risk margin is calculated to whole portfolio of (re)insurance obligations and then allocated to each single line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business and accepted reinsurance business.
               
            
                  C0180/R0280
               
               
                  Total Non–Life obligations, Total risk margin
               
               
                  The total amount of risk margin, as required by Directive 2009/138/EC (Article 77 (3)).
               
            
                  
                     Amount of the transitional on Technical Provisions
                  
               
            
                  C0020 to C0170/R0290
               
               
                  Amount of the transitional on Technical Provisions — Technical Provisions calculated as a whole
               
               
                  Amount of the transitional deduction to Technical Provisions allocated to the technical provisions calculated as a whole, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  This value shall be reported as a negative value.
               
            
                  C0180/R0290
               
               
                  Amount of the transitional on Technical Provisions — Technical Provisions calculated as a whole
               
               
                  Total amount, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of the transitional deduction to technical provisions allocated to the technical provisions calculated as a whole.
                  This value shall be reported as a negative value.
               
            
                  C0020 to C0170/R0300
               
               
                  Amount of the transitional on Technical Provisions — Best Estimate
               
               
                  Amount of the transitional deduction to technical provisions allocated to the best estimate, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  This value shall be reported as a negative value.
               
            
                  C0180/R0300
               
               
                  Amount of the transitional on Technical Provisions — Best Estimate
               
               
                  Total amount, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of the transitional deduction to technical provisions allocated to the best estimate.
                  This value shall be reported as a negative value.
               
            
                  C0020 to C0170/R0310
               
               
                  Amount of the transitional on Technical Provisions — Risk Margin
               
               
                  Amount of the transitional deduction to technical provisions allocated to the risk margin, per each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  This value shall be reported as a negative value.
               
            
                  C0180/R0310
               
               
                  Amount of the transitional on Technical Provisions — Risk Margin
               
               
                  Total amount, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of the transitional deduction to technical provisions allocated to the risk margin.
                  This value shall be reported as a negative value.
               
            
                  
                     Technical provisions — Total
                  
               
            
                  C0020 to C0170/R0320
               
               
                  Technical provisions, Total — Direct and accepted reinsurance business
               
               
                  The total amount of gross technical provisions, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business, including technical provisions calculated as a whole and after the transitional deduction to technical provisions.
               
            
                  C0180/R0320
               
               
                  Total Non–Life obligations, Technical Provision — total
               
               
                  The total amount of gross technical provisions regarding direct and accepted reinsurance business, including technical provisions calculated as a whole and after the transitional deduction to technical provisions.
               
            
                  C0020 to C0170/R0330
               
               
                  Technical provisions, Total — Recoverable from reinsurance contract/SPV and Finite reinsurance, after the adjustment for expected losses due to counterparty default — Direct and accepted reinsurance business
               
               
                  The total amount of recoverable from reinsurance contract/SPV and Finite reinsurance, after the adjustment for expected losses due to counterparty default, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business.
               
            
                  C0180/R0330
               
               
                  Total Non–Life obligations, Recoverable from reinsurance contract/SPV and Finite re, after the adjustment for expected losses due to counterparty default — Direct and accepted reinsurance business
               
               
                  The total amount of recoverable from reinsurance contract/SPV and Finite reinsurance, after the adjustment for expected losses due to counterparty default regarding direct and accepted reinsurance business.
               
            
                  C0020 to C0170/R0340
               
               
                  Technical provisions, Total — Technical provisions minus recoverables from reinsurance/SPV and Finite reinsurance — Direct and accepted reinsurance business
               
               
                  The total amount of net technical provisions, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct and accepted reinsurance business, including technical provisions calculated as a whole and after the transitional deduction to technical provisions.
               
            
                  C0180/R0340
               
               
                  Total Non–Life obligations, Technical provisions minus recoverables from reinsurance and SPV — Direct and accepted reinsurance business
               
               
                  The total amount of net technical provisions regarding direct and accepted reinsurance business, including technical provisions calculated as a whole and after the transitional deduction to technical provisions.
               
            
                  
                     Line of Business: further segmentation (Homogeneous Risk Groups)
                  
               
            
                  C0020 to C0170/R0350
               
               
                  Line of Business, further segmentation by (Homogeneous Risk Groups) — Premium provisions — Total number of homogeneous risk groups
               
               
                  Information regarding the number of HRG in the segmentation, if the (re)insurance undertaking further segmented line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, into homogenous risk groups according to nature of the risks underlying the contract, for each line of business where that segmentation was performed, regarding direct business and accepted proportional reinsurance and accepted non–proportional reinsurance, in respect of premium provisions.
               
            
                  C0020 to C0170/R0360
               
               
                  Line of Business, further segmentation by (Homogeneous Risk Groups) — Claims provisions — Total number of homogeneous risk groups
               
               
                  Information regarding the number of HRG in the segmentation, if the (re)insurance undertaking further segmented line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, into homogenous risk groups according to nature of the risks underlying the contract, for each line of business where that segmentation was performed, regarding direct business and accepted proportional reinsurance and accepted non–proportional reinsurance, in respect of claims provisions.
               
            
                  C0020 to C0170/R0370
               
               
                  Best estimate Premium Provisions, Cash out–flows, future benefits and claims
               
               
                  The amount of split, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business and accepted proportional reinsurance and Accepted non–proportional reinsurance, of cash flows for future benefits and claims used to determine the gross best estimate of premium provisions, i.e. the probability–weighted average of future cash out–flows, discounted to take into account the time value of money (expected present value of future cash–flows). In case of use of a stochastic methodology for the cash–flow projection, it is required to report the average scenario.
               
            
                  C0180/R0370
               
               
                  Best estimate Premium Provisions, Cash out–flows, future benefits and claims — Total
               
               
                  The total amount of cash flows for future benefits and claims used to determine the gross best estimate of premium provisions.
               
            
                  C0020 to C0170/R0380
               
               
                  Best estimate Premium Provisions, Cash out–flows, future expenses and other cash–out flows
               
               
                  The amount of split, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business and accepted proportional reinsurance and Accepted non–proportional reinsurance, of cash flows for future expenses and other cash out–flows used to determine the gross best estimate of premium provisions, i.e. the probability–weighted average of future cash out–flows, discounted to take into account the time value of money (expected present value of future cash–flows). In case of use of a stochastic methodology for the cash–flow projection, it is required to report the average scenario.
               
            
                  C0180/R0380
               
               
                  Best estimate Premium Provisions, Cash out–flows, future expenses and other cash–out flows — Total
               
               
                  The total amount of future expenses and other cash–out flows used to determine the gross best estimate of premium provisions.
               
            
                  C0020 to C0170/R0390
               
               
                  Best estimate Premium Provisions, Cash in–flows, future premiums
               
               
                  The amount of split, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business and accepted proportional reinsurance and accepted non–proportional reinsurance, of cash flows for future premiums used to determine the gross best estimate of premium provisions, i.e. the probability–weighted average of future cash in–flows, discounted to take into account the time value of money (expected present value of future cash–flows). In case of use of a stochastic methodology for the cash–flow projection, it is required to report the average scenario.
               
            
                  C0180/R0390
               
               
                  Best estimate Premium Provisions, Cash in–flows, future premiums — Total
               
               
                  The total amount of future premiums used to determine the gross best estimate of premium provisions.
               
            
                  C0020 to C0170/R0400
               
               
                  Best estimate Premium Provisions, Cash in–flows, Other cash–in flows (incl. Recoverables from salvages and subrogations)
               
               
                  The amount of split, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business and accepted proportional reinsurance and Accepted non–proportional reinsurance, of cash flows for other cash in–flows, including recoverables from salvages and subrogations, used to determine the gross best estimate of premium provisions, i.e. the probability–weighted average of future cash in–flows, discounted to take into account the time value of money (expected present value of future cash–flows). In case of use of a stochastic methodology for the cash–flow projection, it is required to report the average scenario.
               
            
                  C0180/R0400
               
               
                  Best estimate Premium Provisions, Cash in–flows, Other cash–in flows (incl. recoverables from salvages and subrogations) — Total
               
               
                  The total amount of Other cash–in flows (including recoverables from salvages and subrogations) used to determine the gross best estimate of premium provisions.
               
            
                  C0020 to C0170/R0410
               
               
                  Best estimate Claims Provisions, Cash out–flows, future benefits and claims
               
               
                  The amount of split, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business and accepted proportional reinsurance and Accepted non–proportional reinsurance, of cash flows for future benefits and claims used to determine the gross best estimate of Claims provisions, i.e. the probability–weighted average of future cash out–flows, discounted to take into account the time value of money (expected present value of future cash–flows). In case of use of a stochastic methodology for the cash–flow projection, it is required to report the average scenario.
               
            
                  C0180/R0410
               
               
                  Best estimate Claims Provisions, Cash out–flows, future benefits and claims — Total
               
               
                  The total amount of Claims Provisions, Cash out–flows, future benefits and claims used to determine the gross best estimate of claims provisions.
               
            
                  C0020 to C0170/R0420
               
               
                  Best estimate Claims Provisions, Cash out–flows, future expenses and other cash–out flows
               
               
                  The amount of split, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business and accepted proportional reinsurance and Accepted non–proportional reinsurance, of cash flows for future expenses and other cash out–flows used to determine the gross best estimate of Claims provisions, i.e. the probability–weighted average of future cash out–flows, discounted to take into account the time value of money (expected present value of future cash–flows). In case of use of a stochastic methodology for the cash–flow projection, it is required to report the average scenario.
               
            
                  C0180/R0420
               
               
                  Best estimate Claims Provisions, Cash out–flows, future expenses and other cash–out flows — Total
               
               
                  The total amount of Claims Provisions, Cash out–flows, future expenses and other cash–out flows used to determine the gross best estimate of claims provisions.
               
            
                  C0020 to C0170/R0430
               
               
                  Best estimate Claims Provisions, Cash in–flows, future premiums
               
               
                  The amount of split, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business and accepted proportional reinsurance and accepted non–proportional reinsurance, of cash flows for future premiums used to determine the gross best estimate of claims provisions, i.e. the probability–weighted average of future cash in–flows, discounted to take into account the time value of money (expected present value of future cash–flows). In case of use of a stochastic methodology for the cash–flow projection, it is required to report the average scenario.
               
            
                  C0180/R0430
               
               
                  Best estimate Claims Provisions, Cash in–flows, future premiums — Total
               
               
                  The total amount of Claims Provisions, cash in–flows, future premiums used to determine the gross best estimate of claims provisions.
               
            
                  C0020 to C0170/R0440
               
               
                  Best estimate Claims Provisions, Cash in–flows, Other cash–in flows (incl. Recoverable from salvages and subrogations)
               
               
                  The amount of split, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, regarding direct business and accepted proportional reinsurance and accepted non–proportional reinsurance, of other cash–in flows (including Recoverable from salvages and subrogations) used to determine the gross best estimate of Claims provisions, i.e. the probability–weighted average of future cash in–flows, discounted to take into account the time value of money (expected present value of future cash–flows). In case of use of a stochastic methodology for the cash–flow projection, it is required to report the average scenario.
               
            
                  C0180/R0440
               
               
                  Best estimate Claims Provisions, Cash in–flows, Other cash–in flows (incl. Recoverable from salvages and subrogations) — Total
               
               
                  The total amount of Claims Provisions, cash in–flows, Other cash–in flows (including Recoverable from salvages and subrogations) used to determine the gross best estimate of claims provisions.
               
            
                  C0020 to C0170/R0450
               
               
                  Use of simplified methods and techniques to calculate technical provisions — Percentage of gross Best Estimate calculated using approximations
               
               
                  Indicate the percentage of gross best estimate included in Total Best Estimate Gross (R0260) calculated using approximations as established in Article 21 of Delegated Regulation (EU) 2015/35, per each Line of Business.
               
            
                  C0180/R0450
               
               
                  Use of simplified methods and techniques to calculate technical provisions — Percentage of gross Best Estimate calculated using approximations — Total
               
               
                  Indicate the percentage of total gross best estimate included in Total Best Estimate Gross (R0260) calculated using approximations as established in Article 21 of Delegated Regulation (EU) 2015/35, per each Line of Business regarding direct business and accepted proportional reinsurance and accepted non–proportional reinsurance.
               
            
                  C0020 to C0170/R0460
               
               
                  Best estimate subject to transitional of the interest rate
               
               
                  Indicate the amount of best estimate reported in R0260 subject to transitional adjustment to the relevant risk-free interest rate term structure, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0180/R0460
               
               
                  Best estimate subject to transitional of the interest rate — Total Non–Life obligation
               
               
                  Indicate the total amount, for all lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of Best estimate reported in R0260 subject to transitional adjustment to the relevant risk-free interest rate term structure.
               
            
                  C0020 to C0170/R0470
               
               
                  Technical provisions without transitional of the interest rate
               
               
                  Indicate the amount of the technical provisions where the transitional adjustment to the relevant risk-free interest rate term structure has been applied calculated without the transitional adjustment to the relevant risk-free interest rate term structure, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  In the cases where the same best estimates were also subject to the volatility adjustment, the amount reported in this item shall reflect the value without the transitional adjustment to the relevant risk-free interest rate term structure but with the volatility adjustment.
               
            
                  C0180/R0470
               
               
                  Technical provisions without transitional of the interest rate — Total Non–Life obligation
               
               
                  Indicate the total amount, for all lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of the technical provisions where the transitional adjustment to the relevant risk-free interest rate term structure has been applied calculated without the transitional adjustment to the relevant risk-free interest rate term structure.
                  In the cases where the same best estimates were also subject to the volatility adjustment, the amount reported in this item shall reflect the value without the transitional adjustment to the relevant risk-free interest rate term structure but with the volatility adjustment.
               
            
                  C0020 to C0170/R0480
               
               
                  Best estimate subject to volatility adjustment
               
               
                  Indicate the amount of best estimate reported in R0260 subject to volatility adjustment, for each Line of Business.
               
            
                  C0180/R0480
               
               
                  Best estimate subject to volatility adjustment — Total Non–Life obligation
               
               
                  Indicate the total amount, for all lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of the best estimate reported in R0260 subject to volatility adjustment.
               
            
                  C0020 to C0170/R0490
               
               
                  Technical provisions without volatility adjustment and without others transitional measures
               
               
                  Indicate the amount of Technical provisions without volatility adjustment, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  In the cases where the same best estimates were also subject to the transitional deduction to technical provisions/transitional adjustment to the relevant risk-free interest rate term structure, the amount reported in this item shall reflect the value without both the transitional adjustment to the relevant risk-free interest rate term structure and without the volatility adjustment.
               
            
                  C0180/R0490
               
               
                  Technical provisions without volatility adjustment and without others transitional measures — Total Non–Life obligation
               
               
                  Indicate the total amount, for all lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of technical provisions without volatility adjustment.
                  In the cases where the same best estimates were also subject to the transitional deduction to technical provisions/transitional adjustment to the relevant risk-free interest rate term structure, the amount reported in this item shall reflect the value without both the transitional adjustment to the relevant risk-free interest rate term structure and without the volatility adjustment.
               
            
         S.17.02 — Non-Life Technical Provisions — By country
      
      
         General comments:
      
      Line of Business for non–life obligations: the lines of business, referred to in Article 80 of Directive 2009/138/EC, as defined in Annex I to Delegated Regulation (EU) 2015/35, referred to direct business.
      Health direct insurance business pursued on a non–similar technical basis to life insurance shall be segmented into Non–Life line of business 1 to 3.
      Undertakings shall take into account all the obligations in different currencies and convert them into the reporting currency.
      The information by country shall be reported according to the following:
      
                  a)
               
               
                  Information on the home country shall be always reported regardless of the amount of Technical Provisions as a whole and Gross Best Estimate (referred to direct business);
               
            
                  b)
               
               
                  Information reported by country shall at least represent 90 % of the total Technical Provisions as a whole and Gross Best Estimate (referred to direct business) of any line of business;
               
            
                  c)
               
               
                  If a specific country has to be reported for a particular line of business to comply with sub–paragraph b) then that country shall be reported for all lines of business;
               
            
                  d)
               
               
                  The other countries shall be reported aggregated in ‘other–EEA’ or ‘other–non EEA’;
               
            
                  e)
               
               
                  For the direct insurance business for the lines of business ‘Medical expense’, ‘Income protection’, ‘Workers' compensation’, ‘Fire and other damage to property’ and ‘Credit and suretyship’ information shall be reported by country where the risk is situated as defined in Article 13 (13) of Directive 2009/138/EC;
               
            
                  f)
               
               
                  For direct insurance business for all other lines of business not referred in sub–paragraph e) information shall be reported by country where the contract was entered into;
               
            For the purposes of this template ‘country where the contract was entered into’ means:
      
                  o)
               
               
                  The country where the insurance undertaking is established (home country) when the contract was not sold through a branch or freedom to provide services;
               
            
                  p)
               
               
                  The country where the branch is located (host country) when the contract was sold through a branch;
               
            
                  q)
               
               
                  The country where the freedom to provide services was notified (host country) when the contract was sold through freedom to provide services.
               
            
                  r)
               
               
                  If an intermediary is used or in any other situation, it is a), b) or c) depending on who sold the contract.
               
            The information to be reported shall include the volatility adjustment, the matching adjustment, the transitional adjustment to the relevant risk-free interest rate term structure and the transitional deduction to technical provisions.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0040
               
               
                  Country 1
                  …
               
               
                  Report the country ISO 3166–1 alpha–2 code of each required country, row by row.
               
            
                  C0020 to C0130/R0010
               
               
                  Gross TP calculated as a whole and Gross BE for different countries — Home country
               
               
                  Amount of gross technical provision calculated as a whole and gross best estimate, by country where the risk is situated or country where the contract was entered into when the country is the Home country, for each Line of Business, regarding direct business only (excluding accepted reinsurance).
                  In some cases undertaking may need to use their judgment/approximations to provide correct data, in line with assumptions used for the calculation of Technical Provisions.
               
            
                  C0020 to C0130/R0020
               
               
                  Gross TP calculated as a whole and Gross BE for different countries — EEA countries outside the materiality threshold — not reported by country
               
               
                  Amount of gross technical provision calculated as a whole and gross best estimate, for EEA countries outside the materiality threshold (i.e. those not reported separately by country), except the home country for each Line of Business, regarding direct business only (excluding accepted reinsurance)
                  In some cases undertaking may need to use their judgment/approximations to provide correct data, in line with assumptions used for the calculation of TP.
               
            
                  C0020 to C0130/R0030
               
               
                  Gross TP calculated as a whole and Gross BE for different countries — Non–EEA countries outside the materiality threshold — not reported by country
               
               
                  Amount of gross technical provision calculated as a whole and gross best estimate, for non–EEA countries outside the materiality threshold (i.e. those not reported separately by country), for each Line of Business, regarding direct business only (excluding accepted reinsurance).
                  In some cases undertaking may need to use their judgment/approximations to provide correct data, in line with assumptions used for the calculation of TP.
               
            
                  C0020 to C0130/R0040
               
               
                  Gross TP calculated as a whole and Gross BE for different countries — Country 1 [one row for each country in the materiality threshold]
               
               
                  Amount of gross technical provision calculated as a whole and gross best estimate, by country where the risk is situated or country where the contract was entered into, for each Line of Business, regarding direct business only (excluding accepted reinsurance).
                  In some cases undertaking may need to use their judgment/approximations to provide correct data, in line with assumptions used for the calculation of TP.
               
            
         S.18.01 — Projection of future cash flows (Best Estimate — Non Life)
      
      
         General Comments:
      
      This section relates to annual submission of information for individual undertakings.
      This template applies only to Best Estimate and the following shall be considered:
      
                  —
               
               
                  All cash flows expressed in different currencies shall be considered and converted in the reporting currency using the exchange rate at the reporting date;
               
            
                  —
               
               
                  The cash flows shall be reported gross of reinsurance and undiscounted;
               
            
                  —
               
               
                  In case the undertaking uses simplifications for the calculation of technical provisions, for which an estimate of the expected future cash–flows arising from the contracts are not calculated, the information shall be reported only in those cases where more than 10 % of technical provisions have a settlement period longer than 24 months.
               
            
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010 to R0310
               
               
                  Best Estimate Premium Provision (Gross) — Cash out–flows — Future Benefits
               
               
                  Amounts of all the expected payments to policyholders and beneficiaries as defined in Article 78 (3) of Directive 2009/138/EC, referred to the whole portfolio of non–life obligations falling within the contract boundary, used in the calculation of premium provisions, from year 1 to year 30 and from year 31 and after.
               
            
                  C0020/R0010 to R0310
               
               
                  Best Estimate Premium Provision (Gross) — Cash out–flows — Future expenses and other cash–out flows
               
               
                  Amount of expenses that will be incurred in servicing insurance and reinsurance obligations as defined in Article 78 (1) of Directive 2009/138/EC and in Article 31 of Delegated Regulation (EU) 2015/35 and other cash–out flow items such as taxation payments which are charged to policyholders used in the calculation of premium provisions, referred to the whole portfolio of non–life obligations from year 1 to year 30 and from year 31 and after.
               
            
                  C0030/R0010 to R0310
               
               
                  Best Estimate Premium Provision (Gross) — Cash in–flows — Future Premiums
               
               
                  Amounts of all the future premiums stemming from existing policies, excluding the past–due premiums, referred to the whole portfolio of non–life obligations, used in the calculation of premium provisions, from year 1 to year 30 and from year 31 and after.
               
            
                  C0040/R0010 to R0310
               
               
                  Best Estimate Premium Provision (Gross) — Cash in–flows — Other cash–in flows
               
               
                  Amount of recoverables from salvages and subrogations and other cash–in flows (not including investment returns), used in the calculation of premium provisions, referred to the whole portfolio of non–life obligations from year 1 to year 30 and from year 31 and after.
               
            
                  C0050/R0010 to R0310
               
               
                  Best Estimate Claims Provision (Gross) — Cash out–flows — Future Benefits
               
               
                  Amounts of all the expected payments to policyholders and beneficiaries as defined in Article 78 (3) of Directive 2009/138/EC, referred to the whole portfolio of non–life obligations and relating existing contracts, used in the calculation of claims provisions, from year 1 to year 30 and from year 31 and after.
               
            
                  C0060/R0010 to R0310
               
               
                  Best Estimate Claims Provision (Gross) — Cash out–flows — Future Expenses and other cash–out flows
               
               
                  Amount of expenses that will be incurred in servicing insurance and reinsurance obligations as defined in Article 78 (1) of Directive 2009/138/EC and other cash–flow items such as taxation payments which are charged to policyholders used in the calculation of claims provisions, referred to the whole portfolio of non–life obligations from year 1 to year 30 and from year 31 and after.
               
            
                  C0070/R0010 to R0310
               
               
                  Best Estimate Claims Provision (Gross) — Cash in–flows — Future premiums
               
               
                  Amounts of all the future premiums stemming from existing policies, excluding the past–due premiums, referred to the whole portfolio of non–life obligations used in the calculation of claims provisions, from year 1 to year 30 and from year 31 and after.
               
            
                  C0080/R0010 to R0310
               
               
                  Best Estimate Claims Provision (Gross) — Cash in–flows — Other cash–in flows
               
               
                  Amount of recoverables from salvages and subrogations and other cash–in flows (not including investment returns), used in the calculation of claims provisions, referred to the whole portfolio of non–life obligations and relating existing contracts, from year 1 to year 30 and from year 31 and after.
               
            
                  C0090/R0010 to R0310
               
               
                  Total recoverable from reinsurance (after the adjustment)
               
               
                  Amount of undiscounted cash–flows expected for each year from year 1 to year 30 and from year 31 and after.
                  The future cash–flows undiscounted from amounts recoverables from reinsurance and SPVs/Finite Re, including ceded intra group reinsurance, including future reinsurance premiums. Amount shall be reported net of adjustment for counterparty default risk.
               
            
         S.19.01 — Non–life insurance claims
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      Claims development triangles show the insurer's estimate of the cost of claims (claims paid and claims provisions under Solvency II valuation principle) and how this estimate develops over time.
      Three set of triangles are required regarding claims paid, best estimate of claims provisions and RBNS claims.
      This template shall be reported for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and material considering the following specifications:
      
                  i.
               
               
                  reporting by line of business: it is required to report lines of business 1–12 (as reported in S.17.01) for both direct and accepted proportional reinsurance (to be reported together) and lines of business 25–28 for accepted non–proportional reinsurance;
               
            
                  ii.
               
               
                  If 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 the information shall be reported with the following split by currencies in addition to the total for the line of business:
                  
                              a)
                           
                           
                              Amounts in the reporting currency;
                           
                        
                              b)
                           
                           
                              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; or
                           
                        
                              c)
                           
                           
                              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.
                           
                        
            
                  iii.
               
               
                  If the total gross best estimate for one non–life line of business represents less than 3 % of the total gross best estimate of the claims provision no currency split is required, only the total for the line of business shall be reported.
               
            
                  iv.
               
               
                  The information by currency shall be reported in the original currency of the contracts unless otherwise specified.
               
            Undertakings are required to report data on an accident year or underwriting year basis, in accordance with any requirements of the National Supervisory Authority. If the National Supervisory Authority has not stipulated which to use then the undertaking may use accident or underwriting year according to how they manage each line of business, provided that they use the same year consistently, year on year.
      The default length of run–off triangle is 15 + 1 years for all lines of business but the reporting requirement is based on the undertakings' claims development (if length of the claims settlement cycle is shorter than 15 years, undertakings are required to report according to the internal shorter development).
      Historical data, starting from the first time application of Solvency II, are required for claims paid and RBNS claims but not for Best Estimate of Claims Provision. For the compilation of the historical data for claims paid and RBNS claims the same approach concerning the length of triangle for the on–going reporting will be applied (i.e. the shorter between 15 + 1 years and the undertakings' claims settlement cycle).
      All or part of an obligation moves from S.19.01 into S.16.01, when both of the conditions below are met:
      
                  iii.
               
               
                  All or part of the obligation has been formally settled as an annuity; and
               
            
                  iv.
               
               
                  a best estimate of an obligation formally settled as an annuity can be established using life techniques.
               
            Formally settled as an annuity typically means that a legal process has ordered that the beneficiary is to receive payments as an annuity.
      The sum of provisions in templates S.16.01 and S.19.01 for one non–life line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, represents the total claims reserves originating from this line of business.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Line of Business
               
               
                  Identification of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, reported. The following closed list shall be used:
                  
                               
                           
                           
                              1 — 1 and 13 Medical expense insurance
                           
                        
                               
                           
                           
                              2 — 2 and 14 Income protection insurance
                           
                        
                               
                           
                           
                              3 — 3 and 15 Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — 4 and 16 Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — 5 and 17 Other motor insurance
                           
                        
                               
                           
                           
                              6 — 6 and 18 Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — 7 and 19 Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — 8 and 20 General liability insurance
                           
                        
                               
                           
                           
                              9 — 9 and 21 Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — 10 and 22 Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — 11 and 23 Assistance
                           
                        
                               
                           
                           
                              12 — 12 and 24 Miscellaneous financial loss
                           
                        
                               
                           
                           
                              25 — Non–proportional health reinsurance
                           
                        
                               
                           
                           
                              26 — Non–proportional casualty reinsurance
                           
                        
                               
                           
                           
                              27 — Non–proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              28 — Non–proportional property reinsurance
                           
                        
            
                  Z0020
               
               
                  Accident year or Underwriting year
               
               
                  Report the standard used by the undertakings for reporting of claims development. One of the options from the following closed list shall be used:
                  
                               
                           
                           
                              1 — Accident year
                           
                        
                               
                           
                           
                              2 — Underwriting year
                           
                        
            
                  Z0030
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency in which the obligation is denominated.
                  This item shall be filled in with ‘Total’ when reporting the total for the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  Z0040
               
               
                  Currency conversion
               
               
                  Identify if the information reported by currency is being reported in the original currency (default) or in the reporting currency (otherwise specified). The following close list shall be used:
                  
                               
                           
                           
                              1 — Original currency
                           
                        
                               
                           
                           
                              2 — Reporting currency
                           
                        Only applicable when reporting by currency.
               
            
                  C0010 to C0160/ R0100 to R0250
               
               
                  Gross Claims Paid (non–cumulative) –Triangle
               
               
                  The Gross Claims Paid, net of salvage and subrogation, excluding expenses, in a triangle showing the developments of the gross claims payment already made: for each of the accident/underwriting years from N–14 (and prior) and all previous reporting periods to — including — N (last reporting year) report the payments already made corresponding at each development year (which is the delay between the accident/underwriting date and the payment date).
                  The data are in absolute amount, non–cumulative and undiscounted.
                  The amount includes all the elements that compose the claim itself but excludes any expenses.
               
            
                  C0170/ R0100 to R0260
               
               
                  Gross Claims Paid (non–cumulative) — In current year
               
               
                  Total ‘Current year’ reflects the last diagonal (all data referred to last reporting year) from R0110 to R0250.
                  R0260 is the total of R0110 to R0250.
               
            
                  C0180/ R0100 to R0260
               
               
                  Gross Claims Paid — Sum of years (cumulative)
               
               
                  Total ‘Sum of years’ contains the sum of all data in rows (sum of all payments referred to the accident/underwriting year), including total.
               
            
                  C0200 to C0350/ R0100 to R0250
               
               
                  Gross undiscounted Best Estimate Claims Provisions — Triangle
               
               
                  Triangles of undiscounted best estimate of claims provisions, gross of reinsurance for each of the accident/underwriting years from N–14 (and prior) and all previous reporting periods to — including — N (last reporting year). The best estimate for claims provision relates to claims events occurred before or at the valuation date, whether the claims arising from these events have been reported or not.
                  The data are in absolute amount, non–cumulative and undiscounted.
               
            
                  C0360/ R0100 to R0260
               
               
                  Gross Best Estimate Claims Provisions — Year end (discounted data)
               
               
                  Total ‘Year end’ reflects the last diagonal but on a discounted basis (all data referred to last reporting year) from R0110 to R0250.
                  R0260 is the total of R0110 to R0250
               
            
                  C0400 to C0550/ R0100 to R0250
               
               
                  Gross Reported but not Settled Claims (RBNS) — Triangle
               
               
                  Triangles for each of the accident/underwriting years from N–14 (and prior) and all previous reporting periods to — including — N (last reporting year) of provisions in respect of claim events that have happened and been reported to the insurer, but have not yet been settled, excluding incurred but not reported claims (‘IBNR’). These may be case–by–case reserves estimated by claim handlers and do not need to be on a best estimate Solvency II basis. The reported but not settled claims (‘RBNS’) shall be measured using consistent reserve strength over time.
                  The data are in absolute amount, non–cumulative and undiscounted.
                  The amount includes all the elements that compose the claim itself but excludes any expenses.
               
            
                  C0560/ R0100 to R0260
               
               
                  Gross Reported but not Settled Claims (RBNS) — Year end (discounted data)
               
               
                  Total ‘Year end’ reflects the last diagonal (all data referred to last reporting year) from R0110 to R0250.
                  R0260 is the total of R0110 to R0250.
               
            
                  C0600 to C0750/ R0300 to R0450
               
               
                  Reinsurance Recoveries received (non–cumulative) — Triangle
               
               
                  Triangles for each of the accident/underwriting years from N–14 (and prior) and all previous reporting periods to — including — N (last reporting year) of payments, reported in the ‘Gross Claims Paid (non–cumulative)’, covered by a reinsurance contract.
                  The amounts shall be considered after the adjustment for the counterparty default.
                  The amount includes all the elements that compose the claim itself but excludes any expenses.
               
            
                  C0760/ R0300 to R0460
               
               
                  Reinsurance Recoveries received (non–cumulative) — In current year
               
               
                  Total ‘Current year’ reflects the last diagonal (all data referred to last reporting year) from R0310 to R0450.
                  R0460 is the total of R0310 to R0450.
                  The amount includes all the elements that compose the claim itself but excludes any expenses.
               
            
                  C0770/ R0300 to R0450
               
               
                  Reinsurance Recoveries received — Sum of years (cumulative)
               
               
                  Total ‘Sum of years’ contains the sum of all data in rows (sum of all payments referred to the i–accident/underwriting year), including total.
               
            
                  C0800 to C0950/ R0300 to R0450
               
               
                  Undiscounted Best Estimate Claims Provisions — Reinsurance recoverable — Triangle
               
               
                  Provisions referred to the amounts recoverable from reinsurance contracts and special purpose vehicles. In the triangle is required to reported undiscounted data, while the column ‘Year end’ will contain data on discounted basis.
                  The amounts shall be considered after the adjustment for the counterparty default.
               
            
                  C0960/ R0300 to R0460
               
               
                  Best Estimate Claims Provisions — Reinsurance recoverable — Year end (discounted data)
               
               
                  Total ‘Year end’ reflects the last diagonal but a on discounted basis (all data referred to last reporting year) from R0310 to R0450.
                  R0460 is the total of R0310 to R0450.
               
            
                  C1000 to C1150/ R0300 to R0450
               
               
                  Reinsurance RBNS Claims — Triangle
               
               
                  Triangles for each of the accident/underwriting years from N–14 (and prior) and all previous reporting periods to — including — N (last reporting year) of reinsurance share of provisions, reported in the ‘Gross Reported but not Settled Claims (RBNS)’, covered by a reinsurance contract.
                  The amount includes all the elements that compose the claim itself but excludes any expenses.
               
            
                  C1160/ R0300 to R0460
               
               
                  Reinsurance RBNS Claims — Year end
               
               
                  Total ‘Year end’ reflects the last diagonal (all data referred to last reporting year) from R0310 to R0450.
                  R0460 is the total of R0310 to R0450.
               
            
                  C1200 to C1350/ R0500 to R0650
               
               
                  Net Claims Paid (non–cumulative) — Triangle
               
               
                  Triangles for each of the accident/underwriting years from N–14 (and prior) and all previous reporting periods to — including — N (last reporting year) of claims paid net of salvage/subrogation and reinsurance.
                  The amount includes all the elements that compose the claim itself but excludes any expenses.
               
            
                  C1360/ R0500 to R0660
               
               
                  Net Claims Paid (non–cumulative) — In current year
               
               
                  Total ‘Current year’ reflects the last diagonal (all data referred to last reporting year), from R0510 to R0650.
                  R0660 is the total of R0510 to R0650
               
            
                  C1370/ R0500 to R0660
               
               
                  Net Claims Paid — Sum of year (cumulative)
               
               
                  Total ‘Sum of years’ contains the sum of all data in rows (sum of all payments referred to the accident/underwriting year), including total.
               
            
                  C1400 to C1550/ R0500 to R0650
               
               
                  Net Undiscounted Best Estimate Claims Provisions — Triangle
               
               
                  Triangles for each of the accident/underwriting years from N–14 (and prior) and all previous reporting periods to — including — N (last reporting year) of Best Estimate of Claims Provisions, net of reinsurance.
               
            
                  C1560/ R0500 to R0660
               
               
                  Net Undiscounted Best Estimate Claims Provisions — Year end (discounted data)
               
               
                  Total ‘Year end’ reflects the last diagonal but on a on discounted basis (all data referred to last reporting year) from R0510 to R0650.
                  R0660 is the total of R0510 to R0650
               
            
                  C1600 to C1750/ R0500 to R0650
               
               
                  Net RBNS Claims — Triangle
               
               
                  Triangles for each of the accident/underwriting years from N–14 (and prior) and all previous reporting periods to — including — N (last reporting year) of Claims Outstanding net of salvage/subrogation and reinsurance.
                  The amount includes all the elements that compose the claim itself but excludes any expenses.
               
            
                  C1760/ R0500 to R0660
               
               
                  Net RBNS Claims — Year end
               
               
                  Total ‘Year end’ reflects the last diagonal (all data referred to last reporting year) from R0510 to R0650.
                  R0660 is the total of R0510 to R0650.
               
            
                  
                     Inflation rates (only in the case of using methods that take into account inflation to adjust data)
                  
               
            
                  C1800 to C1940/ R0700
               
               
                  Historic inflation rate — total
               
               
                  In the case of use of run–off techniques that explicitly take into account inflation in order to adjust data report by year, and for the 15 years, historic inflation rate used to adjusted historical paid losses triangles.
               
            
                  C1800 to C1940/ R0710
               
               
                  Historic inflation rate — external inflation
               
               
                  In the case of use of run–off techniques that explicitly take into account inflation in order to adjust data report, by year, and for the 15 years, historic external inflation: which is the ‘economic’ or ‘general’ inflation, i.e. the increase of the price of goods and services in an specific economy (e.g. Consumer Price Index, Producer Price Index, etc.
               
            
                  C1800 to C1940/ R0720
               
               
                  Historic inflation rate — endogenous inflation
               
               
                  In the case of use of run–off techniques that explicitly take into account inflation in order to adjust data report, by year, and for the 15 years, historic endogenous inflation: which is an increase of claim costs specific of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, under consideration.
               
            
                  C2000 to C2140/ R0730
               
               
                  Expected inflation rate — total
               
               
                  In the case of use of run–off techniques that explicitly take into account inflation in order to adjust data report by year, and for the 15 years, expected inflation rate used to adjusted historical paid losses triangles.
               
            
                  C2000 to C2140/ R0740
               
               
                  Expected inflation rate — external inflation
               
               
                  In the case of use of run–off techniques that explicitly take into account inflation in order to adjust data report, by year, and for the 15 years, expected external inflation: which is the ‘economic’ or ‘general’ inflation, i.e. the increase of the price of goods and services in an specific economy (e.g. Consumer Price Index, Producer Price Index, etc.
               
            
                  C2000 to C2140/ R0750
               
               
                  Expected inflation rate — endogenous inflation
               
               
                  In the case of use of run–off techniques that explicitly take into account inflation in order to adjust data report, by year, and for the 15 years, expected endogenous inflation: which is an increase of claim costs specific of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, under consideration.
               
            
                  C2200/ R0760
               
               
                  Description of inflation rate used
               
               
                  In the case of use of run–off techniques that explicitly take into account inflation in order to adjust data report narrative description of inflation rate used.
               
            
         S.20.01 — Development of the distribution of the claims incurred
      
      
         General comments:
      
      This section provides an overview about the run–off/movement of non–life claims portfolios, in terms of both claims paid (split by different type of claims) and RBNS claims (as defined in S.19.01).
      This template must be filled for each Line of Business (12 line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, in total) with regards to gross direct business (i.e. undertakings are exempted to report the accepted — proportional and non–proportional — business); in case of RBNS denominated in different currencies, it is required to report only the total in the reporting currency.
      With regard to the number of claims to be reported, undertakings will use their specific definition or, if available, specification existing at national level (for instance requirement laid down by the National Supervisory Authority). However, each claim shall be reported once. If any claim is closed and reopened during the year, it shall not be reported in the column ‘Reopen Claims during the year’ but it shall be reported in relevant column regarding ‘Open Claims at the beginning of the year’ or ‘Claims reported during the year’.
      Undertakings are required to report data on accident year or underwriting year basis, in accordance with any requirements of the National Supervisory Authority. If the National Supervisory Authority has not stipulated which to use then the undertaking may use accident or underwriting year according to how they manage each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, provided that they use the same year consistently, year on year.
      As per the number of years to be reported, the same reporting requirement introduced in S.19.01 applies.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Line of business
               
               
                  Identification of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, reported. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
            
                  Z0020
               
               
                  Accident year/Underwriting year
               
               
                  Report the standard used by the undertakings for reporting of claims development. One of the options from the following closed list shall be used:
                  
                               
                           
                           
                              1 — Accident year
                           
                        
                               
                           
                           
                              2 — Underwriting year
                           
                        
            
                  C0020/R0010 to R0160
               
               
                  RBNS claims. Open Claims at the beginning of the year, Open Claims at the end of the year — Number of claims
               
               
                  The number of open claims at the beginning of the year and still open at the end of the reporting year, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
               
            
                  C0030/R0010 to R0160
               
               
                  RBNS claims. Open Claims at the beginning of the year, Open Claims at the end of the year — Gross RBNS at the beginning of the year
               
               
                  The amount of gross RBNS Claims, net of salvage and subrogation, at the beginning of the year and still open at the end of the reporting year, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0040/R0010 to R0160
               
               
                  RBNS claims. Open Claims at the beginning of the year, Open Claims at the end of the year — Gross payments made during the current year
               
               
                  The amount of gross payments, net of salvage and subrogation, made during the current year regarding claims still open at the end of the reporting year, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0050/R0010 to R0160
               
               
                  RBNS claims. Open Claims at the beginning of the year, Open Claims at the end of the year — Gross RBNS at the end of the period
               
               
                  The amount of gross RBNS Claims, net of salvage and subrogation, at the end of the period regarding claims still open at the end of the reporting year, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0060/R0010 to R0160
               
               
                  RBNS claims. Open Claims at the beginning of the year, Closed Claims at the end of the year, settled with payment — Number of claims ended with payments
               
               
                  The number of Claims open at the beginning of the year and closed at the end of the year and settled with payments, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
               
            
                  C0070/R0010 to R0160
               
               
                  RBNS claims. Open Claims at the beginning of the year, Closed Claims at the end of the year, settled with payment — Gross RBNS at the beginning of the year
               
               
                  The amount of gross RBNS Claims, net of salvage and subrogation, open at the beginning of the year and closed at the end of the year and settled with payments, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0080/R0010 to R0160
               
               
                  RBNS claims. Open Claims at the beginning of the year, Closed Claims at the end of the year, settled with payment — Gross payments made during the current year
               
               
                  The amount of gross payments, net of salvage and subrogation, made during the current year regarding claims closed at the end of the reporting year and settled with payments, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims
               
            
                  C0090/R0010 to R0160
               
               
                  RBNS claims. Open Claims at the beginning of the year, Closed Claims at the end of the year, settled without any payment — Number of claims ended without any payment
               
               
                  The number of Claims open at the beginning of the year and closed at the end of the year and settled without any payment, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
               
            
                  C0100/R0010 to R0160
               
               
                  RBNS claims. Open Claims at the beginning of the year, Closed Claims at the end of the year, settled without any payment — Gross RBNS at the beginning of the year referred to claims settled without any payment
               
               
                  The amount of gross RBNS Claims, net of salvage and subrogation, open at the beginning of the year and closed at the end of the year and settled without any payment, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0110/R0010 to R0160
               
               
                  Claims reported during the year, Open Claims at the end of the year — Number of claims
               
               
                  The number of claims reported during the year and still open at the end of the year, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
               
            
                  C0120/R0010 to R0160
               
               
                  Claims reported during the year, Open Claims at the end of the year — Gross payments made during the current year
               
               
                  The amount of gross payments, net of salvage and subrogation, made during the current year regarding claims reported during the year and still open at the end of the reporting year, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0130/R0010 to R0160
               
               
                  Claims reported during the year, Open Claims at the end of the year — Gross RBNS at the end of the period
               
               
                  The amount of gross RBNS Claims, net of salvage and subrogation, at the end of the period regarding claims reported during the year and still open at the end of the reporting year, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0140/R0010 to R0160
               
               
                  Claims reported during the year, Closed Claims at the end of the year, settled with payment — Number of claims ended with payments
               
               
                  The number of Claims reported during the year and closed at the end of the year and settled with payments, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
               
            
                  C0150/R0010 to R0160
               
               
                  Claims reported during the year, Closed Claims at the end of the year, settled with payment — Gross payments made during the current year
               
               
                  The amount of gross payments, net of salvage and subrogation, made during the current year regarding claims reported during the year and closed at the end of the year and settled with payments, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0160/R0010 to R0160
               
               
                  Claims reported during the year, Closed Claims at the end of the year, settled without any payment — Number of claims ended without any payment
               
               
                  The number of Claims reported during the year and closed at the end of the year and settled without any payment, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
               
            
                  C0170/R0010 to R0160
               
               
                  Reopen claims during the year, Open Claims at the end of the year — Number of claims
               
               
                  The number of Claims reopened during the year and still open at the end of the year, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
               
            
                  C0180/R0010 to R0160
               
               
                  Reopen claims during the year, Open Claims at the end of the year — Gross payments made during the current year
               
               
                  The amount of gross payments, net of salvage and subrogation, made during the current year regarding claims reopened during the year and still open at the end of the year, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0190/R0010 to R0160
               
               
                  Reopen claims during the year, Open Claims at the end of the year — Gross RBNS at the end of the period
               
               
                  The amount of gross RBNS Claims, net of salvage and subrogation,at the end of the period regarding claims reopened during the year and still open at the end of the year, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0200/R0010 to R0160
               
               
                  Reopen claims during the year, Closed Claims at the end of the period — Number of claims ended with payments
               
               
                  The number of Claims reopened during the year and closed at the end of the year and ended with payments, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
               
            
                  C0210/R0010 to R0160
               
               
                  Reopen claims during the year, Closed Claims at the end of the period — Gross payments made during the current year
               
               
                  The amount of gross payments, net of salvage and subrogation, made during the current year regarding claims reopened during the year and closed at the end of the year with payments, by accident/underwriting years from the year N–1 (the year before the reporting year) to N–14, amount of all previous reporting periods prior to N–14 and the total of all the years from N–1 to prior to year N–14.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0110/R0170
               
               
                  Claims reported during the year, Open Claims at the end of the year — Number of claims
               
               
                  The number of claims reported during the year and still open at the end of the year, for the accident/underwriting year, regarding the reporting year N.
               
            
                  C0120/R0170
               
               
                  Claims reported during the year, Open Claims at the end of the year — Gross payments made during the current year
               
               
                  The amount of gross payments, net of salvage and subrogation, made during the current year regarding claims reported during the year and still open at the end of the reporting year, for the accident/underwriting year, regarding the reporting year N.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0130/R0170
               
               
                  Claims reported during the year, Open Claims at the end of the year — Gross RBNS at the end of the period
               
               
                  The amount of gross RBNS Claims, net of salvage and subrogation, at the end of the period regarding claims reported during the year and still open at the end of the reporting year, for the accident/underwriting year, regarding the reporting year N.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0140/R0170
               
               
                  Claims reported during the year, Closed Claims at the end of the year, settled with payment — Number of claims ended with payments
               
               
                  The number of Claims reported during the year and closed at the end of the year and settled with payments, for the accident/underwriting year, regarding the reporting year N.
               
            
                  C0150/R0170
               
               
                  Claims reported during the year, Closed Claims at the end of the year, settled with payment — Gross payments made during the current year
               
               
                  The amount of gross payments, net of salvage and subrogation, made during the current year regarding claims reported during the year and closed at the end of the year and settled with payments, for the accident/underwriting year, regarding the reporting year N.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0160/R0170
               
               
                  Claims reported during the year, Closed Claims at the end of the year, settled without any payment — Number of claims ended without any payment
               
               
                  The number of Claims reported during the year and closed at the end of the year and settled without any payment, for the accident/underwriting year, regarding the reporting year N.
               
            
                  C0110/R0180
               
               
                  Total Claims reported during the year, Open Claims at the end of the year — Number of claims
               
               
                  Total number of claims reported during the year still open at the end of the year.
               
            
                  C0120/R0180
               
               
                  Total Claims reported during the year, Open Claims at the end of the year — Gross payments made during the current year
               
               
                  Total of gross payments, net of salvage and subrogation,made during the current year in relation to total number of claims reported during the year still open at the end of the year.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0130/R0180
               
               
                  Total Claims reported during the year, Open Claims at the end of the year — Gross RBNS at the end of the period
               
               
                  Total of Gross RBNS, net of salvage and subrogation,at the end of the period in relation to total number of claims reported during the year still open at the end of the year.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0140/R0180
               
               
                  Total Claims reported during the year, Closed Claims at the end of the year, settled with payment — Number of claims ended with payments
               
               
                  Total number of claims reported during the year and settled with payments.
               
            
                  C0150/R0180
               
               
                  Total Claims reported during the year, Closed Claims at the end of the year, settled with payment — Gross payments made during the current year
               
               
                  Gross payments, net of salvage and subrogation, made during the current year in relation to claims reported during the year and settled with payments.
                  The amount includes all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims.
               
            
                  C0160/R0180
               
               
                  Total Claims reported during the year, Closed Claims at the end of the year, settled without any payment — Number of claims ended without any payment
               
               
                  Total number of claims reported during the year and settled without any payment.
               
            
         S.21.01 — Loss distribution risk profile
      
      
         General comments:
      
      This section relates to annual submission of information for individual undertakings.
      The information shall be filled in relation to non–life business (including health insurance business other than that pursued on a similar basis to that of life insurance (‘Non–SLT Health’)) only for the direct business. There shall be a separate template for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
      The loss distribution profile non–life shows the distribution, in (predefined) brackets, of the claims incurred during the reporting year.
      Claims incurred means the sum of gross claims paid and gross reported but not settled claims (RBNS) on a case by case basis for each and every single claim, open or closed, which belongs to a specific accident year (‘AY’)/underwriting year (‘UWY’) (AY/UWY). Claims incurred amounts include all the elements that compose the claim itself but excludes any expenses except those attributable to specific claims. Data regarding claims shall be reported net of salvage and subrogation.
      Undertakings are required to report data on an accident year or underwriting year basis, in accordance with any requirements of the National Supervisory Authority. If the National Supervisory Authority has not stipulated which to use then the undertaking may use accident or underwriting year according to how they manage each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, provided that they use the same year consistently, year on year.
      The default brackets to be used are defined in euros. For different reporting currencies each relevant supervisory authority shall define the equivalent options for the amounts to be used in the 20 brackets.
      An undertaking may use undertaking specific brackets, in particular when incurred losses are lower than EUR 100 000. The brackets chosen shall be used consistently over the reporting periods, unless the distribution of claims changes significantly. In this case the undertaking shall notify the supervisory authority in advance, unless already specified by the supervisory authority.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTONS
               
            
                  Z0010
               
               
                  Line of business
               
               
                  Identification of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, reported. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
            
                  Z0020
               
               
                  Accident year/underwriting year
               
               
                  Report the standard used by the undertakings for reporting of template S.19.01. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Accident year
                           
                        
                               
                           
                           
                              2 — Underwriting year
                           
                        
            
                  C0030/R0010 to R0210
               
               
                  Start claims incurred
               
               
                  Start amount of the interval of the corresponding bracket.
                  In case the reporting currency is in Euros, one of the following 5 base options based on the normal loss distribution can be used:
                  
                               
                           
                           
                              1 — 20 brackets of 5 000 plus 1 extra open bracket for incurred losses > 100 000.
                           
                        
                               
                           
                           
                              2 — 20 brackets of 50 000 plus 1 extra open bracket for incurred losses > 1 million.
                           
                        
                               
                           
                           
                              3 — 20 brackets of 250 000 plus 1 extra open bracket for incurred losses > 5 million.
                           
                        
                               
                           
                           
                              4 — 20 brackets of 1 million plus 1 extra open bracket for incurred losses > 20 million.
                           
                        
                               
                           
                           
                              5 — 20 brackets of 5 million plus 1 extra open bracket for incurred losses > 100 million.
                           
                        However, an undertaking shall use undertaking specific brackets, in particular when incurred losses < 100 000 to guarantee that the level of detail is sufficient to provide adequate insight in the distribution of the claims incurred, unless already specified by the supervisory authority.
                  The option chosen needs to be used consistently over the reporting periods, unless the distribution of claims changes significantly.
                  For different reporting currencies National Supervisory Authorities need to define the equivalent options for the amounts to be used in the 20 brackets.
               
            
                  C0040/R0010 to R0200
               
               
                  End claims incurred
               
               
                  End amount of the interval of the corresponding bracket.
               
            
                  C0050, C0070, C0090, C0110, C0130, C0150, C0170, C0190, C0210, C0230, C0250, C0270, C0290, C0310, C0330/R0010 to R0210
               
               
                  Number of claims AY/UWY year N:N–14
               
               
                  The number of claims attributed to each of the accident/underwriting years N to N–14, whose claims incurred during the reporting year falls within the start amount and end amount of the applicable bracket. The number of claims is the sum of the accumulated number of open claims at the end of the period plus the accumulated number of closed claims ended with payments.
               
            
                  C0060, C0080, C0100, C0120, C0140, C0160, C0180, C0200, C0220, C0240, C0260, C0280, C0300, C0320, C0340/R0010 to R0210
               
               
                  Total claims incurred AY/UWY year N:N–14
               
               
                  The accumulated and aggregated amount of claims incurred of all individual claims, attributed to each of the accident/underwriting years N to N–14, whose claims incurred during the reporting year falls within the start amount and end amount of the applicable bracket.
                  For smaller claims, estimations (e.g. default amount) are allowed as long as it is in line with the amounts considered in run–off triangles reported in Non–life Insurance Claims Information (template S.19.01).
                  Claims incurred means the sum of gross claims paid and gross reported but not settled claims (RBNS) on a case by case basis for each and every single claim, open and closed, which belongs to a specific accident year/underwriting year (AY/UWY).
               
            
                  C0050, C0070, C0090, C0110, C0130, C0150, C0170, C0190, C0210, C0230, C0250, C0270, C0290, C0310, C0330/R0300
               
               
                  Number of claims AY/UWY year N:N–14 — Total
               
               
                  Total of the accumulated and aggregated number of claims for all brackets for each of the years N to N–14.
               
            
                  C0060, C0080, C0100, C0120, C0140, C0160, C0180, C0200, C0220, C0240, C0260, C0280, C0300, C0320, C0340/R0300
               
               
                  Total claims incurred AY/UWY year N:N–14 — Total
               
               
                  Total of the accumulated and aggregated claims incurred for all brackets for each of the years N to N–14.
               
            
         S.21.02 — Underwriting risks non–life
      
      
         General comments:
      
      This section relates to annual submission of information for individual undertakings.
      Template shall be filled in relation to non–life business (including Non–SLT Health) only for direct business.
      In this template the 20 biggest single underwriting risks, based on net retention, across all lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, shall be reported. If the 2 biggest single underwriting risks for any of the lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35 are not covered through the above methodology, then they shall be reported in addition. In case a single underwriting risk of a specific line of business forms part of the top 20, the same risk of the affected line of business must only be filled in once.
      Net retention of the single underwriting risk means the maximum possible liability of the undertaking after the recoverables from reinsurers (including SPV and Finite Reinsurance) and the original deductible of the policyholder has been taken into account. In case the net retention is equal for too many risks the policy with the highest Sum insured shall be used as a second criteria. In case the Sum insured is also the same and the most appropriate risk considering the risk profile of the undertaking must be used as the ultimate criteria.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  Risk identification code
               
               
                  The code is a unique identifying number assigned by the undertaking that identifies the risk and shall remain unchanged for subsequent annual reports.
               
            
                  C0020
               
               
                  Identification of the company/person to which the risk relates
               
               
                  If the risk relates to a company identify the name of the company to whom the risk relates.
                  If the risk relates to a natural person, pseudonymise the original policy number and report pseudonymised information. Pseudonymous data refer to data that cannot be attributed to a specific individual without the use of additional information, as long as such additional information is kept separately. Consistency over time shall be insured. It implies that if a single underwriting risk appears from one year to another, it shall receive the same pseudonymised format.
               
            
                  C0030
               
               
                  Description risk
               
               
                  The description of the risk. Depending on the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, report the type of company, building or occupation of the specific risk insured.
               
            
                  C0040
               
               
                  Line of business
               
               
                  Identification of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
            
                  C0050
               
               
                  Description risk category covered
               
               
                  The description of the risk category covered is entity specific and is not mandatory. Also the term ‘risk category’ isn't based on Level 1 and 2 terminologies but can be considered as an extra possibility the give additional information about the underwriting risk(s).
               
            
                  C0060
               
               
                  Validity period (start date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date of commencement of the specific cover, i.e., date when the cover took effect.
               
            
                  C0070
               
               
                  Validity period (expiry date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the final expiry date of the specific cover.
               
            
                  C0080
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the reporting currency.
               
            
                  C0090
               
               
                  Sum insured
               
               
                  The highest amount that the insurer can be obliged to pay out under the policy. The insured sum relates to the underwriting risk.
                  Where the policy covers a number of exposures/risks across the country the individual underwriting risk with the highest net retention shall be specified. If the risk has been accepted on a co–insurance basis, the insured sum indicates the maximum liability of the reporting non–life insurer. In case of a joint several liability, the part belonging to a defaulting co–insurer must be included as well.
               
            
                  C0100
               
               
                  Original deductible policyholder
               
               
                  Part of the sum insured which is retained by the policyholder.
               
            
                  C0110
               
               
                  Type of underwriting model
               
               
                  Type of underwriting model which is used to estimate the exposure of the underwriting risk and the need for reinsurance protection. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Sum Insured:
                              the highest amount that the insurer can be obliged to pay out according to the original policy. Sum insured must also be filled when type of underwriting model is not applicable
                           
                        
                               
                           
                           
                              2 — Maximum Possible Loss:
                              loss which may occur when the most unfavourable circumstances being more or less exceptionally combined, the fire is only stopped by impassable obstacles or lack of substance.
                           
                        
                               
                           
                           
                              3 — Probable Maximum Loss:
                              defined as the estimate of the largest loss from a single fire or peril to be expected, assuming the worst single impairment of primary private fire protection systems but with secondary protection systems or organizations (such as emergency organizations and private and/or public fire department response) functioning as intended. Catastrophic conditions like explosions resulting from massive release of flammable gases, which might involve large areas of the plant, detonation of massive explosives, seismic disturbances, tidal waves or flood, falling aircraft, and arson committed in more than one area are excluded in this estimate. This definition is a hybrid form between Maximum Possible Loss and Estimated Maximum Loss that is generally accepted and frequently used by insurers, reinsurers and reinsurance brokers
                           
                        
                               
                           
                           
                              4 — Estimated Maximum Loss:
                              loss that could reasonably be sustained from the contingencies under consideration, as a result of a single incident considered to be within the realms of probability taking into account all factors likely to increase or lessen the extent of the loss, but excluding such coincidences and catastrophes which may be possible but remain unlikely.
                           
                        
                               
                           
                           
                              5 — Other:
                              defined as other possible underwriting models used. The type of ‘other’ underwriting model applied must be explained in the Regular Supervisory Report
                           
                        Although abovementioned definitions are used for the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, ‘Fire and other damage to property insurance’, similar definitions might be in place for other lines of business.
               
            
                  C0120
               
               
                  Amount underwriting model
               
               
                  Maximum loss amount of the single underwriting risk which is the result of the underwriting model applied. In case no specific type of underwriting model is used the amount must be equal to the sum insured reported in C0090 minus the original deductible reported in C0100.
               
            
                  C0130
               
               
                  Sum reinsured on a facultative basis, with all reinsurers
               
               
                  Part of the sum insured that the insurer has reinsured on a facultative basis (by treaty and/or by individual cover) with the reinsurers. When the facultative cover is not placed for 100 % but only for 80 % the 20 % not placed shall be considered as retention.
               
            
                  C0140
               
               
                  Sum reinsured, other than on facultative basis, with all reinsurers
               
               
                  Part of the sum insured that the insurer has reinsured through traditional reinsurance treaties or another basis (including SPV and Finite Reinsurance) other than facultative reinsurance.
               
            
                  C0150
               
               
                  Net retention of the insurer
               
               
                  The net amount for which the insurer acts as risk carrier, i.e.: part of the sum insured that exceeds the original deductible of the policyholder and is not reinsured.
               
            
         S.21.03 — Non–life distribution of underwriting underwriting risks — by sum insured
      
      
         General comments:
      
      This section relates to annual submission of information for individual undertakings.
      The template is retrospective and shall be filled in relation to non–life business (including Non–SLT Health) only for the direct business and only for the Non–life Lines of Business (lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35).
      The underwriting risk portfolio is the distribution, in (predefined) brackets, of the sum insured of each and every single underwriting risk which have been accepted by the undertaking. The underwriting risk portfolio is per line of business. However, whereas some lines of business are reportable on a compulsory basis for all member states, the individual member states may also require compulsory basis reporting for further lines of business where deemed to be relevant. For certain lines of business, the template would not be applicable. (See also item Line of business).
      The default brackets to be used are defined in euros. For different reporting currencies each relevant supervisory authority shall define the equivalent options for the amounts to be used in the 20 brackets.
      An undertaking may use undertaking specific brackets, in particular when sum insured is lower than EUR 100 000. The brackets chosen shall be used consistently over the reporting periods, unless the distribution of claims changes significantly. In this case the undertaking shall notify the supervisory authority in advance, unless already specified by the supervisory authority.
      By default the reference date shall be the end of the reporting year, however if duly justified, the undertaking may choose the reference date of collecting the information from the policy administration. This means that the underwriting risk portfolio can be based for example on the same reference date that is used to collect similar information for the renewal of reinsurance treaties and facultative cover.
      The sum insured relates to each and every individual underwriting risk, only looking at the main coverage of the policy per line of business, and means the highest amount that the insurer can be obliged to pay out. This means:
      
                  —
               
               
                  If the sum insured of the additional cover for ‘Theft’ is lower than the sum insured of the main cover for ‘Fire and other damage’ (both belonging to the same line of business), the highest sum insured must be taken.
               
            
                  —
               
               
                  A policy cover comprising a number of buildings across the country/car fleet etc must be broken down.
               
            
                  —
               
               
                  If the risk has been accepted on a co–insurance basis, the insured sum indicates the maximum liability of the reporting non–life insurer.
               
            
                  —
               
               
                  In case of joint liability through co–insurance, the part belonging to a defaulting co–insurer must be included in the sum insured as well.
               
            
                   
               
               
                  ITEMS
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Line of business
               
               
                  Identification of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, reported.
                  First category: lines of business that are compulsory for all member states:
                  
                              —
                           
                           
                              Other motor insurance;
                           
                        
                              —
                           
                           
                              Marine, aviation and transport insurance;
                           
                        
                              —
                           
                           
                              Fire & other damage to property insurance;
                           
                        
                              —
                           
                           
                              Credit & Suretyship insurance.
                           
                        Second category: lines of business that are compulsory at the discretion of each individual NSAs:
                  
                              —
                           
                           
                              Motor vehicle liability insurance;
                           
                        
                              —
                           
                           
                              General liability insurance;
                           
                        
                              —
                           
                           
                              Medical expense insurance;
                           
                        
                              —
                           
                           
                              Income protection insurance;
                           
                        
                              —
                           
                           
                              Worker's compensation insurance;
                           
                        
                              —
                           
                           
                              Miscellaneous financial loss;
                           
                        
                              —
                           
                           
                              Legal expenses insurance;
                           
                        
                              —
                           
                           
                              Assistance.
                           
                        The following closed list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
            
                  C0020/R0010–R0210
               
               
                  Start sum insured
               
               
                  Start amount of the interval within which the sum insured of the individual underwriting risk belongs and needs to be aggregated.
                  In case the reporting currency is in Euros, one of the following 5 base options for the distribution of the underwriting risks can be used:
                  
                               
                           
                           
                              1 — 20 brackets of 25 000 plus 1 extra bracket for Sum Insured > 500 000.
                           
                        
                               
                           
                           
                              2 — 20 brackets of 50 000 plus 1 extra bracket for Sum Insured > 1 million.
                           
                        
                               
                           
                           
                              3 — 20 brackets of 250 000 plus 1 extra bracket for Sum Insured > 5 million.
                           
                        
                               
                           
                           
                              4 — 20 brackets of 1 million plus 1 extra bracket for Sum Insured > 20 million.
                           
                        
                               
                           
                           
                              5 — 20 brackets of 5 million plus 1 extra bracket for Sum Insured > 100 million.
                           
                        However, an undertaking shall use undertaking specific brackets, in particular when Sum Insured < 100 000 to guarantee that the level of detail is sufficient to provide adequate insight in the distribution of the claims incurred, unless already specified by the supervisory authority.
                  For policies where there is no Sum Insured defined in the policy the undertaking shall do their own estimations or use default values.
                  The option chosen needs to be used consistently over the reporting periods, unless the distribution of claims changes significantly.
                  For different reporting currencies National Supervisory Authorities need to define the equivalent options for the amounts to be used in the 20 brackets.
               
            
                  C0030/R0010–R0200
               
               
                  End sum insured
               
               
                  End amount of the interval within which the sum insured of the individual underwriting risk belongs and needs to be aggregated.
               
            
                  C0040/R0010–R0210
               
               
                  Number of underwriting risks
               
               
                  The number of underwriting risks whose sum insured falls within the start amount and end amount of the applicable bracket.
               
            
                  C0040/R0220
               
               
                  Number of underwriting risks — Total
               
               
                  Total number of underwriting risks reported in all brackets.
               
            
                  C0050/R0010–R0210
               
               
                  Total sum insured
               
               
                  The aggregated amount of the sum insured, on a gross basis and using the reporting currency, of all the individual underwriting risks, whose sum insured falls within the start amount and end amount of the applicable bracket.
               
            
                  C0050/R0220
               
               
                  Total sum insured — Total
               
               
                  Total of the aggregated amounts of the sum insured, on a gross basis and using the reporting currency, of all the individual underwriting risks reported in all brackets.
               
            
                  C0060/R0010–R0210
               
               
                  Total annual written premium
               
               
                  The aggregated amount of the written premium as defined in Article 1(11) of Delegated Regulation (EU) 2015/35of the underlying underwriting risks.
               
            
                  C0060/R0220
               
               
                  Total annual written premium — Total
               
               
                  Total of the aggregated amounts of the annual written premium reported in all brackets.
               
            
         S.22.01 — Impact of long term guarantees measures and transitionals
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template is relevant when at least one long term guarantee measure or transitional is used by the undertaking.
      This template shall reflect the impact on the financial positions when no transitional is used and each LTG measures or transitional is set to zero. For that purpose, a step–by–step approach should be followed taking out each transitional and LTG measure one by one and without recalculating the impact of the remaining measures after each step.
      The impacts need to be reported positive if they increase the amount of the item being reported and negative if they decrease the amount of the item (e.g. if amount of SCR increases or if amount of Own Funds increases then positive values shall be reported).
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010
               
               
                  Amount with LTG measures and transitionals — Technical Provisions
               
               
                  Total amount of technical provisions including long term guarantee measures and transitional measures
               
            
                  C0020/R0010
               
               
                  Without transitional on technical provisions — Technical Provisions
               
               
                  Total amount of technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0010
               
               
                  Impact of transitional on technical provisions — Technical provisions
               
               
                  Amount of the adjustment to the technical provisions due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the technical provisions without transitional deduction to technical provisions and the technical provisions with LTG and transitional measures.
               
            
                  C0040/R0010
               
               
                  Without transitional on interest rate — Technical Provisions
               
               
                  Total amount of technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping adjustments due to the volatility adjustment and the matching adjustment (‘MA’).
               
            
                  C0050/R0010
               
               
                  Impact of transitional on interest rate — Technical provisions
               
               
                  Amount of the adjustment to the technical provisions due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the technical provisions with LTG and transitional measures.
               
            
                  C0060/R0010
               
               
                  Without volatility adjustment and without other transitional measures — Technical Provisions
               
               
                  Total amount of technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping adjustments due to the matching adjustment, if any.
               
            
                  C0070/R0010
               
               
                  Impact of volatility adjustment set to zero — Technical provisions
               
               
                  Amount of the adjustment to the technical provisions due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the technical provisions without volatility adjustment and without other transitional measures and the maximum between the technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0010
               
               
                  Without matching adjustment and without all the others — Technical Provisions
               
               
                  Total amount of technical provisions without any LTG measure.
               
            
                  C0090/R0010
               
               
                  Impact of matching adjustment set to zero — Technical Provisions
               
               
                  Amount of the adjustment to the technical provisions due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the technical provisions without matching adjustment and without all the other transitional measures and the maximum between the technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0010
               
               
                  Impact of all LTG measures and transitionals — Technical Provisions
               
               
                  Amount of the adjustment to the technical provisions due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0020
               
               
                  Amount with LTG measures and transitionals — Basic own funds
               
               
                  Total amount of basic own funds calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0020
               
               
                  Without transitional on technical provisions — Basic own funds
               
               
                  Total amount of basic own funds calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0020
               
               
                  Impact of transitional on technical provisions — Basic own funds
               
               
                  Amount of the adjustment to the Basic own funds due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the basic own funds calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0020
               
               
                  Without transitional on interest rate — Basic own funds
               
               
                  Total amount of basic own funds calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0020
               
               
                  Impact of transitional on interest rate — Basic own funds
               
               
                  Amount of the adjustment to the basic own funds due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the basic own funds calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0020
               
               
                  Without volatility adjustment and without other transitional measures — Basic own funds
               
               
                  Total amount of basic own funds calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0020
               
               
                  Impact of volatility adjustment set to zero — Basic own funds
               
               
                  Amount of the adjustment to the Basic own funds due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the basic own funds considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the basic own funds considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0020
               
               
                  Without matching adjustment and without all the others — Basic own funds
               
               
                  Total amount of basic own funds calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0020
               
               
                  Impact of matching adjustment set to zero — Basic own funds
               
               
                  Amount of the adjustment to the basic own funds due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the basic own funds considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the basic own funds considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0020
               
               
                  Impact of all LTG measures and transitionals — Basic own funds
               
               
                  Amount of the adjustment to the basic own funds due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0030
               
               
                  Amount with LTG measures and transitionals — Basic own funds — Excess of assets over liabilities
               
               
                  Total amount of excess of assets over liabilities calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0030
               
               
                  Without transitional on technical provisions — Basic own funds — Excess of assets over liabilities
               
               
                  Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0030
               
               
                  Impact of transitional on technical provisions — Basic own funds — Excess of assets over liabilities
               
               
                  Amount of the adjustment to the excess of assets over liabilities due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the excess of assets over liabilities calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0030
               
               
                  Without transitional on interest rate — Basic own funds — Excess of assets over liabilities
               
               
                  Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0030
               
               
                  Impact of transitional on interest rate — Basic own funds — Excess of assets over liabilities
               
               
                  Amount of the adjustment to the excess of assets over liabilities due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the excess of assets over liabilities calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0030
               
               
                  Without volatility adjustment and without other transitional measures — Basic own funds — Excess of assets over liabilities
               
               
                  Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0030
               
               
                  Impact of volatility adjustment set to zero — Basic own funds — Excess of assets over liabilities
               
               
                  Amount of the adjustment to the excess of assets over liabilities due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the excess of assets over liabilities considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the excess of assets over liabilities considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0030
               
               
                  Without matching adjustment and without all the others — Basic own funds — Excess of assets over liabilities
               
               
                  Total amount of excess of assets over liabilities calculated considering Technical provisions without any LTG measure.
               
            
                  C0090/R0030
               
               
                  Impact of matching adjustment set to zero — Basic own funds — Excess of assets over liabilities
               
               
                  Amount of the adjustment to the excess of assets over liabilities due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the excess of assets over liabilities considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the excess of assets over liabilities considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0030
               
               
                  Impact of all LTG measures and transitionals — Basic own funds — Excess of assets over liabilities
               
               
                  Amount of the adjustment to the excess of assets over liabilities due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0040
               
               
                  Amount with LTG measures and transitionals — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Total amount of restricted own funds due to ring–fencing calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0040
               
               
                  Without transitional on technical provisions — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0040
               
               
                  Impact of transitional on technical provisions — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the restricted own funds due to ring–fencing calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0040
               
               
                  Without transitional on interest rate — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0040
               
               
                  Impact of transitional on interest rate — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the restricted own funds due to ring–fencing calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0040
               
               
                  Without volatility adjustment and without other transitional measures — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0040
               
               
                  Impact of volatility adjustment set to zero — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the restricted own funds due to ring–fencing considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the restricted own funds due to ring–fencing considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0040
               
               
                  Without matching adjustment and without all the others — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0040
               
               
                  Impact of matching adjustment set to zero — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the restricted own funds due to ring–fencing considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the restricted own funds due to ring–fencing considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0040
               
               
                  Impact of all LTG measures and transitionals — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0050
               
               
                  Amount with LTG measures and transitionals — Eligible own funds to meet SCR
               
               
                  Total amount of eligible own funds to meet SCR calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0050
               
               
                  Without transitional on technical provisions — Eligible own funds to meet SCR
               
               
                  Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0050
               
               
                  Impact of transitional on technical provisions — Eligible own funds to meet SCR
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the eligible own funds to meet SCR calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0050
               
               
                  Without transitional on interest rate — Eligible own funds to meet SCR
               
               
                  Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0050
               
               
                  Impact of transitional on interest rate — Eligible own funds to meet SCR
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the eligible own funds to meet SCR calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0050
               
               
                  Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR
               
               
                  Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0050
               
               
                  Impact of volatility adjustment set to zero — Eligible own funds to meet SCR
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the eligible own funds to meet SCR considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0050
               
               
                  Without matching adjustment and without all the others — Eligible own funds to meet SCR
               
               
                  Total amount of eligible own funds to meet SCR calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0050
               
               
                  Impact of matching adjustment set to zero — Eligible own funds to meet SCR
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the eligible own funds to meet SCR considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0050
               
               
                  Impact of all LTG measures and transitionals — Eligible own funds to meet SCR
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0060
               
               
                  Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 1
               
               
                  Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0060
               
               
                  Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 1
               
               
                  Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0060
               
               
                  Impact of transitional on technical provisions — Eligible own funds to meet SCR–Tier 1
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0060
               
               
                  Without transitional on interest rate — Eligible own funds to meet SCR–Tier 1
               
               
                  Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0060
               
               
                  Impact of transitional on interest rate — Eligible own funds to meet SCR–Tier 1
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0060
               
               
                  Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR–Tier 1
               
               
                  Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0060
               
               
                  Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 1
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 1 considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 1 considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0060
               
               
                  Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 1
               
               
                  Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0060
               
               
                  Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 1
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 1 considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0060
               
               
                  Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 1
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0070
               
               
                  Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 2
               
               
                  Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0070
               
               
                  Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 2
               
               
                  Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0070
               
               
                  Impact of transitional on technical provisions — Eligible own funds to meet SCR–Tier 2
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0070
               
               
                  Without transitional on interest rate — Eligible own funds to meet SCR–Tier 2
               
               
                  Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0070
               
               
                  Impact of transitional on interest rate — Eligible own funds to meet SCR–Tier 2
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0070
               
               
                  Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR–Tier 2
               
               
                  Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0070
               
               
                  Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 2
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 2 considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 2 considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0070
               
               
                  Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 2
               
               
                  Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0070
               
               
                  Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 2
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 2 considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0070
               
               
                  Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 2
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0080
               
               
                  Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 3
               
               
                  Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0080
               
               
                  Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 3
               
               
                  Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0080
               
               
                  Impact of transitional on technical provisions — Eligible own funds to meet SCR–Tier 3
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0080
               
               
                  Without transitional on interest rate — Eligible own funds to meet SCR–Tier 3
               
               
                  Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0080
               
               
                  Impact of transitional on interest rate — Eligible own funds to meet SCR–Tier 3
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0080
               
               
                  Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR–Tier 3
               
               
                  Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0080
               
               
                  Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 3
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 3 considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 3 considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0080
               
               
                  Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 3
               
               
                  Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0080
               
               
                  Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 3
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 3 considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0080
               
               
                  Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 3
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0090
               
               
                  Amount with LTG measures and transitionals — SCR
               
               
                  Total amount of SCR calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures
               
            
                  C0020/R0090
               
               
                  Without transitional on technical provisions –SCR
               
               
                  Total amount of SCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0090
               
               
                  Impact of transitional on technical provisions — SCR
               
               
                  Amount of the adjustment to the SCR due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the SCR calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0090
               
               
                  Without transitional on interest rate — SCR
               
               
                  Total amount of SCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0090
               
               
                  Impact of transitional on interest rate — SCR
               
               
                  Amount of the adjustment to the SCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the SCR calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0090
               
               
                  Without volatility adjustment and without other transitional measures — SCR
               
               
                  Total amount of SCR calculated considering Technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0090
               
               
                  Impact of volatility adjustment set to zero — SCR
               
               
                  Amount of the adjustment to the SCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the SCR considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the SCR considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0090
               
               
                  Without matching adjustment and without all the others — SCR
               
               
                  Total amount of SCR calculated considering Technical provisions without any LTG measure.
               
            
                  C0090/R0090
               
               
                  Impact of matching adjustment set to zero — SCR
               
               
                  Amount of the adjustment to the SCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the SCR calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the SCR considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0090
               
               
                  Impact of all LTG measures and transitionals –SCR
               
               
                  Amount of the adjustment to the SCR due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0100
               
               
                  Amount with LTG measures and transitionals — Eligible own funds to meet MCR
               
               
                  Total amount of eligible own funds to meet MCR calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0100
               
               
                  Without transitional on technical provisions — Eligible own funds to meet MCR
               
               
                  Total amount of eligible own funds to meet MCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0100
               
               
                  Impact of transitional on technical provisions — Eligible own funds to meet MCR
               
               
                  Amount of the adjustment to the eligible own funds to meet MCR due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the eligible own funds to meet MCR calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0100
               
               
                  Without transitional on interest rate — Eligible own funds to meet MCR
               
               
                  Total amount of eligible own funds to meet MCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0100
               
               
                  Impact of transitional on interest rate — Eligible own funds to meet MCR
               
               
                  Amount of the adjustment to the Eligible own funds to meet MCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the eligible own funds to meet MCR calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0100
               
               
                  Without volatility adjustment and without other transitional measures — Eligible own funds to meet MCR
               
               
                  Total amount of Eligible own funds to meet MCR calculated considering Technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0100
               
               
                  Impact of volatility adjustment set to zero — Eligible own funds to meet MCR
               
               
                  Amount of the adjustment to the Eligible own funds to meet MCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the eligible own funds to meet MCR considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the eligible own funds to meet MCR considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0100
               
               
                  Without matching adjustment and without all the others — Eligible own funds to meet MCR
               
               
                  Total amount of Eligible own funds to meet MCR calculated considering Technical provisions without any LTG measure.
               
            
                  C0090/R0100
               
               
                  Impact of matching adjustment set to zero — Eligible own funds to meet MCR
               
               
                  Amount of the adjustment to the Eligible own funds to meet MCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the eligible own funds to meet MCR calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the eligible own funds to meet MCR considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0100
               
               
                  Impact of all LTG measures and transitionals — Eligible own funds to meet MCR
               
               
                  Amount of the adjustment to the Eligible own funds to meet MCR due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0110
               
               
                  Amount with LTG measures and transitionals — Minimum Capital Requirement
               
               
                  Total amount of MCR calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0110
               
               
                  Without transitional on technical provisions — Minimum Capital Requirement
               
               
                  Total amount of MCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0110
               
               
                  Impact of transitional on technical provisions — Minimum Capital Requirement
               
               
                  Amount of the adjustment to the MCR due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the MCR calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0110
               
               
                  Without transitional on interest rate — Minimum Capital Requirement
               
               
                  Total amount of MCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0110
               
               
                  Impact of transitional on interest rate — Minimum Capital Requirement
               
               
                  Amount of the adjustment to the MCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the MCR calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0110
               
               
                  Without volatility adjustment and without other transitional measures — Minimum Capital Requirement
               
               
                  Total amount of MCR calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0110
               
               
                  Impact of volatility adjustment set to zero — Minimum Capital Requirement
               
               
                  Amount of the adjustment to the MCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the MCR considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the MCR considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0110
               
               
                  Without matching adjustment and without all the others — MCR
               
               
                  Total amount of MCR calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0110
               
               
                  Impact of matching adjustment set to zero — Minimum Capital Requirement
               
               
                  Amount of the adjustment to the MCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the MCR calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the MCR considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0110
               
               
                  Impact of all LTG measures and transitionals — Minimum Capital Requirement
               
               
                  Amount of the adjustment to the MCR due to the application of the LTG measures and transitionals.
               
            
         S.22.02 — Projection of future cash flows (Best Estimate — Matching portfolios)
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template shall be reported by each matching portfolio approved by the supervisory authority.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Matching portfolio
               
               
                  Indicate the number which is attributed by the undertaking, corresponding to the unique number assigned to each matching portfolio.
                  This number shall be consistent over time and shall be used to identify the matching portfolio number in other templates.
               
            
                  C0020/R0010 to R0450
               
               
                  Projection of future cash–flows at the end of the reporting period — Longevity, mortality and revision obligations cash outflows
               
               
                  Future cash out–flows related to the longevity, mortality and revision benefits of insurance and reinsurance obligations for each matching portfolio and split by year of due payment of the cash flow, counting the periods of 12 months from the date of reference of the reporting.
               
            
                  C0030/R0010 to R0450
               
               
                  Projection of future cash–flows at the end of the reporting period — Expenses cash outflows
               
               
                  Future cash out–flows related to the expenses of insurance and reinsurance obligations for each matching portfolio and split by year of due payment of the cash flow, counting the periods of 12 months from the date of reference of the reporting.
               
            
                  C0040/R0010 to R0450
               
               
                  Projection of future cash–flows at the end of the reporting period — De–risked Assets cash–flows
               
               
                  Cash flows (out–flows and in–flows) of assets linked to each matching portfolio and split by year of due payment or receipt of the cash flow. These flows shall be appropriately corrected to take into account the probability of default or the portion of the long term average of the spread over the risk–free interest rate as set out in Article 53 of Delegated Regulation (EU) 2015/35.
               
            
                  C0050/R0010 to R0450
               
               
                  Mismatch during reporting period — Positive undiscounted mismatch (inflows > outflows)
               
               
                  If the frequency is lower than yearly then report the sum of the positive undiscounted mismatches (inflows > outflows) through the year of each row.
                  Positive mismatches for some periods shall not be netted off of negative mismatches.
               
            
                  C0060/R0010 to R0450
               
               
                  Mismatch during reporting period — Negative undiscounted mismatch (inflows < outflows)
               
               
                  If the frequency is lower than yearly then report the sum of the deficit undiscounted mismatches (inflows < outflows) through the year of each row.
                  Negative mismatches for some periods shall not be netted off of positive mismatches.
               
            
         S.22.03 –Information on the matching adjustment calculation
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template shall be reported by each matching portfolio approved by the supervisory authority.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Matching portfolio
               
               
                  Indicate the number which is attributed by the undertaking, corresponding to the unique number assigned to each matching portfolio.
                  This number has to be consistent over time and shall be used to identify the matching portfolio number in other templates.
               
            
                  
                     Overall calculation of the matching adjustment
                  
               
            
                  C0010/R0010
               
               
                  Annual effective rate applied to the CF of the obligations
               
               
                  The annual effective rate, calculated as the single discount rate that, where applied to the cash flows (‘CF’) of the portfolio of insurance or reinsurance obligations, results in a value that is equal to the value in accordance with Article 75 of Directive 2009/138/EC of the portfolio of assigned assets.
               
            
                  C0010/R0020
               
               
                  Annual effective rate of the best estimate
               
               
                  The annual effective rate, calculated as the single discount rate that, where applied to the cash flows of the portfolio of insurance or reinsurance obligations, results in a value that is equal to the value of the best estimate of the portfolio of insurance or reinsurance obligations where the time value of money is taken into account using the basic risk–free interest rate term structure.
               
            
                  C0010/R0030
               
               
                  Probability of default used to de–risk assets cash flows
               
               
                  The probability of default corresponds to the amount expressed as a financial percentage (same format as for rows R0010 and R0020) used to adjust the assets cash flows of the assigned portfolio of assets pursuant to Article 53 of Delegated Regulation (EU) 2015/35.
                  ‘De–risked assets cash flows’ means ‘expected assets cash–flows’ as referred to in Article 53 of Delegated Regulation (EU) 2015/35.
                  This amount shall not include the increase reported in row R0050.
               
            
                  C0010/R0040
               
               
                  Portion of the fundamental spread not reflected when de–risking assets cash flows
               
               
                  Portion of the fundamental spread that has not been reflected in the adjustment to the cash–flows of the assigned portfolio of assets as set out in Article 53 of Delegated Regulation (EU) 2015/35.
                  This amount shall be expressed as a financial percentage (same format as rows R0010 and R0020). This amount shall not include the increase reported in row R0050.
               
            
                  C0010/R0050
               
               
                  Increase of fundamental spread for sub investment grade assets
               
               
                  Increase of the fundamental spread for sub–investment grade assets expressed as a financial percentage (same format as rows R0010, R0020 and R0120). The increase of the probability of default for sub investment grade assets shall be considered in the de–risking of cash flows.
               
            
                  C0010/R0060
               
               
                  Matching adjustment to the risk free rate
               
               
                  Matching adjustment to the risk free rate for the reported portfolio, reported as a decimal.
               
            
                  
                     Eligibility criteria using SCR mortality stress
                  
               
            
                  C0010/R0070
               
               
                  Mortality risk stress for the purpose of the matching adjustment
               
               
                  Increase of the gross best estimate calculated with the basic risk free rate following a mortality risk stress compared to the gross best estimate calculated with the basic risk rate, as set out in Article 77b (1–f) of Directive 2009/138/EC and Article 52 of Delegated Regulation (EU) 2015/35.
               
            
                  
                     Portfolio
                  
               
            
                  C0010/R0080
               
               
                  Market value of the assets of the portfolio
               
               
                  Solvency II value of the assets of the portfolio.
               
            
                  C0010/R0090
               
               
                  Market value of assets linked to inflation
               
               
                  Solvency II value of the assets with return linked to inflation (Article 77b (1) of Directive 2009/138/EC).
               
            
                  C0010/R0100
               
               
                  Best estimate linked to inflation
               
               
                  Amount of best estimate of cash flows of the insurance or reinsurance obligations that depend on inflation.
               
            
                  C0010/R0110
               
               
                  Market value assets where third party can change the cash flows
               
               
                  Value of the assets where third party can change the cash flows (Article 77b (1) of Directive 2009/138/EC).
               
            
                  C0010/R0120
               
               
                  Return on assets — portfolio assets
               
               
                  Identify the de–risked Internal Rate of Return (‘IRR’) of the assets linked to any matching adjustment portfolio measured as the discount rate at which the present value of the cash outflows of an asset equals the present value of its de–risked cash inflows.
               
            
                  C0010/R0130
               
               
                  Market value of surrendered contracts
               
               
                  Value of the best estimate of the insurance and reinsurance obligations stemming from contracts underlying each matching adjustment portfolio which have been surrendered during the reporting period.
               
            
                  C0010/R0140
               
               
                  Number of surrender options exercised
               
               
                  Number of surrender options exercised during the reporting period related to insurance and reinsurance obligations of each matching portfolio.
               
            
                  C0010/R0150
               
               
                  Market value of assets covering surrendered contracts
               
               
                  Value of the assets, valued in accordance with Article 75 of the Directive 2009/138/EC, covering the insurance and reinsurance obligations surrendered at the time the surrender options were exercised.
               
            
                  C0010/R0160
               
               
                  Amount paid to policyholders
               
               
                  Value of the amount paid to policyholders according to their surrender rights.
                  This amount differs from row R0130 and R0150 where the surrender clause of the contract does not give the policyholder the right to receive the full amount in those rows.
               
            
                  
                     Liabilities
                  
               
            
                  C0010/R0170
               
               
                  Duration
               
               
                  Measure equivalent to Macaulay duration for liabilities considering all cash flows of insurance or reinsurance obligations arising from portfolios where the matching adjustment has been used.
               
            
         S.22.04 — Information on the transitional on interest rates calculation
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template shall be reported by currency for which the transitional adjustment to the relevant risk-free interest rate term structure is applied. When filling C0020 only the guaranteed Best Estimate of obligations stemming from products providing a guaranteed rate shall be considered. The Future Discretionary Benefits shall not be considered.
      The assessment to distinguish between the Solvency I interest rate intervals might be done by Homogeneous Risk Groups (HRG).
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Overall calculation of the transitional adjustment
                  
               
            
                  Z0010
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of each of the currency for which the transitional adjustment to the relevant risk-free interest rate term structure is applied.
               
            
                  C0010/R0010
               
               
                  Solvency I interest rate
               
               
                  The interest rate (as a decimal) as determined by the insurance or reinsurance undertaking in accordance with the laws, regulations and administrative provisions which are adopted pursuant to Article 20 of Directive 2002/83/EC at the last date of the application of that Directive.
               
            
                  C0010/R0020
               
               
                  Annual effective rate
               
               
                  The annual effective rate, calculated as the single discount rate that, where applied to the cash flows of the portfolio of admissible insurance and reinsurance obligations, results in a value that is equal to the value of the best estimate of the portfolio of admissible insurance and reinsurance obligations where the time value of money is taken into account using the relevant risk–free interest rate term structure referred to in Article 77(2) of Directive 2009/138/EC.
               
            
                  C0010/R0030
               
               
                  Portion of the difference applied at the reporting date
               
               
                  Percentage (as a decimal) of the difference between the Solvency I interest rate (R0010) and the Annual effective rate (R0020) (e.g. 1,00 at the beginning of the transitional period and 0,00 at the end).
               
            
                  C0010/R0040
               
               
                  Adjustment to risk free rate
               
               
                  Transitional adjustment to the risk free rate expressed as a percentage (as a decimal).
               
            
                  
                     Solvency I interest rate
                  
               
            
                  C0020/R0100
               
               
                  Best estimate — Up to 0.5 per cent
               
               
                  Value of the best estimate of the insurance and reinsurance obligations for which the interest rate as determined by the insurance or reinsurance undertaking in accordance with the laws, regulations and administrative provisions which are adopted pursuant to Article 20 of Directive 2002/83/EC at the last date of the application of that Directive was up to 0,5 % (inclusive).
                  Only the guaranteed Best Estimate of obligations stemming from products providing a guaranteed rate shall be considered. The Future Discretionary Benefits shall not be considered.
               
            
                  C0020/R0110 to R0200
               
               
                  Best estimate — Best estimate
               
               
                  Value of the best estimate of the insurance and reinsurance obligations for which the interest rate as determined by the insurance or reinsurance undertaking in accordance with the laws, regulations and administrative provisions which are adopted pursuant to Article 20 of Directive 2002/83/EC at the last date of the application of that Directive was in the correspondent interval.
                  The lower reference is exclusive and the higher reference is inclusive.
                  Only the guaranteed Best Estimate of obligations stemming from products providing a guaranteed rate shall be considered. The Future Discretionary Benefits shall not be considered.
               
            
                  C0020/R0210
               
               
                  Best estimate — Above 8.0 per cent
               
               
                  Value of the best estimate of the insurance and reinsurance obligations for which the interest rate as determined by the insurance or reinsurance undertaking in accordance with the laws, regulations and administrative provisions which are adopted pursuant to Article 20 of Directive 2002/83/EC at the last date of the application of that Directive was above 8,0 % (exclusive).
                  Only the guaranteed Best Estimate of obligations stemming from products providing a guaranteed rate shall be considered. The Future Discretionary Benefits shall not be considered.
               
            
                  C0030/R0100
               
               
                  Average duration of insurance and reinsurance obligations — Up to 0.5 per cent
               
               
                  Residual Macaulay duration of the insurance and reinsurance obligations for which the interest rate as determined by the insurance or reinsurance undertaking in accordance with the laws, regulations and administrative provisions which are adopted pursuant to Article 20 of Directive 2002/83/EC at the last date of the application of that Directive was up to 0,5 % (inclusive).
               
            
                  C0030/R0110 to R0200
               
               
                  Average duration of insurance and reinsurance obligations — Average duration of insurance and reinsurance obligations
               
               
                  Residual Macaulay duration of the insurance and reinsurance obligations for which the interest rate as determined by the insurance or reinsurance undertaking in accordance with the laws, regulations and administrative provisions which are adopted pursuant to Article 20 of Directive 2002/83/EC at the last date of the application of that Directive was in the correspondent interval.
                  The lower reference is exclusive and the higher reference is inclusive.
               
            
                  C0030/R0210
               
               
                  Average duration of insurance and reinsurance obligations — Above 8.0 per cent
               
               
                  Residual Macaulay duration of the insurance and reinsurance obligations for which the interest rate as determined by the insurance or reinsurance undertaking in accordance with the laws, regulations and administrative provisions which are adopted pursuant to Article 20 of Directive 2002/83/EC at the last date of the application of that Directive was above 8,0 % (exclusive).
               
            
         S.22.05 — Overall calculation of the transitional on technical provisions
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010
               
               
                  Day 1 Solvency II technical provisions
               
               
                  Amount of technical provisions, subject to transitional deduction to technical provisions, after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles, calculated in accordance with Article 76 of Directive 2009/138/EC at the first date of the application of the Directive 2009/138/EC. This calculation shall consider all insurance and reinsurance obligations existing at the first date of application of the Directive 2009/138/EC.
                  If a re–calculation was requested on the basis of Article 308d(3) of the Directive 2009/138/EC this calculation shall consider only those insurance and reinsurance obligations subject to the transitional and that still exist at the reporting date valued at the reporting date (Solvency II value reducing the contracts not existing anymore).
               
            
                  C0010/R0020
               
               
                  Technical provisions subject to transitional measure on technical provisions — TP calculated as a whole
               
               
                  Amount of the technical provisions calculated as a whole, subject to transitional deduction to technical provisions, after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles, calculated in accordance with Article 76 of Directive 2009/138/EC at the reporting date, before the application of the transitional.
                  If a re–calculation was requested on the basis of Article 308d(3) of the Directive 2009/138/EC this calculation shall consider only those insurance and reinsurance obligations subject to the transitional and that still exist at the reporting date valued at the reporting date (Solvency II value reducing the contracts not existing anymore).
               
            
                  C0010/R0030
               
               
                  Technical provisions subject to technical provisions transitional — Best estimate
               
               
                  Amount of the best estimate, subject to transitional deduction to technical provisions, after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles, calculated in accordance with Article 76 of Directive 2009/138/EC at the reporting date, before the application of the transitional.
                  If a re–calculation was requested on the basis of Article 308d(3) of the Directive 2009/138/EC this calculation shall consider only those insurance and reinsurance obligations subject to the transitional and that still exist at the reporting date valued at the reporting date (Solvency II value minus contracts not existing anymore).
               
            
                  C0010/R0040
               
               
                  Technical provisions subject to technical provisions transitional — Risk margin
               
               
                  Amount of the Risk margin, subject to transitional deduction to technical provisions, after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles, calculated in accordance with Article 76 of Directive 2009/138/EC at the reporting date, before the application of the transitional.
                  If a re–calculation was requested on the basis of Article 308d(3) of the Directive 2009/138/EC this calculation shall consider only those insurance and reinsurance obligations subject to the transitional and that still exist at the reporting date valued at the reporting date (Solvency II value minus contracts not existing anymore).
               
            
                  C0010/R0050
               
               
                  Solvency I technical provisions
               
               
                  Amount of technical provisions at the reporting date, subject to transitional deduction to technical provisions, after deduction of the amounts recoverable from reinsurance contracts calculated in accordance with the laws, regulations and administrative provisions which are adopted pursuant to Article 15 of Directive 73/239/EEC, Article 20 of Directive 2002/83/EC and Article 32 of Directive 2005/68/EC on the day before those Directives are repealed pursuant to Article 310 of Directive 2009/138/EC.
                  If a re–calculation was requested on the basis of Article 308d(3) of the Directive 2009/138/EC this calculation shall consider only those insurance and reinsurance obligations existing at the reporting date valued at the reporting date.
               
            
                  C0010/R0060
               
               
                  Portion of the difference adjusted
               
               
                  Percentage (in decimals) of the portion of the difference adjusted.
                  The maximum portion deductible shall decrease linearly at the end of each year from 1 during the year starting from 1 January 2016 to 0 on 1 January 2032.
               
            
                  C0010/R0070
               
               
                  Limitation applied in accordance to Article 308d(4)
               
               
                  Amount of the limitation applied in accordance to Article 308d (4) of the Directive 2009/138/EC, if applicable.
                  If not applicable it shall be reported as ‘0’.
               
            
                  C0010/R0080
               
               
                  Technical provision after transitional on technical provisions
               
               
                  Amount of technical provisions, subject to transitional deduction to technical provisions, after transitional deduction to technical provisions.
               
            
         S.22.06 — Best estimate subject to volatility adjustment by country and currency
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template shall only be reported by insurance and reinsurance undertakings that apply volatility adjustment in accordance with Article 77d of the Directive 2009/138/EC.
      This template shall reflect the gross best estimate of insurance and reinsurance life obligations subject to volatility adjustment split by currency of the obligations and by country in which the contract was entered into. The best estimate reported shall take into account the volatility adjustment. The best estimate subject to any matching adjustment shall not be reported in this template.
      Information shall be reported in relation to material obligations in countries and currencies for which a currency volatility adjustment, and a country increase if applicable, is applied until 90 % of the total best estimate subject to volatility adjustment is reported.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Line of Business
               
               
                  Identify if the information is being reported in relation to life or non-life activity. The following close list shall be used:
                  
                               
                           
                           
                              1 — Life and health SLT
                           
                        
                               
                           
                           
                              2 — Non–life and health other than that pursued on a similar basis to that of life insurance
                           
                        
            
                  C0010/R0010
               
               
                  By currency
               
               
                  Report the ISO 4217 alphabetic code of each currency reported.
               
            
                  
                     Best estimate subject to country and currency volatility adjustment — Total and home country by currency
                  
               
            
                  C0030/R0020
               
               
                  Total value of Best Estimate subject to volatility adjustment (for all currencies)/Total value of all countries
               
               
                  Total value, for all currencies and all countries, of the best estimate of the insurance and reinsurance obligations subject to volatility adjustment.
               
            
                  C0040/R0020
               
               
                  Part of the Best Estimate subject to volatility adjustment written in the reporting currency/Total value of all countries
               
               
                  Total value for all countries, of the best estimate of the insurance and reinsurance obligations subject to volatility adjustment for the reporting currency.
               
            
                  C0050/R0020
               
               
                  Part of the Best Estimate subject to volatility adjustment written in currencies/Total value of all countries
               
               
                  Total value for all countries of the best estimate of the insurance and reinsurance obligations subject to volatility adjustment split by currency.
               
            
                  C0030/R0030
               
               
                  Total value of Best Estimate subject to volatility adjustment (for all currencies)/Home country
               
               
                  Total value, for all currencies for the home country, of the best estimate of the insurance and reinsurance obligations subject to volatility adjustment.
               
            
                  C0040/R0030
               
               
                  Part of the Best Estimate subject to volatility adjustment written in the reporting currency/Home country
               
               
                  Total value for the home country, of the best estimate of the insurance and reinsurance obligations subject to volatility adjustment for the reporting currency.
               
            
                  C0050/R0030
               
               
                  Part of the Best Estimate subject to volatility adjustment written in currencies/Home country
               
               
                  Value of the best estimate of the insurance and reinsurance obligations subject to volatility adjustment split by currency for the home country.
               
            
                  
                     Best estimate subject to country and currency volatility adjustment — By country and currency
                  
               
            
                  C0020/R0040
               
               
                  Countries
               
               
                  Report the ISO 3166–1 alpha–2 code of each country reported.
               
            
                  C0030/R0040
               
               
                  Total value of Best Estimate subject to volatility adjustment (for all currencies) — by country
               
               
                  Total value, for all currencies by country, of the best estimate of the insurance and reinsurance obligations subject to volatility adjustment.
               
            
                  C0040/R0040
               
               
                  Part of the Best Estimate subject to volatility adjustment written in the reporting currency — by country
               
               
                  Value of the best estimate of the insurance and reinsurance obligations subject to volatility adjustment for the reporting currency split by country.
               
            
                  C0050/R0040
               
               
                  Part of the Best Estimate subject to volatility adjustment written in currencies — by country
               
               
                  Value of the best estimate of the insurance and reinsurance obligations subject to volatility adjustment split by currency and by country.
               
            
         S.23.01 — Own Funds
      
      
         General comments:
      
      This section relates to opening, quarterly and annual submission for individual entities.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Basic own funds before deduction for participations in other financial sector as foreseen in Article 68 of Delegated Regulation (EU) 2015/35
                  
               
            
                  R0010/C0010
               
               
                  Ordinary share capital (gross of own shares) — total
               
               
                  This is the total ordinary share capital, both held directly and indirectly (before deduction of own shares). This is the total ordinary share capital of the undertaking that fully satisfies the criteria for Tier 1 or Tier 2 items. Any ordinary share capital that does not fully satisfy the criteria shall be treated as preference shares capital and classified accordingly notwithstanding their description or designation.
               
            
                  R0010/C0020
               
               
                  Ordinary share capital (gross of own shares) — tier 1 unrestricted
               
               
                  This is the amount of paid up ordinary share capital that meets unrestricted Tier 1 criteria.
               
            
                  R0010/C0040
               
               
                  Ordinary share capital (gross of own shares) — tier 2
               
               
                  This is the amount of called up ordinary share capital that meets the criteria for Tier 2.
               
            
                  R0030/C0010
               
               
                  Share premium account related to ordinary share capital — total
               
               
                  The total share premium account related to ordinary share capital of the undertaking that fully satisfies the criteria for Tier 1 or Tier 2 items.
               
            
                  R0030/C0020
               
               
                  Share premium account related to ordinary share capital — tier 1 unrestricted
               
               
                  This is the amount of the share premium account related to ordinary shares that meets the criteria for Tier 1 unrestricted because it relates to ordinary share capital treated as unrestricted Tier 1.
               
            
                  R0030/C0040
               
               
                  Share premium account related to ordinary share capital — tier 2
               
               
                  This is the amount of the share premium account related to ordinary shares that meets the criteria for Tier 2 because it relates to ordinary share capital treated as Tier 2.
               
            
                  R0040/C0010
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings — total
               
               
                  The initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings that fully meets the criteria for Tier 1 or Tier 2 items.
               
            
                  R0040/C0020
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings — tier 1 unrestricted
               
               
                  This is the amount of the initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings that meets the criteria for Tier 1 unrestricted.
               
            
                  R0040/C0040
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings — tier 2
               
               
                  This is the amount of the initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings that meets Tier 2 criteria.
               
            
                  R0050/C0010
               
               
                  Subordinated mutual member accounts — total
               
               
                  This is the total amount of subordinated mutual member accounts that fully satisfy the criteria for Tier 1 restricted, Tier 2 or Tier 3 items.
               
            
                  R0050/C0030
               
               
                  Subordinated mutual member accounts — tier 1 restricted
               
               
                  This is the amount of subordinated mutual member accounts that meet the criteria for Tier 1 restricted.
               
            
                  R0050/C0040
               
               
                  Subordinated mutual member accounts — tier 2
               
               
                  This is the amount of subordinated mutual member accounts that meet the criteria for Tier 2.
               
            
                  R0050/C0050
               
               
                  Subordinated mutual member accounts — tier 3
               
               
                  This is the amount of subordinated mutual member accounts that meet the criteria for Tier 3.
               
            
                  R0070/C0010
               
               
                  Surplus funds — total
               
               
                  This is the total amount of surplus funds that fall under Article 91 (2) of the Directive 2009/138/EC.
               
            
                  R0070/C0020
               
               
                  Surplus funds — tier 1 unrestricted
               
               
                  These are the surplus funds that fall under Article 91 (2) of the Directive 2009/138/EC and that meet the criteria for Tier 1, unrestricted items.
               
            
                  R0090/C0010
               
               
                  Preference shares — total
               
               
                  This is the total amount of preference shares issued by the undertaking that fully satisfy the criteria for Tier 1 restricted, Tier 2 or Tier 3 items.
               
            
                  R0090/C0030
               
               
                  Preference shares — tier 1 restricted
               
               
                  This is the amount of the preference shares issued by the undertaking that meet the criteria for Tier 1 restricted.
               
            
                  R0090/C0040
               
               
                  Preference shares — tier 2
               
               
                  This is the amount of the preference shares issued by the undertaking that meet the criteria for Tier 2.
               
            
                  R0090/C0050
               
               
                  Preference shares — tier 3
               
               
                  This is the amount of the preference shares issued by the undertaking that meet the criteria for Tier 3.
               
            
                  R0110/C0010
               
               
                  Share premium account related to preference shares — total
               
               
                  The total share premium account related to preference shares capital of the undertaking that fully satisfies the criteria for Tier 1 restricted, Tier 2 or Tier 3 items.
               
            
                  R0110/C0030
               
               
                  Share premium account related to preference shares — tier 1 restricted
               
               
                  This is the amount of the share premium account that relates to preference shares that meets the criteria for Tier 1 restricted items because it relates to preference shares treated as Tier 1 restricted items.
               
            
                  R0110/C0040
               
               
                  Share premium account related to preference shares — tier 2
               
               
                  This is the amount of the share premium account that relates to preference shares that meets the criteria for Tier 2 because it relates to preference shares treated as Tier 2.
               
            
                  R0110/C0050
               
               
                  Share premium account related to preference shares — tier 3
               
               
                  This is the amount of the share premium account that relates to preference shares that meets the criteria for Tier 3 because it relates to preference shares treated as Tier 3.
               
            
                  R0130/C0010
               
               
                  Reconciliation reserve — total
               
               
                  The total reconciliation reserve represents reserves (e.g. retained earnings), net of adjustments (e.g. ring–fenced funds). It results mainly from differences between accounting valuation and valuation according to Article 75 of Directive 2009/138/EC.
               
            
                  R0130/C0020
               
               
                  Reconciliation reserve — tier 1 unrestricted
               
               
                  The reconciliation reserve represents reserves (e.g. retained earnings), net of adjustments (e.g. ring–fenced funds). It results mainly from differences between accounting valuation and valuation according to Directive 2009/138/EC.
               
            
                  R0140/C0010
               
               
                  Subordinated liabilities — total
               
               
                  This is the total amount of subordinated liabilities issued by the undertaking.
               
            
                  R0140/C0030
               
               
                  Subordinated liabilities — tier 1 restricted
               
               
                  This is the amount of subordinated liabilities issued by the undertaking that meet the criteria for Tier 1 restricted items.
               
            
                  R0140/C0040
               
               
                  Subordinated liabilities — tier 2
               
               
                  This is the amount of subordinated liabilities issued by the undertaking that meet the criteria for Tier 2.
               
            
                  R0140/C0050
               
               
                  Subordinated liabilities — tier 3
               
               
                  This is the amount of subordinated liabilities issued by the undertaking that meet the criteria for Tier 3.
               
            
                  R0160/C0010
               
               
                  An amount equal to the value of net deferred tax assets — total
               
               
                  This is the total amount of net deferred tax assets of the undertaking.
               
            
                  R0160/C0050
               
               
                  An amount equal to the value of net deferred tax assets — tier 3
               
               
                  This is the amount of net deferred tax assets of the undertaking that meet the tier 3 classification criteria.
               
            
                  R0180/C0010
               
               
                  Other own fund items approved by the supervisory authority as basic own funds not specified above
               
               
                  This is the total of basic own fund items not identified above and that received supervisory approval.
               
            
                  R0180/C0020
               
               
                  Other own fund items approved by the supervisory authority as basic own funds not specified above — tier 1 unrestricted
               
               
                  This is the amount of basic own fund items not identified above that meet Tier 1 unrestricted criteria and that received supervisory approval.
               
            
                  R0180/C0030
               
               
                  Other own fund items approved by the supervisory authority as basic own funds not specified above — Tier 1 restricted
               
               
                  This is the amount of basic own fund items not identified above which meet the criteria for Tier 1, restricted items and that received supervisory approval.
               
            
                  R0180/C0040
               
               
                  Other own fund items approved by the supervisory authority as basic own funds not specified above — tier 2
               
               
                  This is the amount of basic own fund items not identified above that meet the criteria for Tier 2 and that received supervisory approval.
               
            
                  R0180/C0050
               
               
                  Other own fund items approved by the supervisory authority as basic own funds not specified above — tier 3
               
               
                  This is the amount of basic own fund items not identified above that meet the criteria for Tier 3 and that received supervisory approval.
               
            
                  
                     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/C0010
               
               
                  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 — total
               
               
                  This is the total amount of own fund items from financial statements that are not represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds.
                  These own fund items are either:
                  
                              i)
                           
                           
                              items that appear in the lists of own fund items, but fail to meet the classification criteria or the transitional provisions; or
                           
                        
                              ii)
                           
                           
                              items intended to perform the role of own funds that are not on the list of own fund items and have not been approved by the supervisory authority, and do not appear on the balance sheet as liabilities.
                           
                        Subordinated liabilities which do not count as basic own funds shall not be reported here, but on the balance sheet (template S.02.01) as subordinated liabilities that do not count as basic own funds.
               
            
                  
                     Deductions
                  
               
            
                  R0230/C0010
               
               
                  Deduction for participations in financial and credit institutions — total
               
               
                  This is the total deduction for participations in financial and credit institutions in accordance with Article 68 of Delegated Regulation (EU) 2015/35.
               
            
                  R0230/C0020
               
               
                  Deduction for participations in financial and credit institutions — tier 1 unrestricted
               
               
                  This is the amount of the deduction for participations in financial and credit institutions that are deducted from tier 1 unrestricted in accordance with Article 68 of Delegated Regulation (EU) 2015/35.
               
            
                  R0230/C0030
               
               
                  Deduction for participations in financial and credit institutions — tier 1 restricted
               
               
                  This is the amount of the deduction for participations in financial and credit institutions that are deducted from tier 1 restricted in accordance with Article 68 of Delegated Regulation (EU) 2015/35.
               
            
                  R0230/C0040
               
               
                  Deduction for participations in financial and credit institutions — tier 2
               
               
                  This is the amount of the deduction for participations in financial and credit institutions that are deducted from tier 2 in accordance with Article 68 of Delegated Regulation (EU) 2015/35.
               
            
                  
                     Total basic own funds after deductions
                  
               
            
                  R0290/C0010
               
               
                  Total basic own funds after deductions
               
               
                  This is the total amount of basic own fund items after deductions.
               
            
                  R0290/C0020
               
               
                  Total basic own funds after deductions — tier 1 unrestricted
               
               
                  This is the amount of basic own fund items after deductions that meet the criteria for Tier 1 unrestricted items.
               
            
                  R0290/C0030
               
               
                  Total basic own funds after deductions — tier 1 restricted
               
               
                  This is the amount of basic own fund items after adjustments that meet the criteria for Tier 1 restricted items.
               
            
                  R0290/C0040
               
               
                  Total basic own funds after deductions — tier 2
               
               
                  This is the amount of basic own fund items after adjustments that meet the criteria for Tier 2.
               
            
                  R0290/C0050
               
               
                  Total basic own funds after deductions — tier 3
               
               
                  This is the amount of basic own fund items after adjustments that meet the criteria for Tier 3.
               
            
                  
                     Ancillary own funds
                  
               
            
                  R0300/C0010
               
               
                  Unpaid and uncalled ordinary share capital callable on demand — total
               
               
                  This is the total amount of issued ordinary share capital that has not been called up or paid up but that is callable on demand.
               
            
                  R0300/C0040
               
               
                  Unpaid and uncalled ordinary share capital callable on demand — tier 2
               
               
                  This is the amount of issued ordinary share capital that has not been called up or paid up but that is callable on demand that meet the criteria for Tier 2.
               
            
                  R0310/C0010
               
               
                  Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual — type undertakings, callable on demand–total
               
               
                  This is the total amount of initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings that has not been called up or paid up but that is callable on demand.
               
            
                  R0310/C0040
               
               
                  Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings, callable on demand — tier 2
               
               
                  This is the amount of initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings that has not been called up or paid up but that is callable on demand that meet the criteria for Tier 2.
               
            
                  R0320/C0010
               
               
                  Unpaid and uncalled preference shares callable on demand — total
               
               
                  This is the total amount of preference shares that have not been called up or paid up but that are callable on demand.
               
            
                  R0320/C0040
               
               
                  Unpaid and uncalled preference shares callable on demand — tier 2
               
               
                  This is the amount of preference shares that have not been called up or paid up but that are callable on demand that meet the criteria for Tier 2.
               
            
                  R0320/C0050
               
               
                  Unpaid and uncalled preference shares callable on demand — tier 3
               
               
                  This is the amount of preference shares that have not been called up or paid up but that are callable on demand that meet the criteria for Tier 3
               
            
                  R0330/C0010
               
               
                  A legally binding commitment to subscribe and pay for subordinated liabilities on demand — total
               
               
                  This is the total amount of legally binding commitments to subscribe and pay for subordinated liabilities on demand.
               
            
                  R0330/C0040
               
               
                  A legally binding commitment to subscribe and pay for subordinated liabilities on demand — tier 2
               
               
                  This is the amount of legally binding commitments to subscribe and pay for subordinated liabilities on demand that meet the criteria for Tier 2.
               
            
                  R0330/C0050
               
               
                  A legally binding commitment to subscribe and pay for subordinated liabilities on demand — tier 3
               
               
                  This is the amount of legally binding commitments to subscribe and pay for subordinated liabilities on demand that meet the criteria for Tier 3.
               
            
                  R0340/C0010
               
               
                  Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC– total
               
               
                  This is the total amount of letters of credit and guarantees that are held in trust for the benefit of insurance creditors by an independent trustee and provided by credit institutions authorised in accordance with Directive 2006/48/EC.
               
            
                  R0340/C0040
               
               
                  Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC– tier 2
               
               
                  This is the amount of letters of credit and guarantees that are held in trust for the benefit of insurance creditors by an independent trustee and provided by credit institutions authorised in accordance with Directive 2006/48/EC that meet the criteria for Tier 2.
               
            
                  R0350/C0010
               
               
                  Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC– total
               
               
                  This is the total amount of letters of credit and guarantees that satisfy criteria for Tier 2 or Tier 3, other than those that are held in trust for the benefit of insurance creditors by an independent trustee and provided by credit institutions authorised in accordance with Directive 2006/48/EC.
               
            
                  R0350/C0040
               
               
                  Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC — tier 2
               
               
                  This is the amount of letters of credit and guarantees that meet the criteria for Tier 2, other than those which are held in trust for the benefit of insurance creditors by an independent trustee and provided by credit institutions authorised in accordance with Directive 2006/48/EC.
               
            
                  R0350/C0050
               
               
                  Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC– tier 3
               
               
                  This is the amount of letters of credit and guarantees that meet the criteria for Tier 3, other than those which are held in trust for the benefit of insurance creditors by an independent trustee and provided by credit institutions authorised in accordance with Directive 2006/48/EC.
               
            
                  R0360/C0010
               
               
                  Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC– total
               
               
                  This is the total amount of any future claims which mutual or mutual–type associations of ship owners with variable contributions solely insuring risks listed in classes 6, 12 and 17 in Part A of Annex I may have against their members by way of a call for supplementary contributions, within the following 12 months.
               
            
                  R0360/C0040
               
               
                  Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC — tier 2
               
               
                  This is the amount of any future claims which mutual or mutual–type associations of ship owners with variable contributions solely insuring risks listed in classes 6, 12 and 17 in Part A of Annex I may have against their members by way of a call for supplementary contributions, within the following 12 months.
               
            
                  R0370/C0010
               
               
                  Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC
               
               
                  This is the total amount of any future claims which mutual or mutual–type associations with variable contributions may have against their members by way of a call for supplementary contributions, within the following 12 months, other than those described in the first subparagraph of article 96(3) of the Directive 2009/138/EC.
               
            
                  R0370/C0040
               
               
                  Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC — tier 2
               
               
                  This is the amount of any future claims which mutual or mutual–type associations of with variable contributions may have against their members by way of a call for supplementary contributions within the following 12 months, other than those described in the first subparagraph of article 96(3) of the Directive 2009/138/EC that meet the criteria for Tier 2.
               
            
                  R0370/C0050
               
               
                  Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC — tier 3
               
               
                  This is the amount of any future claims which mutual or mutual–type associations with variable contributions may have against their members by way of a call for supplementary contributions within the following 12 months, other than those described in the first subparagraph of article 96(3) of the Framework Directive 2009/138/EC that meet the criteria for Tier 3.
               
            
                  R0390/C0010
               
               
                  Other ancillary own funds — total
               
               
                  This is the total amount of other ancillary own funds.
               
            
                  R0390/C0040
               
               
                  Other ancillary own funds — tier 2
               
               
                  This is the amount of other ancillary own funds that meet criteria for Tier 2.
               
            
                  R0390/C0050
               
               
                  Other ancillary own funds — tier 3
               
               
                  This is the amount of other ancillary own funds that meet criteria for Tier 3.
               
            
                  R0400/C0010
               
               
                  Total ancillary own funds
               
               
                  This is the total amount of ancillary own fund items.
               
            
                  R0400/C0040
               
               
                  Total ancillary own funds tier 2
               
               
                  This is the amount of ancillary own fund items that meet the criteria for Tier 2.
               
            
                  R0400/C0050
               
               
                  Total ancillary own funds — tier 3
               
               
                  This is the amount of ancillary own fund items that meet the criteria for Tier 3.
               
            
                  
                     Available and eligible own funds
                  
               
            
                  R0500/C0010
               
               
                  Total available own funds to meet the SCR
               
               
                  This is the sum of all basic own fund items and ancillary own fund items that meet the tier 1, tier 2 and tier 3 criteria and that are therefore available to meet the SCR.
               
            
                  R0500/C0020
               
               
                  Total available own funds to meet the SCR — tier 1 unrestricted
               
               
                  This the sum of all basic own fund items that meet the criteria to be included in Tier 1 unrestricted items and that are therefore available to meet the SCR.
               
            
                  R0500/C0030
               
               
                  Total available own funds to meet the SCR — tier 1 restricted
               
               
                  This the sum of all basic own fund items that meet the criteria to be included in Tier 1 restricted items and that are therefore available to meet the SCR.
               
            
                  R0500/C0040
               
               
                  Total available own funds to meet the SCR — tier 2
               
               
                  This is the sum of all basic own fund items, after adjustments, and ancillary own fund items that meet the criteria to be included in Tier 2 and that are therefore available to meet the SCR.
               
            
                  R0500/C0050
               
               
                  Total available own funds to meet the SCR — tier 3
               
               
                  This is the sum of all basic own fund items, after adjustments, and ancillary own fund items that meet the criteria to be included in Tier 3 and that are therefore available to meet the SCR.
               
            
                  R0510/C0010
               
               
                  Total available own funds to meet the MCR
               
               
                  This is the sum of all basic own fund items, after adjustments, that meet the tier 1 and tier 2 criteria and that are therefore available to meet the MCR.
               
            
                  R0510/C0020
               
               
                  Total available own funds to meet the MCR — tier 1 unrestricted
               
               
                  This is the sum of all basic own fund items, after adjustments, that meet the criteria to be included in Tier 1 unrestricted items and that are therefore available to meet the MCR.
               
            
                  R0510/C0030
               
               
                  Total available own funds to meet the MCR — tier 1 restricted
               
               
                  This is the sum of all basic own fund items, after adjustments, that meet the criteria to be included in Tier 1 restricted items and that are therefore available to meet the MCR.
               
            
                  R0510/C0040
               
               
                  Total available own funds to meet the MCR — tier 2
               
               
                  This is the sum of all basic own fund items, after adjustments, that meet the criteria to be included in Tier 2 and that are therefore available to meet the MCR.
               
            
                  R0540/C0010
               
               
                  Total eligible own funds to meet the SCR
               
               
                  This is the total amount of available own funds that are eligible to cover the SCR.
               
            
                  R0540/C0020
               
               
                  Total eligible own funds to meet the SCR — tier 1 unrestricted
               
               
                  This is the amount of unrestricted Tier 1 own fund items that are eligible to meet the SCR.
               
            
                  R0540/C0030
               
               
                  Total eligible own funds to meet the SCR — tier 1 restricted
               
               
                  This is the amount of restricted Tier 1 own fund items that are eligible to meet the SCR.
               
            
                  R0540/C0040
               
               
                  Total eligible own funds to meet the SCR — tier 2
               
               
                  This is the amount of Tier 2 own fund items that are eligible to meet the SCR.
               
            
                  R0540/C0050
               
               
                  Total eligible own funds to meet the SCR — tier 3
               
               
                  This is the amount of Tier 3 own fund items that are eligible to meet the SCR.
               
            
                  R0550/C0010
               
               
                  Total eligible own funds to meet the MCR
               
               
                  This is the total amount of own fund items that are eligible to meet the MCR.
               
            
                  R0550/C0020
               
               
                  Total eligible own funds to meet the MCR — tier 1 unrestricted
               
               
                  This is the amount of unrestricted Tier 1 own fund items that are eligible to meet the MCR.
               
            
                  R0550/C0030
               
               
                  Total eligible own funds to meet the MCR — tier 1 restricted
               
               
                  This is the amount of restricted Tier 1 own fund items that are eligible to meet the MCR.
               
            
                  R0550/C0040
               
               
                  Total eligible own funds to meet the MCR — tier 2
               
               
                  This is the amount of Tier 2 basic own fund items that are eligible to meet the MCR.
               
            
                  R0580/C0010
               
               
                  SCR
               
               
                  This is the total SCR of the undertaking as a whole and shall correspond to the SCR reported on the relevant SCR template.
                  For quarterly reporting this is the latest SCR to be calculated and reported in accordance with Articles 103 to 127 of Directive 2009/138/EC, either the annual one or a more recent one in case the SCR has been recalculated (e.g. due to a change in risk profile), including capital add on.
               
            
                  R0600/C0010
               
               
                  MCR
               
               
                  This is the MCR of the undertaking and shall correspond to the total MCR reported in the relevant MCR template.
               
            
                  R0620/C0010
               
               
                  Ratio of eligible own funds to SCR
               
               
                  This is the solvency ratio calculated as the total eligible own funds to meet the SCR divided by the SCR amount.
               
            
                  R0640/C0010
               
               
                  Ratio of eligible own funds to MCR
               
               
                  This is the MCR ratio calculated as the total of eligible own funds to meet the MCR divided by the MCR amount.
               
            
                  
                     Reconciliation Reserve
                  
               
            
                  R0700/C0060
               
               
                  Excess of assets over liabilities
               
               
                  This is the excess of assets over liabilities as reported in the Solvency 2 balance sheet.
               
            
                  R0710/C0060
               
               
                  Own shares (held directly and indirectly)
               
               
                  This is the amount of own shares held by the undertaking, both directly and indirectly.
               
            
                  R0720/C0060
               
               
                  Foreseeable dividends, distributions and charges
               
               
                  These are the dividends, distributions and charges foreseeable by the undertaking.
               
            
                  R0730/C0060
               
               
                  Other basic own fund items
               
               
                  These are the basic own fund items included in points (a)(i) to (v) of Article 69, Article 72(a) and Article 76(a), as well as those basic own fund items approved by the supervisory authority in accordance with Article 79 of the Delegated Regulation (EU) 2015/35.
               
            
                  R0740/C0060
               
               
                  Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds
               
               
                  This is the total amount of the adjustment to the reconciliation reserve due to the existence of restricted own fund items in respect of ring–fenced funds and matching portfolios.
               
            
                  R0760/C0060
               
               
                  Reconciliation reserve — total
               
               
                  This the reconciliation reserve of the undertaking, before deduction for participations in other financial sector as foreseen in Article 68 of Delegated Regulation (EU) 2015/35.
               
            
                  R0770/C0060
               
               
                  Expected profits included in future premiums (EPIFP) — Life business
               
               
                  The reconciliation reserve includes an amount of the excess of assets over liabilities that corresponds to the expected profit in future premiums (‘EPIFP’). This cell represents that amount for the life business of the undertaking.
               
            
                  R0780/C0060
               
               
                  Expected profits included in future premiums (EPIFP) — Non– life business
               
               
                  The reconciliation reserve includes an amount of the excess of assets over liabilities that corresponds to the expected profit in future premiums (EPIFP). This cell represents that amount for the non–life business of the undertaking.
               
            
                  R0790/C0060
               
               
                  Total Expected profits included in future premiums (EPIFP)
               
               
                  This is the total amount calculated as expected profits included in future premiums.
               
            
         S.23.02 — Detailed information by tiers on own funds
      
      
         General comments:
      
      This section relates to annual submission for individual entities.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  R0010/C0010
               
               
                  Ordinary share capital –Paid in — total
               
               
                  This is the total of paid in ordinary share capital, including own shares.
               
            
                  R0010/C0020
               
               
                  Ordinary share capital — Paid in — tier 1
               
               
                  This is the total of paid in ordinary share capital that meets the criteria for Tier 1, including own shares.
               
            
                  R0020/C0010
               
               
                  Ordinary share capital –Called up but not yet paid in — total
               
               
                  This is the total amount of ordinary shares that have been called up but not yet paid in, including own shares.
               
            
                  R0020/C0040
               
               
                  Ordinary share capital –Called up but not yet paid in — tier 2
               
               
                  This is the amount of ordinary shares that have been called up but not yet paid in that meet the criteria for Tier 2, including own shares.
               
            
                  R0030/C0010
               
               
                  Own shares held — total
               
               
                  This is the total amount of own shares held by the undertaking.
               
            
                  R0030/C0020
               
               
                  Own shares held — tier 1
               
               
                  This is the total amount of own shares held by the undertaking, that meet the criteria for Tier 1.
               
            
                  R0100/C0010
               
               
                  Total ordinary share capital
               
               
                  This is the total of ordinary share capital. Note that own shares held will be included in either paid in or called up but not yet paid in.
               
            
                  R0100/C0020
               
               
                  Total ordinary share capital — tier 1
               
               
                  This is the total of ordinary share capital that meets the criteria for Tier 1. Note that own shares held will be included in either paid in or called up but not yet paid in.
               
            
                  R0100/C0040
               
               
                  Total ordinary share capital — tier 2
               
               
                  This is the total of ordinary share capital that meets the criteria for Tier 2.
               
            
                  R0110/C0010
               
               
                  Initial funds, members' contributions or the equivalent basic own–fund items for mutual and mutual–type undertaking –Paid in — total
               
               
                  This is the total of paid in initial funds, members' contributions or the equivalent basic own–fund item for mutual and mutual–type undertaking.
               
            
                  R0110/C0020
               
               
                  Initial funds, members' contributions or the equivalent basic own–fund items for mutual and mutual–type undertaking –Pain in — tier 1
               
               
                  This is the total of initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking that meet the criteria for Tier 1.
               
            
                  R0120/C0010
               
               
                  Initial funds, members' contributions or the equivalent basic own–fund items for mutual and mutual–type undertaking –Called up but not yet paid in — total
               
               
                  This is the total of called up but not yet paid in initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking
               
            
                  R0120/C0040
               
               
                  Initial funds, members' contributions or the equivalent basic own–fund items for mutual and mutual–type undertaking –Called up but not yet paid in — tier 2
               
               
                  This is the total of initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking that meet the criteria for Tier 2.
               
            
                  R0200/C0010
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking
               
               
                  This is the total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking
               
            
                  R0200/C0020
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking — tier 1
               
               
                  This is the total of the initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking that meet the criteria for Tier 1.
               
            
                  R0200/C0040
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking — tier 2
               
               
                  This is the total of the initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking that meet the criteria for Tier 2.
               
            
                  R0210/C0010
               
               
                  Subordinated mutual member accounts — Dated subordinated — total
               
               
                  This is the total amount of dated subordinated mutual member accounts
               
            
                  R0210/C0020
               
               
                  Subordinated mutual member accounts — Dated subordinated — tier 1
               
               
                  This is the total amount of dated subordinated mutual member accounts that meet the criteria for Tier 1.
               
            
                  R0210/C0030
               
               
                  Subordinated mutual member accounts — Dated subordinated — tier 1 of which counted under transitionals
               
               
                  This is the total amount of dated subordinated mutual member accounts that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0210/C0040
               
               
                  Subordinated mutual member accounts — Dated subordinated — tier 2
               
               
                  This is the total amount of dated subordinated mutual member accounts that meet the criteria for Tier 2.
               
            
                  R0210/C0050
               
               
                  Subordinated mutual member accounts — Dated subordinated — tier 2 of which counted under transitionals
               
               
                  This is the total amount of dated subordinated mutual member accounts that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0210/C0060
               
               
                  Subordinated mutual member accounts — Dated subordinated — tier 3
               
               
                  This is the total amount of dated subordinated mutual member accounts that meet the criteria for Tier 3.
               
            
                  R0220/C0010
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — total
               
               
                  This is the total of undated subordinated mutual member accounts with a call option.
               
            
                  R0220/C0020
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — tier 1
               
               
                  This is the total of undated subordinated mutual member accounts with a call option that meet the criteria for Tier 1.
               
            
                  R0220/C0030
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — tier 1 of which counted under transitionals
               
               
                  This is the total of undated subordinated mutual member accounts with a call option that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0220/C0040
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — tier 2
               
               
                  This is the total of undated subordinated mutual member accounts with a call option that meet the criteria for Tier 2.
               
            
                  R0220/C0050
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — tier 2 of which counted under transitionals
               
               
                  This is the total of undated subordinated mutual member accounts with a call option that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0220/C0060
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — tier 3
               
               
                  This is the total of undated subordinated mutual member accounts with a call option that meet the criteria for Tier 3.
               
            
                  R0230/C0010
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — total
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem.
               
            
                  R0230/C0020
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — tier 1
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem that meet the criteria for Tier 1.
               
            
                  R0230/C0030
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — tier 1 of which counted under transitionals
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0230/C0040
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — tier 2
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem that meet the criteria for Tier 2.
               
            
                  R0230/C0050
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — tier 2 of which counted under transitionals
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0230/C0060
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — tier 3
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem that meet the criteria for Tier 3.
               
            
                  R0300/C0010
               
               
                  Total Subordinated mutual member accounts
               
               
                  This is the total subordinated mutual member accounts.
               
            
                  R0300/C0020
               
               
                  Total Subordinated mutual member accounts — tier 1
               
               
                  This is the total of the subordinated mutual member accounts that meet the criteria for Tier 1.
               
            
                  R0300/C0030
               
               
                  Total Subordinated mutual member accounts — tier 1 of which counted under transitionals
               
               
                  This is the total of the subordinated mutual member accounts that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0300/C0040
               
               
                  Total Subordinated mutual member accounts — tier 2
               
               
                  This is the total of the subordinated mutual member accounts that meet the criteria for Tier 2.
               
            
                  R0300/C0050
               
               
                  Total Subordinated mutual member accounts — tier 2 of which counted under transitionals
               
               
                  This is the total of the subordinated mutual member accounts that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0300/C0060
               
               
                  Total Subordinated mutual member accounts — tier 3
               
               
                  This is the total of the subordinated mutual member accounts that meet the criteria for Tier 3.
               
            
                  R0310/C0010
               
               
                  Dated preference shares — total
               
               
                  This is the total dated preference shares.
               
            
                  R0310/C0020
               
               
                  Dated preference shares — tier 1
               
               
                  This is the total of dated preference shares that meet the criteria for Tier 1.
               
            
                  R0310/C0030
               
               
                  Dated preference shares — tier 1 of which counted under transitionals
               
               
                  This is the total of dated preference shares that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0310/C0040
               
               
                  Dated preference shares — tier 2
               
               
                  This is the total of dated preference shares that meet the criteria for Tier 2.
               
            
                  R0310/C0050
               
               
                  Dated preference shares — tier 2 of which counted under transitionals
               
               
                  This is the total of dated preference shares that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0310/C0060
               
               
                  Dated preference shares — tier 3
               
               
                  This is the total of dated preference shares that meet the criteria for Tier 3.
               
            
                  R0320/C0010
               
               
                  Undated preference shares with a call option — total
               
               
                  This is the total undated preference shares with a call option.
               
            
                  R0320/C0020
               
               
                  Undated preference shares with a call option — tier 1
               
               
                  This is the total of undated preference shares with a call option that meet the criteria for Tier 1.
               
            
                  R0320/C0030
               
               
                  Undated preference shares with a call option — tier 1 of which counted under transitionals
               
               
                  This is the total of undated preference shares with a call option that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0320/C0040
               
               
                  Undated preference shares with a call option — tier 2
               
               
                  This is the total of undated preference shares with a call option that meet the criteria for Tier 2.
               
            
                  R0320/C0050
               
               
                  Undated preference shares with a call option — tier 2 of which counted under transitionals
               
               
                  This is the total of undated preference shares with a call option that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0320/C0060
               
               
                  Undated preference shares with a call option — tier 3
               
               
                  This is the total of undated preference shares with a call option that meet the criteria for Tier 3.
               
            
                  R0330/C0010
               
               
                  Undated preference shares with no contractual opportunity to redeem — total
               
               
                  This is the total undated preference shares with no contractual opportunity to redeem.
               
            
                  R0330/C0020
               
               
                  Undated preference shares with no contractual opportunity to redeem — tier 1
               
               
                  This is the total of undated preference shares with no contractual opportunity to redeem that meet the criteria for Tier 1.
               
            
                  R0330/C0030
               
               
                  Undated preference shares with no contractual opportunity to redeem — tier 1 of which counted under transitionals
               
               
                  This is the total of undated preference shares with no contractual opportunity to redeem that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0330/C0040
               
               
                  Undated preference shares with no contractual opportunity to redeem — tier 2
               
               
                  This is the total of undated preference shares with no contractual opportunity to redeem that meet the criteria for Tier 2.
               
            
                  R0330/C0050
               
               
                  Undated preference shares with no contractual opportunity to redeem — tier 2 of which counted under transitionals
               
               
                  This is the total of undated preference shares with no contractual opportunity to redeem that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0330/C0060
               
               
                  Undated preference shares with no contractual opportunity to redeem — tier 3
               
               
                  This is the total of undated preference shares with no contractual opportunity to redeem that meet the criteria for Tier 3.
               
            
                  R0400/C0010
               
               
                  Total preference shares
               
               
                  This is the total preference shares.
               
            
                  R0400/C0020
               
               
                  Total preference shares — tier 1
               
               
                  This is the total of preference shares that meet the criteria for Tier 1.
               
            
                  R0400/C0030
               
               
                  Total preference shares — tier 1 of which counted under transitionals
               
               
                  This is the total of preference shares that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0400/C0040
               
               
                  Total preference shares — tier 2
               
               
                  This is the total of preference shares that meet the criteria for Tier 2.
               
            
                  R0400/C0050
               
               
                  Total preference shares — tier 2 of which counted under transitionals
               
               
                  This is the total of preference shares that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0400/C0060
               
               
                  Total preference shares — tier 3
               
               
                  This is the total of preference shares that meet the criteria for Tier 3.
               
            
                  R0410/C0010
               
               
                  Dated subordinated liabilities — total
               
               
                  This is the total of dated subordinated liabilities.
               
            
                  R0410/C0020
               
               
                  Dated subordinated liabilities– tier 1
               
               
                  This is the amount of dated subordinated liabilities that meet the criteria for Tier 1.
               
            
                  R0410/C0030
               
               
                  Dated subordinated liabilities — tier 1 of which counted under transitionals
               
               
                  This is the amount of dated subordinated liabilities that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0410/C0040
               
               
                  Dated subordinated liabilities– tier 2
               
               
                  This is the amount of dated subordinated liabilities that meet the criteria for Tier 2.
               
            
                  R0410/C0050
               
               
                  Dated subordinated liabilities– tier 2 of which counted under transitionals
               
               
                  This is the amount of dated subordinated liabilities that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0410/C0060
               
               
                  Dated subordinated liabilities– tier 3
               
               
                  This is the amount of dated subordinated liabilities that meet the criteria for Tier 3.
               
            
                  R0420/C0010
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — total
               
               
                  This is the total of undated subordinated liabilities that have a contractual opportunity to redeem.
               
            
                  R0420/C0020
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — tier 1
               
               
                  This is the amount of undated subordinated liabilities with contractual opportunity to redeem that meet the criteria for Tier 1.
               
            
                  R0420/C0030
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — tier 1 of which counted under transitionals
               
               
                  This is the amount of undated subordinated liabilities with a contractual opportunity to redeem that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0420/C0040
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — tier 2
               
               
                  This is the amount of undated subordinated liabilities with a contractual opportunity to redeem that meet the criteria for Tier 2.
               
            
                  R0420/C0050
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — tier 2 of which counted under transitionals
               
               
                  This is the amount of undated subordinated liabilities with contractual opportunity to redeem that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0420/C0060
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — tier 3
               
               
                  This is the amount of undated subordinated liabilities with contractual opportunity to redeem that meet the criteria for Tier 3.
               
            
                  R0430/C0010
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — total
               
               
                  This is the total of undated subordinated liabilities with no contractual opportunity to redeem.
               
            
                  R0430/C0020
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — tier 1
               
               
                  This is the amount of undated subordinated liabilities with no contractual opportunity to redeem that meet the criteria for Tier 1.
               
            
                  R0430/C0030
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — tier 1 of which counted under transitionals
               
               
                  This is the amount of undated subordinated liabilities with no contractual opportunity to redeem that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0430/C0040
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — tier 2
               
               
                  This is the amount of undated subordinated liabilities with no contractual opportunity to redeem that meet the criteria for Tier 2.
               
            
                  R0430/C0050
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — tier 2 of which counted under transitionals
               
               
                  This is the amount of undated subordinated liabilities with no contractual opportunity to redeem that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0430/C0060
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — tier 3
               
               
                  This is the amount of undated subordinated liabilities with no contractual opportunity to redeem that meet the criteria for Tier 3.
               
            
                  R0500/C0010
               
               
                  Total subordinated liabilities — total
               
               
                  This is the total of subordinated liabilities.
               
            
                  R0500/C0020
               
               
                  Total subordinated liabilities — tier 1
               
               
                  This is the total of subordinated liabilities that meet the criteria for Tier 1.
               
            
                  R0500/C0030
               
               
                  Total subordinated liabilities — tier 1 of which counted under transitionals
               
               
                  This is the total of subordinated liabilities that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0500/C0040
               
               
                  Total subordinated liabilities — tier 2
               
               
                  This is the amount of subordinated liabilities that meet the criteria for Tier 2.
               
            
                  R0500/C0050
               
               
                  Total subordinated liabilities — tier 2 of which counted under transitionals
               
               
                  This is the amount of subordinated liabilities that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0500/C0060
               
               
                  Total subordinated liabilities — tier 3
               
               
                  This is the amount of subordinated liabilities that meet the criteria for Tier 3.
               
            
                  R0510/C0070
               
               
                  Ancillary own fund items for which an amount was approved — tier 2 initial amounts approved
               
               
                  This the initial amount approved for ancillary own funds for which an amount was approved under Tier 2.
               
            
                  R0510/C0080
               
               
                  Ancillary own fund items for which an amount was approved — tier 2 current amounts
               
               
                  This is the current amount for ancillary own funds for which an amount was approved under Tier 2.
               
            
                  R0510/C0090
               
               
                  Ancillary own fund items for which an amount was approved — tier 3 initial amounts approved
               
               
                  This the initial amount approved for ancillary own funds for which an amount was approved under Tier 3.
               
            
                  R0510/C0100
               
               
                  Ancillary own fund items for which an amount was approved — tier 3 current amounts
               
               
                  This is the current amount for ancillary own funds for which an amount was approved under Tier 3.
               
            
                  R0520/C0080
               
               
                  Ancillary own fund items for which a method was approved — tier 2 current amounts
               
               
                  This is the current amount for ancillary own funds for which a method was approved under Tier 2.
               
            
                  R0520/C0100
               
               
                  Ancillary own fund items for which a method was approved — tier 3 current amounts
               
               
                  This is the current amount for ancillary own funds for which a method was approved under Tier 3.
               
            
                  R0600/C0110
               
               
                  Excess of assets over liabilities — attribution of valuation differences –Difference in the valuation of assets
               
               
                  This is the difference in the valuation of assets.
               
            
                  R0610/C0110
               
               
                  Excess of assets over liabilities — attribution of valuation differences — Difference in the valuation of technical provisions
               
               
                  This is the difference in the valuation of technical provisions.
               
            
                  R0620/C0110
               
               
                  Excess of assets over liabilities — attribution of valuation differences –Difference in the valuation of other liabilities
               
               
                  This is the difference in the valuation of other liabilities.
               
            
                  R0630/C0110
               
               
                  Total of reserves and retained earnings from financial statements
               
               
                  This is total reserves and retained earnings taken from the financial statements.
               
            
                  R0640/C0110
               
               
                  Other, please explain why you need to use this line.
               
               
                  This is the amount of any other items not already identified. When reporting a value in R0640/C0110, the value in R0640/C0120 shall provide an explanation and details of such items.
               
            
                  R0640/C0120
               
               
                  Other, please explain why you need to use this line
               
               
                  This is the explanation of other items reported in R0640/C0110.
               
            
                  R0650/C0110
               
               
                  Reserves from financial statements adjusted for Solvency II valuation differences
               
               
                  This is the total of reserves from the financial statements after adjustment for valuation differences. This item shall include values from financial statement such as retained earnings, reserve capital, net profit, profits from previous years, revaluation capital (fund), other reserve capital.
               
            
                  R0660/C0110
               
               
                  Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve)
               
               
                  This is the excess of assets over liabilities attributable to basic own funds, excluding reconciliation reserve.
               
            
                  R0700/C0110
               
               
                  Excess of assets over liabilities
               
               
                  This is the amount of excess of assets over liabilities.
               
            
         S.23.03 — Annual movements on own funds
      
      
         General comments:
      
      This section relates to annual submission for individual entities.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Ordinary share capital — movements in the reporting period
                  
               
            
                  R0010/C0010
               
               
                  Ordinary share capital –Paid in — balance brought forward
               
               
                  This is the balance of paid in ordinary share capital brought forward from the previous reporting period.
               
            
                  R0010/C0020
               
               
                  Ordinary share capital –Paid in — increase
               
               
                  This is the increase in paid in ordinary share capital over the reporting period.
               
            
                  R0010/C0030
               
               
                  Ordinary share capital –Paid in — reduction
               
               
                  This is the reduction in paid in ordinary share capital over the reporting period
               
            
                  R0010/C0060
               
               
                  Ordinary share capital –Paid in — balance carried forward
               
               
                  This is the balance of paid in ordinary share capital carried forward to the next reporting period.
               
            
                  R0020/C0010
               
               
                  Ordinary share capital –Called up but not yet paid in — balance brought forward
               
               
                  This is the balance of called up but not yet paid in ordinary share capital brought forward from the previous reporting period.
               
            
                  R0020/C0020
               
               
                  Ordinary share capital –Called up but not yet paid in — increase
               
               
                  This is the increase in called up but not yet paid in ordinary share capital over the reporting period.
               
            
                  R0020/C0030
               
               
                  Ordinary share capital –Called up but not yet paid in — reduction
               
               
                  This is the reduction in called up but not yet paid in ordinary share capital over the reporting period.
               
            
                  R0020/C0060
               
               
                  Ordinary share capital –Called up but not yet paid in — balance carried forward
               
               
                  This is the balance of called up but not yet paid in ordinary share capital carried forward to the next reporting period.
               
            
                  R0030/C0010
               
               
                  Own shares held — balance brought forward
               
               
                  This is the balance of own shares held, brought forward from the previous reporting period.
               
            
                  R0030/C0020
               
               
                  Own shares held — increase
               
               
                  This is the increase in own shares held, brought over the reporting period.
               
            
                  R0030/C0030
               
               
                  Own shares held — reduction
               
               
                  This is the reduction in own shares held, brought over the reporting period.
               
            
                  R0030/C0060
               
               
                  Own shares held — balance carried forward
               
               
                  This is the balance of own shares held carried forward to the next reporting period.
               
            
                  R0100/C0010
               
               
                  Total ordinary share capital — balance brought forward
               
               
                  This is the balance of total ordinary share capital brought forward from the previous reporting period. R0100/C0010 includes own shares held.
               
            
                  R0100/C0020
               
               
                  Total ordinary share capital — increase
               
               
                  This is the increase in total ordinary share capital over the reporting period.
               
            
                  R0100/C0030
               
               
                  Total ordinary share capital — reduction
               
               
                  This is the reduction in total ordinary share capital over the reporting period.
               
            
                  R0100/C0060
               
               
                  Total ordinary share capital — balance carried forward
               
               
                  This is the balance of total ordinary share capital carried forward to the next reporting period.
               
            
                  
                     Share premium account related to ordinary share capital — movements in the reporting period
                  
               
            
                  R0110/C0010
               
               
                  Share premium account related to ordinary share capital –Tier 1 — balance brought forward
               
               
                  This is the balance of the share premium account related to ordinary share capital that is tier 1 brought forward from the previous reporting period.
               
            
                  R0110/C0020
               
               
                  Share premium account related to ordinary share capital –Tier 1 — increase
               
               
                  This is the increase in the share premium account related to ordinary share capital that is tier 1 over the reporting period.
               
            
                  R0110/C0030
               
               
                  Share premium account related to ordinary share capital –Tier 1 — reduction
               
               
                  This is the reduction in the share premium account related to ordinary share capital that is tier 1 over the reporting period.
               
            
                  R0110/C0060
               
               
                  Share premium account related to ordinary share capital –Tier 1 — balance carried forward
               
               
                  This is the balance of the share premium account related to ordinary share capital that is tier 1 carried forward to the next reporting period.
               
            
                  R0120/C0010
               
               
                  Share premium account related to ordinary share capital –Tier 2 — balance brought forward
               
               
                  This is the balance of the share premium account related to ordinary share capital that is tier 2 brought forward from the previous reporting period.
               
            
                  R0120/C0020
               
               
                  Share premium account related to ordinary share capital –Tier 2 — increase
               
               
                  This is the increase in the share premium account related to ordinary share capital that is tier 2 over the reporting period.
               
            
                  R0120/C0030
               
               
                  Share premium account related to ordinary share capital –Tier 2 — reduction
               
               
                  This is the reduction in the share premium account related to ordinary share capital that is tier 2 over the reporting period.
               
            
                  R0120/C0060
               
               
                  Share premium account related to ordinary share capital –Tier 2 — balance carried forward
               
               
                  This is the balance of the share premium account related to ordinary share capital that is tier 2 carried forward to the next reporting period.
               
            
                  R0200/C0010
               
               
                  Share premium account related to ordinary share capital –Total — balance brought forward
               
               
                  This is the total balance of the share premium account related to ordinary share capital brought forward from the previous reporting period.
               
            
                  R0200/C0020
               
               
                  Share premium account related to ordinary share capital –Total — increase
               
               
                  This is the increase in the total share premium account related to ordinary share capital over the reporting period.
               
            
                  R0200/C0030
               
               
                  Share premium account related to ordinary share capital –Total — reduction
               
               
                  This is the reduction in the total share premium account related to ordinary share capital over the reporting period.
               
            
                  R0200/C0060
               
               
                  Share premium account related to ordinary share capital –Total — balance carried forward
               
               
                  This is the balance of the share premium account related to ordinary share capital carried forward to the next reporting period.
               
            
                  
                     Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings — movements in the reporting period
                  
               
            
                  R0210/C0010
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings ––Paid in — balance brought forward
               
               
                  This is the balance of the paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings brought forward from the previous reporting period.
               
            
                  R0210/C0020
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Paid in — increase
               
               
                  This is the increase in the paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0210/C0030
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Paid in — reduction
               
               
                  This is the reduction in the paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0210/C0060
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Paid in — balance carried forward
               
               
                  This is the balance of the paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings carried forward to the next reporting period.
               
            
                  R0220/C0010
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Called up but not yet paid in — balance brought forward
               
               
                  This is the balance of the called up but not yet paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings brought forward from the previous reporting period.
               
            
                  R0220/C0020
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Called up but not yet paid in — increase
               
               
                  This is the increase in the called up but not yet paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0220/C0030
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Called up but not yet paid in — reduction
               
               
                  This is the reduction in the called up but not yet paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0220/C0060
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Called up but not yet paid in — balance carried forward
               
               
                  This is the balance of the called up but not yet paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings carried forward to the next reporting period.
               
            
                  R0300/C0010
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings — balance brought forward
               
               
                  This is the balance of the total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings brought forward from the previous reporting period.
               
            
                  R0300/C0020
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings — increase
               
               
                  This is the increase in the total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0300/C0030
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings — reduction
               
               
                  This is the decrease in the total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0300/C0060
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings — balance carried forward
               
               
                  This is the balance of the total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings carried forward to the next reporting period.
               
            
                  
                     Subordinated mutual member accounts — movements in the reporting period
                  
               
            
                  R0310/C0010
               
               
                  Subordinated mutual member accounts — Tier 1 — balance brought forward
               
               
                  This is the balance of tier 1 subordinated mutual member accounts brought forward from the previous reporting period.
               
            
                  R0310/C0070
               
               
                  Subordinated mutual member accounts –Tier 1 — issued
               
               
                  This is the amount of tier 1 subordinated mutual member accounts issued over the reporting period.
               
            
                  R0310/C0080
               
               
                  Subordinated mutual member accounts –Tier 1 — redeemed
               
               
                  This is the amount of tier 1 subordinated mutual member accounts redeemed over the reporting period.
               
            
                  R0310/C0090
               
               
                  Subordinated mutual member accounts –Tier 1 — movements in valuation
               
               
                  This is the amount reflecting movement in valuation tier 1 subordinated mutual member accounts over the reporting period.
               
            
                  R0310/C0100
               
               
                  Subordinated mutual member accounts –Tier 1 — regulatory action
               
               
                  This is the amount reflecting an increase/decrease in tier 1 subordinated mutual member accounts due to regulatory action over the reporting period.
               
            
                  R0310/C0060
               
               
                  Subordinated mutual member accounts –Tier 1 — balance carried forward
               
               
                  This is the balance of tier 1 subordinated mutual member accounts carried forward to the next reporting period.
               
            
                  R0320/C0010
               
               
                  Subordinated mutual member accounts –Tier 2 — balance brought forward
               
               
                  This is the balance of tier 2 subordinated mutual member accounts brought forward from the previous reporting period.
               
            
                  R0320/C0070
               
               
                  Subordinated mutual member accounts –Tier 2 — issued
               
               
                  This is the amount of tier 2 subordinated mutual member accounts issued over the reporting period.
               
            
                  R0320/C0080
               
               
                  Subordinated mutual member accounts –Tier 2 — redeemed
               
               
                  This is the amount of tier 2 subordinated mutual member accounts redeemed over the reporting period.
               
            
                  R0320/C0090
               
               
                  Subordinated mutual member accounts –Tier 2 — movements in valuation
               
               
                  This is the amount reflecting movement in valuation tier 2 subordinated mutual member accounts over the reporting period.
               
            
                  R0320/C0100
               
               
                  Subordinated mutual member accounts –Tier 2 — regulatory action
               
               
                  This is the amount reflecting an increase/decrease in tier 2 subordinated mutual member accounts due to regulatory action over the reporting period.
               
            
                  R0320/C0060
               
               
                  Subordinated mutual member accounts –Tier 2 — balance carried forward
               
               
                  This is the balance of tier 2 subordinated mutual member accounts carried forward to the next reporting period.
               
            
                  R0330/C0010
               
               
                  Subordinated mutual member accounts –Tier 3 — balance brought forward
               
               
                  This is the balance of tier 3 subordinated mutual member accounts brought forward from the previous reporting period.
               
            
                  R0330/C0070
               
               
                  Subordinated mutual member accounts –Tier 3 — issued
               
               
                  This is the amount of tier 3 subordinated mutual member accounts issued over the reporting period.
               
            
                  R0330/C0080
               
               
                  Subordinated mutual member accounts –Tier 3 — redeemed
               
               
                  This is the amount of tier 3 subordinated mutual member accounts redeemed over the reporting period.
               
            
                  R0330/C0090
               
               
                  Subordinated mutual member accounts –Tier 3 — movements in valuation
               
               
                  This is the amount reflecting movement in valuation tier 3 subordinated mutual member accounts over the reporting period.
               
            
                  R0330/C0100
               
               
                  Subordinated mutual member accounts –Tier 3 — regulatory action
               
               
                  This is the amount reflecting an increase/decrease in tier 3 subordinated mutual member accounts due to regulatory action over the reporting period.
               
            
                  R0330/C0060
               
               
                  Subordinated mutual member accounts –Tier 3 — balance carried forward
               
               
                  This is the balance of tier 3 subordinated mutual member accounts carried forward to the next reporting period.
               
            
                  R0400/C0010
               
               
                  Total subordinated mutual member accounts –– balance brought forward
               
               
                  This is the total balance of subordinated mutual member accounts brought forward from the previous reporting period.
               
            
                  R0400/C0070
               
               
                  Total subordinated mutual member accounts — issued
               
               
                  This is the total amount of subordinated mutual member accounts issued over the reporting period.
               
            
                  R0400/C0080
               
               
                  Total subordinated mutual member accounts — redeemed
               
               
                  This is the total amount of subordinated mutual member accounts redeemed over the reporting period.
               
            
                  R0400/C0090
               
               
                  Total subordinated mutual member accounts– movements in valuation
               
               
                  This is the amount reflecting the total movement in valuation subordinated mutual member accounts over the reporting period.
               
            
                  R0400/C0100
               
               
                  Total subordinated mutual member accounts — regulatory action
               
               
                  This is the amount reflecting the total increase/decrease in subordinated mutual member accounts due to regulatory action over the reporting period.
               
            
                  R0400/C0060
               
               
                  Total subordinated mutual member accounts — balance carried forward
               
               
                  This is the total balance of subordinated mutual member accounts carried forward to the next reporting period.
               
            
                  
                     Surplus funds
                  
               
            
                  R0500/C0010
               
               
                  Surplus funds –Balance brought forward
               
               
                  This is the balance of surplus funds brought forward from the previous reporting period.
               
            
                  R0500/C0060
               
               
                  Surplus funds –Balance carried forward
               
               
                  This is the balance of surplus funds carried forward to the next reporting period.
               
            
                  
                     Preference shares — movements in the reporting period
                  
               
            
                  R0510/C0010
               
               
                  Preference shares –Tier 1 — balance brought forward
               
               
                  This is the balance of Tier 1 preference shares brought forward from the previous reporting period.
               
            
                  R0510/C0020
               
               
                  Preference shares –Tier 1 — increase
               
               
                  This is the increase in Tier 1 preference shares over the reporting period.
               
            
                  R0510/C0030
               
               
                  Preference shares –Tier 1 — reduction
               
               
                  This is the reduction in Tier 1 preference shares over the reporting period.
               
            
                  R0510/C0060
               
               
                  Preference shares –Tier 1 — balance carried forward
               
               
                  This is the balance of Tier 1 preference shares carried forward to the next reporting period.
               
            
                  R0520/C0010
               
               
                  Preference shares –Tier 2 — balance brought forward
               
               
                  This is the balance of Tier 2 preference shares brought forward from the previous reporting period.
               
            
                  R0520/C0020
               
               
                  Preference shares –Tier 2 — increase
               
               
                  This is the increase in Tier 2 preference shares over the reporting period.
               
            
                  R0520/C0030
               
               
                  Preference shares –Tier 2 — reduction
               
               
                  This is the reduction in Tier 2 preference shares over the reporting period.
               
            
                  R0520/C0060
               
               
                  Preference shares –Tier 2 — balance carried forward
               
               
                  This is the balance of Tier 2 preference shares carried forward to the next reporting period.
               
            
                  R0530/C0010
               
               
                  Preference shares –Tier 3 — balance brought forward
               
               
                  This is the balance of Tier 3 preference shares brought forward from the previous reporting period.
               
            
                  R0530/C0020
               
               
                  Preference shares –Tier 3 — increase
               
               
                  This is the increase in Tier 3 preference shares over the reporting period.
               
            
                  R0530/C0030
               
               
                  Preference shares –Tier 3 — reduction
               
               
                  This is the reduction in Tier 3 preference shares over the reporting period.
               
            
                  R0530/C0060
               
               
                  Preference shares –Tier 3 — balance carried forward
               
               
                  This is the balance of Tier 3 preference shares carried forward to the next reporting period.
               
            
                  R0600/C0010
               
               
                  Total preference shares — balance brought forward
               
               
                  This is the balance of total preference shares brought forward from the previous reporting period.
               
            
                  R0600/C0020
               
               
                  Total preference shares — increase
               
               
                  This is the increase in total preference shares over the reporting period.
               
            
                  R0600/C0030
               
               
                  Total preference shares — reduction
               
               
                  This is the reduction in total preference shares over the reporting period.
               
            
                  R0600/C0060
               
               
                  Total preference shares — balance carried forward
               
               
                  This is the balance of total preference shares carried forward to the next reporting period.
               
            
                  
                     Share premium relating to preference shares
                  
               
            
                  R0610/C0010
               
               
                  Share premium relating to preference shares –Tier 1 — balance brought forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 1 brought forward from the previous reporting period.
               
            
                  R0610/C0020
               
               
                  Share premium relating to preference shares –Tier 1 — increase
               
               
                  This is the increase in the share premium account relating to preference shares that is tier 1 over the reporting period.
               
            
                  R0610/C0030
               
               
                  Share premium relating to preference shares –Tier 1 — reduction
               
               
                  This is the reduction in the share premium account relating to preference shares that is tier 1 over the reporting period.
               
            
                  R0610/C0060
               
               
                  Share premium relating to preference shares –Tier 1 — balance carried forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 1 carried forward to the next reporting period.
               
            
                  R0620/C0010
               
               
                  Share premium relating to preference shares –Tier 2 — balance brought forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 2 brought forward from the previous reporting period.
               
            
                  R0620/C0020
               
               
                  Share premium relating to preference shares –Tier 2– increase
               
               
                  This is the increase in the share premium account relating to preference shares that is tier 2 over the reporting period.
               
            
                  R0620/C0030
               
               
                  Share premium relating to preference shares –Tier 2 — reduction
               
               
                  This is the reduction in the share premium account relating to preference shares that is tier 2 over the reporting period.
               
            
                  R0620/C0060
               
               
                  Share premium relating to preference shares –Tier 2 — balance carried forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 2 carried forward to the next reporting period.
               
            
                  R0630/C0010
               
               
                  Share premium relating to preference shares –Tier 3 — balance brought forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 3 brought forward from the previous reporting period.
               
            
                  R0630/C0020
               
               
                  Share premium relating to preference shares –Tier 3 — increase
               
               
                  This is the increase in the share premium account relating to preference shares that is tier 3 over the reporting period.
               
            
                  R0630/C0030
               
               
                  Share premium relating to preference shares –Tier 3 — reduction
               
               
                  This is the reduction in the share premium account relating to preference shares that is tier 3 over the reporting period.
               
            
                  R0630/C0060
               
               
                  Share premium relating to preference shares –Tier 3 — balance carried forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 3 carried forward to the next reporting period.
               
            
                  R0700/C0010
               
               
                  Share premium relating to preference shares –Total — balance brought forward
               
               
                  This is the balance of the total share premium account relating to preference shares that is brought forward from the previous reporting period.
               
            
                  R0700/C0020
               
               
                  Share premium relating to preference shares –Total — increase
               
               
                  This is the increase in the total share premium account relating to preference shares over the reporting period.
               
            
                  R0700/C0030
               
               
                  Share premium relating to preference shares –Total — reduction
               
               
                  This is the reduction in the total share premium account relating to preference shares over the reporting period.
               
            
                  R0700/C0060
               
               
                  Share premium relating to preference shares –Total — balance carried forward
               
               
                  This is the balance of the total share premium account relating to preference shares that is carried forward to the next reporting period.
               
            
                  
                     Subordinated liabilities — movements in the reporting period
                  
               
            
                  R0710/C0010
               
               
                  Subordinated liabilities –Tier 1 — balance brought forward
               
               
                  This is the balance of Tier 1 subordinated liabilities brought forward from the previous reporting period.
               
            
                  R0710/C0070
               
               
                  Subordinated liabilities –Tier 1 — issued
               
               
                  This is the amount of Tier 1 subordinated liabilities issued over the reporting period.
               
            
                  R0710/C0080
               
               
                  Subordinated liabilities –Tier 1 — redeemed
               
               
                  This is the amount of Tier 1 subordinated liabilities redeemed over the reporting period.
               
            
                  R0710/C0090
               
               
                  Subordinated liabilities –Tier 1 — movements in valuation
               
               
                  This is an amount reflecting the movements in valuation of Tier 1 subordinated liabilities over the reporting period.
               
            
                  R0710/C0100
               
               
                  Subordinated liabilities –Tier 1 — regulatory action
               
               
                  This is an amount reflecting change to Tier 1 subordinated liabilities due to regulatory action.
               
            
                  R0710/C0060
               
               
                  Subordinated liabilities –Tier 1 — balance carried forward
               
               
                  This is the balance of Tier 1 subordinated liabilities carried forward to the next reporting period.
               
            
                  R0720/C0010
               
               
                  Subordinated liabilities –Tier 2 — balance brought forward
               
               
                  This is the balance of Tier 2 subordinated liabilities brought forward from the previous reporting period.
               
            
                  R0720/C0070
               
               
                  Subordinated liabilities –Tier 2 — issued
               
               
                  This is the amount of Tier 2 subordinated liabilities issued over the reporting period.
               
            
                  R0720/C0080
               
               
                  Subordinated liabilities –Tier 2 — redeemed
               
               
                  This is the amount of Tier 2 subordinated liabilities redeemed over the reporting period.
               
            
                  R0720/C0090
               
               
                  Subordinated liabilities –Tier 2 — movements in valuation
               
               
                  This is an amount reflecting the movements in valuation of Tier 2 subordinated liabilities over the reporting period.
               
            
                  R0720/C0100
               
               
                  Subordinated liabilities –Tier 2 — regulatory action
               
               
                  This is an amount reflecting change to Tier 2 subordinated liabilities due to regulatory action.
               
            
                  R0720/C0060
               
               
                  Subordinated liabilities –Tier 2 — balance carried forward
               
               
                  This is the balance of Tier 2 subordinated liabilities carried forward to the next reporting period.
               
            
                  R0730/C0010
               
               
                  Subordinated liabilities –Tier 3– balance brought forward
               
               
                  This is the balance of Tier 3 subordinated liabilities brought forward from the previous reporting period.
               
            
                  R0730/C0070
               
               
                  Subordinated liabilities –Tier 3 — issued
               
               
                  This is the amount of Tier 3 subordinated liabilities issued over the reporting period.
               
            
                  R0730/C0080
               
               
                  Subordinated liabilities –Tier 3 — redeemed
               
               
                  This is the amount of Tier 3 subordinated liabilities redeemed over the reporting period.
               
            
                  R0730/C0090
               
               
                  Subordinated liabilities –Tier 3 — movements in valuation
               
               
                  This is an amount reflecting the movements in valuation of Tier 3 subordinated liabilities over the reporting period.
               
            
                  R0730/C0100
               
               
                  Subordinated liabilities –Tier 3 — regulatory action
               
               
                  This is an amount reflecting change to Tier 3 subordinated liabilities due to regulatory action.
               
            
                  R0730/C0060
               
               
                  Subordinated liabilities –Tier 3 — balance carried forward
               
               
                  This is the balance of Tier 3 subordinated liabilities carried forward to the next reporting period.
               
            
                  R0800/C0010
               
               
                  Total subordinated liabilities — balance brought forward
               
               
                  This is the balance of total subordinated liabilities brought forward from the previous reporting period.
               
            
                  R0800/C0070
               
               
                  Total subordinated liabilities — issued
               
               
                  This is the amount of total subordinated liabilities issued over the reporting period.
               
            
                  R0800/C0080
               
               
                  Total subordinated liabilities — redeemed
               
               
                  This is the amount of total subordinated liabilities redeemed over the reporting period.
               
            
                  R0800/C0090
               
               
                  Total subordinated liabilities — movements in valuation
               
               
                  This is an amount reflecting the movements in valuation of total subordinated liabilities over the reporting period.
               
            
                  R0800/C0100
               
               
                  Total subordinated liabilities — regulatory action
               
               
                  This is an amount reflecting change to total subordinated liabilities due to regulatory action.
               
            
                  R0800/C0060
               
               
                  Total subordinated liabilities — balance carried forward
               
               
                  This is the balance of total subordinated liabilities carried forward to the next reporting period.
               
            
                  
                     An amount equal to the value of deferred tax assets
                  
               
            
                  R0900/C0010
               
               
                  An amount equal to the value of net deferred tax assets –Balance brought forward
               
               
                  This is the balance of an amount equal to the value of deferred tax assets brought forward from the previous reporting period.
               
            
                  R0900/C0060
               
               
                  An amount equal to the value of net deferred tax assets –Balance carried forward
               
               
                  This is the balance of an amount equal to the value of deferred tax assets carried forward to the next reporting period.
               
            
                  
                     Other items approved by supervisory authority as basic own funds not specified above — movements in the reporting period
                  
               
            
                  R1000/C0010
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 unrestricted items — balance brought forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as unrestricted items brought forward from the previous reporting period.
               
            
                  R1000/C0070
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as unrestricted items — issued
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as unrestricted items issued over the reporting period.
               
            
                  R1000/C0080
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as unrestricted items — redeemed
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as unrestricted items redeemed over the reporting period
               
            
                  R1000/C0090
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as unrestricted items — movements in valuation
               
               
                  This is an amount reflecting movements in valuation of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as unrestricted items.
               
            
                  R1000/C0060
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as unrestricted items — balance carried forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as unrestricted items carried forward to the next reporting period.
               
            
                  R1010/C0010
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as restricted items –– balance brought forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as restricted items brought forward from the previous reporting period.
               
            
                  R1010/C0070
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as restricted items –– issued
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as restricted items issued over the reporting period.
               
            
                  R1010/C0080
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as restricted items –– redeemed
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as restricted items redeemed over the reporting period
               
            
                  R1010/C0090
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as restricted items –– movements in valuation
               
               
                  This is an amount reflecting movements in valuation of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as restricted items.
               
            
                  R1010/C0060
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as restricted items –– balance carried forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as restricted items carried forward to the next reporting period.
               
            
                  R1020/C0010
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2 — balance brought forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 2 brought forward from the previous reporting period.
               
            
                  R1020/C0070
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2 — issued
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 2 issued over the reporting period.
               
            
                  R1020/C0080
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2 — redeemed
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 2 redeemed over the reporting period
               
            
                  R1020/C0090
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2 — movements in valuation
               
               
                  This is an amount reflecting movements in valuation of other items approved by supervisory authority as basic own funds not specified above that are Tier 2.
               
            
                  R1020/C0060
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2– balance carried forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 2 carried forward to the next reporting period.
               
            
                  R1030/C0010
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3 — balance brought forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 3 brought forward from the previous reporting period.
               
            
                  R1030/C0070
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3 — issued
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 3 issued over the reporting period.
               
            
                  R1030/C0080
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3 — redeemed
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 3 redeemed over the reporting period.
               
            
                  R1030/C0090
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3 — movements in valuation
               
               
                  This is an amount reflecting movements in valuation of other items approved by supervisory authority as basic own funds not specified above that are Tier 3.
               
            
                  R1030/C0060
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3 — balance carried forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 3 carried forward to the next reporting period.
               
            
                  R1100/C0010
               
               
                  Total of other items approved by supervisory authority as basic own fund items not specified above — balance brought forward
               
               
                  This is the balance of total other items approved by supervisory authority as basic own funds not specified above brought forward from the previous reporting period.
               
            
                  R1100/C0070
               
               
                  Total of other items approved by supervisory authority as basic own fund items not specified above — issued
               
               
                  This is the amount of total other items approved by supervisory authority as basic own funds not specified above issued over the reporting period.
               
            
                  R1100/C0080
               
               
                  Total of other items approved by supervisory authority as basic own fund items not specified above –redeemed
               
               
                  This is the amount of total other items approved by supervisory authority as basic own funds not specified above that are redeemed over the reporting period.
               
            
                  R1100/C0090
               
               
                  Total of other items approved by supervisory authority as basic own fund items not specified above — movements in valuation
               
               
                  This is an amount reflecting movements in valuation of total other items approved by supervisory authority as basic own funds not specified above.
               
            
                  R1100/C0060
               
               
                  Total of other items approved by supervisory authority as basic own fund items not specified above — balance carried forward
               
               
                  This is the balance of total other items approved by supervisory authority as basic own funds not specified above carried forward to the next reporting period.
               
            
                  
                     Ancillary own funds — movements in the reporting period
                  
               
            
                  R1110/C0010
               
               
                  Ancillary own funds –Tier 2 — balance brought forward
               
               
                  This is the balance of Tier 2 ancillary own funds brought forward from the previous reporting period.
               
            
                  R1110/C0110
               
               
                  Ancillary own funds –Tier 2 — new amount made available
               
               
                  This is the new amount of Tier 2 ancillary own funds to be made available over the reporting period.
               
            
                  R1110/C0120
               
               
                  Ancillary own funds –Tier 2 — reduction to amount available
               
               
                  This is the reduction to the amount available Tier 2 ancillary own funds over the reporting period.
               
            
                  R1110/C0130
               
               
                  Ancillary own funds –Tier 2 — called up to basic own fund
               
               
                  This is the amount of Tier 2 ancillary own funds that are called up to a basic own fund item over the reporting period.
               
            
                  R1110/C0060
               
               
                  Ancillary own funds –Tier 2 — balance carried forward
               
               
                  This is the balance of Tier 2 ancillary own funds carried forward to the next reporting period.
               
            
                  R1120/C0010
               
               
                  Ancillary own funds –Tier 3 — balance brought forward
               
               
                  This is the balance of Tier 3 ancillary own funds brought forward from the previous reporting period.
               
            
                  R1120/C0110
               
               
                  Ancillary own funds –Tier 3– new amount made available
               
               
                  This is the new amount of Tier 3 ancillary own funds to be made available over the reporting period.
               
            
                  R1120/C0120
               
               
                  Ancillary own funds –Tier 3 — reduction to amount available
               
               
                  This is the reduction to the amount available Tier 3 ancillary own funds over the reporting period.
               
            
                  R1120/C0130
               
               
                  Ancillary own funds –Tier 3 — called up to basic own fund
               
               
                  This is the amount of Tier 3 ancillary own funds that are called up to a basic own fund item over the reporting period.
               
            
                  R1120/C0060
               
               
                  Ancillary own funds –Tier 3– balance carried forward
               
               
                  This is the balance of Tier 3 ancillary own funds carried forward to the next reporting period.
               
            
                  R1200/C0010
               
               
                  Total ancillary own funds — balance brought forward
               
               
                  This is the balance of total ancillary own funds brought forward from the previous reporting period.
               
            
                  R1200/C0110
               
               
                  Total ancillary own funds — new amount made available
               
               
                  This is the new amount of Tier 2 ancillary own funds to be made available over the reporting period.
               
            
                  R1200/C0120
               
               
                  Total ancillary own funds — reduction to amount available
               
               
                  This is the reduction to the amount available total ancillary own funds over the reporting period.
               
            
                  R1200/C0130
               
               
                  Total ancillary own funds — called up to basic own fund
               
               
                  This is the amount of total ancillary own funds that are called up to a basic own fund item over the reporting period.
               
            
                  R1200/C0060
               
               
                  Total ancillary own funds — balance carried forward
               
               
                  This is the balance of total ancillary own funds carried forward to the next reporting period.
               
            
         S.23.04 — List of items on own funds
      
      
         General comments:
      
      This section relates to annual submission for individual entities.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  Description of subordinated mutual member accounts
               
               
                  This shall list subordinated mutual member accounts for an individual undertaking.
               
            
                  C0020
               
               
                  Subordinated mutual member accounts — Amount (in reporting currency)
               
               
                  This is the amount of individual subordinated mutual member accounts.
               
            
                  C0030
               
               
                  Subordinated mutual member accounts — Tier
               
               
                  This shall indicate the tier of the subordinated mutual member accounts.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Tier 1
                           
                        
                               
                           
                           
                              2 — Tier 1 — unrestricted
                           
                        
                               
                           
                           
                              3 — Tier 1 — restricted
                           
                        
                               
                           
                           
                              4 — Tier 2
                           
                        
                               
                           
                           
                              5 — Tier 3
                           
                        
            
                  C0040
               
               
                  Subordinated mutual member accounts –Currency Code
               
               
                  Identify the ISO 4217 alphabetic code of the currency. This is the original currency.
               
            
                  C0070
               
               
                  Subordinated mutual member accounts — Counted under transitionals?
               
               
                  This shall indicate whether the subordinated mutual member accounts are counted under the transitional provisions.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Counted under transitionals
                           
                        
                               
                           
                           
                              2 — Not counted under transitionals
                           
                        
            
                  C0080
               
               
                  Subordinated mutual member accounts — Counterparty (if specific)
               
               
                  This shall list the counterparty of the subordinated mutual member accounts
               
            
                  C0090
               
               
                  Subordinated mutual member accounts — Issue date
               
               
                  This is the issue date of the subordinated mutual member accounts. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0100
               
               
                  Subordinated mutual member accounts — Maturity date
               
               
                  This is the maturity date of the subordinated mutual member accounts. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0110
               
               
                  Subordinated mutual member accounts — First call date
               
               
                  This is the first call date of the subordinated mutual member accounts. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0120
               
               
                  Subordinated mutual member accounts — Details of further call dates
               
               
                  These are the further call dates of the subordinated mutual member accounts.
               
            
                  C0130
               
               
                  Subordinated mutual member accounts — Details of incentives to redeem
               
               
                  These are the incentives to redeem the subordinated mutual member accounts.
               
            
                  C0140
               
               
                  Subordinated mutual member accounts — Notice period
               
               
                  This is the notice of the subordinated mutual member accounts. The date shall be entered here, using ISO 8601 format (yyyy–mm–dd).
               
            
                  C0160
               
               
                  Subordinated mutual member account — Buy back during the year
               
               
                  Explanation if the item has been bought back during the year.
               
            
                  C0190
               
               
                  Description of preference shares
               
               
                  This shall list individual preference shares
               
            
                  C0200
               
               
                  Preference shares — Amount
               
               
                  This is the amount of the preference shares.
               
            
                  C0210
               
               
                  Preference shares — Counted under transitionals?
               
               
                  This shall indicate whether the preference shares are counted under the transitional provisions.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Counted under transitionals
                           
                        
                               
                           
                           
                              2 — Not counted under transitionals
                           
                        
            
                  C0220
               
               
                  Preference shares — Counterparty (if specific)
               
               
                  This shall list the holder of the preference shares if limited to a single party. If the shares are broadly issued, no data is required.
               
            
                  C0230
               
               
                  Preference shares — Issue date
               
               
                  This is the issue date of the preference share. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0240
               
               
                  Preference shares — First call date
               
               
                  This is the first call date of the preference share. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0250
               
               
                  Preference shares — Details of further call dates
               
               
                  These are the further call dates of the preference shares.
               
            
                  C0260
               
               
                  Preference shares — Details of incentives to redeem
               
               
                  These are the incentives to redeem the preference share.
               
            
                  C0270
               
               
                  Description of subordinated liabilities
               
               
                  This shall list the individual subordinated liabilities for an individual undertaking.
               
            
                  C0280
               
               
                  Subordinated liabilities –Amount
               
               
                  This is the amount of individual subordinated liabilities.
               
            
                  C0290
               
               
                  Subordinated liabilities –Tier
               
               
                  This shall indicate the tier of the subordinated liabilities.
               
            
                  C0300
               
               
                  Subordinated liabilities Currency Code
               
               
                  Identify the ISO 4217 alphabetic code of the currency.
               
            
                  C0320
               
               
                  Subordinated liabilities — Lender (if specific)
               
               
                  This shall list the lender of the subordinated liabilities if specific. If not specific this item shall not be reported.
               
            
                  C0330
               
               
                  Subordinated liabilities — Counted under transitionals?
               
               
                  This shall indicate whether the subordinated liability is counted under the transitional provisions.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Counted under transitionals
                           
                        
                               
                           
                           
                              2 — Not counted under transitionals
                           
                        
            
                  C0350
               
               
                  Subordinated liabilities — Issue date
               
               
                  This is the issue date of the subordinated liabilities. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0360
               
               
                  Subordinated liabilities — Maturity date
               
               
                  This is the maturity date of the subordinated liabilities. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0370
               
               
                  Subordinated liabilities — First call date
               
               
                  This is the first call date of the subordinated liabilities. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0380
               
               
                  Subordinated liabilities — Further call dates
               
               
                  These are the further call dates of the subordinated liabilities.
               
            
                  C0390
               
               
                  Subordinated liabilities — Details of incentives to redeem
               
               
                  These are the details about the incentives to redeem the subordinated liabilities.
               
            
                  C0400
               
               
                  Subordinated liabilities — Notice period
               
               
                  This is the notice of the subordinated liabilities. The date shall be entered here, using ISO 8601 format (yyyy–mm–dd).
               
            
                  C0450
               
               
                  Other items approved by supervisory authority as basic own funds not specified above
               
               
                  This shall list the other individual items approved by the supervisory authority for an individual undertaking.
               
            
                  C0460
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Amount
               
               
                  This is the amount of other individual items approved by the supervisory authority.
               
            
                  C0470
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Currency code
               
               
                  Identify the ISO 4217 alphabetic code of the currency.
               
            
                  C0480
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1
               
               
                  This is the amount of other individual items approved by the supervisory authority that meet the criteria for Tier 1.
               
            
                  C0490
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2
               
               
                  This is the amount of other individual items approved by the supervisory authority that meet the criteria for Tier 2.
               
            
                  C0500
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3
               
               
                  This is the amount of other individual items approved by the supervisory authority that meet the criteria for Tier 3.
               
            
                  C0510
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Date of authorisation
               
               
                  This is the date of authorisation of other individual items approved by the supervisory authority. It shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0570
               
               
                  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
               
               
                  This cell shall contain a description of the own fund item 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.
               
            
                  C0580
               
               
                  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 — Total amount
               
               
                  This is the total amount of the own fun item 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.
               
            
                  C0590
               
               
                  Ancillary own funds –Description
               
               
                  This is details of each ancillary own fund for an individual undertaking.
               
            
                  C0600
               
               
                  Ancillary own funds — Amount
               
               
                  This is the amount for each ancillary own fund.
               
            
                  C0610
               
               
                  Ancillary own funds — Counterpart
               
               
                  This is the counterpart of each ancillary own fund.
               
            
                  C0620
               
               
                  Ancillary own funds — Issue date
               
               
                  This is the issue date of each ancillary own fund. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0630
               
               
                  Ancillary own fund — Date of authorisation
               
               
                  This is the date of authorisation of each ancillary own fund. This shall be in 1SO 8601 format (yyyy–mm–dd).
               
            
                  
                     Adjustment for ring fenced funds and matching adjustment portfolios
                  
               
            
                  C0660/R0020
               
               
                  Ring–fenced fund/matching adjustment portfolio — Number
               
               
                  Identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
               
            
                  C0670/R0020
               
               
                  Ring–fenced fund/matching adjustment portfolio — Notional SCR
               
               
                  This is the notional SCR of each ring–fenced fund/each matching adjustment portfolio.
               
            
                  C0680/R0020
               
               
                  Ring–fenced fund/matching adjustment portfolio — Notional SCR (negative results set to zero)
               
               
                  This is the notional SCR. When the value is negative zero shall be reported.
               
            
                  C0690/R0020
               
               
                  Ring–fenced fund/matching adjustment portfolio — Excess of assets over liabilities
               
               
                  This is the amount of excess of assets over liabilities of each ring–fenced fund/matching adjustment portfolio. This value shall reflect any deduction of future transfers attributable to shareholders.
               
            
                  C0700/R0020
               
               
                  Ring–fenced fund/matching adjustment portfolio — Future transfers attributable to shareholders
               
               
                  Value of future transfers attributable to shareholders' of each ring–fenced fund/matching adjustment portfolio according to art 80 (2) of Delegated Regulation (EU) 2015/35.
               
            
                  C0710/R0010
               
               
                  Ring fenced funds/matching adjustment portfolio — Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds
               
               
                  This is the total deduction for ring–fenced funds and matching adjustment portfolios.
               
            
                  C0710/R0020
               
               
                  Ring fenced funds/matching adjustment portfolio — Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds
               
               
                  This is the deduction for each ring–fenced fund/matching adjustment portfolio.
               
            
         S.24.01 — Participations held
      
      
         General Comments:
      
      This section relates to annual submission of information for individual entities.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     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
                  
               
            
                  C0010
               
               
                  Name of related undertaking
               
               
                  This is the name of the related undertaking in which the participation is held. These are participations in financial and credit institutions which individually exceed 10 % of items included in (a) (i), (ii), iv) and (vi), of Article 69 of Delegated Regulation (EU) 2015/35. This does not include consolidated strategic participations.
               
            
                  C0020
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be unique and kept consistent over time.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0030
               
               
                  Asset ID Code type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0020 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0040
               
               
                  Total
               
               
                  This is the full total value for all tiers held in each participation in financial and credit institutions which individually exceed 10 % of items included in (a) (i), (ii), iv) and (vi) of Article 69. This does not include consolidated strategic participations.
               
            
                  C0050
               
               
                  Common Equity Tier 1
               
               
                  This is the full value of Common Equity Tier 1 held in each participation in financial and credit institutions which individually exceed 10 % of items included in (a) (i), (ii), iv) and (vi), of Article 69). This does not include consolidated strategic participations. Common Equity Tier 1 has the meaning as defined in the relevant sector rules.
               
            
                  C0060
               
               
                  Additional Tier 1
               
               
                  This is the full value of Additional Tier 1 held in each participation in financial and credit institutions which individually exceed 10 % of items included in (a) (i), (ii), iv) and (vi), of Article 69). This does not include consolidated strategic participations. Additional Tier 1 has the meaning as defined in the relevant sector rules.
               
            
                  C0070
               
               
                  Tier 2
               
               
                  This is the full value of Tier 2 held in each participation in financial and credit institutions which individually exceed 10 % of items included in (a) (i), (ii), iv) and (vi), of Article 69). This does not include consolidated strategic participations. Tier 2 has the meaning as defined in the relevant sector rules.
               
            
                  
                     Table 2 — Participations in related undertakings that are financial and credit institutions which when aggregated exceed 10 % of items included in (a) (i), (ii), (v) and (vi) of Article 69, not including consolidated strategic participations for the purpose of deductions under Article 68 (2) of the Delegated Regulation (EU) 2015/35
                  
               
            
                  C0080
               
               
                  Name of related undertaking
               
               
                  This is the name of the related undertaking in which the participation is held.
                  These are participations in financial and credit institutions which when aggregated exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69 of Delegated Regulation (EU) 2015/35, not including consolidated strategic participations.
               
            
                  C0090
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be unique and kept consistent over time.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0100
               
               
                  Asset ID Code type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0090 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0110
               
               
                  Total
               
               
                  This is the total value held in the participation (not yet the amount to be deducted).
                  These are participations in financial and credit institutions which when aggregated exceed 10 % of items included in (a) (i),(ii),(iv) and (vi) of Article 69 of Delegated Regulation (EU) 2015/35, not including consolidated strategic participations.
               
            
                  C0120
               
               
                  Common Equity Tier 1
               
               
                  This is the value of Common Equity Tier 1 held in the participation (not only the part to be deducted).
                  Common Equity Tier 1 has the meaning as defined in the relevant sector rules.
                  These are participations in financial and credit institutions which when aggregated exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69 of Delegated Regulation (EU) 2015/35, not including consolidated strategic participations.
               
            
                  C0130
               
               
                  Additional Tier 1
               
               
                  This is the value of Additional Tier 1 held in the participation (not only the part to be deducted)..
                  Additional Tier 1 has the meaning as defined in the relevant sector rules.
                  These are participations in financial and credit institutions which when aggregated exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69 of Delegated Regulation (EU) 2015/35, not including consolidated strategic participations.
               
            
                  C0140
               
               
                  Tier 2
               
               
                  This is the value of Tier 2 held in the participation.
                  Tier 2 has the meaning as defined in relevant sector rules (not only the part to be deducted).
                  These are participations in financial and credit institutions which when aggregated exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69 of Delegated Regulation (EU) 2015/35, not including consolidated strategic participations
               
            
                  
                     Total participations in related undertakings that are financial and credit institutions (for which there is an OF deduction)
                  
               
            
                  C0150
               
               
                  Total participations in financial and credit institutions — Total
               
               
                  This is the total value of participations in financial and credit institutions. (for which there is an OF deduction)
               
            
                  C0160
               
               
                  Total participations in financial and credit institutions — Common Equity Tier 1
               
               
                  This is the total value of Common Equity Tier 1 held in financial and credit institutions. (for which there is an OF deduction)
               
            
                  C0170
               
               
                  Total participations in financial and credit institutions — Additional Tier 1
               
               
                  This is the total value of Additional Tier 1 held in financial and credit institutions. (for which there is an OF deduction)
               
            
                  C0180
               
               
                  Total participations in financial and credit institutions– Tier 2
               
               
                  This is the total value of Tier 2 held in financial and credit institutions. (for which there is an OF deduction)
               
            
                  
                     Own funds deductions
                  
               
            
                  R0010/C0190
               
               
                  Article 68 (1) deduction — total
               
               
                  This is the total value of the Article 68 (1) deduction, specified in Delegated Regulation (EU) 2015/35.
               
            
                  R0010/C0200
               
               
                  Article 68 (1) deduction — tier 1 unrestricted
               
               
                  This is the value of the Article 68(1) deduction which is deducted from tier 1 unrestricted items in accordance with Article 68 (5) of Delegated Regulation (EU) 2015/35.
               
            
                  R0010/C0210
               
               
                  Article 68 (1) deduction — tier 1 restricted
               
               
                  This is the value of the Article 68(1) deduction which is deducted from tier 1 restricted items in accordance with Article 68 (5) of Delegated Regulation (EU) 2015/35.
               
            
                  R0010/C0220
               
               
                  Article 68 (1) deduction — Tier 2
               
               
                  This is the value of the Article 68(1) deduction which is deducted from tier 2 items in accordance with Article 68 (5) of Delegated Regulation (EU) 2015/35.
               
            
                  R0020/C0190
               
               
                  Article 68(2) deduction — total
               
               
                  This is the total value of the Article 68 (2) deduction of Delegated Regulation (EU) 2015/35.
               
            
                  R0020/C0200
               
               
                  Article 68 (2) deduction — tier 1 unrestricted
               
               
                  This is the value of the Article 68(2) deduction which is deducted from tier 1 unrestricted items in accordance with Article 68 (5) of Delegated Regulation (EU) 2015/35.
               
            
                  R0020/C0210
               
               
                  Article 68 (2) deduction — tier 1 restricted
               
               
                  This is the value of the Article 68 (2) deduction which is deducted from tier 1 restricted items in accordance with Article 68 (5) of Delegated Regulation (EU) 2015/35.
               
            
                  R0020/C0220
               
               
                  Article 68 (2) deduction — tier 2
               
               
                  This is the value of the Article 68(2) deduction which is deducted from tier 2 items in accordance with Article 68 (5) of Delegated Regulation (EU) 2015/35.
               
            
                  R0030/C0190
               
               
                  Total deductions
               
               
                  The overall total of all deductions for participations under Article 68 (1) and Article 68 (2) of Delegated Regulation (EU) 2015/35.
               
            
                  R0030/C0200
               
               
                  Total deductions — tier 1 unrestricted
               
               
                  The overall total of all deductions for participations for tier 1 unrestricted under Article 68 (1) and Article 68 (2) of Delegated Regulation (EU) 2015/35.
               
            
                  R0030/C0210
               
               
                  Total deductions — tier 1 restricted
               
               
                  The overall total of all deductions for participations for tier 1 restricted under Article 68 (1) and Article 68 (2) of Delegated Regulation (EU) 2015/35.
               
            
                  R0030/C0220
               
               
                  Total deductions — tier 2
               
               
                  The overall total of all deductions for participations for tier 2 under Article 68 (1) and Article 68 (2) of 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)).
                  
               
            
                  C0230
               
               
                  Name of related undertaking
               
               
                  This is the name of the related undertaking in which the participation is held. These are participations in 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.
               
            
                  C0240
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be unique and kept consistent over time.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0250
               
               
                  Asset ID Code type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0240 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0260
               
               
                  Total
               
               
                  This is the total value for all tiers held in each participation in 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.
               
            
                  C0270
               
               
                  Type 1 Equity
               
               
                  This is the value of type 1 equity held in each participation in 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.
                  Type 1 equity has the meaning as defined in Article 168 (2) of the Delegated Regulation (EU) 2015/35).
               
            
                  C0280
               
               
                  Type 2 Equity
               
               
                  This is the value of type 2 equity held in each participation. in 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.
                  Type 2 equity has the meaning as defined in Article 168(3) of the Delegated Regulation (EU) 2015/35).
               
            
                  C0290
               
               
                  Subordinated liabilities
               
               
                  This is the value of subordinated liabilities held in each participations in 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.
               
            
                  
                     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 shall include the remaining part (the part of participation which was not deducted) following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)
                  
               
            
                  C0300
               
               
                  Name of related undertaking
               
               
                  This is the name of the related undertaking that is financial or credit institution in which the participation is held. The participations in this related undertakings is 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 not deducted according to art 68(1) and art 68(2).
               
            
                  C0310
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be unique and kept consistent over time.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0320
               
               
                  Asset ID Code type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0310 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0330
               
               
                  Total
               
               
                  This is the total value for all tiers of each participation in related undertakings that are financial and credit institutions which are strategic, not included in the calculation of the group solvency on the basis of method 1 and which are not deducted according to Article 68(1) and Article 68(2) of Delegated Regulation (EU) 2015/35, meaning the sum of:.
                  
                              1)
                           
                           
                              the value of strategic participations in financial and credit institutions which are not deducted according to both Article 68(1) and 68(2) of Delegated Regulation (EU) 2015/35, because the sum of participations in financial and credit institutions is less than 10 %,
                           
                        
                              2)
                           
                           
                              the remainder of the strategic participations which are deducted following the Article 68(2) of Delegated Regulation (EU) 2015/35.
                           
                        
            
                  C0340
               
               
                  Type 1 Equity
               
               
                  This is the value of each participation in related undertakings that are financial and credit institutions which are strategic, not included in the calculation of the group solvency on the basis of method 1, not deducted according to Article 68(1) and Article 68(2) of Delegated Regulation (EU) 2015/35and held in Type 1 equities, meaning the sum of:.
                  
                              1)
                           
                           
                              the value of strategic participations in financial and credit institutions which are not deducted according to both Article 68(1) and 68(2) of Delegated Regulation (EU) 2015/35, because the sum of participations in financial and credit institutions is less than 10 %,
                           
                        
                              2)
                           
                           
                              the remainder of the strategic participations which are deducted following the Article 68(2) of Delegated Regulation (EU) 2015/35.
                           
                        Type 1 equity has the meaning as defined in Article 168 (2) of the Delegated Regulation (EU) 2015/35.
               
            
                  C0350
               
               
                  Type 2 Equity
               
               
                  This is the value of each participation in related undertakings that are financial and credit institutions which are strategic, not included in the calculation of the group solvency on the basis of method 1, not deducted according to Article 68(1) and Article 68(2) of Delegated Regulation (EU) 2015/35 and held in Type 2 equities, meaning the sum of:.
                  
                              1)
                           
                           
                              the value of strategic participations in financial and credit institutions which are not deducted according to both Article 68(1) and 68(2) of Delegated Regulation (EU) 2015/35, because the sum of participations in financial and credit institutions is less than 10 %,
                           
                        
                              2)
                           
                           
                              the remainder of the strategic participations which are deducted following the Article 68(2) of Delegated Regulation (EU) 2015/35.
                           
                        Type 2 equity has the meaning as defined in Article 168 (3) of the Delegated Regulation (EU) 2015/35.
               
            
                  C0360
               
               
                  Subordinated liabilities
               
               
                  This is the value of each participation in related undertakings that are financial and credit institutions which are strategic, not included in the calculation of the group solvency on the basis of method 1, not deducted according to Article 68(1) and Article 68(2) of Delegated Regulation (EU) 2015/35 and held in subordinated liabilities, meaning the sum of:.
                  
                              1)
                           
                           
                              the value of strategic participations in financial and credit institutions which are not deducted according to both Article 68(1) and 68(2) of Delegated Regulation (EU) 2015/35, because the sum of participations in financial and credit institutions is less than 10 %,
                           
                        
                              2)
                           
                           
                              the remainder of the strategic participations which are deducted following the Article 68(2) of Delegated Regulation (EU) 2015/35.
                           
                        
            
                  
                     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 (EU) 2015/35
                  
                  
                     (It shall include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)
                  
               
            
                  C0370
               
               
                  Name of related undertaking
               
               
                  This is the name of the related undertaking that are financial and credit institutions in which the participation is held. These are participations in related undertakings which are not strategic and not deducted according to art 68(1) and 68 (2) of Delegated Regulation (EU) 2015/35.
               
            
                  C0380
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be unique and kept consistent over time.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0390
               
               
                  Asset ID Code type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0380 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0400
               
               
                  Total
               
               
                  This is the total value for all tiers of each participation 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 (EU) 2015/35 meaning the sum of:.
                  
                              1)
                           
                           
                              the value of non–strategic participations in financial and credit institutions which are not deducted according to both Articles 68(1) and 68(2) of Delegated Regulation (EU) 2015/35, because the sum of participations in financial and credit institutions is less than 10 %,
                           
                        
                              2)
                           
                           
                              the remainder of the non–strategic participations which are deducted following the Article 68(2) of Delegated Regulation (EU) 2015/35.
                           
                        
            
                  C0410
               
               
                  Type 1 Equity
               
               
                  This is the value of each participation in related undertakings that are financial and credit institutions which are not strategic, not deducted according to art 68(1) and art 68(2) of Delegated Regulation (EU) 2015/35 and held in Type 1 equities, meaning the sum of:.
                  
                              1)
                           
                           
                              the value of non–strategic participations in financial and credit institutions which are not deducted according to both Articles 68(1) and 68(2) of Delegated Regulation (EU) 2015/35, because the sum of participations in financial and credit institutions is less than 10 %,
                           
                        
                              2)
                           
                           
                              the remainder of the non–strategic participations which are deducted following the Article 68(2) of Delegated Regulation (EU) 2015/35.
                           
                        Type 1 equity has the meaning as defined in Article 168 (2) of the Delegated Regulation (EU) 2015/35.
               
            
                  C0420
               
               
                  Type 2 Equity
               
               
                  This is the value of each participation in related undertakings that are financial and credit institutions, which are not strategic, not deducted according to art 68(1) and art 68(2) of Delegated Regulation (EU) 2015/35 and held in Type 2 equities, meaning the sum of:.
                  
                              1)
                           
                           
                              the value of non–strategic participations in financial and credit institutions which are not deducted according to both Article 68(1) and 68(2) of Delegated Regulation (EU) 2015/35, because the sum of participations in financial and credit institutions is less than 10 %,
                           
                        
                              2)
                           
                           
                              the remainder of the non–strategic participations which are deducted following the Article 68(2) of Delegated Regulation (EU) 2015/35.
                           
                        Type 2 equity has the meaning as defined in Article 168 (3) of the Delegated Regulation (EU) 2015/35.
               
            
                  C0430
               
               
                  Subordinated liabilities
               
               
                  This is the value of each participation in related undertakings that are financial and credit institutions, which are not strategic, not deducted according to art 68(1) and art 68(2) of Delegated Regulation (EU) 2015/35 and held in subordinated liabilities, meaning the sum of:.
                  
                              1)
                           
                           
                              the value of non–strategic participations in financial and credit institutions which are not deducted according to both Article 68(1) and 68(2) of Delegated Regulation (EU) 2015/35, because the sum of participations in financial and credit institutions is less than 10 %,
                           
                        
                              2)
                           
                           
                              the remainder of the non–strategic participations which are deducted following the Article 68(2) of Delegated Regulation (EU) 2015/35.
                           
                        
            
                  
                     Table 6 — Other strategic participations not in financial and credit institution
                  
               
            
                  C0440
               
               
                  Name of related undertaking
               
               
                  This is the name of the related undertaking in which the participation is held.
                  These are participations which are not in financial and credit institutions and which are considered strategic.
               
            
                  C0450
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be unique and kept consistent over time.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0460
               
               
                  Asset ID Code type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0450 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0470
               
               
                  Total
               
               
                  This is the total value held for all tiers in each participation that are not financial and credit institutions and that are considered strategic.
               
            
                  C0480
               
               
                  Type 1 Equity
               
               
                  This is the value of type 1 equity held in each participation that are not financial and credit institutions and that are considered strategic.
                  Type 1 equity has the meaning as defined in Article 168 (2) of the Delegated Regulation (EU) 2015/35).
               
            
                  C0490
               
               
                  Type 2 Equity
               
               
                  This is the value of type 2 equity held in each participation that are not financial and credit institutions and that are considered strategic.
                  Type 2 equity has the meaning as defined in Article 168 (3) of Delegated Regulation (EU) 2015/35.
               
            
                  C0500
               
               
                  Subordinated liabilities
               
               
                  This is the value of subordinated liabilities held in each participation that are not financial and credit institutions and that are considered strategic.
               
            
                  
                     Table 7 — Other non–strategic participations not in financial and credit institution
                  
               
            
                  C0510
               
               
                  Name of related undertaking
               
               
                  This is the name of the related undertaking in which the participation is held.
                  These are participations which are not in financial and credit institutions and which are not considered strategic.
               
            
                  C0520
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be unique and kept consistent over time.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0530
               
               
                  Asset ID Code type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0520 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0540
               
               
                  Total
               
               
                  This is the total value held for all tiers in each participation that are not financial and credit institutions and that are not considered strategic.
               
            
                  C0550
               
               
                  Type 1 Equity
               
               
                  This is the value of type 1 equity held in each participation that are not financial and credit institutions and that are not considered strategic.
                  Type 1 equity has the meaning as defined in Article 168 (2) of the Delegated Regulation (EU) 2015/35.
               
            
                  C0560
               
               
                  Type 2 Equity
               
               
                  This is the value of type 2 equity held in each participation that are not financial and credit institutions and that are not considered strategic.
                  Type 2 equity has the meaning as defined in Article 168 (3) of Delegated Regulation (EU) 2015/35.
               
            
                  C0570
               
               
                  Subordinated liabilities
               
               
                  This is the value of subordinated liabilities held in each participations that are not financial and credit institutions and that are not considered strategic.
               
            
                  
                     Total for SCR calculation
                  
               
            
                  R0040/C0580
               
               
                  Total participations in related undertakings that are financial and credit institutions –Total
               
               
                  This is the total value of participations in undertakings which are financial and credit institutions.
               
            
                  R0040/C0590
               
               
                  Total participations in related undertakings that are financial and credit institutions — Type 1 Equity
               
               
                  This is the total value of Type 1 Equity of participations in undertakings which are financial and credit institutions.
                  Type 1 equity has the meaning as defined in Article 168 (2) of the Delegated Regulation (EU) 2015/35.
               
            
                  R0040/C0600
               
               
                  Total participations in related undertakings that are financial and credit institutions — Type 2 Equity
               
               
                  This is the total value of Type 2 Equity of participations in undertakings which are financial and credit institutions.
                  Type 2 equity has the meaning as defined in Article 168 (3) of Delegated Regulation (EU) 2015/35.
               
            
                  R0040/C0610
               
               
                  Total participations in related undertakings that are financial and credit institutions — Subordinated liabilities
               
               
                  This is the total value of Subordinated liabilities of participations in undertakings which are financial and credit institutions.
               
            
                  R0050/C0580
               
               
                  Total participations in related undertakings that are financial and credit institutions, of which strategic (method 1 or less than 10 % not method –Total
               
               
                  This is the total value of strategic participations in undertakings (method 1 or less than 10 % not method 1) which are financial and credit institutions.
               
            
                  R0050/C0590
               
               
                  Total participations in related undertakings that are financial and credit institutions, of which strategic (method 1 or less than 10 % not method 1) — Type 1 Equity
               
               
                  This is the total value of Type 1 Equity of strategic participations in undertakings (method 1 or less than 10 % not method 1) which are financial and credit institutions.
                  Type 1 equity has the meaning as defined in Article 168 (2) of the Delegated Regulation (EU) 2015/35.
               
            
                  R0050/C0600
               
               
                  Total participations in related undertakings that are financial and credit institutions, of which strategic (method 1 or less than 10 % not method 1) — Type 2 Equity
               
               
                  This is the total value of Type 2 Equity of strategic participations in undertakings (method 1 or less than 10 % not method 1) which are financial and credit institutions.
                  Type 2 equity has the meaning as defined in Article 168 (3) of Delegated Regulation (EU) 2015/35.
               
            
                  R0050/C0610
               
               
                  Total participations in related undertakings that are financial and credit institutions, of which strategic (method 1 or less than 10 % not method 1) — Subordinated liabilities
               
               
                  This is the total value of Subordinated liabilities of strategic participations in undertakings (method 1 or less than 10 % not method 1) which are financial and credit institutions.
               
            
                  R0060/C0580
               
               
                  Total participations in related undertakings that are financial and credit institutions of which non–strategic (less than 10 %) –Total
               
               
                  This is the total value of not strategic participations in undertakings (less than 10 %) which are financial and credit institutions.
               
            
                  R0060/C0590
               
               
                  Total participations in related undertakings that are financial and credit institutions of which non–strategic (less than 10 %) — Type 1 Equity
               
               
                  This is the total value of Type 1 Equity of not strategic participations in undertakings (less than 10 % — C0500) which are financial and credit institutions.
                  Type 1 equity has the meaning as defined in Article 168 (2) of the Delegated Regulation (EU) 2015/35.
               
            
                  R0060/C0600
               
               
                  Total participations in related undertakings that are financial and credit institutions of which non–strategic (less than 10 %) — Type 2 Equity
               
               
                  This is the total value of Type 2 Equity of not strategic participations in undertakings (less than 10 %) which are financial and credit institutions.
                  Type 2 equity has the meaning as defined in Article 168 (3) of Delegated Regulation (EU) 2015/35.
               
            
                  R0060/C0610
               
               
                  Total participations in related undertakings that are financial and credit institutions of which non–strategic (less than 10 %) — Subordinated liabilities
               
               
                  This is the total value of Subordinated liabilities of not strategic participations in undertakings (less than 10 %) which are financial and credit institutions.
               
            
                  R0070/C0580
               
               
                  Total participations in related undertakings that are not financial and credit institutions –Total
               
               
                  This is the total value of participations in undertakings which are not financial and credit institutions. This is the sum of C0470 and C0540.
               
            
                  R0070/C0590
               
               
                  Total participations in related undertakings that are not financial and credit institutions — Type 1 Equity
               
               
                  This is the total value of Type 1 Equities held in participations in undertakings which are not financial and credit institutions.
                  Type 1 equity has the meaning as defined in Article 168 (2) of Delegated Regulation (EU) 2015/35. This is the sum of C0480 and C550.
               
            
                  R0070/C0600
               
               
                  Total participations in related undertakings that are not financial and credit institutions — Type 2 Equity
               
               
                  This is the total value of Type 2 Equities held in participations in undertakings which are not financial and credit institutions.
                  Type 2 equity has the meaning as defined in Article 168 (3) of Delegated Regulation (EU) 2015/35. This is the sum of C0490 and C0560)
               
            
                  R0070/C0610
               
               
                  Total participations in related undertakings that are not financial and credit institutions — Subordinated liabilities
               
               
                  This is the total value of subordinated liabilities held in participations in undertakings which are not financial and credit institutions. This is the sum of C0500 and C0570.
               
            
                  R0080/C0580
               
               
                  Total participations in related undertakings that are not financial and credit institutions — Total– of which strategic
               
               
                  This is the total value of strategic participations in undertakings which are not financial and credit institutions. This is the sum of C0470.
               
            
                  R0080/C0590
               
               
                  Total participations in related undertakings that are not financial and credit institutions — Type 1 Equity — of which strategic
               
               
                  This is the total value of Type 1 Equities held in strategic participations in undertakings which are not financial and credit institutions.
                  Type 1 equity has the meaning as defined in Article 168 (2) of Delegated Regulation (EU) 2015/35. This is the sum of C0480.
               
            
                  R0080/C0600
               
               
                  Total participations in related undertakings that are not financial and credit institutions — Type 2 Equity — of which strategic
               
               
                  This is the total value of Type 2 Equities held in strategic participations in undertakings which are not financial and credit institutions. This is the sum of C0490).
               
            
                  R0080/C0610
               
               
                  Total participations in related undertakings that are not financial and credit institutions — Subordinated liabilities — of which strategic
               
               
                  This is the total value of subordinated liabilities held in strategic participations in undertakings which are not financial and credit institutions. This is the sum of C0500.
               
            
                  R0090/C0580
               
               
                  Total participations in related undertakings that are not financial and credit institutions — total — of which non–strategic
               
               
                  This is the total value of non–strategic participations in undertakings which are not financial and credit institutions. This is the sum of C0540.
               
            
                  R0090/C0590
               
               
                  Total participations in related undertakings that are not financial and credit institutions — Type 1 Equity — of which non–strategic
               
               
                  This is the total value of Type 1 Equities held in non–strategic participations in undertakings which are not financial and credit institutions. Type 1 equity has the meaning as defined in Article 168 (2) of Delegated Regulation (EU) 2015/35. This is the sum of C0550.
               
            
                  R0090/C0600
               
               
                  Total participations in related undertakings that are not financial and credit institutions — Type 2 Equity — of which non–strategic
               
               
                  This is the total value of Type 2 Equities held in non–strategic participations in undertakings which are not financial and credit institutions. This is the sum of C0560.
               
            
                  R0090/C0610
               
               
                  Total participations in related undertakings that are not financial and credit institutions — Subordinated liabilities — of which non–strategic
               
               
                  This is the total value of subordinated liabilities held in non–strategic participations in undertakings which are not financial and credit institutions. This is the sum of C0570.
               
            
                  
                     Total
                  
               
            
                  C0620
               
               
                  Total of all participations
               
               
                  This is the total value of all participations.
               
            
         S.25.01 — Solvency Capital Requirement — for undertakings on Standard Formula
      
      
         General comments:
      
      This section relates to opening and annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.25.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of template S.01.03.
      Where the entity has MAP or RFF (except those under the scope of Article 304 of Directive 2009/138/EC) when reporting at the level of the whole undertaking, the notional Solvency Capital Requirement (‘nSCR’) at risk module level and the loss–absorbing capacity (LAC) of technical provisions and deferred taxes to be reported shall be calculated as follows:
      
                  —
               
               
                  Where the undertaking applies the full adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level the nSCR is calculated as if no loss of diversification exists and the LAC shall be calculated as the sum of the LAC across all RFF/MAP and remaining part;
               
            
                  —
               
               
                  Where the undertaking applies the Simplification at risk sub–module level to aggregate the nSCR of the RFF/MAP at entity level the nSCR is calculated considering a direct summation at sub–module level method and the LAC shall be calculated as the sum of the LAC across all RFF/MAP and remaining part,
               
            
                  —
               
               
                  Where the undertaking applies the simplification at risk module level to aggregate the nSCR of the RFF/MAP at entity level the nSCR is calculated considering a direct summation at module level method and the LAC shall be calculated as the sum of the LAC across all RFF/MAP and remaining part.
               
            The adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level shall be allocated (C0050) to the relevant risk modules (i.e. market risk, counterparty default risk, life underwriting risk, health underwriting risk and non–life underwriting risk). The amount to be allocated to each relevant risk module shall be calculated as follows:
      
                  —
               
               
                  
                     , where
                  —   
                        adjustment
                     = Adjustment calculated according to one of the three methods referred above
                  —   
                        BSCR′
                     = Basic solvency capital requirement calculated according to the information reported in this template (C0030/R0100)
                  —   
                        nSCRint
                        
                     = nSCR for intangible assets risk according to the information reported in this template (C0030/R0070)
               
            
                  —
               
               
                  Multiplication of this ‘q factor’ by the nSCR of each relevant risk module (i.e. market risk, counterparty default risk, life underwriting risk, health underwriting risk and non–life underwriting risk)
               
            
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7) of Directive 2009/138/EC, to provide an estimate of the SCR using standard formula.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0010–R0050/C0030
               
               
                  Net solvency capital requirement
               
               
                  Amount of the net capital charge for each risk module, as calculated using the standard formula.
                  The difference between the net and the gross SCR is the consideration of the future discretionary benefits according to Article 205 of Delegated Regulation (EU) 2015/35.
                  This amount shall fully consider diversification effects according to Article 304 of Directive 2009/138/EC where applicable.
                  These cells do not include the allocation of the adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level. These figures represent the SCR as if there was no loss of diversification.
               
            
                  R0010–R0050/C0040
               
               
                  Gross solvency capital requirement
               
               
                  Amount of the gross capital charge for each risk module, as calculated using the standard formula.
                  The difference between the net and the gross SCR is the consideration of the future discretionary benefits according to Article 205 of Delegated Regulation (EU) 2015/35.
                  This amount shall fully consider diversification effects according to Article 304 of Directive 2009/138/EC where applicable.
                  These cells do not include the allocation of the adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level. These figures represent the SCR as if there was no loss of diversification.
               
            
                  R0010–R0050/C0050
               
               
                  Allocation of RFF adjustment due to RFF and Matching adjustments portfolios
               
               
                  Part of the adjustment allocated to each risk module according to the procedure described in the general comments. This amount shall be positive.
               
            
                  R0060/C0030
               
               
                  Net solvency capital requirement Diversification
               
               
                  Amount of the diversification effects between Basic SCR of net risk modules due to the application of the correlation matrix defined in Annex IV of Directive 2009/138/EC.
                  This amount shall be reported as a negative value.
               
            
                  R0060/C0040
               
               
                  Gross solvency capital requirement Diversification
               
               
                  Amount of the diversification effects between Basic SCR of gross risk modules due to the application of the correlation matrix defined in Annex IV of Directive 2009/138/EC.
                  This amount shall be reported as a negative value.
               
            
                  R0070/C0030
               
               
                  Net solvency capital requirement Intangible asset risk
               
               
                  Amount of the capital charge, after the adjustment for the loss–absorbing capacity of technical provisions, for intangible assets risk, as calculated using the standard formula.
               
            
                  R0070/C0040
               
               
                  Gross solvency capital requirement Intangible assets risk
               
               
                  The future discretionary benefits according to Article 205 of the Delegated Regulation (EU) 2015/35 for intangible assets risk is zero under standard formula, hence R0070/C0040 equals R0070/C0030.
               
            
                  R0100/C0030
               
               
                  Net solvency capital requirement — Basic Solvency Capital Requirement
               
               
                  Amount of the basic capital requirements, after the consideration of future discretionary benefits according to Article 205 of Delegated Regulation (EU) 2015/35, as calculated using the standard formula.
                  This amount shall fully consider diversification effects according to Article 304 of Directive 2009/138/EC where applicable.
                  This cell does not include the allocation of the adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level. These figures represent the SCR as if there was no loss of diversification.
                  This amount shall be calculated as a sum of the net capital charges for each risk module within the standard formula, including adjustment for diversification effect within standard formula.
               
            
                  R0100/C0040
               
               
                  Gross solvency capital requirement — Basic Solvency Capital Requirement
               
               
                  Amount of the basic capital requirements, before the consideration of future discretionary benefits according to Article 205 of Delegated Regulation (EU) 2015/35, as calculated using the standard formula.
                  This amount shall fully consider diversification effects according to Article 304 of Directive 2009/138/EC where applicable.
                  This cell does not include the allocation of the adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level. These figures represent the SCR as if there was no loss of diversification.
                  This amount shall be calculated as a sum of the gross capital charges for each risk module within the standard formula, including adjustment for diversification effect within standard formula
               
            
                  
                     Calculation of Solvency Capital Requirement
                  
               
            
                  R0120/C0100
               
               
                  Adjustment due to RFF/MAP nSCR aggregation
               
               
                  Adjustment to correct the bias on SCR calculation due to aggregation of RFF/MAP nSCR at risk module level. This amount shall be positive.
               
            
                  R0130/C0100
               
               
                  Operational risk
               
               
                  Amount of the capital requirements for operational risk module as calculated using the standard formula.
               
            
                  R0140/C0100
               
               
                  Loss–absorbing capacity of technical provisions
               
               
                  Amount of the adjustment for loss–absorbing capacity of technical provisions calculated according to the standard formula.
                  This amount shall be reported as a negative value.
                  At RFF/MAP level and at entity level where there are no RFF (other than those under Article 304 of Directive 2009/138/EC) nor MAP it is the maximum between zero and the amount corresponding to the minimum between the amount of technical provisions without risk margin in relation to future discretionary benefits net of reinsurance and the difference between gross and net basic solvency capital requirement.
                  Where there are RFF (other than those under Article 304 of Directive 2009/138/EC) or MAP, this amount shall be calculated as the sum of the loss–absorbing capacity of technical provisions of each RFF/MAP and remaining part, taking into account the net future discretionary benefits as a top limit.
               
            
                  R0150/C0100
               
               
                  Loss–absorbing capacity of deferred taxes
               
               
                  Amount of the adjustment for loss–absorbing capacity of deferred taxes calculated according to the standard formula.
                  This amount shall be negative.
               
            
                  R0160/C0100
               
               
                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC
               
               
                  Amount of the capital requirement, calculated according to the rules stated in article 17 of Directive 2003/41/EC, for ring–fenced funds relating to pension business operated under article 4 of Directive 2003/41/EC to which transitional measures are applied. This item is to be reported only during the transitional period.
               
            
                  R0200/C0100
               
               
                  Solvency capital requirement excluding capital add–on
               
               
                  Amount of the total diversified SCR before any capital add–on.
               
            
                  R0210/C0100
               
               
                  Capital add–ons already set
               
               
                  Amount of capital add–on that had been set at the reporting reference date. It will not include capital add–ons set between that date and the submission of the data to the supervisory authority, nor any set after the submission of the data.
               
            
                  R0220/C0100
               
               
                  Solvency capital requirement
               
               
                  Amount of the Solvency Capital Requirement.
               
            
                  
                     Other information on SCR
                  
               
            
                  R0400/C0100
               
               
                  Capital requirement for duration–based equity risk sub–module
               
               
                  Amount of the capital requirement for duration–based equity risk sub–module.
               
            
                  R0410/C0100
               
               
                  Total amount of notional Solvency Capital Requirements for remaining part
               
               
                  Amount of the notional SCRs of remaining part when undertaking has RFF.
               
            
                  R0420/C0100
               
               
                  Total amount of notional Solvency Capital Requirements for ring–fenced funds
               
               
                  Amount of the sum of notional SCRs of all ring–fenced funds when undertaking has RFF (other than those related to business operated in accordance with article 4 of Directive 2003/41/EC (transitional)).
               
            
                  R0430/C0100
               
               
                  Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios
               
               
                  Amount of the sum of notional SCRs of all matching adjustment portfolios.
               
            
                  R0440/C0100
               
               
                  Diversification effects due to RFF nSCR aggregation for article 304
               
               
                  Amount of the adjustment for a diversification effect between ring–fenced funds under Article 304 of Directive 2009/138/EC and the remaining part where applicable.
               
            
                  R0450/C0100
               
               
                  Method used to calculate the adjustment due to RFF/MAP nSCR aggregation
               
               
                  Method used to calculate the adjustment due to RFF nSCR aggregation. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Full recalculation
                           
                        
                               
                           
                           
                              2 — Simplification at risk sub–module level
                           
                        
                               
                           
                           
                              3 — Simplification at risk module level
                           
                        
                               
                           
                           
                              4 — No adjustment
                           
                        When the undertaking has no RFF (or have only RFF under Article 304 of Directive 2009/138/EC) it shall select option 4.
               
            
                  R0460/C0100
               
               
                  Net future discretionary benefits
               
               
                  Amount of technical provisions without risk margin in relation to future discretionary benefits net of reinsurance.
               
            
         S.25.02 — Solvency Capital Requirement — for undertakings using the standard formula and partial internal model
      
      
         General comments:
      
      This section relates to opening and annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      The components to be reported shall be agreed between national supervisory authorities and insurance and reinsurance undertakings.
      Template SR.25.02 shall be reported by ring–fenced fund, matching adjustment portfolio and the remaining part for every undertaking under a partial internal model. This includes undertakings where a partial internal model is applied to a full ring–fenced fund and/or matching adjustment portfolio while the other ring–fenced funds and/or matching adjustment portfolios are under the standard formula. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      For those undertakings under a partial internal model to which the adjustment due to the aggregation of the nSCR of RFF/MAP is applicable, where the entity has MAP or RFF (except those under the scope of Article 304 of Directive 2009/138/EC) when reporting at the level of the whole undertaking, the nSCR at risk module level and the loss–absorbing capacity (LAC) of technical provisions and deferred taxes to be reported shall be calculated as follows:
      
                  —
               
               
                  Where the undertaking applies the full adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level: the nSCR is calculated as if no RFF and the LAC shall be calculated as the sum of the LAC across all RFF/MAP and remaining part;
               
            
                  —
               
               
                  Where the undertaking applies the Simplification at risk sub–module level to aggregate the nSCR of the RFF/MAP at entity level the the nSCR and LAC are calculated considering a direct summation at sub–module level method,
               
            
                  —
               
               
                  Where the undertaking applies the Simplification at risk module level to aggregate the nSCR of the RFF/MAP at entity level the nSCR and LAC are calculated considering a direct summation at module level method.
               
            The adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level shall be allocated (C0060) to the relevant risk modules (i.e. market risk, counterparty default risk, life underwriting risk, health underwriting risk and non–life underwriting risk) when calculated according to the standard formula. The amount to be allocated to each relevant risk module shall be calculated as follows:
      
                  —
               
               
                  
                     , where
                  —   
                        adjustment
                     = Adjustment calculated according to one of the three methods referred above
                  —   
                        BSCR′
                     = Basic solvency capital requirement calculated according the information reported in this template
                  —   
                        nSCRint
                        
                     = nSCR for intangible assets risk according to the information reported in this template
               
            
                  —
               
               
                  Multiplication of this ‘q factor’ by the nSCR of each relevant risk module (i.e. market risk, counterparty default risk, life underwriting risk, health underwriting risk and non–life underwriting risk)
               
            
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or Remaining Part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  C0010
               
               
                  Unique number of component
               
               
                  Unique number of each component agreed with their national supervisory authority to identify uniquely components from their model. This number shall always be used with the appropriate component description reported in each item. Where the partial internal model allow the same split by risk module as the one in the standard formula, the following numbers of components shall be used:
                  
                              —
                           
                           
                              1 — Market risk
                           
                        
                              —
                           
                           
                              2 — Counterparty default risk
                           
                        
                              —
                           
                           
                              3 — Life underwriting risk
                           
                        
                              —
                           
                           
                              4 — Health underwriting risk
                           
                        
                              —
                           
                           
                              5 — Non–life underwriting risk
                           
                        
                              —
                           
                           
                              6 — Intangible asset risk
                           
                        
                              —
                           
                           
                              7 — Operational risk
                           
                        
                              —
                           
                           
                              8 — LAC Technical Provisions (negative amount)
                           
                        
                              —
                           
                           
                              9 — LAC Deferred Taxes (negative amount)
                           
                        Where standard formula risk modules cannot be reported, undertaking shall attribute a number to each component different from 1 to 7.
                  This number shall always be used with the appropriate component description reported in each item C0030. The numbers of the components shall be kept consistent over time.
               
            
                  C0020
               
               
                  Components description
               
               
                  Identification, using free text, of each of the components that can be identified by the undertaking. These components shall be aligned with standard formula risk modules if possible according to the partial internal model. Each component shall be identified using a separate entry. Undertakings shall identify and report components consistently across different reporting periods, unless there has been some change to the internal model affecting the categories.
                  Loss–absorbing capacity of technical provisions and/or deferred taxes not embedded within components shall be reported as separated components.
               
            
                  C0030
               
               
                  Calculation of the Solvency Capital Requirement
               
               
                  Amount of the capital charge for each component regardless of the method of calculation (either standard formula or partial internal model), after the adjustments for loss–absorbing capacity of technical provision and/or deferred taxes when they are embedded in the component calculation.
                  For the components Loss absorbing capacity (‘LAC’) of technical provisions and/or deferred taxes when reported as a separate component it shall be the amount of the loss–absorbing capacity (these amounts shall be reported as negative values)
                  For components calculated using the standard formula this cell represents the gross nSCR. For components calculated using the partial internal model, this represents the value considering the future management actions which are embedded in the calculation, but not those which are modelled as a separate component.
                  This amount shall fully consider diversification effects according to Article 304 of Directive 2009/138/EC where applicable where applicable.
                  When applicable, this cell does not include the allocation of the adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level.
               
            
                  C0050
               
               
                  Allocation from adjustments due to RFF and Matching adjustment portfolios
               
               
                  Where applicable, part of the adjustment allocated to each risk module according to the procedure described in the general comments. This amount shall be positive.
               
            
                  C0060
               
               
                  Consideration of the future management actions regarding technical provisions and/or deferred taxes
               
               
                  To identify if the future management actions relating to the loss absorbing capacity of technical provisions and/or deferred taxes are embedded in the calculation, the following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Future management actions regarding the loss–absorbing capacity of technical provisions embedded within the component
                           
                        
                               
                           
                           
                              2 — Future management actions regarding the loss–absorbing capacity of deferred taxes embedded within the component
                           
                        
                               
                           
                           
                              3 — Future management actions regarding the loss–absorbing capacity of technical provisions and deferred taxes embedded within the component
                           
                        
                               
                           
                           
                              4 — No embedded consideration of future management actions.
                           
                        
            
                  C0070
               
               
                  Amount modelled
               
               
                  For each component this cell represents the amount calculated according to the partial internal model.
               
            
                  R0110/C0100
               
               
                  Total of undiversified components
               
               
                  Sum of all components.
               
            
                  R0060/C0100
               
               
                  Diversification
               
               
                  The total amount of the diversification among components reported in C0030.
                  This amount does not include diversification effects inside each component, which shall be embedded in the values reported in C0030.
                  This amount shall be reported as negative value.
               
            
                  R0120/C0100
               
               
                  Adjustment due to RFF/MAP nSCR aggregation
               
               
                  When applicable, adjustment to correct the bias on SCR calculation due to aggregation of RFF/MAP nSCR at risk module level.
               
            
                  R0160/C0100
               
               
                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC
               
               
                  Amount of the capital requirement, calculated according to the rules stated in article 17 of Directive 2003/41/EC, for ring–fenced funds relating to pension business operated under article 4 of Directive 2003/41/EC to which transitional measures are applied. This item is to be reported only during the transitional period.
               
            
                  R0200/C0100
               
               
                  Solvency capital requirement, excluding capital add–ons
               
               
                  Amount of the total diversified SCR before any capital add–on.
               
            
                  R0210/C0100
               
               
                  Capital add–ons already set
               
               
                  Amount of capital add–ons that had been set at the reporting reference date. It will not include capital add–ons set between that date and the submission of the data to the supervisory authority, nor any set after the submission of the data.
               
            
                  R0220/C0100
               
               
                  Solvency Capital Requirement
               
               
                  Overall capital requirement including capital add–ons
               
            
                  
                     Other information on SCR
                  
               
            
                  R0300/C0100
               
               
                  Amount/Estimate of the overall loss–absorbing capacity of technical provisions
               
               
                  Amount/Estimate of the overall adjustment for loss–absorbing capacity of technical provisions, including the part embedded in the components and the part reported as a single component. This amount shall be reported as a negative amount.
               
            
                  R0310/C0100
               
               
                  Amount/Estimate of the loss absorbing capacity for deferred taxes
               
               
                  Amount/Estimate of the overall adjustment for loss–absorbing capacity for deferred taxes, including the part embedded in the components and the part reported as a single component. This amount shall be reported as a negative amount.
               
            
                  R0400/C0100
               
               
                  Capital requirement for duration–based equity risk sub–module
               
               
                  Amount of the capital requirement for duration–based equity risk sub–module.
               
            
                  R0410/C0100
               
               
                  Total amount of notional Solvency Capital Requirements for remaining part
               
               
                  Amount of the notional SCRs of remaining part when undertaking has RFF.
               
            
                  R0420/C0100
               
               
                  Total amount of Notional Solvency Capital Requirements for ring fenced funds
               
               
                  Amount of the sum of notional SCRs of all ring–fenced funds when undertaking has RFF (other than those related to business operated in accordance with Article 4 of Directive 2003/41/EC (transitional)).
               
            
                  R0430/C0100
               
               
                  Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios
               
               
                  Amount of the sum of notional SCRs of all matching adjustment portfolios
                  This item does not have to be reported when reporting SCR calculation at RFF or matching adjustment portfolio level.
               
            
                  R0440/C0100
               
               
                  Diversification effects due to RFF nSCR aggregation for article 304
               
               
                  Amount of the adjustment for a diversification effect between ring fenced funds under Article 304 of Directive 2009/138/EC and the remaining part where applicable.
                  It shall be equal to the difference between the sum of the nSCR for each RFF/MAP/RP and the SCR reported in R0200/C0100.
               
            
                  R0450/C0100
               
               
                  Method used to calculate the adjustment due to RFF nSCR aggregation
               
               
                  Method used to calculate the adjustment due to RFF nSCR aggregation. One of the following option shall be used:
                  
                               
                           
                           
                              1 — Full recalculation
                           
                        
                               
                           
                           
                              2 — Simplification at risk sub–module level
                           
                        
                               
                           
                           
                              3 — Simplification at risk module level
                           
                        
                               
                           
                           
                              4 — No adjustment
                           
                        When the undertaking has no RFF (or have only RFF under Article 304 of Directive 2009/138/EC) it shall select option 4.
               
            
                  R0460/C0100
               
               
                  Net future discretionary benefits
               
               
                  Amount of technical provisions without risk margin in relation to future discretionary benefits net of reinsurance.
               
            
         S.25.03 — Solvency Capital Requirement — for undertakings using full internal model
      
      
         General comments:
      
      This section relates to opening and annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      The components to be reported shall be agreed between national supervisory authorities and insurance and reinsurance undertakings.
      Template SR.25.03 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part for every undertaking under a full internal model. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or Remaining Part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  C0010
               
               
                  Unique number of component
               
               
                  Unique number of each component of the full internal model, agreed with their national supervisory authority to identify uniquely components from their model. This number shall always be used with the appropriate component description reported in each item C0020.
                  The numbers of the components shall be kept consistent over time.
               
            
                  C0020
               
               
                  Components description
               
               
                  Identification, using free text, of each of the components that can be identified by the undertaking within the full internal model. These components may not exactly align with the risks defined for the standard formula. Each component shall be identified using a separate entry. Undertakings shall identify and report components consistently across different reporting periods, unless there has been some change to internal model affecting the categories.
                  Loss–absorbing capacity of technical provisions and/or deferred taxes modelled but not within components shall be reported as separated components.
               
            
                  C0030
               
               
                  Calculation of the Solvency Capital Requirement
               
               
                  Amount of the net capital charge for each component, after the adjustments for the future management actions relating to technical provision and/or deferred taxes when applicable, calculated by the full internal model on an undiversified basis, to the extent that these adjustments are modelled within components.
                  Loss absorbing capacity of technical provisions and/or deferred taxes modelled but not within components shall be reported as negative values.
               
            
                  C0060
               
               
                  Consideration of the future management actions regarding technical provisions and/or deferred taxes
               
               
                  To identify if the future management actions relating to the loss absorbing capacity of technical provisions and/or deferred taxes are embedded in the calculation, the following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Future management actions regarding the loss–absorbing capacity of technical provisions embedded within the component
                           
                        
                               
                           
                           
                              2 — Future management actions regarding the loss–absorbing capacity of deferred taxes embedded within the component
                           
                        
                               
                           
                           
                              3 — Future management actions regarding the loss–absorbing capacity of technical provisions and deferred taxes embedded within the component
                           
                        
                               
                           
                           
                              4 — No embedded consideration of future management actions.
                           
                        
            
                  R0110/C0100
               
               
                  Total of undiversified components
               
               
                  Sum of all components.
               
            
                  R0060/C0100
               
               
                  Diversification
               
               
                  The total amount of the diversification among components reported in C0030 calculated using the full internal model.
                  This amount does not include diversification effects inside each component, which shall be embedded in the values reported in C0030.
                  This amount shall be negative.
               
            
                  R0160/C0100
               
               
                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC
               
               
                  Amount of the capital requirement, calculated according to the rules stated in article 17 of Directive 2003/41/EC, for ring–fenced funds relating to pension business operated under article 4 of Directive 2003/41/EC to which transitional measures are applied. This item is reported only during the transitional period.
               
            
                  R0200/C0100
               
               
                  Solvency capital requirement, excluding capital add–on
               
               
                  Amount of the total diversified SCR before any capital add–on.
               
            
                  R0210/C0100
               
               
                  Capital add–ons already set
               
               
                  Amount of capital add–on that had been set at the reporting reference date. It will not include capital add–ons set between that date and the submission of the data to the supervisory authority, nor any set after the submission of the data.
               
            
                  R0220/C0100
               
               
                  Solvency capital requirement
               
               
                  Amount of total SCR calculated using full internal model.
               
            
                  
                     Other information on SCR
                  
               
            
                  R0300/C0100
               
               
                  Amount/estimate of the overall loss–absorbing capacity of technical provisions
               
               
                  Amount/Estimate of the overall adjustment for loss–absorbing capacity of technical provisions, including the part embedded in each component and the part reported as a single component.
               
            
                  R0310/C0100
               
               
                  Amount/estimate of the overall loss–absorbing capacity of deferred taxes
               
               
                  Amount/Estimate of the overall adjustment for loss–absorbing capacity of deferred taxes, including the part embedded in each component and the part reported as a single component.
               
            
                  R0410/C0100
               
               
                  Total amount of notional Solvency Capital Requirements for remaining part
               
               
                  Amount of the notional SCRs of remaining part when undertaking has RFF.
               
            
                  R0420/C0100
               
               
                  Total amount of Notional Solvency Capital Requirements for ring fenced funds
               
               
                  Amount of the sum of notional SCRs of all ring–fenced funds when undertaking has RFF (other than those related to business operated in accordance with article 4 of Directive 2003/41/EC (transitional)).
               
            
                  R0430/C0100
               
               
                  Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios
               
               
                  Amount of the sum of notional SCRs of all matching adjustment portfolios.
               
            
                  R0440/C0100
               
               
                  Diversification effects due to RFF nSCR aggregation for article 304
               
               
                  Amount of the adjustment for a diversification effect between ring fenced funds under Article 304 of Directive 2009/138/EC and remaining part where applicable.
               
            
                  R0460/C0100
               
               
                  Net future discretionary benefits
               
               
                  Amount of technical provisions without risk margin in relation to future discretionary benefits net of reinsurance.
               
            
         S.26.01 — Solvency Capital Requirement — Market risk
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      The template SR.26.01.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      Amounts before and after shock shall be filled in with the amount of assets and liabilities sensitive to that shock. For the liabilities the assessment shall be done at the most granular level available between contract and homogeneous risk group. This means that if a contract/HRG is sensitive to a shock the amount of liabilities associated to that contract/HRG shall be reported as amount sensitive to that shock.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’.
               
            
                  R0010/C0010
               
               
                  Simplifications spread risk — bonds and loans
               
               
                  Identify whether an undertaking used simplifications for the calculation of spread risk with regard to bonds and loans. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0010/C0010 = 1, only C0060 and C0080 shall be filled in for R0410.
               
            
                  R0020/C0010
               
               
                  Captives simplifications — interest rate risk
               
               
                  Identify whether a captive undertaking used simplifications for the calculation of interest rate risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0020/C0010 = 1, only C0060 and C0080 shall be filled in for R0100–R0120
               
            
                  R0030/C0010
               
               
                  Captives simplifications — spread risk on bonds and loans
               
               
                  Identify whether a captive undertaking used simplifications for the calculation of spread risk with regard to bonds and loans. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        
            
                  R0040/C0010
               
               
                  Captives simplifications — market risk concentration
               
               
                  Identify whether a captive undertaking used simplifications for the calculation of market risk concentration. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        
            
                  
                     Interest rate risk
                  
               
            
                  R0100/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — interest rate risk
               
               
                  This is the net capital charge for interest rate risk, i.e. after adjustment for the loss absorbing capacity of technical provisions.
                  If R0020/C0010=1, this item represents the net capital charge for interest rate risk calculated using simplified calculations for captive undertakings.
               
            
                  R0100/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement– interest rate risk
               
               
                  This is the gross capital charge for interest rate risk, i.e. before the loss absorbing capacity of technical provisions.
                  If R0020/C0010=1, this item represents the gross capital charge for interest rate risk calculated using simplified calculations for captive undertakings.
               
            
                  R0110–R0120/C0020
               
               
                  Initial absolute values before shock — Assets — Interest rate risk — interest rate down/up shock
               
               
                  This is the total value of the assets sensitive to interest rate down/up risk, before shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0110–R0120/C0030
               
               
                  Initial absolute values before shock — Liabilities — Interest rate risk — interest rate down/up shock
               
               
                  This is the total value of the liabilities sensitive to interest rate down/up risk, before shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0110–R0120/C0040
               
               
                  Absolute values after shock — Assets — Interest rate risk — interest rate down/up shock
               
               
                  This is the absolute value of assets sensitive to interest rate down/up risks after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0110–R0120/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Interest rate risk– interest rate down/up shock
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to interest rate down/up risks after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0110–R0120/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement– interest rate risk– interest rate down/up shock
               
               
                  This is the net capital charge for interest rate down/up risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0020/C0010=1, this item represents the net capital charge for interest rate down/up risk calculated using simplifications.
               
            
                  R0110–R0120/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Interest rate risk — Interest rate down/up shock
               
               
                  This is the absolute value of liabilities (before the loss absorbing capacity of technical provisions) sensitive to interest rate down/up risks after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0110–R0120/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — interest rate risk — interest rate down/up shock
               
               
                  This is the gross capital charge for the interest rate down/up risk, i.e. before the loss absorbing capacity of Technical provisions
                  If R0020/C0010=1, this item represents the gross capital charge for interest rate down/up risk calculated using simplifications.
               
            
                  
                     Equity risk
                  
               
            
                  R0200/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — equity risk
               
               
                  This is the net capital charge for equity risk, i.e. after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0200/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — equity risk
               
               
                  This is the gross capital charge for equity risk, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0210/C0020
               
               
                  Initial absolute values before shock — Assets — equity risk — type 1 equities
               
               
                  This is the initial absolute value of the assets sensitive to the equity risk charge related to type 1 equities
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0210/C0030
               
               
                  Initial absolute values before shock — Liabilities — equity risk — type 1 equities
               
               
                  This is the initial absolute value of the liabilities sensitive to equity risk related to type 1 equities.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0210/C0040
               
               
                  Absolute values after shock — Assets — Equity risk — type 1 equities
               
               
                  This is the absolute value of the assets sensitive to the equity risk charge related to type 1 equities category, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0210/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Equity risk –type 1 equities
               
               
                  This is the absolute value of the liabilities sensitive to equity risk charge related to type 1 equities, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0210/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — equity risk –type 1 equities
               
               
                  This is the net capital charge for equity risk (for type 1 equities), after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0210/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — equity risk –type 1 equities
               
               
                  This is the absolute value of the liabilities sensitive to equity risk charge related to type 1 equities, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0210/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Equity risk –type 1 equities
               
               
                  This is the gross capital charge for equity risk for type 1 equities, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0220–R0240/C0020
               
               
                  Initial absolute values before shock — Assets — equity risk –type 1 equities
               
               
                  This is the initial absolute value of the assets sensitive to the equity risk (for each kind of type 1 equity).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0220–R0240/C0040
               
               
                  Absolute values after shock — Assets — equity risk –type 1 equities
               
               
                  This is the absolute value of the assets sensitive the equity risk charge, (for each kind of type 1 equity), after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0250/C0020
               
               
                  Initial absolute values before shock — Assets — equity risk –type 2 equities
               
               
                  This is the initial absolute value of the assets sensitive to the equity risk for type 2 equities
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0250/C0030
               
               
                  Initial absolute values before shock — Liabilities — equity risk –type 2 equities
               
               
                  This is the initial absolute value of liabilities sensitive to the equity risk for type 2 equities.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0250/C0040
               
               
                  Absolute values after shock — Assets — Equity risk — type 2 equities
               
               
                  This is the absolute value of the assets sensitive to equity risk charge for type 2 equities, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0250/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Equity risk –type 2 equities
               
               
                  This is the absolute value of liabilities sensitive to equity risk (for type 2 equities), after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0250/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — equity risk –type 2 equities
               
               
                  This is the net capital charge for equity risk (for type 2 equities) after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0250/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) equity risk –type 2 equities
               
               
                  This is the absolute value of the liabilities sensitive to equity risk (for type 2 equities), after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0250/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Equity risk — type 2 equities
               
               
                  This is the gross capital charge for equity risk for type 2 equities, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0260–R0280/C0020
               
               
                  Initial absolute values before shock — Assets — equity risk –type 2 equities
               
               
                  This is the value of the assets sensitive to the equity risk (for each kind of type 2 equities)
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0260–R0280/C0040
               
               
                  Absolute values after shock — Assets — equity risk –type 2 equities
               
               
                  This is the absolute value of the assets sensitive to equity risk (for each kind of type 2 equities), after the equity shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  
                     Property risk
                  
               
            
                  R0300/C0020
               
               
                  Initial absolute values before shock — Assets — Property risk
               
               
                  This is the absolute value of the assets sensitive to the property risk.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0300/C0030
               
               
                  Initial absolute values before shock — Liabilities — Property risk
               
               
                  This is the value of the liabilities sensitive to the property risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0040
               
               
                  Absolute values after shock — Assets — Property risk
               
               
                  This is the absolute value of the assets sensitive to property risk charge, after the property shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0300/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Property risk
               
               
                  This is the absolute value of the liabilities underlying property risk charge, after the property shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — property risk
               
               
                  This is the net capital charge for property risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0300/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — property risk
               
               
                  This is the absolute value of the liabilities underlying property risk charge, after the property shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Property risk
               
               
                  This is the gross capital charge for property risk, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  
                     Spread risk
                  
               
            
                  R0400/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk
               
               
                  This is the net capital charge for spread risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0400/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk
               
               
                  This is the gross capital charge for spread risk, before the loss absorbing capacity of technical provisions.
               
            
                  R0410/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — bonds and loans
               
               
                  This is the absolute value of the assets sensitive to the spread risk on bonds and loans.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — bonds and loans
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0040
               
               
                  Absolute values after shock — Assets — spread risk — bonds and loans
               
               
                  This is the absolute value of the assets sensitive to the spread risk on bonds and loans, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk — bonds and loans
               
               
                  This is the absolute value of the liabilities underlying the spread risk charge for bonds and loans, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — bonds and loans
               
               
                  This is the net capital charge for spread risk on bonds and loans, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0010/C0010 = 1, this item represents the net solvency capital requirement for spread risk — bonds and loans, calculated using simplifications
               
            
                  R0410/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions)– spread risk — bonds and loans
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — bonds and loans
               
               
                  This is the gross capital charge for spread risk on bonds and loans, i.e. before the loss absorbing capacity of technical provisions.
                  If R0010/C0010 = 1, this item represents gross solvency capital requirement for spread risk — bonds and loans calculated using simplifications.
               
            
                  R0420/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — credit derivatives
               
               
                  This is the net capital charge for spread risk on credit derivatives, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0420/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — credit derivatives
               
               
                  This is the gross capital charge for spread risk on credit derivatives, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0430–R0440/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the absolute value of assets sensitive to the downward/upward shock in respect to the spread risk on credit derivatives.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430–R0440/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the absolute value of the liabilities sensitive to the downward/upward shock in respect to spread risk on credit derivatives.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430–R0440/C0040
               
               
                  Absolute values after shock — Assets — spread risk — credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the absolute value of the assets sensitive the downward/upward shock for spread risk on credit derivatives, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430–R0440/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk –credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the absolute value of the liabilities sensitive to the downward/upward shock for spread risk on credit derivatives, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430–R0440/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the net capital charge for the downward/upward shock for spread risk on credit derivatives, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0430–R0440/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions)– spread risk –credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the absolute value of the liabilities sensitive to the downward/upward shock for spread risk on credit derivatives, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430–R0440/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the gross capital charge for the downward/upward shock for spread risk on credit derivatives, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0450/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — securitisation positions
               
               
                  This is the absolute value of the assets sensitive to the spread risk on securitisation positions.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0450/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — securitisation positions
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on securitisation positions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0450/C0040
               
               
                  Absolute values after shock — Assets — spread risk — securitisation positions
               
               
                  This is the absolute value of the assets sensitive to the spread risk on securitisation positions, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0450/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk — securitisation positions )
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on securitisation positions, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0450/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — securitisation positions
               
               
                  This is the net capital charge for spread risk on securitisation positions, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0450/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions)– spread risk — securitisation positions
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on securitisation positions, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0450/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — securitisation positions
               
               
                  This is the gross capital charge for spread risk on securitisation positions, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0460/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — securitisation positions — type 1
               
               
                  This is the absolute value of the assets sensitive to the spread risk on type 1 securitisation positions.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0460/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — securitisation positions — type 1
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 1 securitisation positions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0460/C0040
               
               
                  Absolute values after shock — Assets — spread risk — securitisation positions — type 1
               
               
                  This is the absolute value of the assets sensitive to the spread risk on type 1 securitisation positions, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0460/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk — securitisation positions — type 1)
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 1 securitisation positions, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0460/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — securitisation positions — type 1
               
               
                  This is the net capital charge for spread risk on type 1 securitisation positions, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0460/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions)– spread risk — securitisation positions — type 1
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 1 securitisation positions, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0460/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — securitisation positions — type 1
               
               
                  This is the gross capital charge for spread risk on type 1 securitisation positions, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0470/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — securitisation positions — type 2
               
               
                  This is the absolute value of the assets sensitive to the spread risk on type 2 securitisation positions.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0470/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — securitisation positions — type 2
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 2 securitisation positions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0470/C0040
               
               
                  Absolute values after shock — Assets — spread risk — securitisation positions — type 2
               
               
                  This is the absolute value of the assets sensitive to the spread risk on type 2 securitisation positions, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0470/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk — securitisation positions — type 2)
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 2 securitisation positions, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0470/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — securitisation positions — type 2
               
               
                  This is the net capital charge for spread risk on type 2 securitisation positions, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0470/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions)– spread risk — securitisation positions — type 2
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 2 securitisation positions, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0470/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — securitisation positions — type 2
               
               
                  This is the gross capital charge for spread risk on type 2 securitisation positions, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0480/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — securitisation positions — resecuritisation
               
               
                  This is the absolute value of the assets sensitive to the spread risk on resecuritisation positions.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0480/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — securitisation positions — resecuritisation
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on resecuritisation positions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0480/C0040
               
               
                  Absolute values after shock — Assets — spread risk — securitisation positions — resecuritisation
               
               
                  This is the absolute value of the assets sensitive to the spread risk on resecuritisation positions, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0480/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk — securitisation positions — resecuritisation
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on resecuritisation positions, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0480/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — securitisation positions — resecuritisation
               
               
                  This is the net capital charge for spread risk on resecuritisation positions, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0480/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions)– spread risk — securitisation positions — resecuritisation
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on resecuritisation positions, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0480/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — securitisation positions — resecuritisation
               
               
                  This is the gross capital charge for spread risk on resecuritisation positions, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  
                     Concentration risk
                  
               
            
                  R0500/C0020
               
               
                  Initial absolute values before shock — Assets — market risk concentrations
               
               
                  This is the absolute value of the asset sensitive to the market risk concentrations
                  For captive undertakings, if R0040/C0010=1, this item represents the absolute value of the assets sensitive to the market risk concentration, after taking into account simplifications allowed for captives.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0500/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — market risk concentrations
               
               
                  This is the net capital charge for market risk concentrations, after adjustment for the loss absorbing capacity of technical provisions, aggregated for each single name exposure.
                  For captive undertakings, if cell R0040/C0010=1, this item represents net capital charge for market risk concentration, calculated using simplified calculation.
               
            
                  R0500/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — market risk concentrations
               
               
                  This is the gross capital charge for market risk concentrations, aggregated for each single name exposure, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  
                     Currency risk
                  
               
            
                  R0600/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement (after the loss absorbing capacity of technical provisions) — currency risk
               
               
                  This is the sum for the different currencies of:
                  
                              —
                           
                           
                              the capital requirement (including after the loss absorbing capacity of technical provisions) for an increase in value of the foreign currency against the local currency;
                           
                        
                              —
                           
                           
                              the capital requirement (including after the loss absorbing capacity of technical provisions) for a decrease in value of the foreign currency against the local currency.
                           
                        
            
                  R0600/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — currency risk
               
               
                  This is the sum for the different currencies of:
                  
                              —
                           
                           
                              the capital requirement (before the loss absorbing capacity of technical provisions) for an increase in value of the foreign currency against the local currency;
                           
                        
                              —
                           
                           
                              the capital requirement (before the loss absorbing capacity of technical provisions) for a decrease in value of the foreign currency against the local currency.
                           
                        
            
                  R0610–R0620/C0020
               
               
                  Initial absolute values before shock — Assets — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the total value of the assets sensitive to currency increase/decrease risk, before shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0610–R0620/C0030
               
               
                  Initial absolute values before shock — Liabilities — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the total value of the liabilities sensitive to currency increase/decrease risk, before shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0610–R0620/C0040
               
               
                  Absolute values after shock — Assets — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the absolute value of assets sensitive to currency increase/decrease risk after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0610–R0620/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to currency increase/decrease risk after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0610–R0620/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement (after the loss absorbing capacity of technical provisions) — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the net capital charge for currency increase/decrease risk, after adjustment for the loss absorbing capacity of technical provisions. In R0610 only the currencies where the increase shock is the largest shall be reported and in R0620 only the currencies where the decrease shock is the largest shall be reported.
               
            
                  R0610–R0620/C0070
               
               
                  Absolute values after shock (before the loss–absorbing capacity of technical provisions) — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the absolute value of liabilities (before the loss absorbing capacity of technical provisions) sensitive to currency increase/decrease risk after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0610–R0620/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement (excluding the loss–absorbing capacity of technical provisions) — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the gross capital charge for the currency increase/decrease risk, i.e. excluding before the loss absorbing capacity of Technical provisions. In R0610 only the currencies where the increase shock is the largest shall be reported and in R0620 only the currencies where the decrease shock is the largest shall be reported.
               
            
                  
                     Diversification within market risk module
                  
               
            
                  R0700/C0060
               
               
                  Diversification within market risk module –net
               
               
                  This is the diversification effect within the market risk module as a result of the aggregation of the net capital requirements (after loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value when it reduces the capital requirement.
               
            
                  R0700/C0080
               
               
                  Diversification within market risk module — gross
               
               
                  This is the diversification effect within the market risk module as a result of the aggregation of the gross capital requirements (before loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value when it reduces the capital requirement.
               
            
                  
                     Total solvency capital requirement for market risk
                  
               
            
                  R0800/C0060
               
               
                  Total market risk — Net solvency capital requirement
               
               
                  This is the total net capital charge for all market risks, after loss absorbing capacity of technical provisions, calculated using the standard formula.
               
            
                  R0800/C0080
               
               
                  Total market risk — Gross solvency capital requirement
               
               
                  This is the total gross capital charge for all market risks, excluding loss absorbing capacity of technical provisions, calculated using the standard formula
               
            
         S.26.02 — Solvency Capital Requirement — Counterparty default risk
      
      
         General comments
      
      This section relates to annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.02.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring Fenced Fund/Matching adjustment portfolios/Remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0010/C0010
               
               
                  Simplifications
               
               
                  Identify whether an undertakings used simplifications for the calculation of counter party default risk. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        
            
                  R0100/C0080
               
               
                  Type 1 exposures — Gross solvency capital requirement
               
               
                  This is the gross capital charge (before the loss–absorbency capacity of technical provisions) for counterparty default risk arising from all Type 1 exposures as defined for Solvency II purposes.
               
            
                  R0110–R0200/C0020
               
               
                  Name of single name exposure
               
               
                  Describe the name of the 10 largest single exposures.
               
            
                  R0110–R0200/C0030
               
               
                  Code of single name exposure
               
               
                  Identification code using the Legal Entity Identifier (LEI) if available.
                  If not available this item shall not be reported
               
            
                  R0110–R0200/C0040
               
               
                  Type of code of the single name exposure
               
               
                  Identification of the code used in item ‘Code of single name exposure’. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  R0110–R0200/C0050
               
               
                  Type 1 exposures — Single name exposure X — Loss Given Default
               
               
                  The value of the Loss Given Default for each of the 10 largest single name exposure.
               
            
                  R0110–R0200/C0060
               
               
                  Type 1 exposures — Single name exposure X — Probability of Default
               
               
                  The Probability of Default for each of the 10 largest single name exposure.
               
            
                  R0300/C0080
               
               
                  Type 2 exposures — Gross solvency capital requirement
               
               
                  This is the gross capital charge (before the loss–absorbency capacity of technical provisions) for counterparty default risk arising from all Type 2 exposures, as defined for Solvency II purposes
               
            
                  R0310/C0050
               
               
                  Type 2 exposures — Receivables from Intermediaries due for more than 3 months — Loss Given Default
               
               
                  This is the value of Loss Given Default for Type 2 counterparty risk arising from intermediaries due for more than 3 months.
               
            
                  R0320/C0050
               
               
                  Type 2 exposures — All type 2 exposures other than receivables from Intermediaries due for more than 3 months — Loss Given Default
               
               
                  This is the value of Loss Given Default for Type 2 counterparty risk arising from all type 2 exposures other than receivables from Intermediaries due for more than 3 months.
               
            
                  R0330/C0080
               
               
                  Diversification within counterparty default risk module — gross solvency capital requirement
               
               
                  This is the amount of gross diversification effects allowed in aggregation of capital requirements for counterparty default risk for Type 1 and Type 2 exposures.
               
            
                  R0400/C0070
               
               
                  Total net solvency capital requirement for counterparty default risk
               
               
                  This is the total amount of the net capital charge (after the loss–absorbency capacity of technical provisions) for counterparty default risk.
               
            
                  R0400/C0080
               
               
                  Total gross solvency capital requirement for counterparty default risk
               
               
                  This is the total amount of the gross capital charge (before the loss–absorbency capacity of technical provisions) for counterparty default risk.
               
            
                  
                     Further details on mortgages
                  
               
            
                  R0500/C0090
               
               
                  Losses stemming from type 2 mortgage loans
               
               
                  Amount of the overall losses stemming from mortgage loans that has been classified as type 2 exposures according to Article 191 (13) of Delegated Regulation (EU) 2015/35.
               
            
                  R0510/C0090
               
               
                  Overall losses stemming from mortgage loans
               
               
                  Amount of the overall losses stemming from mortgage loans according to Article 191 (13) of Delegated Regulation (EU) 2015/35.
               
            
         S.26.03 — Solvency Capital Requirements — Life underwriting risk
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.03.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      All values shall be reported net of reinsurance and other risk mitigating techniques.
      Amounts before and after shock shall be filled in with the amount of assets and liabilities sensitive to that shock. For the liabilities the assessment shall be done at the most granular level available between contract and homogeneous risk group. This means that if a contract/HRG is sensitive to a shock the amount of liabilities associated to that contract/HRG shall be reported as amount sensitive to that shock.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0010/C0010
               
               
                  Simplifications used: mortality risk
               
               
                  Identify whether an undertaking used simplifications for a calculation of mortality risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0010/C0010 = 1, only C0060 and C0080 shall be filled in for R0100.
               
            
                  R0020/C0010
               
               
                  Simplifications used — longevity
               
               
                  Identify whether an undertaking used simplifications for the calculation of longevity risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0020/C0010 = 1, only C0060 and C0080 shall be filled in for R0200.
               
            
                  R0030/C0010
               
               
                  Simplifications used: disability– morbidity risk —
               
               
                  Identify whether an undertaking used simplifications for the calculation of disability — morbidity risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0030/C0010 = 1, only C0060 and C0080 shall be filled in for R0300.
               
            
                  R0040/C0010
               
               
                  Simplifications used: lapse risk
               
               
                  Identify whether an undertaking used simplifications for the calculation of lapse risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0040/C0010 = 1, only C0060 and C0080 shall be filled in for R0400 to R0420.
                  R0430 shall be fully completed in any case.
               
            
                  R0050/C0010
               
               
                  Simplifications used: life expense risk —
               
               
                  Identify whether an undertaking used simplifications for the calculation of life expense risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0050/C0010 = 1, only C0060 and C0080 shall be filled in for R0500.
               
            
                  R0060/C0010
               
               
                  Simplifications used: life catastrophe risk
               
               
                  Identify whether an undertaking used simplifications for the calculation of life catastrophe risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0060/C0010 = 1, only C0060 and C0080 shall be filled in for R0700.
               
            
                  
                     Life underwriting risk
                  
               
            
                  R0100/C0020
               
               
                  Initial absolute values before shock — Assets — Mortality risk
               
               
                  This is the absolute value of the assets sensitive to mortality risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0100/C0030
               
               
                  Initial absolute values before shock — Liabilities — Mortality risk
               
               
                  This is the absolute value of liabilities sensitive to mortality risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0040
               
               
                  Absolute values after shock — Assets — Mortality risk
               
               
                  This is the absolute value of the assets sensitive to mortality risk after the shock (i.e. permanent increase in mortality rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0100/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Mortality risk
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to risk, after the shock (i.e. permanent increase in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Mortality risk
               
               
                  This is the net capital charge for mortality risk after the shock (after adjustment for the loss absorbing capacity of technical provisions).
                  If R0010/C0010=1, this item represents net capital charge for mortality risk calculated using simplifications.
               
            
                  R0100/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Mortality risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to mortality risk, after the shock (permanent increase in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Mortality risk
               
               
                  This is the gross capital charge for mortality risk. (before the loss absorbing capacity of technical provisions)
                  If R0010/C0010=1, this item represents gross capital charge for mortality risk calculated using simplifications.
               
            
                  R0200/C0020
               
               
                  Initial absolute values before shock — Assets — Longevity risk
               
               
                  This is the absolute value of the assets sensitive to longevity risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0200/C0030
               
               
                  Initial absolute values before shock — Liabilities — Longevity risk
               
               
                  This is the absolute value of liabilities sensitive to longevity risk charge, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0040
               
               
                  Absolute values after shock — Assets — Longevity risk
               
               
                  This is the absolute value of the assets sensitive to longevity risk, after the shock (i.e. permanent decrease in mortality rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0200/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Longevity risk
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions sensitive to longevity risk, after the shock (i.e. permanent decrease in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Longevity risk
               
               
                  This is the net capital charge for longevity risk after the shock (after adjustment for the loss absorbing capacity of technical provisions).
                  If R0020/C0010=1, this item represents net capital charge for longevity risk calculated using simplifications
               
            
                  R0200/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions)– Longevity risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to longevity risk charge, after the shock (permanent decrease in mortality rates.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Longevity risk
               
               
                  This is the gross capital charge for longevity risk (before the loss absorbing capacity of technical provisions).
                  If R0020/C0010=1, this item represents gross capital charge for longevity risk calculated using simplifications.
               
            
                  R0300/C0020
               
               
                  Initial absolute values before shock — Assets — Disability — morbidity risk
               
               
                  This is the absolute value of the assets sensitive to disability — morbidity risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0300/C0030
               
               
                  Initial absolute values before shock — Liabilities — Disability– morbidity risk
               
               
                  This is the absolute value of liabilities sensitive to disability — morbidity risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0040
               
               
                  Absolute values after shock — Assets — Disability — morbidity risk
               
               
                  This is the absolute value of the assets sensitive to disability — morbidity risk, after the shock (i.e. as prescribed by standard formula: an increase in disability and morbidity rates which are used in calculation of technical provisions to reflect the disability and morbidity experience in the next following 12 months, and for all months after the following 12 months and a decrease in the disability and morbidity rates recovery rates used in the calculation of technical provisions in respect of next 12 months and for all year thereafter.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0300/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Disability — morbidity risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to disability — morbidity risk, after the shock (i.e. as prescribed by standard formula, see description provided in definition to cell R0300/C0040).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Disability — morbidity risk
               
               
                  This is the net capital charge for disability — morbidity risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0030/C0010=1, this item represents net capital charge for disability and morbidity risk calculated using simplifications.
               
            
                  R0300/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Disability — morbidity risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to disability — morbidity risk, after the shock (i.e. as prescribed by standard formula, see description provided in definition to cell R0300/C0040).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Disability — morbidity risk
               
               
                  This is the gross capital charge for disability — morbidity risk (before the loss absorbing capacity of technical provisions).
                  If R0030/C0010=1, this item represents gross capital charge for disability and morbidity risk calculated using simplifications.
               
            
                  R0400/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Lapse risk
               
               
                  This is the overall net capital charge for lapse risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0040/C0010=1, this item represents net capital charge for lapse risk calculated using simplifications.
               
            
                  R0400/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Lapse risk
               
               
                  This is the overall gross capital charge (before the loss–absorbing capacity of technical provisions) for lapse risk.
                  If R0040/C0010=1, this item represents gross capital charge for lapse risk calculated using simplifications.
               
            
                  R0410/C0020
               
               
                  Initial absolute values before shock — Assets — Lapse risk– risk of increase in lapse rates
               
               
                  This is the absolute value of the assets sensitive to the risk of an increase in lapse rates, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0030
               
               
                  Initial absolute values before shock — Liabilities — Lapse risk — risk of increase in lapse rates
               
               
                  This is the absolute value of liabilities sensitive to the risk of an increase in lapse rates, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0040
               
               
                  Absolute values after shock — Assets — Lapse risk –risk of increase in lapse rates
               
               
                  This is the absolute value of the assets sensitive to the risk of an increase in lapse rates, after the shock (i.e. permanent increase in the lapse rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Lapse risk — risk of increase in lapse rates
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to the risk of an increase in lapse rates, after the shock (i.e. permanent increase in the lapse rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Lapse risk — risk of increase in lapse rates
               
               
                  This is the net capital charge for the risk of a permanent increase in lapse rates, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0040/C0010=1, this item represents net capital charge for a permanent increase in lapse rates, calculated using simplified calculation for lapse rate.
               
            
                  R0410/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions — Lapse risk — risk of increase in lapse rates)
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent increase in lapse rates, after the shock (permanent increase in lapse rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Lapse risk — risk of increase lapse rates
               
               
                  This is the gross capital charge (before the loss–absorbing capacity of technical provisions) for the risk of a permanent increase in lapse rates.
                  If R0040/C0010=1, this item represents gross capital charge for a permanent increase in lapse rates, calculated using simplified calculation for lapse rate.
               
            
                  R0420/C0020
               
               
                  Initial absolute values before shock — Assets — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the absolute value of the assets sensitive to the risk of a permanent decrease in lapse rates, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0420/C0030
               
               
                  Initial absolute values before shock — Liabilities — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the absolute value of liabilities sensitive to the risk of a permanent decrease in lapse rates, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0040
               
               
                  Absolute values after shock — Assets — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the absolute value of the assets sensitive to the risk of a permanent decrease in lapse rates, after the shock (i.e. permanent decrease in the rates of lapse rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0420/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent decrease in lapse rates, after the shock (i.e. permanent decrease of the rates of lapse rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the net capital charge for the risk of a permanent decrease in lapse rates, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0040/C0010=1, this item represents net capital charge for a permanent decrease in lapse rates, calculated using simplified calculation for lapse rate.
               
            
                  R0420/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions)– Lapse risk — risk of decrease in lapse rates
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent decrease in lapse rates, after the shock (permanent decrease in lapse rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the gross capital charge for the risk of a decrease in lapse rates as used to compute the risk (before the loss absorbing capacity of technical provisions).
                  If R0040/C0010=1, this item represents gross capital charge for a permanent decrease in lapse rates, calculated using simplified calculation for lapse rate
               
            
                  R0430/C0020
               
               
                  Initial absolute values before shock — Assets — Lapse risk– mass lapse risk
               
               
                  This is the absolute value of the assets sensitive to mass lapse risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430/C0030
               
               
                  Initial absolute values before shock — Liabilities — Lapse risk –mass lapse risk
               
               
                  This is the absolute value of liabilities sensitive to mass lapse risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0040
               
               
                  Absolute values after shock — Assets — Lapse risk — mass lapse risk
               
               
                  This is the absolute value of the assets sensitive to mass lapse risk charge, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Lapse risk — mass lapse risk
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to mass lapse risk charge, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Lapse risk — mass lapse risk
               
               
                  This is the net capital charge for mass lapse risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0430/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions)– Lapse risk — mass lapse risk
               
               
                  This is the absolute value of the liabilities sensitive to mass lapse risk charge, after the shock (before the loss absorbing capacity of technical provisions).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Lapse risk — mass lapse risk
               
               
                  This is the gross capital charge for mass lapse risk, after the shock (before the loss absorbing capacity of technical provisions).
               
            
                  R0500/C0020
               
               
                  Initial absolute values before shock — Assets — Life — expense risk
               
               
                  This is the absolute value of the assets sensitive to life — expense risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0500/C0030
               
               
                  Initial absolute values before shock — Liabilities — Life — expense risk
               
               
                  This is the absolute value of liabilities sensitive to life –expense risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0040
               
               
                  Absolute values after shock — Assets — Life — expense risk
               
               
                  This is the absolute value of the assets sensitive to life expense risk, after the shock (i.e. shock as prescribed by standard formula: a 10 % increase the amount of expenses taken into account in the calculation of technical provisions and increase in 1 percentage point to the expense inflation rate (expressed as a percentage) used for the calculation of technical provision).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0500/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Life — expense risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to expense risk, after the shock (i.e. a shock. as prescribed by standard formula, refer to description provided within definition to cell R0500/C0040).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Life expense risk
               
               
                  This is the net capital charge for expense risk, including adjustment for the loss absorbing capacity of technical provisions.
                  If R0050=1, this cell represents net capital charge for life expense risk calculated using simplified calculation.
               
            
                  R0500/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Life — expense risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to expense risk, after the shock (i.e. shock as prescribed by standard formula, refer to description provided within definition to cell R0500/C0040).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Life –expense risk
               
               
                  This is the gross capital charge for expense risk (before the loss absorbing capacity of technical provisions).
                  If R0050/C0010=1, this cell represents gross capital charge for life expense risk calculated using simplified calculations.
               
            
                  R0600/C0020
               
               
                  Initial absolute values before shock — Assets — Revision risk
               
               
                  This is the absolute value of the assets sensitive to revision risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0600/C0030
               
               
                  Initial absolute values before shock — Liabilities — Revision risk
               
               
                  This is the absolute value of liabilities sensitive to revision risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0040
               
               
                  Absolute values after shock — Assets — Revision risk
               
               
                  This is the absolute value of the assets sensitive to revision risk, after the shock (i.e. shock as prescribed by standard formula: a % increase in the amount of annuity benefits taken into account in the calculation of technical provisions.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0600/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Revision risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to revision risk charge, after the shock (i.e. as prescribed by standard formula, refer to a definition in item R0600/C0040).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Revision risk
               
               
                  This is the net capital charge for revision risk after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0600/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Revision risk
               
               
                  This is the absolute value of the liabilities (excluding the loss–absorbing capacity of technical provisions) underlying revision risk charge, after the shock ((i.e. shock as prescribed by standard formula, refer to a definition provided in item R0600/C0040), as used to compute the risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Revision risk
               
               
                  This is the gross capital charge (before the loss–absorbing capacity of technical provisions) for revision risk.
               
            
                  R0700/C0020
               
               
                  Initial absolute values before shock — Assets — Life Catastrophe risk
               
               
                  This is the absolute value of the assets sensitive to life catastrophe risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0700/C0030
               
               
                  Initial absolute values before shock — Liabilities — Life Catastrophe risk
               
               
                  This is the absolute value of liabilities sensitive to life catastrophe risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0700/C0040
               
               
                  Absolute values after shock — Assets — Life Catastrophe risk
               
               
                  This is the absolute value of the assets sensitive to life catastrophe risk, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0700/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Life catastrophe risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to life catastrophe risk charge, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0700/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — life catastrophe risk
               
               
                  This is the net capital charge for life catastrophe risk after adjustment for the loss absorbing capacity of technical provisions.
                  If R0060/C0010=1, this item represents net capital charge for life catastrophe risk calculated using simplified calculations.
               
            
                  R0700/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — life catastrophe risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to life catastrophe risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0700/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — life catastrophe risk
               
               
                  This is the gross capital charge for life catastrophe risk (before the loss absorbing capacity of technical provisions).
                  If R0060/C0010=1, this item represents gross capital charge for life catastrophe risk calculated using simplified calculations.
               
            
                  R0800/C0060
               
               
                  Diversification within life underwriting risk module — Net
               
               
                  This is the diversification effect within the life underwriting risk module as a result of the aggregation of the net capital requirements (after adjustment for the loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R0800/C0080
               
               
                  Diversification within life underwriting risk module — Gross
               
               
                  This is the diversification effect within the life underwriting risk module as a result of the aggregation of the gross capital requirements (before the loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R0900/C0060
               
               
                  Total net solvency capital requirement for life underwriting risk
               
               
                  This is the total net capital charge for life underwriting risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0900/C0080
               
               
                  Total gross solvency capital requirement for life underwriting risk
               
               
                  This is the total gross capital charge for life underwriting risk, before the loss absorbing capacity of technical provisions.
               
            
                  
                     Further details on revision risk
                  
               
            
                  R1000/C0090
               
               
                  USP — Factors applied for the revision risk shock
               
               
                  Revision shock — undertaking specific parameter (‘USP’) as calculated by the undertaking and approved by the supervisory authority.
                  This item is not reported where no undertaking specific parameter is used.
               
            
         S.26.04 — Solvency Capital Requirement — Health underwriting risk
      
      
         General Comments:
      
      This section relates to annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.04.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      All values shall be reported net of reinsurance and other risk mitigating techniques.
      Amounts before and after shock shall be filled in with the amount of assets and liabilities sensitive to that shock. For the liabilities the assessment shall be done at the most granular level available between contract and homogeneous risk group. This means that if a contract/HRG is sensitive to a shock the amount of liabilities associated to that contract/HRG shall be reported as amount sensitive to that shock.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0010/C0010
               
               
                  Simplifications used — health mortality risk
               
               
                  Identify whether an undertakings used simplifications for the calculation of health mortality risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0010/C0010 = 1, only C0060 and C0080 shall be filled in for R0100.
               
            
                  R0020/C0010
               
               
                  Simplifications used — health longevity risk
               
               
                  Identify whether an undertaking used simplifications for the calculation of health longevity risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0020/C0010 = 1, only C0060 and C0080 shall be filled in for R0200.
               
            
                  R0030/C0010
               
               
                  Simplifications used: health disability– morbidity risk — Medical expense
               
               
                  Identify whether an undertaking used simplifications for the calculation of health disability morbidity risk — Medical expense. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0030/C0010 = 1, only C0060/R0310 and C0080/R0310 shall be filled in. R0320 and R0330 shall not be filled in.
               
            
                  R0040/C0010
               
               
                  Simplifications used: health disability– morbidity risk — Income protection
               
               
                  Identify whether an undertaking used simplifications for the calculation of health disability morbidity risk — Income protection. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0040/C0010 = 1, only C0060 and C0080 shall be filled in for R0340.
               
            
                  R0050/C0010
               
               
                  Simplifications used: SLT lapse risk
               
               
                  Identify whether an undertaking used simplifications for the calculation of SLT lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0050/C0010 = 1, only C0060 and C0080 shall be filled in for R0400 to R0420.
                  R0430 shall be fully completed in any case
               
            
                  R0060/C0010
               
               
                  Simplifications used: health expense risk
               
               
                  Identify whether an undertaking used simplifications for the calculation of health expense risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0060/C0010 = 1, only C0060 and C0080 shall be filled in for R0500.
               
            
                  
                     SLT health underwriting risk
                  
               
            
                  R0100/C0020
               
               
                  Initial absolute values before shock — Assets — Health mortality risk
               
               
                  This is the absolute value of the assets sensitive to health mortality risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0100/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health mortality risk
               
               
                  This is the absolute value of liabilities sensitive to health mortality risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0040
               
               
                  Absolute values after shock — Assets — Health mortality risk
               
               
                  This is the absolute value of the assets sensitive to health mortality risk charge, after the shock (i.e. permanent increase in mortality rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0100/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health mortality risk
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to health mortality risk charge, after the shock (i.e. permanent increase in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Health mortality risk
               
               
                  This is the net capital charge for health mortality risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0010/C0010=1, this item represents net capital charge for health mortality risk calculated using simplifications.
               
            
                  R0100/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health mortality risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to health mortality risk charge, after the shock (permanent increase in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health mortality risk
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health mortality risk.
                  If R0010/C0010=1, this item represents gross capital charge for health mortality risk calculated using simplifications.
               
            
                  R0200/C0020
               
               
                  Initial absolute values before shock — Assets — Health longevity risk
               
               
                  This is the absolute value of the assets sensitive to health longevity risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0200/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health longevity risk
               
               
                  This is the absolute value of liabilities sensitive to health longevity risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0040
               
               
                  Absolute values after shock — Assets — Health longevity risk
               
               
                  This is the absolute value of the assets sensitive to health longevity risk after the shock (i.e. permanent decrease in mortality rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0200/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health longevity risk
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to health longevity risk, after the shock (i.e. permanent decrease in mortality rates.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Health longevity risk
               
               
                  This is the net capital charge for health longevity risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0020/C0010=1, this item represents net capital charge for health longevity risk calculated using simplifications.
               
            
                  R0200/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health longevity risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to health longevity risk, after the shock (permanent decrease in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health longevity risk
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health longevity risk.
                  If R0020/C0010=1, this item represents gross capital charge for health longevity risk calculated using simplifications.
               
            
                  R0300/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk
               
               
                  This is the net capital charge for health disability — morbidity risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0300/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk.
               
            
                  R0310/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Medical expense
               
               
                  This is the net capital charge for health disability — morbidity risk — Medical expense, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0030/C0010=1, this item represents net capital charge for health disability — morbidity risk — Medical expense calculated using simplifications.
               
            
                  R0310/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Medical expense
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Medical expense.
                  If R0030/C0010=1, this item represents gross capital charge for health disability — morbidity risk — Medical expense calculated using simplifications.
               
            
                  R0320/C0020
               
               
                  Initial absolute values before shock — Assets — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the absolute value of liabilities sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0040
               
               
                  Absolute values after shock — Assets — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, after the shock (i.e. as prescribed by standard formula).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, after the shock (i.e. as prescribed by standard formula).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the net capital charge for health disability — morbidity risk — Medical expense — increase of medical payments, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying health disability — morbidity risk — Medical expense charge expenses — increase of medical payments, after the shock (i.e. as prescribed by standard formula) as used to compute the risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Medical expense — increase of medical payments.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0020
               
               
                  Initial absolute values before shock — Assets — Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the absolute value of liabilities sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0040
               
               
                  Absolute values after shock — Assets — Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, after the shock (i.e. as prescribed by standard formula).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, after the shock (i.e. as prescribed by standard formula).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the net capital charge for health disability — morbidity risk — Medical expense — decrease of medical payments, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying health disability — morbidity risk — Medical expense charge — decrease of medical payments, after the shock (i.e. as prescribed by standard formula) as used to compute the risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Medical expense — decrease of medical payments.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0340/C0020
               
               
                  Initial absolute values before shock — Assets — Health disability — morbidity risk — Income protection
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Income protection, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0340/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health disability — morbidity risk — Income protection
               
               
                  This is the absolute value of liabilities sensitive to health disability — morbidity risk — Income protection charge, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0340/C0040
               
               
                  Absolute values after shock — Assets — Health disability — morbidity risk — Income protection
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Income protection charge, after the shock (i.e. as prescribed by standard formula).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0340/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Income protection
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health disability — morbidity risk — Income protection, after the shock (i.e. as prescribed by standard formula).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0340/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Income protection
               
               
                  This is the net capital charge for health disability — morbidity risk — Income protection, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0040/C0010=1, this item represents net capital charge for health disability — morbidity risk — Income protection calculated using simplifications.
               
            
                  R0340/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Income protection
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying health disability — morbidity risk — Income protection charge, after the shock (i.e. as prescribed by standard formula) as used to compute the risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0340/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Income protection
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Income protection.
                  If R0040/C0010=1, this item represents gross capital charge for health disability — morbidity risk — Income protection calculated using simplifications.
               
            
                  R0400/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — SLT Health lapse risk
               
               
                  This is the overall net capital charge for SLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, after adjustment for the loss absorbing capacity of technical provisions
               
            
                  R0400/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — SLT Health lapse risk
               
               
                  This is the overall gross capital charge (before the loss absorbing capacity for technical provisions) for SLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
               
            
                  R0410/C0020
               
               
                  Initial absolute values before shock — Assets — SLT health lapse risk– risk of increase in lapse
               
               
                  This is the absolute value of the assets sensitive to the risk of an increase in lapse rates, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0030
               
               
                  Initial absolute values before shock — Liabilities — SLT health lapse risk — risk of increase in lapse
               
               
                  This is the absolute value of liabilities sensitive to the risk of an increase in lapse rates, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0040
               
               
                  Absolute values after shock — Assets — SLT health lapse risk –risk of increase in lapse
               
               
                  This is the absolute value of the assets sensitive to the risk of an increase in lapse rates after the shock (i.e. permanent increase in the rates of lapse).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — SLT health lapse risk –risk of increase in lapse
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to the risk of an increase in lapse rates, after the shock (i.e. permanent increase of the rates of lapse).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — SLT health lapse risk –risk of increase in lapse
               
               
                  This is the net capital charge for the risk of a permanent increase in lapse rates, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0050/C0010=1, this item represents net capital charge for a permanent increase in SLT health lapse rates referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated using simplified calculation for SLT health lapse rate
               
            
                  R0410/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — SLT health lapse risk — risk of increase in lapse
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying the risk of a permanent increase in lapse rates, after the shock (permanent increase in lapse rates) as used to compute the risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — SLT health lapse risk –risk of increase in lapse
               
               
                  This is the gross capital charge (excluding the loss absorbing capacity for technical provisions) for the risk of a permanent increase in lapse rates.
                  If R0050/C0010=1, this item represents gross capital charge for a permanent increase in lapse rates, calculated using simplified calculation for SLT health lapse rate referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
               
            
                  R0420/C0020
               
               
                  Initial absolute values before shock — Assets — SLT health lapse risk– risk of decrease in lapse
               
               
                  This is the absolute value of the assets sensitive to the risk of a permanent decrease in lapse rates, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0420/C0030
               
               
                  Initial absolute values before shock — Liabilities — SLT health lapse risk — risk of decrease in lapse
               
               
                  This is the absolute value of liabilities sensitive to the risk of a permanent decrease in lapse rates, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0040
               
               
                  Absolute values after shock — Assets — SLT health lapse risk –risk of decrease in lapse
               
               
                  This is the absolute value of the assets sensitive to the risk of a permanent decrease in lapse rates, after the shock (i.e. permanent decrease in the rates of lapse).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0420/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — SLT health lapse risk –risk of decrease in lapse
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent decrease in lapse rates, after the shock (i.e. permanent decrease of the rates of lapse).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement– SLT health lapse risk –risk of decrease in lapse
               
               
                  This is the net capital charge for the risk of a permanent decrease in lapse rates, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0050/C0010=1, this item represents net capital charge for a permanent decrease in SLT health rates referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated using simplified calculation for SLT health lapse rate
               
            
                  R0420/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — SLT health lapse risk –risk of decrease in lapse
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent decrease in lapse rates, after the shock (permanent decrease in lapse rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — SLT health lapse risk — risk of decrease in lapse
               
               
                  This is the gross capital charge (before the loss absorbing capacity for technical provisions) for the risk of a permanent decrease in lapse rates
                  If R0050/C0010=1, this item represents gross capital charge for a permanent decrease in SLT health rates referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated using simplified calculation for SLT health lapse rate.
               
            
                  R0430/C0020
               
               
                  Initial absolute values before shock — Assets — SLT health lapse risk– mass lapse risk
               
               
                  This is the absolute value of the assets sensitive to mass lapse risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430/C0030
               
               
                  Initial absolute values before shock — Liabilities — SLT health lapse risk –mass lapse risk
               
               
                  This is the absolute value of liabilities sensitive to mass lapse risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0040
               
               
                  Absolute values after shock — Assets — SLT health lapse risk — mass lapse risk
               
               
                  This is the absolute value of the assets sensitive to mass lapse risk, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — SLT health lapse risk — mass lapse risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to mass lapse risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — SLT health lapse risk — mass lapse risk
               
               
                  This is the net capital charge for SLT health lapse risk — mass lapse risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0430/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health lapse risk — mass lapse risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to mass lapse risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — SLT health lapse risk — mass lapse risk
               
               
                  This is the gross capital charge (excluding the loss absorbing capacity for technical provisions) for SLT health lapse risk — mass lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
               
            
                  R0500/C0020
               
               
                  Initial absolute values before shock — Assets — Health expense risk
               
               
                  This is the absolute value of the assets sensitive to expense risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0500/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health expense risk
               
               
                  This is the absolute value of liabilities sensitive to expense risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0040
               
               
                  Absolute values after shock — Assets — Health expense risk
               
               
                  This is the absolute value of the assets sensitive to health expense risk, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0500/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health expense risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health expense risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Health expense risk
               
               
                  This is the net capital charge for health expense risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0060/C0010=1, this item represents net capital charge for health expense risk calculated using simplified calculations.
               
            
                  R0500/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health expense risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to expense risk charge, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health expense risk
               
               
                  This is the gross capital charge (excluding the loss absorbing capacity of technical provisions) for health expense risk.
                  If R0060/C0010=1, this item represents gross capital charge for health expense risk calculated using simplified calculations.
               
            
                  R0600/C0020
               
               
                  Initial absolute values before shock — Assets — Health revision risk
               
               
                  This is the absolute value of the assets sensitive to health revision risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0600/C0030
               
               
                  Initial absolute values before shock — Liabilities –Health revision risk
               
               
                  This is the absolute value of liabilities sensitive to health revision risk charge, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0040
               
               
                  Absolute values after shock — Assets — Health revision risk
               
               
                  This is the absolute value of the assets sensitive to health revision risk, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0600/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health revision risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health revision risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Health revision risk
               
               
                  This is the net capital charge for health revision risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0600/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health revision risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to health revision risk charge, after the shock (i.e. as prescribed by standard formula, a % increase in the annual amount payable for annuities exposed to revision risk).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health revision risk
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health revision risk.
               
            
                  R0700/C0060
               
               
                  Diversification within SLT health underwriting risk module — Net
               
               
                  This is the diversification effect within the SLT health underwriting risk module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, as a result of the aggregation of the net capital requirements (after adjustment for the loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R0700/C0080
               
               
                  Diversification within SLT health underwriting risk module — Gross
               
               
                  This is the diversification effect within the SLT health underwriting risk module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, as a result of the aggregation of the gross capital requirements (before the loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R0800/C0060
               
               
                  Net solvency capital requirement — SLT health underwriting risk
               
               
                  This is the total net capital charge for SLT health underwriting risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, after adjustment of the loss absorbing capacity of technical provisions.
               
            
                  R0800/C0080
               
               
                  Gross solvency capital — SLT health underwriting risk
               
               
                  This is the total gross capital charge for SLT health underwriting risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, before adjustment of the loss absorbing capacity of technical provisions.
               
            
                  
                     Further details on revision risk
                  
               
            
                  R0900/C0090
               
               
                  Revision shock USP
               
               
                  Revision shock — undertaking specific parameter as calculated by the undertaking and approved by the supervisory authority.
                  This item is not reported where no undertaking specific parameter is used.
               
            
                  
                     NSLT Health premium and reserve risk
                  
               
            
                  R1000–R1030/C0100
               
               
                  Standard deviation for premium risk — USP
               
               
                  This is the undertaking specific standard deviation for premium risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance as calculated by the undertaking and approved or prescribed by the supervisory authority.
                  This item is not reported where no undertaking specific parameter is used.
               
            
                  R1000–R1030/C0110
               
               
                  USP Standard Deviation gross/net
               
               
                  Identify if the USP standard Deviation was applied gross or net. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — USP gross
                           
                        
                               
                           
                           
                              2 — USP net
                           
                        
            
                  R1000–R1030/C0120
               
               
                  Standard deviation for premium risk — USP — Adjustment factor for non — proportional reinsurance
               
               
                  This is the undertaking specific adjustment factor for non–proportional reinsurance of each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, which allows undertakings to take into account the risk–mitigating effect of particular per risk excess of loss (‘XL’) reinsurance — as calculated by the undertaking and approved or prescribed by the supervisory authority
                  Where no undertaking specific parameter is used, this cell shall be left blank.
               
            
                  R1000–R1030/C0130
               
               
                  Standard deviation for reserve risk — USP
               
               
                  This is the undertaking specific standard deviation for reserve risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance as calculated by the undertaking and approved or prescribed by the supervisory authority.
                  This item is not reported where no undertaking specific parameter is used.
               
            
                  R1000–R1030/C0140
               
               
                  Volume measure for premium and reserve risk — volume measure for premium risk: Vprem
               
               
                  The volume measure for premium risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance
               
            
                  R1000–R1030/C0150
               
               
                  Volume measure for premium and reserve risk –Volume measure reserve risk: Vres
               
               
                  The volume measure for reserve risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance
               
            
                  R1000–R1030/C0160
               
               
                  Volume measure for premium and reserve risk — Geographical Diversification
               
               
                  This represents the geographical diversification to be used for the volume measure for premium and reserve risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance.
                  If the factor for geographical diversification is not calculated, then this item is set to the default value of 1.
               
            
                  R1000–R1030/C0170
               
               
                  Volume measure for premium and reserve risk — V
               
               
                  The volume measure for NSLT health premium and reserve risk referred to in Title I Chapter V Sections 4 and 12 of Delegated Regulation (EU) 2015/35, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance
               
            
                  R1040/C0170
               
               
                  Total Volume measure for premium and reserve risk
               
               
                  The total volume measure for premium and reserve risk, equal to the sum of the volume measures for premium and reserve risk for all lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  R1050/C0100
               
               
                  Combined standard deviation
               
               
                  This is the combined standard deviation for premium and reserve risk for all segments.
               
            
                  R1100/C0180
               
               
                  Solvency capital requirement — NSLT health premium and reserve risk
               
               
                  This is the total capital charge for the NSLT health premium and reserve risk sub module referred to in Title I Chapter V Sections 4 and 12 of Delegated Regulation (EU) 2015/35.
               
            
                  R1200/C0190
               
               
                  Initial absolute values before shock — Assets — Lapse risk
               
               
                  This is the absolute value of the assets sensitive to the NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R1200/C0200
               
               
                  Initial absolute values before shock — Liabilities — Lapse risk
               
               
                  This is the absolute value of liabilities sensitive to the NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R1200/C0210
               
               
                  Absolute values after shock — Assets — Lapse risk
               
               
                  This is the absolute value of the assets sensitive to the NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R1200/C0220
               
               
                  Absolute values after shock Liabilities — Lapse risk
               
               
                  This is the absolute value of the liabilities sensitive to lapse risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R1200/C0230
               
               
                  Absolute value after shock– Solvency capital requirement — Lapse risk
               
               
                  This is the capital charge for NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
               
            
                  R1300/C0240
               
               
                  Diversification within NSLT health underwriting risk — gross
               
               
                  This is the diversification effect within the NSLT health underwriting risk sub–module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, as a result of the aggregation of the capital requirements for NSLT health premium and reserve risk and NSLT health lapse risk.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R1400/C0240
               
               
                  Total solvency capital requirement for NSLT health underwriting
               
               
                  This is the total capital charge for the NSLT health underwriting risk sub module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
               
            
                  
                     Health catastrophe risk
                  
               
            
                  R1500/C0250
               
               
                  Net solvency capital requirement for health catastrophe risks — Mass accident risk sub module
               
               
                  The net solvency capital requirement for the mass risk sub–module calculated after loss absorbing capacity of technical provisions
               
            
                  R1500/C0260
               
               
                  Gross solvency capital requirement for health catastrophe risks — Mass accident risk sub module
               
               
                  The gross solvency capital requirement for the mass risk sub–module, calculated before loss absorbing capacity of technical provisions.
               
            
                  R1510/C0250
               
               
                  Net solvency capital requirement for health catastrophe risks — Accident concentration risk
               
               
                  The net solvency capital requirement for the accident concentration risk sub–module, calculated after loss absorbing capacity of technical provisions
               
            
                  R1510/C0260
               
               
                  Gross solvency capital requirement for health catastrophe risks– Accident concentration risk
               
               
                  The gross solvency capital requirement for the accident concentration risk sub–module calculated before loss absorbing capacity of technical provisions.
               
            
                  R1520/C0250
               
               
                  Net solvency capital requirement for health catastrophe risks — Pandemic risk
               
               
                  The net solvency capital requirement for the pandemic risk sub–module, calculated after loss absorbing capacity of technical provisions.
               
            
                  R1520/C0260
               
               
                  Gross solvency capital requirement for health catastrophe risks — Pandemic risk
               
               
                  The gross solvency capital requirement for the pandemic risk sub–module is calculated before loss absorbing capacity of technical provisions.
               
            
                  R1530/C0250
               
               
                  Diversification within health catastrophe risk — Net
               
               
                  This is the diversification effect within the health catastrophe risk sub–module as a result of the aggregation of the capital requirements for the risks of a mass accident, accident concentration and pandemic risk, calculated after loss absorbing capacity of technical provisions
               
            
                  R1530/C0260
               
               
                  Diversification within health catastrophe risk — Gross
               
               
                  This is the diversification effect within the health catastrophe risk sub–module as a result of the aggregation of the capital requirements for the risks of a mass accident, accident concentration and pandemic risk, calculated after loss absorbing capacity of technical provisions.
               
            
                  R1540/C0250
               
               
                  Total net solvency capital requirement for health catastrophe risk
               
               
                  This is the total net capital charge (after loss absorbing capacity of technical provisions) for the health catastrophe risk sub–module
               
            
                  R1540/C0260
               
               
                  Total gross solvency capital requirement for health catastrophe risk
               
               
                  This is the total gross capital charge for the health catastrophe risk sub — module (before loss absorbing capacity of technical provisions)
               
            
                  
                     Total health underwriting risk
                  
               
            
                  R1600/C0270
               
               
                  Diversification within health underwriting risk module — Net
               
               
                  This is the diversification effect within the health underwriting risk sub–module as a result of the aggregation of the capital requirements SLT health underwriting risk sub–module, NSLT health underwriting risk sub–module and health catastrophe risk sub–module, referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated after loss absorbing capacity of technical provision.
               
            
                  R1600/C0280
               
               
                  Diversification within health underwriting risk module — Gross
               
               
                  This is the diversification effect within the health underwriting risk sub–module as a result of the aggregation of the capital requirements SLT health underwriting risk sub–module, NSLT health underwriting risk sub–module and health catastrophe risk sub–module, referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated before loss absorbing capacity of technical provisions.
               
            
                  R1700/C0270
               
               
                  Total net solvency capital requirement for health underwriting risk
               
               
                  This is the total net solvency capital requirement for the health underwriting risk module.
               
            
                  R1700/C0280
               
               
                  Total gross solvency capital requirement for health underwriting risk
               
               
                  This is the total gross solvency capital requirement for the health underwriting risk module.
               
            
         S.26.05 — Solvency Capital Requirement — Non–Life underwriting risk
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.05.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      All values shall be reported net of reinsurance and other risk mitigating techniques.
      Amounts before and after shock shall be filled in with the amount of assets and liabilities sensitive to that shock. For the liabilities the assessment shall be done at the most granular level available between contract and homogeneous risk group. This means that if a contract/HRG is sensitive to a shock the amount of liabilities associated to that contract/HRG shall be reported as amount sensitive to that shock.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0010/C0010
               
               
                  Captives simplifications — non life premium and reserve risk
               
               
                  Identify whether a captive undertaking used simplifications for the calculation of non–life premium and reserve risk. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0010/C0010 = 1, only C0060, C0070 and C0090 shall be filled in for R0100 — R0230.
               
            
                  
                     Non–life premium and Reserve Risk
                  
               
            
                  R0100–R0210/C0020
               
               
                  Standard deviation for premium risk — USP Standard Deviation
               
               
                  This is the undertaking specific standard deviation for premium risk for each segment as calculated by the undertaking and approved or prescribed by the supervisory authority.
                  This item is not reported where no undertaking specific parameter is used.
               
            
                  R0100–R0210/C0030
               
               
                  USP Standard Deviation gross/net
               
               
                  Identify if the USP standard Deviation was applied gross or net. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — USP gross
                           
                        
                               
                           
                           
                              2 — USP net
                           
                        
            
                  R0100–R0210/C0040
               
               
                  Standard deviation for premium risk — USP — Adjustment factor for non — proportional reinsurance
               
               
                  This is the undertaking specific adjustment factor for non — proportional reinsurance of each segment allows undertakings to take into account the risk — mitigating effect of particular per risk excess of loss reinsurance — as calculated by the undertaking and approved or prescribed by the supervisory authority.
                  This item is not reported where no undertaking specific parameter is used.
               
            
                  R0100–R0210/C0050
               
               
                  Standard deviation for reserve risk — USP
               
               
                  This is the undertaking specific standard deviation for reserve risk each segment as calculated by the undertaking and approved or prescribed by the supervisory authority.
                  This item is not reported where no undertaking specific parameter is used.
               
            
                  R0100–R0210/C0060
               
               
                  Volume measure for premium and reserve risk — volume measure for premium risk: Vprem
               
               
                  The volume measure for premium risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  R0100–R0210/C0070
               
               
                  Volume measure for premium and reserve risk –Volume measure reserve risk: Vres
               
               
                  The volume measure for reserve risk for each segment, equal to the best estimate for the provisions for claims outstanding for the segment, after deduction of the amount recoverable from reinsurance contracts and special purpose vehicles.
               
            
                  R0100–R0210/C0080
               
               
                  Volume measure for premium and reserve risk — Geographical Diversification —
               
               
                  Geographical diversification used for the volume measure for each segment
                  If the factor for geographical diversification is not calculated, then this item is set to the default value of 1.
               
            
                  R0100–R0210/C0090
               
               
                  Volume measure for premium and reserve risk — V
               
               
                  The volume measure for non — life premium and reserve risk for each segment
                  If R0010/C0010 = 1, this item shall represent the capital requirement for non — life premium and reserve risk of particular segment calculated using simplifications
               
            
                  R0220/C0090
               
               
                  Total Volume measure for premium and reserve risk
               
               
                  The total volume measure for premium and reserve risk, equal to the sum of the volume measures for premium and reserve risk for all segments:
               
            
                  R0230/C0020
               
               
                  Combined standard deviation
               
               
                  This is the combined standard deviation for premium and reserve risk for all segments.
                  If R0010/C0010=1, this item represents total capital charge for non–life premium and reserve risk sub module calculated using simplified calculation.
               
            
                  R0300/C0100
               
               
                  Total capital requirement for non — life premium and reserve risk
               
               
                  This is the total capital charge for the non–life premium and reserve risk sub module.
               
            
                  
                     Non–life lapse risk
                  
               
            
                  R0400/C0110
               
               
                  Initial absolute values before shock — Assets — Non–life underwriting risk — Lapse risk
               
               
                  This is the absolute value of the assets sensitive to the non–life lapse risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0400/C0120
               
               
                  Initial absolute values before shock — Liabilities — Non–life underwriting risk — Lapse risk
               
               
                  This is the absolute value of liabilities sensitive to the non–life lapse risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0400/C0130
               
               
                  Absolute values after shock — Assets — Non–life underwriting risk — Lapse risk
               
               
                  This is the absolute value of the assets sensitive to non–life lapse risk, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0400/C0140
               
               
                  Absolute values after shock — Liabilities — Non–life underwriting risk — Lapse risk
               
               
                  This is the absolute value of the liabilities sensitive to non–life lapse risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0400/C0150
               
               
                  Solvency capital requirement — Non–life underwriting risk — Lapse risk
               
               
                  This is the capital charge for non–life underwriting lapse risk.
               
            
                  
                     Non–life catastrophe risk
                  
               
            
                  R0500/C0160
               
               
                  Capital requirement for non–life catastrophe risk
               
               
                  This is the total non–life catastrophe risk capital requirement.
               
            
                  
                     Total non–life underwriting risk
                  
               
            
                  R0600/C0160
               
               
                  Diversification within non–life underwriting risk module
               
               
                  This is the diversification effect within the non–life underwriting risk sub–module as a result of the aggregation of the capital requirements premium and reserve risk, catastrophe risk and lapse risk.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R0700/C0160
               
               
                  Total capital requirement for non–life underwriting risk
               
               
                  This is the solvency capital requirement for non–life underwriting risk sub module.
               
            
         S.26.06 — Solvency Capital Requirements — Operational risk
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.06.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0100/C0020
               
               
                  Life gross technical provisions (excluding risk margin)
               
               
                  This is technical provisions for life insurance obligations. For these purposes, technical provisions shall not include the risk margin, and shall be without deduction of recoverables from reinsurance contracts and special purpose vehicles.
               
            
                  R0110/C0020
               
               
                  Life gross technical provisions unit–linked (excluding risk margin)
               
               
                  This is technical provisions for life insurance obligations where the investment risk is borne by the policyholders. For these purposes, technical provisions shall not include the risk margin, and shall be without deduction of recoverables from reinsurance contracts and special purpose vehicles.
               
            
                  R0120/C0020
               
               
                  Non–life gross technical provisions (excluding risk margin)
               
               
                  This is technical provisions for non–life insurance obligations. For these purposes, technical provisions shall not include the risk margin, and shall be without deduction of recoverables from reinsurance contracts and special purpose vehicles.
               
            
                  R0130/C0020
               
               
                  Capital requirement for operational risk based on technical provisions
               
               
                  This is the capital requirement for operational risk based on technical provisions
               
            
                  R0200/C0020
               
               
                  Earned life gross premiums (previous 12 months)
               
               
                  Premium earned during the previous 12 months for life insurance obligations, without deducting premium ceded to reinsurance
               
            
                  R0210/C0020
               
               
                  Earned life gross premiums unit–linked (previous 12 months)
               
               
                  Premium earned during the previous 12 months for life insurance obligations where the investment risk is borne by the policyholders without deducting premium ceded to reinsurance
               
            
                  R0220/C0020
               
               
                  Earned non–life gross premiums (previous 12 months)
               
               
                  Premium earned during the previous 12 months for non–life insurance obligations, without deducting premiums ceded to reinsurance
               
            
                  R0230/C0020
               
               
                  Earned life gross premiums (12 months prior to the previous 12 months)
               
               
                  Premium earned during the 12 months prior to the previous 12 months for life insurance obligations, without deducting premium ceded to reinsurance
               
            
                  R0240/C0020
               
               
                  Earned life gross premiums unit–linked (12 months prior to the previous 12 months)
               
               
                  Premium earned during the 12 months prior to the previous 12 months for life insurance obligations where the investment risk is borne by the policy holders without deducting premium ceded to reinsurance.
               
            
                  R0250/C0020
               
               
                  Earned non–life gross premiums (12 months prior to the previous 12 months)
               
               
                  Premium earned during the 12 months prior to the previous 12 months for non–life insurance obligations, without deducting premiums ceded to reinsurance
               
            
                  R0260/C0020
               
               
                  Capital requirement for operational risk based on earned premiums
               
               
                  This is the capital requirement for operational risks based on earned premiums.
               
            
                  R0300/C0020
               
               
                  Capital requirement for operational risk before capping
               
               
                  This is the capital requirement for operational risk before capping adjustment
               
            
                  R0310/C0020
               
               
                  Cap based on Basic Solvency Capital Requirement
               
               
                  This is the result of the cap percentage applied to the Basic SCR.
               
            
                  R0320/C0020
               
               
                  Capital requirement for operational risk after capping
               
               
                  This is the capital requirement for operational risk after capping adjustment.
               
            
                  R0330/C0020
               
               
                  Expenses incurred in respect of unit linked business (previous 12 months)
               
               
                  This is the amount of expenses incurred in the previous 12 months in respect of life insurance where the investment risk is borne by the policyholders.
               
            
                  R0340/C0020
               
               
                  Total capital requirement for operational risk
               
               
                  This is the capital charge for operational risk.
               
            
         S.26.07 — Solvency Capital Requirement — Simplifications
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.07.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  Z0040
               
               
                  Currency for interest rate risk (captives)
               
               
                  Identify the ISO 4217 alphabetic code of the currency of issue. Each currency shall be reported in a different line
               
            
                  
                     Market risk (including captives)
                  
               
            
                  R0010/C0010 –C0070
               
               
                  Spread risk (bonds and loans) — Market value — by credit quality step
               
               
                  Market value of the assets subject to a capital requirement for spread risk on bonds and loans for each credit quality step where a credit assessment by a nominated ECAI is available
               
            
                  R0010/C0080
               
               
                  Spread risk (bonds and loans) — Market value — No rating available
               
               
                  Market value of the assets subject to a capital requirement for spread risk on bonds and loans where no credit assessment by a nominated ECAI is available
               
            
                  R0020/C0010 –C0070
               
               
                  Spread risk (bonds and loans) — Modified duration — by credit quality step
               
               
                  Modified duration in years of the assets subject to a capital requirement for spread risk on bonds and loans for each credit quality step where a credit assessment by a nominated ECAI is available
               
            
                  R0020/C0080
               
               
                  Spread risk (bonds and loans) — Modified duration — No rating available
               
               
                  Modified duration in years of the assets subject to a capital requirement for spread risk on bonds and loans where no credit assessment by a nominated ECAI is available
               
            
                  R0030/C0090
               
               
                  Spread risk (bonds and loans) — Increase in unit–linked and index–linked technical provisions
               
               
                  Increase in the technical provisions less risk margin for policies where the policyholders bear the investment risk with embedded options and guarantees that would result from an instantaneous decrease in the value of the assets subject to the capital requirement for spread risk on bonds according to the simplified calculation
               
            
                  
                     Interest rate risk (captives)
                  
               
            
                  R0040/C0100
               
               
                  Interest rate risk (captives) — Capital requirement — Interest rate up — by currency
               
               
                  Capital requirement for the risk of an increase in the term structure of interest rates according to the captive simplified calculation for each currency reported.
               
            
                  R0040/C0110
               
               
                  Interest rate risk (Captives) — Capital requirement — Interest rate down — by currency
               
               
                  Capital requirement for the risk of a decrease in the term structure of interest rates according to the captive simplified calculation for each currency reported.
               
            
                  
                     Life underwriting risk
                  
               
            
                  R0100/C0120
               
               
                  Mortality risk — Capital at risk
               
               
                  Sum of positive capitals at risk as defined in Article 91 of Delegated Regulation (EU) 2015/35 for all obligations subject to mortality risk
               
            
                  R0100/C0160
               
               
                  Mortality risk — Average rate t+1
               
               
                  Average mortality rate during the following 12 (t + 1) months weighted by sum insured for policies with a positive capital at risk
               
            
                  R0100/C0180
               
               
                  Mortality risk — Modified duration
               
               
                  Modified duration in years of all payments payable on death included in the best estimate for policies with a positive capital at risk
               
            
                  R0110/C0150
               
               
                  Longevity risk — Best estimate
               
               
                  Best estimate of obligations subject to longevity risk.
               
            
                  R0110/C0160
               
               
                  Longevity risk — Average rate t+1
               
               
                  Average mortality rate during the following 12 (t + 1) months weighted by sum insured for policies where a decrease in the mortality rate leads to an increase in technical provisions
               
            
                  R0110/C0180
               
               
                  Longevity risk — Modified duration
               
               
                  Modified duration in years of all payments to beneficiaries included in the best estimate for policies where a decrease in the mortality rate leads to an increase in technical provisions
               
            
                  R0120/C0120
               
               
                  Disability–morbidity risk — Capital at risk
               
               
                  Sum of positive capitals at risk as defined in Article 93 of Delegated Regulation (EU) 2015/35 for all obligations subject to disability–morbidity risk
               
            
                  R0120/C0130
               
               
                  Disability–morbidity risk — Capital at risk t+1
               
               
                  Capital at risk as defined in R0120/C0120 after 12 (t + 1) months
               
            
                  R0120/C0150
               
               
                  Disability–morbidity risk — Best estimate
               
               
                  Best estimate of obligations subject to disability–morbidity risk.
               
            
                  R0120/C0160
               
               
                  Disability–morbidity risk — Average rate t+1
               
               
                  Average disability–morbidity rate during the following 12 months (t + 1) weighted by sum insured for policies with a positive capital at risk
               
            
                  R0120/C0170
               
               
                  Disability–morbidity risk — Average rate t+2
               
               
                  Average disability–morbidity rate during the 12 months after the following 12 months (t+2) weighted by sum insured for policies with a positive capital at risk
               
            
                  R0120/C0180
               
               
                  Disability–morbidity risk — Modified duration
               
               
                  Modified duration in years of all payments on disability–morbidity included in the best estimate for policies with a positive capital at risk
               
            
                  R0120/C0200
               
               
                  Disability–morbidity risk — Termination rates
               
               
                  Expected termination rates during the following 12 months for policies with a positive capital at risk
               
            
                  R0130/C0140
               
               
                  Lapse risk (up) — Surrender strain
               
               
                  Sum of all positive surrender strains as defined in Article 95 of Delegated Regulation (EU) 2015/35.
               
            
                  R0130/C0160
               
               
                  Lapse risk (up) — Average rate (t+1)
               
               
                  Average lapse rate for policies with positive surrender strains
               
            
                  R0130/C0190
               
               
                  Lapse risk (up) — Average run off period
               
               
                  Average period in years over which the policies with a positive surrender strain run off
               
            
                  R0140/C0140
               
               
                  Lapse risk (down) — Surrender strain
               
               
                  Sum of all negative surrender strains as defined in Article 95 of Delegated Regulation (EU) 2015/35.
               
            
                  R0140/C0160
               
               
                  Lapse risk (down) — Average rate (t+1)
               
               
                  Average lapse rate for policies with negative surrender strains
               
            
                  R0140/C0190
               
               
                  Lapse risk (down) — Average run off period
               
               
                  Average period in years over which the policies with a negative surrender strain run off
               
            
                  R0150/C0180
               
               
                  Life expense risk — Modified duration
               
               
                  Modified duration in years of the cash flows included in the best estimate of life insurance and reinsurance obligations
               
            
                  R0150/C0210
               
               
                  Life expense risk — Payments
               
               
                  Expenses paid related to life insurance and reinsurance during the last 12 months
               
            
                  R0150/C0220
               
               
                  Life expense risk — Average inflation rate
               
               
                  Weighted average inflation rate included in the calculation of the best estimate of those obligations, where the weights are based on the present value of expenses included in the calculation of the best estimate for servicing existing life obligations.
               
            
                  R0160/C0120
               
               
                  Life catastrophe risk — Capital at risk
               
               
                  Sum of positive capitals at risk as defined in Article 96 of Delegated Regulation (EU) 2015/35.
               
            
                  
                     Health underwriting risk
                  
               
            
                  R0200/C0120
               
               
                  Health mortality risk — Capital at risk
               
               
                  Sum of positive capitals at risk as defined in Article 97 of Delegated Regulation (EU) 2015/35 for all obligations subject to health mortality risk
               
            
                  R0200/C0160
               
               
                  Health mortality risk — Average rate t+1
               
               
                  Average mortality rate during the following 12 months (t + 1) weighted by sum insured for policies with a positive capital at risk
               
            
                  R0200/C0180
               
               
                  Health mortality risk — Modified duration
               
               
                  Modified duration in years of all payments payable on death included in the best estimate for policies with a positive capital at risk
               
            
                  R0210/C0150
               
               
                  Health longevity risk — Best estimate
               
               
                  Best estimate of obligations subject to health longevity risk.
               
            
                  R0210/C0160
               
               
                  Health longevity risk — Average rate t+1
               
               
                  Average mortality rate during the following 12 months (t + 1) weighted by sum insured for policies where a decrease in the mortality rate leads to an increase in technical provisions
               
            
                  R0210/C0180
               
               
                  Health longevity risk — Modified duration
               
               
                  Modified duration in years of all payments to beneficiaries included in the best estimate for policies where a decrease in the mortality rate leads to an increase in technical provisions
               
            
                  R0220/C0180
               
               
                  Health disability–morbidity risk (medical expense) — Modified duration
               
               
                  Modified duration in years of the cash flows included in the best estimate of medical expense insurance and reinsurance obligations
               
            
                  R0220/C0210
               
               
                  Health disability–morbidity risk (medical expense) — Payments
               
               
                  Expenses paid related to medical expense insurance and reinsurance during the last 12 months
               
            
                  R0220/C0220
               
               
                  Health disability–morbidity risk (medical expense) — Average inflation rate
               
               
                  Weighted average rate of inflation on medical payments included in the calculation of the best estimate of those obligations, where the weights are based on the present value of medical payments included in the calculation of the best estimate of those obligations.
               
            
                  R0230/C0120
               
               
                  Health disability–morbidity risk (income protection) — Capital at risk
               
               
                  Sum of positive capitals at risk as defined in Article 100 of Delegated Regulation (EU) 2015/35 for all obligations subject to disability–morbidity risk (income protection)
               
            
                  R0230/C0130
               
               
                  Health disability–morbidity risk (income protection) — Capital at risk t+1
               
               
                  Capital at risk as defined in R0230/C0120 after 12 months
               
            
                  R0230/C0150
               
               
                  Health disability–morbidity risk (income protection) — Best estimate
               
               
                  Best estimate of obligations subject to disability–morbidity risk.
               
            
                  R0230/C0160
               
               
                  Health disability–morbidity risk (income protection) — Average rate t+1
               
               
                  Average disability–morbidity rate during the following 12 (t + 1) months weighted by sum insured for policies with a positive capital at risk
               
            
                  R0230/C0170
               
               
                  Health disability–morbidity risk (income protection) — Average rate t+2
               
               
                  Average disability–morbidity rate during the 12 months after the following 12 months (t + 2) weighted by sum insured for policies with a positive capital at risk
               
            
                  R0230/C0180
               
               
                  Health disability–morbidity risk (income protection) — Modified duration
               
               
                  Modified duration in years of all payments on disability–morbidity included in the best estimate for policies with a positive capital at risk
               
            
                  R0230/C0200
               
               
                  Health disability–morbidity risk (income protection) — Termination rates
               
               
                  Expected termination rates during the following 12 months for policies with a positive capital at risk
               
            
                  R0240/C0140
               
               
                  Health SLT lapse risk (up) — Surrender strain
               
               
                  Sum of all positive surrender strains as defined in Article 102 of Delegated Regulation (EU) 2015/35.
               
            
                  R0240/C0160
               
               
                  Health SLT lapse risk (up) — Average rate t+1
               
               
                  Average lapse rate for policies with positive surrender strains
               
            
                  R0240/C0190
               
               
                  Health SLT lapse risk (up) — Average run off period
               
               
                  Average period in years over which the policies with a positive surrender strain run off
               
            
                  R0250/C0140
               
               
                  Health SLT lapse risk (down) — Surrender strain
               
               
                  Sum of all negative surrender strains as defined in Article 102 of Delegated Regulation (EU) 2015/35.
               
            
                  R0250/C0160
               
               
                  Health SLT lapse risk (down) — Average rate t+1
               
               
                  Average lapse rate for policies with negative surrender strains
               
            
                  R0250/C0190
               
               
                  Health SLT lapse risk (down) — Average run off period
               
               
                  Average period in years over which the policies with a negative surrender strain run off
               
            
                  R0260/C0180
               
               
                  Health expense risk — Modified duration
               
               
                  Modified duration in years of the cash flows included in the best estimate of health insurance and reinsurance obligations
               
            
                  R0260/C0210
               
               
                  Health expense risk — Payments
               
               
                  Expenses paid related to health insurance and reinsurance during the last 12 months
               
            
                  R0260/C0220
               
               
                  Health expense risk — Average inflation rate
               
               
                  Weighted average inflation rate included in the calculation of the best estimate of these obligations, weighted by the present value of expenses included in the calculation of the best estimate for servicing existing health obligations.
               
            
         S.27.01 — Solvency Capital Requirement — Non–life and health catastrophe risk
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.27.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      This template is designed to allow an understanding of how the catastrophe risk module of the SCR has been calculated and what are the main drivers.
      For every type of catastrophe risk the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles must be determined. This calculation is prospective and must be based on the reinsurance program of the next reporting year as described in the reinsurance templates for Facultative covers (S.30.01 and S.30.02) and Outgoing reinsurance program in the next reporting year (S.30.03 and S.30.04).
      Undertakings need to estimate their recoveries from risk mitigation in line with the Directive 2009/138/EC, Delegated Regulation (EU) 2015/35 and any relevant technical standard. Undertakings shall complete the catastrophe reporting template only to the granularity required to perform this calculation.
      Under the non–life and health underwriting risk modules, catastrophe risk is defined as the risk of loss, or of adverse change in the value of insurance liabilities, resulting from significant uncertainty of pricing and provisioning assumptions related to extreme or exceptional events as set out in Article 105(2)(b) and (4)(c) of the Directive 2009/138/EC.
      The reported capital requirements reflects the capital requirements before and after risk mitigation which is the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles. The reported capital requirement after risk mitigation is before the loss absorbing capacity of technical provisions. The default value of the risk mitigation shall be reported as a positive value in order to be deducted.
      In case the diversification effect reduces the capital requirement the default value of the diversification shall be reported as a negative value.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  
                     Non–life catastrophe risk — Summary
                  
               
            
                  C0010/R0010
               
               
                  SCR before risk mitigation — Natural catastrophe risk
               
               
                  This is the total catastrophe risk before risk mitigation arising from all natural catastrophe perils and taking into consideration the diversification effect between the perils given in C0010/R0070.
               
            
                  C0010/R0020–R0060
               
               
                  SCR before risk mitigation — Natural catastrophe risk perils
               
               
                  This is the total capital requirement before risk mitigation per natural catastrophe peril, taking into consideration the diversification effect between zones and regions.
                  Per natural peril this amount is equal to the Catastrophe Risk Charge before risk mitigation.
               
            
                  C0010/R0070
               
               
                  SCR before risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different natural catastrophe perils.
               
            
                  C0020/R0010
               
               
                  Total risk mitigation — Natural catastrophe risk
               
               
                  This is the total risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles arising from all natural catastrophe perils and taking into consideration the diversification effect between the perils given in C0020/R0070.
               
            
                  C0020/R0020–R0060
               
               
                  Total risk mitigation — Natural catastrophe risk perils
               
               
                  This is the total risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles per natural catastrophe peril.
               
            
                  C0020/R0070
               
               
                  Total risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to different natural catastrophe perils.
               
            
                  C0030/R0010
               
               
                  SCR after risk mitigation — Natural catastrophe risk
               
               
                  This is the total catastrophe risk after risk mitigation arising from all natural catastrophe perils and taking into consideration the diversification effect between the perils given in C0030/R0070.
               
            
                  C0030/R0020–R0060
               
               
                  SCR after risk mitigation — Natural catastrophe risk perils
               
               
                  This is the total capital requirement after risk mitigation per natural catastrophe peril, taking into consideration the diversification effect between zones and regions.
                  Per natural peril this amount is equal to the Catastrophe Risk Charge after risk mitigation.
               
            
                  C0030/R0070
               
               
                  SCR after risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different natural catastrophe perils.
               
            
                  C0010/R0080
               
               
                  SCR before risk mitigation — Catastrophe risk non–proportional property reinsurance
               
               
                  This is the total catastrophe risk before risk mitigation arising from non–proportional property reinsurance.
               
            
                  C0020/R0080
               
               
                  Total risk mitigation — Catastrophe risk non–proportional property reinsurance
               
               
                  This is the total risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles for non–proportional property reinsurance.
               
            
                  C0030/R0080
               
               
                  SCR after risk mitigation — Catastrophe risk non–proportional property reinsurance
               
               
                  This is the total catastrophe risk after risk mitigation arising from non–proportional property reinsurance.
               
            
                  C0010/R0090
               
               
                  SCR before risk mitigation — Man–made catastrophe risk
               
               
                  This is the total catastrophe risk before risk mitigation arising from all man–made perils and taking into consideration the diversification effect between the perils given in C0010/R0160.
               
            
                  C0010/R0100–R0150
               
               
                  SCR before risk mitigation — Man–made catastrophe risk perils
               
               
                  This is the total capital requirement before risk mitigation per man–made peril, taking into consideration the diversification effect between sub–perils.
                  Per man–made peril this amount is equal to the Catastrophe Risk Charge before risk mitigation.
               
            
                  C0010/R0160
               
               
                  SCR before risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different man–made perils.
               
            
                  C0020/R0090
               
               
                  Total risk mitigation — Man–made catastrophe risk
               
               
                  This is the total risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles arising from all man–made perils and taking into consideration the diversification effect between the perils given in C0020/R0160.
               
            
                  C0020/R0100–R0150
               
               
                  Total risk mitigation — Man–made catastrophe risk perils
               
               
                  This is the total risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles per man–made catastrophe peril.
               
            
                  C0020/R0160
               
               
                  Total risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to different man–made perils.
               
            
                  C0030/R0090
               
               
                  SCR after risk mitigation — Man–made catastrophe risk
               
               
                  This is the total catastrophe risk after risk mitigation arising from all man–made catastrophe perils and taking into consideration the diversification effect between the perils given in C0030/R0160.
               
            
                  C0030/R0100–R0150
               
               
                  SCR after risk mitigation — Man–made catastrophe risk perils
               
               
                  This is the total capital requirement after risk mitigation per man–made catastrophe peril, taking into consideration the diversification effect between sub–perils.
                  Per man–made peril this amount is equal to the Catastrophe Risk Charge after risk mitigation.
               
            
                  C0030/R0160
               
               
                  SCR after risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different man–made catastrophe perils.
               
            
                  C0010/R0170
               
               
                  SCR before risk mitigation — Other non–life catastrophe risk
               
               
                  This is the total catastrophe risk before risk mitigation arising from all ‘other non–life’ perils and taking into consideration the diversification effect between the perils given in C0010/R0180.
               
            
                  C0010/R0180
               
               
                  SCR before risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different ‘other non–life’ perils.
               
            
                  C0020/R0170
               
               
                  Total risk mitigation — Other non–life catastrophe risk
               
               
                  This is the total risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles arising from all ‘other non–life’ perils and taking into consideration the diversification effect between the perils given in C0020/R0180.
               
            
                  C0020/R0180
               
               
                  Total risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to different ‘other non–life’ perils.
               
            
                  C0030/R0170
               
               
                  SCR after risk mitigation — Other non–life catastrophe risk
               
               
                  This is the total catastrophe risk after risk mitigation arising from all ‘other non–life’ catastrophe perils and taking into consideration the diversification effect between the perils given in C0030/R0180.
               
            
                  C0030/R0180
               
               
                  SCR after risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different ‘other non–life’ catastrophe perils.
               
            
                  C0010/R0190
               
               
                  SCR before risk mitigation — Total Non–life catastrophe risk before diversification
               
               
                  This is the total catastrophe risk before risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks) before the diversification effect between the sub–modules.
               
            
                  C0010/R0200
               
               
                  SCR before risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks).
               
            
                  C0010/R0210
               
               
                  SCR before risk mitigation — Total Non–life catastrophe risk after diversification
               
               
                  This is the total catastrophe risk before risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), taking into consideration the diversification effect between the sub–modules given in C0010/R0200.
               
            
                  C0020/R0190
               
               
                  Total risk mitigation — Total Non–life catastrophe risk before diversification
               
               
                  This is the total risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), before the diversification effect between the sub–modules.
               
            
                  C0020/R0200
               
               
                  Total risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to different sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks).
               
            
                  C0020/R0210
               
               
                  Total risk mitigation — Total Non–life catastrophe risk after diversification
               
               
                  This is the total risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), taking into consideration the diversification effect between the sub–modules given in C0020/R0200.
               
            
                  C0030/R0190
               
               
                  SCR after risk mitigation — Total Non–life catastrophe risk before diversification
               
               
                  This is the total catastrophe risk after risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), before the diversification effect between the sub–modules.
               
            
                  C0030/R0200
               
               
                  SCR after risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks).
               
            
                  C0030/R0210
               
               
                  SCR after risk mitigation — Total Non–life catastrophe risk after diversification
               
               
                  This is the total catastrophe risk after risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), taking into consideration the diversification effect between the sub–modules given in item C0030/R0200.
               
            
                  
                     Health catastrophe risk — Summary
                  
               
            
                  C0010/R0300
               
               
                  SCR before risk mitigation — Health catastrophe risk
               
               
                  This is the total catastrophe risk before risk mitigation arising from all Health catastrophe risk sub–modules and taking into consideration the diversification effect between the sub–modules given in C0010/R0340.
               
            
                  C0010/R0310–R0330
               
               
                  SCR before risk mitigation — Health catastrophe risk sub–modules
               
               
                  This is the total capital requirement before risk mitigation per Health catastrophe risk sub–modules, taking into consideration the diversification effect between the countries.
                  Per Health catastrophe risk sub–module this amount is equal to the Catastrophe Risk Charge before risk mitigation.
               
            
                  C0010/R0340
               
               
                  SCR before risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different Health catastrophe risk sub–modules.
               
            
                  C0020/R0300
               
               
                  Total risk mitigation — Health catastrophe risk
               
               
                  This is the total risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles arising from all Health catastrophe risk sub–modules and taking into consideration the diversification effect between the sub–modules given in C0020/R0340.
               
            
                  C0020/R0310–R0330
               
               
                  Total risk mitigation — Health catastrophe risk sub–modules
               
               
                  This is the total risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles per Health catastrophe risk sub–module.
               
            
                  C0020/R0340
               
               
                  Total risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to different Health catastrophe risk sub–modules.
               
            
                  C0030/R0300
               
               
                  SCR after risk mitigation — Health catastrophe risk
               
               
                  This is the total catastrophe risk after risk mitigation arising from all Health catastrophe risk sub–modules and taking into consideration the diversification effect between the sub–modules given in C0030/R0340.
               
            
                  C0030/R0310–R0330
               
               
                  SCR after risk mitigation — Health catastrophe risk sub–modules
               
               
                  This is the total capital requirement after risk mitigation per Health catastrophe risk sub–module, taking into consideration the diversification effect between countries.
                  Per Health catastrophe risk sub–module this amount is equal to the Catastrophe Risk Charge after risk mitigation.
               
            
                  C0030/R0340
               
               
                  SCR after risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different Health catastrophe risk sub–modules.
               
            
                  
                     Non–life catastrophe risk
                  
               
            
                  
                     Natural catastrophe risk — Windstorm
                  
               
            
                  C0040/R0610–R0780
               
               
                  Estimation of the gross premium to be earned — Other Regions
               
               
                  An estimate of the premiums to be earned by the insurance or reinsurance undertaking, during the following year in relation to the 14 regions other than the EEA regions (include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35 Fire and other damage covering windstorm risk, including the proportional reinsurance obligations and marine, aviation and transport insurance covering onshore property damage by windstorm, including the proportional reinsurance obligations.
                  Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0040/R0790
               
               
                  Estimation of the gross premium to be earned — Total Windstorm Other Regions before diversifications
               
               
                  Total of the estimate of the premiums to be earned by the insurance or reinsurance undertaking before diversification, during the following year for the other 14 regions other than the EEA regions.
               
            
                   
               
               
                   
               
               
                   
               
            
                  C0050/R0400–R0590
               
               
                  Exposure — EEA Region
               
               
                  The sum of the total insured per each of the 20 EEA regions for lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover windstorm risk and where the risk is situated in this particular EEA region; and
                           
                        
                              —
                           
                           
                              Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Windstorm and where the risk is situated in this particular EEA region.
                           
                        
            
                  C0050/R0600
               
               
                  Exposure — Total Windstorm EEA Regions before diversification
               
               
                  Total of the exposure before diversification for the 20 EEA regions.
               
            
                  C0060/R0400–R0590
               
               
                  Specified Gross Loss — EEA Region
               
               
                  Specified gross windstorm loss per each of the 20 EEA regions, taking into consideration the effect of diversification effect between zones.
               
            
                  C0060/R0600
               
               
                  Specified Gross Loss — Total Windstorm EEA Regions before diversification
               
               
                  Total of the specified gross loss before diversification for the 20 EEA regions.
               
            
                  C0070/R0400–R0590
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — EEA Region
               
               
                  The risk charge factor per each of the 20 EEA regions for Windstorm, taking into consideration the effect of diversification efferct between zones.
               
            
                  C0070/R0600
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — Total Windstorm EEA Regions before diversification
               
               
                  Ratio between total specified gross loss and total exposure.
               
            
                  C0080/R0400–R0590
               
               
                  Scenario A or B — EEA Region
               
               
                  The larger of the capital requirement for Windstorm risk for each of the 20 EEA regions according to scenario A or scenario B.
                  When determining the largest amount of scenario A and B, the risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, shall be taken into account.
               
            
                  C0090/R0400–R0590
               
               
                  Catastrophe Risk Charge before risk mitigation — EEA Region
               
               
                  Capital requirement before risk mitigation arising from Windstorm for each of the 20 EEA Regions corresponding to the larger of scenario A or B.
               
            
                  C0090/R0600
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Windstorm EEA Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Windstorm for the 20 EEA regions.
               
            
                  C0090/R0790
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Windstorm Other Regions before diversifications
               
               
                  The capital requirement before risk mitigation for Windstorm risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0090/R0800
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Windstorm all Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Windstorm for all regions.
               
            
                  C0090/R0810
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the Windstorm risks relating to the different regions (both EEA Regions and ‘other regions’)
               
            
                  C0090/R0820
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Windstorm after diversification
               
               
                  This is the total capital requirement before risk mitigation for Windstorm risk, taking into consideration the diversification effect reported in item C0090/R0810.
               
            
                  C0100/R0400–R0590
               
               
                  Estimated Risk Mitigation — EEA Region
               
               
                  Per each of the 20 EEA Regions, the estimated risk mitigation effect, corresponding to the selected scenario, of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0100/R0600
               
               
                  Estimated Risk Mitigation — Total Windstorm EEA Regions before diversification
               
               
                  Total of the estimated risk mitigation arising from Windstorm for the 20 EEA regions.
               
            
                  C0100/R0790
               
               
                  Estimated Risk Mitigation — Total Windstorm Other Regions before diversifications
               
               
                  For all the regions other the EEA Regions, the estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0100/R0800
               
               
                  Estimated Risk Mitigation — Total Windstorm all Regions before diversification
               
               
                  Total of the estimated risk mitigation arising from Windstorm for all regions.
               
            
                  C0110/R0400–R0590
               
               
                  Estimated Reinstatement Premiums — EEA Region
               
               
                  For each of the 20 EEA Regions, the estimated reinstatement premiums, corresponding to the selected scenario, as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0110/R0600
               
               
                  Estimated Reinstatement Premiums — Total Windstorm EEA Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for the 20 EEA regions.
               
            
                  C0110/R0790
               
               
                  Estimated Reinstatement Premiums — Total Windstorm Other Regions before diversifications
               
               
                  For all the regions other than the EEA Regions, the estimated reinstatement premiums, as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0110/R0800
               
               
                  Estimated Reinstatement Premiums — Total Windstorm all Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for all regions.
               
            
                  C0120/R0400–R0590
               
               
                  Catastrophe Risk Charge after risk mitigation — EEA Region
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Windstorms in each of the EEA regions, corresponding to the selected scenario.
               
            
                  C0120/R0600
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Windstorm EEA Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles for the 20 EEA regions.
               
            
                  C0120/R0790
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Windstorm Other Regions before diversifications
               
               
                  Capital requirement after risk mitigation for Windstorm risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0120/R0800
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Windstorm all Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles for all regions.
               
            
                  C0120/R0810
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Windstorm risks relating to the different regions (both EEA Regions and ‘other regions’).
               
            
                  C0120/R0820
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Windstorm after diversification
               
               
                  This is the total capital requirement after risk mitigation for Windstorm risk, taking into consideration the diversification effect given in item C0120/R0810.
               
            
                  
                     Natural catastrophe risk — Earthquake
                  
               
            
                  C0130/R1040–R1210
               
               
                  Estimation of the gross premium to be earned — Other Regions
               
               
                  An estimate of the premiums to be earned by the insurance or reinsurance undertaking, during the following year in relation to each of the 14 regions other than the EEA Regions (include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Fire and other damage covering earthquake risk, including the proportional reinsurance obligations; and
                           
                        
                              —
                           
                           
                              Marine, aviation and transport insurance covering onshore property damage by earthquake, including the proportional reinsurance obligations.
                           
                        Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0130/R1220
               
               
                  Estimation of the gross premium to be earned — Total Earthquake Other Regions before diversification
               
               
                  Total of the estimate of the premiums to be earned, by the insurance or reinsurance undertaking, during the following year for the other regions.
               
            
                  C0140/R0830–R1020
               
               
                  Exposure — EEA Region
               
               
                  The sum of the total insured per each of the 20 EEA regions for the lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover Earthquake risk and where the risk is situated in this particular EEA region; and
                           
                        
                              —
                           
                           
                              For lines of business Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Earthquake and where the risk is situated in this particular EEA region.
                           
                        
            
                  C0140/R1030
               
               
                  Exposure — Total Earthquake EEA Regions before diversification
               
               
                  Total of the exposure for the 20 EEA regions.
               
            
                  C0150/R0830–R1020
               
               
                  Specified Gross Loss — EEA Region
               
               
                  Specified gross Earthquake loss for each of the 20 EEA regions, taking into consideration the effect of diversification effect between zones.
               
            
                  C0150/R1030
               
               
                  Specified Gross Loss — Total Earthquake EEA Regions before diversification
               
               
                  Total of the specified gross Earthquake loss for the 20 EEA regions.
               
            
                  C0160/R0830–R1020
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — EEA Region
               
               
                  The Risk Charge Factor per each of the 20 EEA regions for Earthquake according to the Standard Formula, taking into consideration the effect of diversification effect between zones.
               
            
                  C0160/R1030
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — Total Earthquake EEA Regions before diversification
               
               
                  Ratio between total specified gross loss and total exposure.
               
            
                  C0170/R0830–R1020
               
               
                  Catastrophe Risk Charge before risk mitigation — EEA Region
               
               
                  Capital requirement before risk mitigation arising from Earthquakes in each of the 20 EEA Regions.
               
            
                  C0170/R1030
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Earthquake EEA Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Earthquakes for the 20 EEA regions.
               
            
                  C0170/R1220
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Earthquake — Other Regions before diversification
               
               
                  The capital requirement before risk mitigation for Earthquake risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0170/R1230
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Earthquake — All Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Earthquakes for all regions.
               
            
                  C0170/R1240
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the Earthquake risks relating to the different regions (both EEA Regions and Other regions).
               
            
                  C0170/R1250
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Earthquake after diversification
               
               
                  This is the total capital requirement before risk mitigation for Earthquake risk, taking into consideration the diversification effect given in C0170/R1240.
               
            
                  C0180/R0830–R1020
               
               
                  Estimated Risk Mitigation — EEA Region
               
               
                  Per each of the 20 EEA Regions the estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0180/R1030
               
               
                  Estimated Risk Mitigation — Total Earthquake EEA Regions before diversification
               
               
                  Total of the estimated Risk Mitigation for the 20 EEA regions.
               
            
                  C0180/R1220
               
               
                  Estimated Risk Mitigation — Total Earthquake — Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0180/R1230
               
               
                  Estimated Risk Mitigation — Total Earthquake — All Regions before diversification
               
               
                  Total of the estimated Risk Mitigation for all regions.
               
            
                  C0190/R0830–R1020
               
               
                  Estimated Reinstatement Premiums — EEA Region
               
               
                  Per each of the 20 EEA Regions the estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0190/R1030
               
               
                  Estimated Reinstatement Premiums — Total Earthquake EEA Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for the 20 EEA regions.
               
            
                  C0190/R1220
               
               
                  Estimated Reinstatement Premiums — Total Earthquake Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated reinstatement premiums, as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0190/R1230
               
               
                  Estimated Reinstatement Premiums — Total Earthquake All Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for all regions.
               
            
                  C0200/R0830–R1020
               
               
                  Catastrophe Risk Charge after risk mitigation — EEA Region
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Earthquake in each of the 20 EEA regions.
               
            
                  C0200/R1030
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Earthquake EEA Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Earthquake for the 20 EEA regions.
               
            
                  C0200/R1220
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Earthquake Other Regions before diversification
               
               
                  Capital requirement after risk mitigation for Earthquake risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0200/R1230
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Earthquake All Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Earthquake for all regions.
               
            
                  C0200/R1240
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Earthquake risks relating to the different regions (both EEA Regions and Other regions).
               
            
                  C0200/R1250
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Earthquake after diversification
               
               
                  This is the total capital requirement after risk mitigation for Earthquake risk, taking into consideration the diversification effect given in C0200/R1240.
               
            
                  
                     Natural catastrophe risk — Flood
                  
               
            
                  C0210/R1410–R1580
               
               
                  Estimation of the gross premiums to be earned — Other Regions
               
               
                  An estimate of the premiums to be earned by the insurance or reinsurance undertaking, during the following year in relation to each of the 14 regions other than the EEA Regions (include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Fire and other damage covering flood risk, including the proportional reinsurance obligations;
                           
                        
                              —
                           
                           
                              Marine, aviation and transport insurance covering onshore property damage by flood, including the proportional reinsurance obligations;
                           
                        
                              —
                           
                           
                              Other motor insurance, including the proportional reinsurance obligations.
                           
                        Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0210/R1590
               
               
                  Estimation of the gross premium to be earned — Total Flood Other Regions before diversification
               
               
                  Total of the estimate of the premiums to be earned, by the insurance or reinsurance undertaking, during the following year for the other regions.
               
            
                  C0220/R1260–R1390
               
               
                  Exposure — EEA Region
               
               
                  The sum of the total insured per each of the 14 EEA regions of lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover Flood risk and where the risk is situated in this particular EEA region;
                           
                        
                              —
                           
                           
                              Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Flood and where the risk is situated in this particular EEA region; and
                           
                        
                              —
                           
                           
                              Other motor insurance, including the proportional reinsurance obligations, multiplied by 1.5, in relation to contracts that cover onshore property damage by Flood and where the risk is situated in this particular EEA region.
                           
                        
            
                  C0220/R1400
               
               
                  Exposure — Total Flood EEA Regions before diversification
               
               
                  Total of the exposure for the 14 EEA regions.
               
            
                  C0230/R1260–R1390
               
               
                  Specified Gross Loss — EEA Region
               
               
                  Specified gross Flood loss in each of the 14 EEA regions, taking into consideration the effect of diversification effect between zones.
               
            
                  C0230/R1400
               
               
                  Specified Gross Loss — Total Flood EEA Regions before diversification
               
               
                  Total of the specified gross Flood loss for the 14 EEA regions.
               
            
                  C0240/R1260–R1390
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — EEA Region
               
               
                  The Risk Charge Factor per each of the 14 EEA regions for Flood according to the Standard Formula, taking into consideration the effect of diversification effect between zones.
               
            
                  C0240/R1400
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — Total Flood EEA Regions before diversification
               
               
                  Ratio between total specified gross loss and total exposure.
               
            
                  C0250/R1260–R1390
               
               
                  Scenario A or B — EEA Region
               
               
                  The larger of the capital requirement for Flood risk in each of the 14 EEA regions according to scenario A or scenario B.
                  When determining the largest amount of scenario A and B, the risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, must be taken into account.
               
            
                  C0260/R1260–R1390
               
               
                  Catastrophe Risk Charge before risk mitigation — EEA Region
               
               
                  Capital requirement before risk mitigation arising from Floods in each of the 14 EEA Regions, corresponding to the larger of scenario A or B.
               
            
                  C0260/R1400
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Flood EEA Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Floods for the 14 EEA regions.
               
            
                  C0260/R1590
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Flood Other Regions before diversification
               
               
                  The capital requirement before risk mitigation for Flood risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0260/R1600
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Flood All Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Floods for all regions.
               
            
                  C0260/R1610
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the Flood risks relating to the different regions (both EEA Regions and Other regions).
               
            
                  C0260/R1620
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Flood after diversification
               
               
                  This is the total capital requirement before risk mitigation for Flood risk, taking into consideration the diversification effect given in C0260/R1610.
               
            
                  C0270/R1260–R1390
               
               
                  Estimated Risk Mitigation — EEA Region
               
               
                  Per each of the 14 EEA Regions the estimated risk mitigation effect, corresponding to the selected scenario, of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0270/R1400
               
               
                  Estimated Risk Mitigation — Total Flood EEA Regions before diversification
               
               
                  Total of the estimated Risk Mitigation for the 14 EEA regions.
               
            
                  C0270/R1590
               
               
                  Estimated Risk Mitigation — Total Flood Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0270/R1600
               
               
                  Estimated Risk Mitigation — Total Flood All Regions before diversification
               
               
                  Total of the estimated Risk Mitigation for all regions.
               
            
                  C0280/R1260–R1390
               
               
                  Estimated Reinstatement Premiums — EEA Region
               
               
                  Per each of the 14 EEA Regions the estimated reinstatement premiums, corresponding to the selected scenario, as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0280/R1400
               
               
                  Estimated Reinstatement Premiums — Total Flood –EEA Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for the 14 EEA regions.
               
            
                  C0280/R1590
               
               
                  Estimated Reinstatement Premiums — Total Flood –Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated reinstatement premiums, as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0280/R1600
               
               
                  Estimated Reinstatement Premiums — Total Flood — All Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for all regions.
               
            
                  C0290/R1260–R1390
               
               
                  Catastrophe Risk Charge after risk mitigation — EEA Region
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Flood in each of the 14 EEA regions, corresponding to the selected scenario.
               
            
                  C0290/R1400
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Flood — EEA Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles for the 14 EEA regions.
               
            
                  C0290/R1590
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Flood — Other Regions before diversification
               
               
                  Capital requirement after risk mitigation for Flood risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0290/R1600
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Flood — All Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles all regions.
               
            
                  C0290/R1610
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Flood risks relating to the different regions (both EEA Regions and Other regions).
               
            
                  C0290/R1620
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Flood after diversification
               
               
                  This is the total capital requirement after risk mitigation for Flood risk, taking into consideration the diversification effect given in C0290/R1610.
               
            
                  
                     Natural catastrophe risk — Hail
                  
               
            
                  C0300/R1730–R1900
               
               
                  Estimation of the gross premiums to be earned — Other Regions
               
               
                  An estimate of the premiums to be earned by the insurance or reinsurance undertaking, during the following year and in relation to each of the 9 regions other than the EEA Regions (include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Fire and other damage covering hail risk, including the proportional reinsurance obligations;
                           
                        
                              —
                           
                           
                              Marine, aviation and transport insurance covering onshore property damage by hail, including the proportional reinsurance obligations; and
                           
                        
                              —
                           
                           
                              Other motor insurance, including the proportional reinsurance obligations.
                           
                        Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0300/R1910
               
               
                  Estimation of the gross premium to be earned — Total Hail Other Regions before diversification
               
               
                  Total of the estimate of the premiums to be earned, by the insurance or reinsurance undertaking, during the following year for the other regions.
               
            
                  C0310/R1630–R1710
               
               
                  Exposure — EEA Region
               
               
                  The sum of the total insured per each of the 9 EEA regions for lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover Hail risk and where the risk is situated in this particular EEA region;
                           
                        
                              —
                           
                           
                              Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Hail and where the risk is situated in this particular EEA region; and
                           
                        
                              —
                           
                           
                              Other motor insurance, including the proportional reinsurance obligations, multiplied by 5, in relation to contracts that cover onshore property damage by Hail and where the risk is situated in this particular EEA region.
                           
                        
            
                  C0310/R1720
               
               
                  Exposure — Total Hail EEA Regions before diversification
               
               
                  Total of the exposure for the 9 EEA regions.
               
            
                  C0320/R1630–R1710
               
               
                  Specified Gross Loss — EEA Region
               
               
                  Specified gross Hail loss in each of the 9 EEA regions, taking into consideration the effect of diversification effect between zones.
               
            
                  C0320/R1720
               
               
                  Specified Gross Loss — Total Hail EEA Regions before diversification
               
               
                  Total of the specified gross Hail loss for the 9 EEA regions.
               
            
                  C0330/R1630–R1710
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — EEA Region
               
               
                  The Risk Charge Factor per each of the 9 EEA regions for Hail according to the Standard Formula, taking into consideration the effect of diversification effect between zones.
               
            
                  C0330/R1720
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — Total Hail EEA Regions before diversification
               
               
                  Ratio between total specified gross loss and total exposure.
               
            
                  C0340/R1630–R1710
               
               
                  Scenario A or B — EEA Region
               
               
                  The larger of the capital requirement for Hail risk in each of the 9 EEA regions according to scenario A or scenario B.
                  When determining the largest amount of scenario A and B, the risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, must be taken into account.
               
            
                  C0350/R1630–R1710
               
               
                  Catastrophe Risk Charge before risk mitigation — EEA Region
               
               
                  Capital requirement before risk mitigation arising from Hails in each of the 9 EEA Regions corresponding to the larger of scenario A or B.
               
            
                  C0350/R1720
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Hail EEA Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Hails for the 9 EEA regions.
               
            
                  C0350/R1910
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Hail Other Regions before diversification
               
               
                  The capital requirement before risk mitigation for Hail risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0350/R1920
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Hail All Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Hails for all regions.
               
            
                  C0350/R1930
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the Hail risks relating to the different regions (both EEA Regions and other regions).
               
            
                  C0350/R1940
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Hail after diversification
               
               
                  This is the total capital requirement before risk mitigation for Hail risk, taking into consideration the diversification effect given in C0350/R1930.
               
            
                  C0360/R1630–R1710
               
               
                  Estimated Risk Mitigation — EEA Region
               
               
                  Per each of the 9 EEA Regions the estimated risk mitigation effect, corresponding to the selected scenario, of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0360/R1720
               
               
                  Estimated Risk Mitigation — Total Hail EEA Region before diversification
               
               
                  Total of the estimated risk mitigation for the 9 EEA regions.
               
            
                  C0360/R1910
               
               
                  Estimated Risk Mitigation — Total Hail Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0360/R1920
               
               
                  Estimated Risk Mitigation — Total Hail All Regions before diversification
               
               
                  Total of the estimated risk mitigation for all regions.
               
            
                  C0370/R1630–R1710
               
               
                  Estimated Reinstatement Premiums — EEA Region
               
               
                  Per each of the 9 EEA Regions the estimated reinstatement premiums, corresponding to the selected scenario, as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0370/R1720
               
               
                  Estimated Reinstatement Premiums — Total Hail EEA Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for the 9 EEA regions.
               
            
                  C0370/R1910
               
               
                  Estimated Reinstatement Premiums — Total Hail Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated reinstatement premiums, as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0370/R1920
               
               
                  Estimated Reinstatement Premiums — Total Hail All Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for all regions.
               
            
                  C0380/R1630–R1710
               
               
                  Catastrophe Risk Charge after risk mitigation — EEA Region
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Hail in each of the 9 EEA Regions, corresponding to the selected scenario.
               
            
                  C0380/R1720
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Hail EEA Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles for the 9 EEA regions.
               
            
                  C0380/R1910
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Hail Other Regions before diversification
               
               
                  Capital requirement after risk mitigation for Hail risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0380/R1920
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Hail All Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles for all regions.
               
            
                  C0380/R1930
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Hail risks relating to the different regions (both EEA Regions and Other regions).
               
            
                  C0380/R1940
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Hail after diversification
               
               
                  This is the total capital requirement after risk mitigation for Hail risk, taking into consideration the diversification effect given in C0380/R1930.
               
            
                  
                     Natural catastrophe risk — Subsidence
                  
               
            
                  C0390/R1950
               
               
                  Estimation of the gross premium to be earned — Total Subsidence before diversification
               
               
                  An estimate of the premiums to be earned, by the insurance or reinsurance undertaking, during the following year, for the contract in relation to the obligations of fire and other damage, including the proportional reinsurance obligations.
                  Premiums shall be gross, without deduction of premiums for reinsurance contracts, and in relation to the territory of France.
               
            
                  C0400/R1950
               
               
                  Exposure — Total Subsidence before diversification
               
               
                  The sum of the total insured made up of the geographical divisions of the territory of France for fire and other damage, including the proportional reinsurance obligations, which are sufficiently homogeneous in relation to the subsidence risk that the insurance and reinsurance undertakings are exposed to in relation to the territory. Together the zones shall comprise the whole territory.
               
            
                  C0410/R1950
               
               
                  Specified Gross Loss — Total Subsidence before diversification
               
               
                  Specified gross subsidence loss, taking into consideration the effect of diversification effect between zones.
               
            
                  C0420/R1950
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — Total Subsidence before diversification
               
               
                  The Risk Charge Factor of the territory of France for subsidence, taking into consideration the effect of diversification effect between zones.
               
            
                  C0430/R1950
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Subsidence before diversification
               
               
                  The capital requirement before risk mitigation for Subsidence risk in the territory of France. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles, which for subsidence is equal to the Specified Gross Loss (item C0410/R1950).
               
            
                  C0430/R1960
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between zones
               
               
                  Diversification effect arising from the aggregation of the Subsidence risks relating to the different zones of the territory of France.
               
            
                  C0430/R1970
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Subsidence after diversification
               
               
                  This is the total capital requirement before risk mitigation for subsidence risk, taking into consideration the diversification effect given in item C0430/R1960.
               
            
                  C0440/R1950
               
               
                  Estimated Risk Mitigation — Total Subsidence before diversification
               
               
                  The estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0450/R1950
               
               
                  Estimated Reinstatement Premiums — Total Subsidence before diversification
               
               
                  The estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0460/R1950
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Subsidence before diversification
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from subsidence.
               
            
                  C0460/R1960
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between zones
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Subsidence risks relating to the different zones of the territory of France.
               
            
                  C0460/R1970
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Subsidence after diversification
               
               
                  This is the total capital requirement after risk mitigation for subsidence risk, taking into consideration the diversification effect given in item C0460/R1960.
               
            
                  
                     Natural catastrophe risk — Non–proportional property reinsurance
                  
               
            
                  C0470/R2000
               
               
                  Estimation of the gross premium to be earned
               
               
                  An estimate of the premiums to be earned, by the insurance or reinsurance undertaking, during the following year, for the contract in relation to the obligations of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, non–proportional property reinsurance other than non–proportional reinsurance obligations relating to insurance obligations included in lines of business 9 and 21.
                  Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0480/R2000
               
               
                  Catastrophe Risk Charge before risk mitigation
               
               
                  The capital requirement before risk mitigation for non–proportional property reinsurance. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0490/R2000
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the undertaking's specific retrocession contracts and special purpose vehicles relating to risks arising from accepted non–proportional property reinsurance, excluding the estimated reinstatement premiums.
               
            
                  C0500/R2000
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the undertaking's specific retrocession contracts and special purpose vehicles relating to risks arising from accepted non–proportional property reinsurance.
               
            
                  C0510/R2000
               
               
                  Catastrophe Risk Charge after risk mitigation
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific retrocession contracts and special purpose vehicles relating to risks arising from accepted non–proportional property reinsurance.
               
            
                  
                     Man–made catastrophe risk — Motor Vehicle Liability
                  
               
            
                  C0520/R2100
               
               
                  Number of vehicles policy limit above 24M EUR
               
               
                  Number of vehicles insured by the insurance or reinsurance undertaking in line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Motor vehicle liability insurance, including proportional reinsurance obligations, with a deemed policy limit above 24000000 Euro.
               
            
                  C0530/R2100
               
               
                  Number of vehicles policy limit below or equal to 24M EUR
               
               
                  Number of vehicles insured by the insurance or reinsurance undertaking in line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Motor vehicle liability insurance, including proportional reinsurance obligations, with a deemed policy limit below or equal to 24000000 Euro.
               
            
                  C0540/R2100
               
               
                  Catastrophe Risk Charge Motor Vehicle Liability before risk mitigation
               
               
                  This is the total capital requirement before risk mitigation for Motor Vehicle Liability risk.
               
            
                  C0550/R2100
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the undertaking's specific retrocession contracts and special purpose vehicles relating to risks arising from Motor Vehicle Liability, excluding the estimated reinstatement premiums.
               
            
                  C0560/R2100
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from Motor Vehicle Liability.
               
            
                  C0570/R2100
               
               
                  Catastrophe Risk Charge Motor Vehicle Liability after risk mitigation
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific retrocession contracts and special purpose vehicles, relating to risks arising from Motor Vehicle Liability.
               
            
                  
                     Man–made catastrophe risk — Marine Tanker Collision
                  
               
            
                  C0580/R2200
               
               
                  Type of cover Catastrophe Risk Charge Share marine hull in tanker t before risk mitigation
               
               
                  This is the capital requirement before risk mitigation, per each marine hull cover, for risks arising from Marine Tanker Collision.
                  The maximum relates to all oil and gas tankers insured by the insurance or reinsurance undertaking in respect of tanker collision in lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Marine, aviation and transport, including proportional reinsurance obligations; and
                           
                        
                              —
                           
                           
                              Non–proportional marine, aviation and transport reinsurance.
                           
                        The amount for this cover is equal to the sum insured accepted by the insurance or reinsurance undertaking for marine insurance and reinsurance in relation to each tanker.
               
            
                  C0590/R2200
               
               
                  Catastrophe Risk Charge Share marine liability in tanker t before risk mitigation
               
               
                  This is the capital requirement before risk mitigation, per marine liability cover, for risks arising from Marine Tanker Collision.
                  The maximum relates to all oil and gas tankers insured by the insurance or reinsurance undertaking in respect of tanker collision in lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Marine, aviation and transport, including proportional reinsurance obligations; and
                           
                        
                              —
                           
                           
                              Non–proportional marine, aviation and transport reinsurance.
                           
                        The amount for this cover is equal to the sum insured accepted by the insurance or reinsurance undertaking for marine insurance and reinsurance in relation to each tanker.
               
            
                  C0600/R2200
               
               
                  Catastrophe Risk Charge Share marine oil pollution liability in tanker t before risk mitigation
               
               
                  This is the capital requirement before risk mitigation, per marine oil polution liability cover, for risks arising from Marine Tanker Collision.
                  The maximum relates to all oil and gas tankers insured by the insurance or reinsurance undertaking in respect of tanker collision in lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Marine, aviation and transport, including proportional reinsurance obligations; and
                           
                        
                              —
                           
                           
                              Non–proportional marine, aviation and transport reinsurance.
                           
                        The amount for this cover is equal to the sum insured accepted by the insurance or reinsurance undertaking for marine insurance and reinsurance in relation to each tanker.
               
            
                  C0610/R2200
               
               
                  Catastrophe Risk Charge Marine Tanker Collision before risk mitigation
               
               
                  This is the total capital requirement before risk mitigation for risks arising from Marine Tanker Collision.
               
            
                  C0620/R2200
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Tanker Collision, excluding the estimated reinstatement premiums.
               
            
                  C0630/R2200
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Tanker Collision.
               
            
                  C0640/R2200
               
               
                  Catastrophe Risk Charge Marine Tanker Collision after risk mitigation
               
               
                  The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the undertaking's specific retrocession contracts and special purpose vehicles, relating to risks arising from Marine Tanker Collision.
               
            
                  C0650/R2200
               
               
                  Name vessel
               
               
                  Name of the corresponding vessel.
               
            
                  
                     Man–made catastrophe risk — Marine Platform Explosion
                  
               
            
                  C0660–C0700/R2300
               
               
                  Catastrophe Risk Charge Marine Platform Explosion — Type of cover — before risk mitigation
               
               
                  This is the capital requirement before risk mitigation, per type of cover (Property damage, Removal of wreckage, Loss of production income, Capping of the well or making the well secure, Liability insurance and reinsurance obligations), for risks arising from Marine Platform Explosion.
                  The maximum relates to all oil and gas offshore platforms insured by the insurance or reinsurance undertaking in respect of platform explosion in lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Marine, aviation and transport, including proportional reinsurance obligations; and
                           
                        
                              —
                           
                           
                              Non–proportional marine, aviation and transport reinsurance.
                           
                        The amount per type of cover is equal to the sum insured for the specific type of cover accepted by the insurance or reinsurance undertaking in relation to the selected platform.
               
            
                  C0710/R2300
               
               
                  Catastrophe Risk Charge Marine Platform Explosion before risk mitigation
               
               
                  This is the total capital requirement before risk mitigation for risks arising from Marine Platform Explosion.
               
            
                  C0720/R2300
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Platform Explosion, excluding the estimated reinstatement premiums.
               
            
                  C0730/R2300
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Platform Explosion.
               
            
                  C0740/R2300
               
               
                  Catastrophe Risk Charge Marine Platform Explosion after risk mitigation
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific retrocession contracts and special purpose vehicles, relating to risks arising from Marine Platform Explosion.
               
            
                  C0750/R2300
               
               
                  Name platform
               
               
                  Name of the corresponding platform.
               
            
                  
                     Man–made catastrophe risk — Marine
                  
               
            
                  C0760/R2400
               
               
                  Catastrophe Risk Charge Marine before risk mitigation — Total before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between types of events, for marine risks.
               
            
                  C0760/R2410
               
               
                  Catastrophe Risk Charge Marine before risk mitigation — Diversification between type of event
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different type of events for marine risks.
               
            
                  C0760/R2420
               
               
                  Catastrophe Risk Charge Marine before risk mitigation — Total after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between the types of events, for marine risks.
               
            
                  C0770/R2400
               
               
                  Estimated Total Risk Mitigation — Total before diversification
               
               
                  This is the total risk mitigation effect, before diversification effect between types of events, of the undertaking's specific reinsurance contracts and special purpose vehicles arising from the marine risks.
               
            
                  C0780/R2400
               
               
                  Catastrophe Risk Charge Marine after risk mitigation — Total before diversification
               
               
                  This is the total capital requirement after risk mitigation, before diversification effect between types of events, for marine risks.
               
            
                  C0780/R2410
               
               
                  Catastrophe Risk Charge Marine after risk mitigation — Diversification between type of event
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different type of events for marine risks.
               
            
                  C0780/R2420
               
               
                  Catastrophe Risk Charge Marine after risk mitigation — Total after diversification
               
               
                  This is the total capital requirement after risk mitigation, after diversification effect between the types of events, for marine risks.
               
            
                  
                     Man–made catastrophe risk — Aviation
                  
               
            
                  C0790–C0800/R2500
               
               
                  Catastrophe Risk Charge Aviation before risk mitigation — Type of cover– before risk mitigation
               
               
                  This is the capital requirement before risk mitigation, per type of cover (Aviation hull and Aviation liability), for risks arising from Aviation.
                  The maximum relates to all aircrafts insured by the insurance or reinsurance undertaking in lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35:
                  
                              —
                           
                           
                              Marine, aviation and transport, including proportional reinsurance obligations; and
                           
                        
                              —
                           
                           
                              Non–proportional marine, aviation and transport reinsurance.
                           
                        The amount per type of cover is equal to the sum insured for the specific type of cover accepted by the insurance or reinsurance undertaking for aviation insurance and reinsurance and in relation to the selected aircraft.
               
            
                  C0810/R2500
               
               
                  Catastrophe Risk Charge Aviation before risk mitigation
               
               
                  This is the total capital requirement before risk mitigation for risks arising from Aviation.
               
            
                  C0820/R2500
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from Aviation, excluding the estimated reinstatement premiums.
               
            
                  C0830/R2500
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from Aviation.
               
            
                  C0840/R2500
               
               
                  Catastrophe Risk Charge Aviation after risk mitigation — Total (row)
               
               
                  The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the undertaking's specific retrocession contracts and special purpose vehicles, relating to risks arising from Aviation.
               
            
                  
                     Man–made catastrophe risk — Fire
                  
               
            
                  C0850/R2600
               
               
                  Catastrophe Risk Charge Fire before risk mitigation
               
               
                  This is the total capital requirement before risk mitigation for Fire risks.
                  This amount is equal to the largest fire risk concentration of an insurance or reinsurance undertaking being the set of buildings with the largest sum insured that meets the following conditions:
                  
                              —
                           
                           
                              The insurance or reinsurance undertaking has insurance or reinsurance obligations in lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35 Fire and other damage to property insurance, including proportional reinsurance obligations, in relation to each building which cover damage due to fire or explosion, including as a result of terrorist attacks.
                           
                        
                              —
                           
                           
                              All buildings are partly or fully located within a radius of 200 meters.
                           
                        
            
                  C0860/R2600
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the undertaking's specific retrocession contracts and special purpose vehicles relating to risks arising from Fire, excluding the estimated reinstatement premiums.
               
            
                  C0870/R2600
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from Fire.
               
            
                  C0880/R2600
               
               
                  Catastrophe Risk Charge after risk mitigation Fire
               
               
                  The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the undertaking's specific retrocession contracts and special purpose vehicles, relating to risks arising from Fire.
               
            
                  
                     Man–made catastrophe risk — Liability
                  
               
            
                  C0890/R2700–R2740
               
               
                  Earned premium following 12 months –Type of cover
               
               
                  Premiums earned, per type of cover, by the insurance or reinsurance undertaking, during the following 12 months, in relation to insurance and reinsurance obligations in liability risks, for the following type of covers:
                  
                              —
                           
                           
                              Professional malpractice liability insurance and proportional reinsurance obligations other than professional malpractice liability insurance and reinsurance for self–employed crafts persons or artisans;
                           
                        
                              —
                           
                           
                              Employers liability insurance and proportional reinsurance obligations;
                           
                        
                              —
                           
                           
                              Directors and officers liability insurance and proportional reinsurance obligations;
                           
                        
                              —
                           
                           
                              Liability insurance and reinsurance obligations included in line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, General liability insurance, including proportional reinsurance obligations, other than obligations included in liability risk groups 1 to 3 and other than personal liability insurance and proportional reinsurance and other than professional malpractice liability insurance and reinsurance for self–employed crafts persons or artisans;
                           
                        
                              —
                           
                           
                              Non–proportional reinsurance.
                           
                        For this purpose premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0890/R2750
               
               
                  Earned premium follwoing 12 months — Total
               
               
                  Total for all types of covers of premiums earned by the insurance or reinsurance undertaking, during the following 12 months.
               
            
                  C0900/R2700–R2740
               
               
                  Largest liability limit provided –Type of cover
               
               
                  The largest liability limit, per type of cover, provided by the insurance or reinsurance undertaking in liability risks.
               
            
                  C0910/R2700–R2740
               
               
                  Number of claims –Type of cover
               
               
                  The number of claims, per type of cover, which is equal to the lowest integer that exceeds the amount according to the provided formula.
               
            
                  C0920/R2700–R2740
               
               
                  Catastrophe Risk Charge Liability before risk mitigation –Type of cover
               
               
                  This is the capital requirement before risk mitigation, per type of cover, for liability risks.
               
            
                  C0920/R2750
               
               
                  Catastrophe Risk Charge Liability before risk mitigation — Total
               
               
                  Total for all types of cover of the capital requirement before risk mitigation for liability risks.
               
            
                  C0930/R2700–R2740
               
               
                  Estimated Risk Mitigation — Type of cover
               
               
                  The estimated risk mitigation effect, per type of cover, of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from Liability, excluding the estimated reinstatement premiums.
               
            
                  C0930/R2750
               
               
                  Estimated Risk Mitigation — Total
               
               
                  Total for all types of cover of the estimated risk mitigation.
               
            
                  C0940/R2700–R2740
               
               
                  Estimated Reinstatement Premiums — Type of cover
               
               
                  The estimated reinstatement premiums, per type of cover, as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from Liability.
               
            
                  C0940/R2750
               
               
                  Estimated Reinstatement Premiums — Total
               
               
                  Total for all types of cover of the estimated reinstatement premiums.
               
            
                  C0950/R2700–R2740
               
               
                  Catastrophe Risk Charge Liability after risk mitigation — Type of cover
               
               
                  Capital requirement, per type of cover, after the deduction of the risk mitigating effect of the undertaking's specific retrocession contracts and special purpose vehicles, relating to risks arising from Liability.
               
            
                  C0950/R2750
               
               
                  Catastrophe Risk Charge Liability after risk mitigation — Total
               
               
                  Total for all types of cover of the capital requirement, per type of cover, after the deduction of the risk mitigating effect of the undertaking's specific retrocession contracts and special purpose vehicles, relating to risks arising from Liability.
               
            
                  C0960/R2800
               
               
                  Catastrophe Risk Charge Liability before risk mitigation — Total before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between types of cover, for liability risks.
               
            
                  C0960/R2810
               
               
                  Catastrophe Risk Charge Liability before risk mitigation — Diversification between type of cover
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different type of covers for liability risks.
               
            
                  C0960/R2820
               
               
                  Catastrophe Risk Charge Liability before risk mitigation — Total after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between the types of covers, for liability risks.
               
            
                  C0970/R2800
               
               
                  Estimated Total Risk Mitigation — Total before diversification
               
               
                  This is the estimated total risk mitigation, before diversification effect between types of cover, for liability risks.
               
            
                  C0980/R2800
               
               
                  Catastrophe Risk Charge Liability after risk mitigation — Total before diversification
               
               
                  This is the total capital requirement after risk mitigation, before diversification effect between types of cover, for liability risks.
               
            
                  C0980/R2810
               
               
                  Catastrophe Risk Charge Liability after risk mitigation — Diversification between type of cover
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different type of covers for liability risks.
               
            
                  C0980/R2820
               
               
                  Catastrophe Risk Charge Liability after risk mitigation — Total after diversification
               
               
                  This is the total capital requirement after risk mitigation, after diversification effect between the types of covers, for liability risks.
               
            
                  
                     Man–made catastrophe risk — Credit & Suretyship
                  
               
            
                  C0990/R2900–R2910
               
               
                  Exposure (individual or group) — Largest exposure
               
               
                  Two largest gross credit insurance exposures of the insurance or reinsurance undertaking based on a comparison of the net loss–given–default of the credit insurance exposures, being the loss–given–default after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles.
               
            
                  C0990/R2920
               
               
                  Exposure (individual or group) — Total
               
               
                  Total of the two largest gross credit insurance exposures of the insurance or reinsurance undertaking based on a comparison of the net loss–given–default of the credit insurance exposures, being the loss–given–default after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles.
               
            
                  C1000/R2900–R2910
               
               
                  Proportion of damage caused by scenario — Largest exposure
               
               
                  Percentage representing the loss given default of the gross credit exposure without deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles, for each of the two largest gross credit insurance exposures of the insurance or reinsurance undertaking.
               
            
                  C1000/R2920
               
               
                  Proportion of damage caused by scenario — Total
               
               
                  Average loss given default of the two largest gross credit exposures without deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles.
               
            
                  C1010/R2900–R2910
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Large Credit Default –Largest exposure
               
               
                  This is the capital requirement before risk mitigation, per largest exposure, arising from the Large Credit Default scenario of Credit & Suretyship risks.
               
            
                  C1010/R2920
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Large Credit Default — Total
               
               
                  This is the total capital requirement before risk mitigation arising from the Large Credit Default scenario of Credit & Suretyship risks.
               
            
                  C1020/R2900–R2910
               
               
                  Estimated Risk Mitigation — Largest exposure
               
               
                  The estimated risk mitigation effect, per largest exposure, of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship, excluding the estimated reinstatement premiums.
               
            
                  C1020/R2920
               
               
                  Estimated Risk Mitigation — Total
               
               
                  The estimated risk mitigation effect, for the two largest exposures, of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship, excluding the estimated reinstatement premiums.
               
            
                  C1030/R2900–R2910
               
               
                  Estimated Reinstatement Premiums — Largest exposure
               
               
                  The estimated reinstatement premiums, per largest exposure, as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
               
            
                  C1030/R2920
               
               
                  Estimated Reinstatement Premiums — Total
               
               
                  The estimated reinstatement premiums, for the two largest exposures, as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
               
            
                  C1040/R2900–R2910
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Large Credit Default — Largest exposure
               
               
                  Net capital requirement, per largest exposure, after the deduction of the risk mitigating effect of the undertaking's specific retrocession contracts and special purpose vehicles, relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
               
            
                  C1040/R2920
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Large Credit Default — Total
               
               
                  The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the undertaking's specific retrocession contracts and special purpose vehicles, relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
               
            
                  C1050/R3000
               
               
                  Earned premium following 12 months
               
               
                  Gross premiums earned by the insurance or reinsurance undertaking, during the following 12 months, in line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Credit and Suretyship insurance including proportional reinsurance obligations.
               
            
                  C1060/R3000
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Recession Risk
               
               
                  This is the total capital requirement before risk mitigation for the Recession scenario of Credit & Suretyship risks.
               
            
                  C1070/R3000
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the undertaking's specific retrocession contracts and special purpose vehicles relating to risks arising from the Recession scenario of Credit & Suretyship, excluding the estimated reinstatement premiums.
               
            
                  C1080/R3000
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Recession scenario of Credit & Suretyship.
               
            
                  C1090/R3000
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Recession Risk
               
               
                  The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the undertaking's specific retrocession contracts and special purpose vehicles, relating to risks arising from the Recession scenario of Credit & Suretyship.
               
            
                  C1100/R3100
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Total before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between types of events, for Credit & Suretyship risks.
               
            
                  C1100/R3110
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Diversification between type of event
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different type of events for Credit & Suretyship risks.
               
            
                  C1100/R3120
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Total after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between the types of events, for Credit & Suretyship risks.
               
            
                  C1110/R3100
               
               
                  Estimated Total Risk Mitigation — Total before diversification
               
               
                  This is the total risk mitigation effect, before diversification effect between types of events, of the undertaking's specific reinsurance contracts and special purpose vehicles arising from the Credit & Suretyship risks.
               
            
                  C1120/R3100
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Total before diversification
               
               
                  This is the total capital requirement after risk mitigation, before diversification effect between types of events, for Credit & Suretyship risks.
               
            
                  C1120/R3110
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Diversification between type of event
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different type of events for Credit & Suretyship risks.
               
            
                  C1120/R3120
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Total after diversification
               
               
                  This is the total capital requirement after risk mitigation, after diversification effect between the types of events, for Credit & Suretyship risks.
               
            
                  
                     Man–made catastrophe risk — Other non–life catastrophe risk
                  
               
            
                  C1130/R3200–R3240
               
               
                  Estimation of the gross premium to be earned — Group of obligations
               
               
                  An estimate of the premiums to be earned by the insurance or reinsurance undertaking, during the following year, for the contracts in relation to the following group of obligations:
                  
                              —
                           
                           
                              Insurance and reinsurance obligations included in line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, Marine, aviation and transport insurance, including proportional reinsurance obligations, other than marine insurance and reinsurance and aviation insurance and reinsurance;
                           
                        
                              —
                           
                           
                              Reinsurance obligations included in line of business Non–proportional marine, aviation and transport reinsurance, other than marine reinsurance and aviation reinsurance;
                           
                        
                              —
                           
                           
                              Insurance and reinsurance obligations included in line of business Miscellaneous financial loss, including proportional reinsurance obligations other than extended warranty insurance and reinsurance obligations provided that the portfolio of these obligations is highly diversified and these obligation do not cover the costs of product recalls;
                           
                        
                              —
                           
                           
                              Reinsurance obligations included in line of business Non–proportional casualty reinsurance, other than general liability reinsurance;
                           
                        
                              —
                           
                           
                              Non–proportional reinsurance obligations relating to insurance obligations included in line of business Credit and Suretyship insurance, including proportional reinsurance obligations.
                           
                        Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C1140/R3200–R3240
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Group of obligations
               
               
                  This is the capital requirement before risk mitigation, per group of obligations, for Other non–life catastrophe risks.
               
            
                  C1140/R3250
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Total before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between groups of obligations, for Other non–life catastrophe risks.
               
            
                  C1140/R3260
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Diversification between groups of obligations
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different groups of obligations for Other non–life catastrophe risks.
               
            
                  C1140/R3270
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Total after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between groups of obligations, for Other non–life catastrophe risks.
               
            
                  C1150/R3250
               
               
                  Estimated Total Risk Mitigation — Total before diversification
               
               
                  This is the estimated total risk mitigation, before diversification effect between groups of obligations, for Other non–life catastrophe risks.
               
            
                  C1160/R3250
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk after risk mitigation — Total before diversification
               
               
                  This is the total capital requirement after risk mitigation, before diversification effect between groups of obligations, for Other non–life catastrophe risks.
               
            
                  C1160/R3260
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk after risk mitigation — Diversification between groups of obligations
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different groups of obligations for Other non–life catastrophe risks.
               
            
                  C1160/R3270
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk after risk mitigation — Total after diversification
               
               
                  This is the total capital requirement after risk mitigation, after diversification effect between groups of obligations, for Other non–life catastrophe risks.
               
            
                  
                     Health catastrophe risk
                  
               
            
                  
                     Health catastrophe risk — Mass accident
                  
               
            
                  C1170/R3300–R3600,
                  C1190/R3300–R3600,
                  C1210/R3300–R3600,
                  C1230/R3300–R3600,
                  C1250/R3300–R3600
               
               
                  Policyholders — per type of event
                  
               
               
                  All insured persons of the insurance or reinsurance undertaking who are inhabitants of each of the countries and are insured against the following types of event:
                  
                              —
                           
                           
                              Death caused by an accident;
                           
                        
                              —
                           
                           
                              Permanent disability caused by an accident;
                           
                        
                              —
                           
                           
                              Disability that lasts 10 years caused by an accident;
                           
                        
                              —
                           
                           
                              Disability that lasts 12 months caused by an accident;
                           
                        
                              —
                           
                           
                              Medical treatment caused by an accident.
                           
                        
            
                  C1180/R3300–R3600,
                  C1200/R3300–R3600,
                  C1220/R3300–R3600,
                  C1240/R3300–R3600,
                  C1260/R3300–R3600
               
               
                  Value of benefits payable — per type of event
                  
               
               
                  The value of the benefits shall be the sum insured or where the insurance contract provides for recurring benefit payments the best estimate of the benefit payments, using the cash–flow projection, per event type.
                  Where the benefits of an insurance contract depend on the nature or extent of any injury resulting from event types, the calculation of the value of the benefits shall be based on the maximum benefits obtainable under the contract which are consistent with the event.
                  For medical expense insurance and reinsurance obligations the value of the benefits shall be based on an estimate of the average amounts paid in case of event types taking into account the specific guarantees the obligations include.
               
            
                  C1270/R3300–R3600
               
               
                  Catastrophe Risk Charge before risk mitigation
               
               
                  Capital requirement before risk mitigation, for each of the countries, arising from the mass accident risk sub–module to health insurance and reinsurance obligations.
               
            
                  C1270/R3610
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Mass accident all countries before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between countries, for the mass accident risk sub–module to health insurance and reinsurance obligations.
               
            
                  C1270/R3620
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between countries
               
               
                  Diversification effect arising from the aggregation of the mass accident risk sub–module to health insurance and reinsurance obligations relating to the different countries.
               
            
                  C1270/R3630
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Mass accident all countries after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between countries, for the mass accident risk sub–module to health insurance and reinsurance obligations.
               
            
                  C1280/R3300–R3600
               
               
                  Estimated Risk Mitigation
               
               
                  For each country the estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C1280/R3610
               
               
                  Estimated Risk Mitigation — Total Mass accident all countries before diversification
               
               
                  Total amount of estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles for all countries.
               
            
                  C1290/R3300–R3600
               
               
                  Estimated Reinstatement Premiums
               
               
                  For each country the estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C1290/R3610
               
               
                  Estimated Reinstatement Premiums — Total Mass accident all countries before diversification
               
               
                  Total amount of estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles for all countries.
               
            
                  C1300/R3300–R3600
               
               
                  Catastrophe Risk Charge after risk mitigation
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from the mass accident risk sub–module to health insurance and reinsurance obligations, for each country.
               
            
                  C1300/R3610
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Mass accident all countries before diversification
               
               
                  This is the total capital requirement after risk mitigation, before diversification effect between countries, for the mass accident risk sub–module to health insurance and reinsurance obligations.
               
            
                  C1300/R3620
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between countries
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for the mass accident risk sub–module to health insurance and reinsurance obligations relating to the different countries.
               
            
                  C1300/R3630
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Mass accident all countries after diversification
               
               
                  This is the total capital requirement after risk mitigation for the mass accident risk sub–module to health insurance and reinsurance obligations, taking into consideration the diversification effect given in C1300/R3620.
               
            
                  
                     Health catastrophe risk — Concentration accident
                  
               
            
                  C1310/R3700–R4010
               
               
                  Largest known accident risk concentration — Countries
               
               
                  The largest accident risk concentration of an insurance or reinsurance undertaking, for each country, shall be equal to the largest number of persons for which the following conditions are met:
                  
                              —
                           
                           
                              The insurance or reinsurance undertaking has a workers' compensation insurance or reinsurance obligation or a group income protection insurance or reinsurance obligation in relation to each of the persons;
                           
                        
                              —
                           
                           
                              The obligations in relation to each of the persons cover at least one of the events set out in the next item;
                           
                        
                              —
                           
                           
                              The persons are working in the same building which is situated in this particular country.
                           
                        These persons are insured against the following types of event:
                  
                              —
                           
                           
                              Death caused by an accident;
                           
                        
                              —
                           
                           
                              Permanent disability caused by an accident;
                           
                        
                              —
                           
                           
                              Disability that lasts 10 years caused by an accident;
                           
                        
                              —
                           
                           
                              Disability that lasts 12 months caused by an accident;
                           
                        
                              —
                           
                           
                              Medical treatment caused by an accident.
                           
                        
            
                  C1320/R3700–R4010,
                  C1330/R3700–R4010,
                  C1340/R3700–R4010,
                  C1350/R3700–R4010,
                  C1360/R3700–R4010
               
               
                  Average sum insured per type of event
               
               
                  The value of the benefits shall be the sum insured or where the insurance contract provides for recurring benefit payments the best estimate of the benefit payments in case of event types.
                  Where the benefits of an insurance contract depend on the nature or extent of any injury resulting from event types, the calculation of the value of the benefits shall be based on the maximum benefits obtainable under the contract which are consistent with the event.
                  For medical expense insurance and reinsurance obligations the value of the benefits shall be based on an estimate of the average amounts paid in case of event types, taking into account the specific guarantees the obligations include.
               
            
                  C1370/R3700–R4010
               
               
                  Catastrophe Risk Charge before risk mitigation
               
               
                  Capital requirement before risk mitigation, for each country, arising from the health sub–module concentration accident.
               
            
                  C1410
               
               
                  Other countries to be considered in the Concentration accident
               
               
                  Identify the ISO code of other countries to be considered in the Concentration accident.
               
            
                  C1370/R4020
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Concentration accident all countries before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between countries, for the health sub–module concentration accident.
               
            
                  C1370/R4030
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between countries
               
               
                  Diversification effect arising from the aggregation of the health sub–module concentration accident relating to the different countries.
               
            
                  C1370/R4040
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Concentration accident all countries after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between countries, for the health sub–module concentration accident.
               
            
                  C1380/R3700–R4010
               
               
                  Estimated Risk Mitigation — Countries
               
               
                  For each of the countries identified the estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C1380/R4020
               
               
                  Estimated Risk Mitigation — Total Concentration accident all countries before diversification
               
               
                  Total of estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles for all countries.
               
            
                  C1390/R3700–R4010
               
               
                  Estimated Reinstatement Premiums — Countries
               
               
                  For each of the countries identified the estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C1390/R4020
               
               
                  Estimated Reinstatement Premiums — Total Concentration accident all countries before diversification
               
               
                  Total of the estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles for all countries.
               
            
                  C1400/R3700–R4010
               
               
                  Catastrophe Risk Charge after risk mitigation — Countries
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from the health sub–module concentration accident for each of the countries identified.
               
            
                  C1400/R4020
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Concentration accident all countries before diversification
               
               
                  The total capital requirement after risk mitigation, before diversification effect between countries, for the health sub–module concentration accident.
               
            
                  C1400/R4030
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between countries
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for the health sub–module concentration accident risks relating to the different countries.
               
            
                  C1400/R4040
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Concentration accident all countries after diversification
               
               
                  This is the total capital requirement after risk mitigation for the health sub–module concentration accident risk, taking into consideration the diversification effect given in C1400/R4020.
               
            
                  
                     Health catastrophe risk — Pandemic
                  
               
            
                  C1440/R4100–R4410
               
               
                  Medical expense — Number of insured persons — Countries
               
               
                  The number of insured persons of insurance and reinsurance undertakings, for each of the countries identified, which meet the following conditions:
                  
                              —
                           
                           
                              The insured persons are inhabitants of this particular country;
                           
                        
                              —
                           
                           
                              The insured persons are covered by medical expense insurance or reinsurance obligations, other than workers' compensation insurance or reinsurance obligations that cover medical expense resulting from an infectious disease.
                           
                        These insured persons may claim benefits for the following healthcare utilisation:
                  
                              —
                           
                           
                              Hospitalisation;
                           
                        
                              —
                           
                           
                              Consultation with a medical practitioner;
                           
                        
                              —
                           
                           
                              No formal medical care sought.
                           
                        
            
                  C1450/R4100–R4410,
                  C1470/R4100–R4410,
                  C1490/R4100–R4410
               
               
                  Medical expense — Unit claim cost per type of healthcare — Countries
               
               
                  Best estimate of the amounts payable, using the cash–flow projection, by insurance and reinsurance undertakings for an insured person in relation to medical expense insurance or reinsurance obligations, other than workers' compensation insurance or reinsurance obligations per healthcare utilisation type, in the event of a pandemic, for each of the countries identified.
               
            
                  C1460/R4100–R4410,
                  C1480/R4100–R4410,
                  C1500/R4100–R4410
               
               
                  Medical expense — Ratio of insured persons using type of healthcare — Countries
               
               
                  The ratio of insured persons with clinical symptoms utilising healthcare type, for each of the countries identified.
               
            
                  C1510/R4100–R4410
               
               
                  Catastrophe Risk Charge before risk mitigation — Countries
               
               
                  Capital requirement before risk mitigation, for each of the countries identified, arising from the health sub–module pandemic.
               
            
                  C1550
               
               
                  Other countries to be considered in the Pandemic
               
               
                  Identify the ISO code of other countries to be considered in the Concentration accident.
               
            
                  C1420/R4420
               
               
                  Income protection — Number of insured persons — Total Pandemic all countries
               
               
                  Total number of insured persons for all countries identified covered by the income protection insurance or reinsurance obligations other than workers' compensation insurance or reinsurance obligations.
               
            
                  C1430/R4420
               
               
                  Income protection — Total pandemic exposure — Total Pandemic all countries
               
               
                  The total of all income protection pandemic exposure for all countries identified of insurance and reinsurance undertakings.
                  The value of the benefits payable for the insured person shall be the sum insured or where the insurance contract provides for recurring benefit payments the best estimate of the benefit payments assuming that the insured person is permanently disabled and will not recover.
               
            
                  C1510/R4420
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Pandemic all countries
               
               
                  This is the total capital requirement before risk mitigation for the health sub–module pandemic for all countries identified.
               
            
                  C1520/R4420
               
               
                  Estimated Risk Mitigation — Total Pandemic all countries
               
               
                  The total estimated risk mitigation effect of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums for all countries identified.
               
            
                  C1530/R4420
               
               
                  Estimated Reinstatement Premiums — Total Pandemic all countries
               
               
                  The total estimated reinstatement premiums as a result of the undertaking's specific reinsurance contracts and special purpose vehicles relating to this peril for all countries identified.
               
            
                  C1540/R4420
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Pandemic all countries
               
               
                  The total capital requirement after risk mitigation for the health sub–module pandemic for all countries identified.
               
            
         S.28.01 — Minimum Capital Requirement — Only life or only non–life insurance or reinsurance activity
      
      
         General comments:
      
      This section relates to opening, quarterly and annual submission of information for individual entities.
      In particular, S.28.01 is to be submitted by insurance and reinsurance undertakings other than insurance undertakings engaged in both life and non–life insurance activity. These undertakings shall submit S.28.02 instead.
      This template shall be completed on the basis of Solvency II valuation, i.e. written premiums are defined as the premiums due to be received by the undertaking in the period (as defined in Article 1(11) of Delegated Regulation (EU) 2015/35).
      All references to technical provisions address technical provisions after application of Long Term Guarantee measures and transitionals.
      The calculation of MCR combines a linear formula with a floor of 25 % and a cap of 45 % of the SCR. The MCR is subject to an absolute floor depending on the nature of the undertaking (as defined in Article 129 (1) (d) of the Directive 2009/138/EC).
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010
               
               
                  Linear formula component for non–life insurance and reinsurance obligations — MCRNL Result
               
               
                  This is the linear formula component for non–life insurance and reinsurance obligations calculated in accordance with Article 250 of Delegated Regulation (EU) 2015/35.
               
            
                  C0020/R0020
               
               
                  Medical expense insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for medical expense insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0020
               
               
                  Medical expense insurance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for medical expense insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0030
               
               
                  Income protection insurance and proportional reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for income protection insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0030
               
               
                  Income protection insurance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for income protection insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0040
               
               
                  Workers' compensation insurance and proportional reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for workers' compensation insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0040
               
               
                  Workers' compensation insurance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for workers' compensations insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0050
               
               
                  Motor vehicle liability insurance and proportional reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for motor vehicle liability insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0050
               
               
                  Motor vehicle liability insurance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for motor vehicle liability insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0060
               
               
                  Other motor insurance and proportional reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for other motor insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0060
               
               
                  Other motor insurance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for other motor insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0070
               
               
                  Marine, aviation and transport insurance and proportional reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for marine, aviation and transport insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0070
               
               
                  Marine, aviation and transport insurance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for marine, aviation and transport insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0080
               
               
                  Fire and other damage to property insurance and proportional reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for fire and other damage to property insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0080
               
               
                  Fire and other damage to property insurance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for fire and other damage to property insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0090
               
               
                  General liability insurance and proportional reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for general liability insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0090
               
               
                  General liability insurance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for general liability insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0100
               
               
                  Credit and suretyship insurance and proportional reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for credit and suretyship insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0100
               
               
                  Credit and suretyship insurance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for credit and suretyship insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0110
               
               
                  Legal expenses insurance and proportional reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for legal expenses insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0110
               
               
                  Legal expenses insurance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for legal expenses insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0120
               
               
                  Assistance and proportional reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for assistance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0120
               
               
                  Assistance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for assistance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0130
               
               
                  Miscellaneous financial loss insurance and proportional reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for miscellaneous financial loss insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0130
               
               
                  Miscellaneous financial loss insurance and proportional reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for miscellaneous financial loss insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0140
               
               
                  Non–proportional health reinsurance — net (of reinsurance/SPV) and best estimate TP calculated as a whole
               
               
                  These are the technical provisions for non–proportional health reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0140
               
               
                  Non–proportional health reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for non–proportional health reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0150
               
               
                  Non–proportional casualty reinsurance — net (of reinsurance/SPV) and best estimate TP calculated as a whole
               
               
                  These are the technical provisions for non–proportional casualty reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0150
               
               
                  Non–proportional casualty reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for non–proportional casualty reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0160
               
               
                  Non–proportional marine, aviation and transport reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for non–proportional marine, aviation and transport reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0160
               
               
                  Non–proportional marine, aviation and transport reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for non–proportional marine, aviation and transport reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0020/R0170
               
               
                  Non–proportional property reinsurance — net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions for non–proportional property reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0030/R0170
               
               
                  Non–proportional property reinsurance — net (of reinsurance) written premiums in the last 12 months
               
               
                  These are the premiums written for non–proportional property reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero.
               
            
                  C0040/R0200
               
               
                  Linear formula component for life insurance and reinsurance obligations — MCRL Result
               
               
                  This is the result of the linear formula component for life insurance or reinsurance obligations calculated in accordance with Article 251 of Delegated Regulation (EU) 2015/35.
               
            
                  C0050/R0210
               
               
                  Obligations with profit participation — guaranteed benefits — Net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions without a risk margin in relation to guaranteed benefits for life insurance obligations with profit participation, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero and technical provisions without a risk margin for reinsurance obligations where the underlying life insurance obligations include profit participation, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0050/R0220
               
               
                  Obligations with profit participation — future discretionary benefits — Net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions without a risk margin in relation to future discretionary benefits for life insurance obligations with profit participation, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0050/R0230
               
               
                  Index–linked and unit–linked insurance obligations — Net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions without a risk margin for index–linked and unit–linked life insurance obligations and reinsurance obligations relating to such insurance obligations, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
               
            
                  C0050/R0240
               
               
                  Other life (re)insurance and health (re)insurance obligations — Net (of reinsurance/SPV) best estimate and TP calculated as a whole
               
               
                  These are the technical provisions without a risk margin for all other life insurance obligations and reinsurance obligations relating to such insurance obligations, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero.
                  Annuities related to non–life contracts shall be reported here.
               
            
                  C0060/R0250
               
               
                  Total capital at risk for all life (re)insurance obligations — Net (of reinsurance/SPV) total capital at risk
               
               
                  These are the total capital at risk, being the sum in relation to all contracts that give rise to life insurance or reinsurance obligations of the capital at risk of the contracts.
               
            
                  C0070/R0300
               
               
                  Overall MCR calculation — Linear MCR
               
               
                  The linear Minimum Capital Requirement shall equal to the sum of the MCR linear formula component for non–life insurance and reinsurance and the MCR linear formula component for life insurance and reinsurance obligations calculated in accordance with Article 249 of Delegated Regulation (EU) 2015/35.
               
            
                  C0070/R0310
               
               
                  Overall MCR calculation — SCR
               
               
                  This is the latest SCR to be calculated and reported in accordance with Articles 103 to 127 of Directive 2009/138/EC, either the annual one or a more recent one in case the SCR has been recalculated (e.g. due to a change in risk profile), including capital add on. Undertakings using internal model or partial internal model to calculate the SCR shall refer to the relevant SCR, except where under Article 129 (3) of Directive 2009/138/EC the national supervisory authority requires a reference to the standard formula.
               
            
                  C0070/R0320
               
               
                  Overall MCR calculation — MCR cap
               
               
                  This is calculated as 45 % of the SCR including any capital add–on in accordance with Art 129 (3) of the Directive 2009/138/EC.
               
            
                  C0070/R0330
               
               
                  Overall MCR calculation — MCR floor
               
               
                  This is calculated as 25 % of the SCR including any capital add–on in accordance with Art 129 (3) of the Directive 2009/138/EC.
               
            
                  C0070/R0340
               
               
                  Overall MCR calculation — Combined MCR
               
               
                  This is the result of the formula component calculated in accordance with Article 248 (2) of Delegated Regulation (EU) 2015/35.
               
            
                  C0070/R0350
               
               
                  Overall MCR calculation — Absolute floor of the MCR
               
               
                  This is calculated as defined in Art 129(1) d of Directive 2009/138/EC.
               
            
                  C0070/R0400
               
               
                  Minimum Capital Requirement
               
               
                  This is the result of the formula component calculated in accordance with Article 248 (1) of Delegated Regulation (EU) 2015/35.
               
            
         S.28.02 — Minimum Capital Requirement — Both life and non–life insurance activity
      
      
         General comments:
      
      This section relates to opening, quarterly and annual submission of information for individual entities.
      In particular, S.28.02 is to be submitted by insurance undertakings engaged in both life and non–life insurance activity. Insurance and reinsurance undertakings other than insurance undertakings engaged in both life and non–life insurance activity shall submit S.28.01 instead.
      This template shall be completed on the basis of Solvency II valuation, i.e. written premiums are defined as the premiums due to be received by the undertaking in the period (as defined in Article 1(11) of Delegated Regulation (EU) 2015/35).
      All references to technical provisions address technical provisions after application of Long Term Guarantee measures and transitionals.
      The calculation of MCR combines a linear formula with a floor of 25 % and a cap of 45 % of the SCR. The MCR is subject to an absolute floor depending on the nature of the undertaking (as defined in Article 129 (1) (d) of the Directive 2009/138/EC).
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010
               
               
                  Linear Formula component for non-life insurance and reinsurance obligations — MCR(NL,NL) result — non-life activities
               
               
                  This is the linear formula component for non-life insurance and reinsurance obligations relating to non-life insurance activities calculated in accordance with Article 252 (4) and (5) of Delegated Regulation (EU) 2015/35.
               
            
                  C0020/R0010
               
               
                  Linear Formula component for non-life insurance and reinsurance obligations — MCR(NL,L) result
               
               
                  This is the linear formula component for non-life insurance and reinsurance obligations relating to life insurance activities calculated in accordance with Article 252 (9) and (10) of Delegated Regulation (EU) 2015/35.
               
            
                  C0030/R0020
               
               
                  Medical expense insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for medical expense insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0020
               
               
                  Medical expense insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for medical expense insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0020
               
               
                  Medical expense insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for medical expense insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0020
               
               
                  Medical expense insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for medical expense insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0030
               
               
                  Income protection insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for income protection insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0030
               
               
                  Income protection insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for income protections insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0030
               
               
                  Income protection insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for income protection insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0030
               
               
                  Income protection insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for income protections insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0040
               
               
                  Workers' compensation insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for workers' compensation insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0040
               
               
                  Workers' compensation insurance and proportional reinsurance- Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for workers' compensations insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0040
               
               
                  Workers' compensation insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for workers' compensation insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0040
               
               
                  Workers' compensation insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for workers' compensations insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0050
               
               
                  Motor vehicle liability insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for motor vehicle liability insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0050
               
               
                  Motor vehicle liability insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for motor vehicle liability insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0050
               
               
                  Motor vehicle liability insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for motor vehicle liability insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0050
               
               
                  Motor vehicle liability insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for motor vehicle liability insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0060
               
               
                  Other motor insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for other motor insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0060
               
               
                  Other motor insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for other motor insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0060
               
               
                  Other motor insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for other motor insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0060
               
               
                  Other motor insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for other motor insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0070
               
               
                  Marine, aviation and transport insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for marine, aviation and transport insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0070
               
               
                  Marine, aviation and transport insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for marine, aviation and transport insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0070
               
               
                  Marine, aviation and transport insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for marine, aviation and transport insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0070
               
               
                  Marine, aviation and transport insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for marine, aviation and transport insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0080
               
               
                  Fire and other damage to property insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for fire and other damage to property insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0080
               
               
                  Fire and other damage to property insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for fire and other damage to property insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0080
               
               
                  Fire and other damage to property insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for fire and other damage to property insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0080
               
               
                  Fire and other damage to property insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for fire and other damage to property insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0090
               
               
                  General liability insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for general liability insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0090
               
               
                  General liability insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for general liability insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0090
               
               
                  General liability insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for general liability insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0090
               
               
                  General liability insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for general liability insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0100
               
               
                  Credit and suretyship insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for credit and suretyship insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0100
               
               
                  Credit and suretyship insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for credit and suretyship insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0100
               
               
                  Credit and suretyship insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for credit and suretyship insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0100
               
               
                  Credit and suretyship insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for credit and suretyship insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0110
               
               
                  Legal expenses insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for legal expenses insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0110
               
               
                  Legal expenses insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for legal expenses insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0110
               
               
                  Legal expenses insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for legal expenses insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0110
               
               
                  Legal expenses insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for legal expenses insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0120
               
               
                  Assistance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for assistance and its proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0120
               
               
                  Assistance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for assistance and its proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0120
               
               
                  Assistance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for assistance and its proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0120
               
               
                  Assistance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for assistance and its proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0130
               
               
                  Miscellaneous financial loss insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for miscellaneous financial loss insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0130
               
               
                  Miscellaneous financial loss insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for miscellaneous financial loss insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0130
               
               
                  Miscellaneous financial loss insurance and proportional reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for miscellaneous financial loss insurance and proportional reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0130
               
               
                  Miscellaneous financial loss insurance and proportional reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for miscellaneous financial loss insurance and proportional reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0140
               
               
                  Non-proportional health reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for non-proportional health reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0140
               
               
                  Non-proportional health reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for non-proportional health reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0140
               
               
                  Non-proportional health reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for non-proportional health reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0140
               
               
                  Non-proportional health reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for non-proportional health reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0150
               
               
                  Non-proportional casualty reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for non-proportional casualty reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0150
               
               
                  Non-proportional casualty reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for non-proportional casualty reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0150
               
               
                  Non-proportional casualty reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for non-proportional casualty reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0150
               
               
                  Non-proportional casualty reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for non-proportional casualty reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0160
               
               
                  Non-proportional marine, aviation and transport reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for non-proportional marine, aviation and transport reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0160
               
               
                  Non-proportional marine, aviation and transport reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for non-proportional marine, aviation and transport reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0160
               
               
                  Non-proportional marine, aviation and transport reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for non-proportional marine, aviation and transport reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0160
               
               
                  Non-proportional marine, aviation and transport reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for non-proportional marine, aviation and transport reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0030/R0170
               
               
                  Non-proportional property reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions for non-proportional property reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0040/R0170
               
               
                  Non-proportional property reinsurance — Net (of reinsurance) written premiums in the last 12 months — non-life activities
               
               
                  These are the premiums written for non-proportional property reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to non-life activities.
               
            
                  C0050/R0170
               
               
                  Non-proportional property reinsurance — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions for non-proportional property reinsurance, without risk margin after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0060/R0170
               
               
                  Non-proportional property reinsurance — Net (of reinsurance) written premiums in the last 12 months — life activities
               
               
                  These are the premiums written for non-proportional property reinsurance during the (rolling) last 12 months, after deduction of premiums for reinsurance contracts, with a floor equal to zero, relating to life activities.
               
            
                  C0070/R0200
               
               
                  Linear Formula component for life insurance and reinsurance obligations MCR(L,NL) Result
               
               
                  This is the linear formula component for life insurance and reinsurance obligations relating to non-life insurance activities calculated in accordance with Article 252 (4) and (5) of Delegated Regulation (EU) 2015/35.
               
            
                  C0080/R0200
               
               
                  Linear Formula component for life insurance and reinsurance obligations MCR(L,L) Result
               
               
                  This is the linear formula component for life insurance and reinsurance obligations relating to life insurance activities calculated in accordance with Article 252 (9) and (10) of Delegated Regulation (EU) 2015/35.
               
            
                  C0090/R0210
               
               
                  Obligations with profit participation — guaranteed benefits — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions without a risk margin for guaranteed benefits in respect of life insurance obligations with profit participation, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities and technical provisions without a risk margin for reinsurance obligations where the underlying insurance obligations include profit participation, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0110/R0210
               
               
                  Obligations with profit participation — guaranteed benefits — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions without a risk margin for guaranteed benefits in respect of life insurance obligations with profit participation, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities and technical provisions without a risk margin for reinsurance obligations where the underlying insurance obligations include profit participation, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0090/R0220
               
               
                  Obligations with profit participation — future discretionary benefits — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions without a risk margin for future discretionary benefits in respect of life insurance obligations with profit participation, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0110/R0220
               
               
                  Obligations with profit participation — future discretionary benefits — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions without a risk margin for future discretionary benefits in respect of life insurance obligations with profit participation, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0090/R0230
               
               
                  Index-linked and unit-linked insurance obligations — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions without a risk margin for index-linked and unit-linked life insurance obligations and reinsurance obligations relating to such insurance obligations, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to non-life activities.
               
            
                  C0110/R0230
               
               
                  Index-linked and unit-linked insurance obligations — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions without a risk margin for index-linked and unit-linked life insurance obligations and reinsurance obligations relating to such insurance obligations, after deduction of the amounts recoverable from reinsurance contracts and SPVs, with a floor equal to zero, relating to life activities.
               
            
                  C0090/R0240
               
               
                  Other life (re)insurance and health (re)insurance obligations — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — non-life activities
               
               
                  These are the technical provisions without a risk margin for other life insurance obligations and reinsurance obligations relating to such insurance obligations, after deduction of the amounts recoverable from reinsurance contracts and SPV, with a floor equal to zero, relating to non-life activities.
               
            
                  C0110/R0240
               
               
                  Other life (re)insurance and health (re)insurance obligations — Net (of reinsurance/SPV) best estimate and TP calculated as a whole — life activities
               
               
                  These are the technical provisions without a risk margin for other life insurance obligations and reinsurance obligations relating to such insurance obligations, after deduction of the amounts recoverable from reinsurance contracts and SPV, with a floor equal to zero, relating to life activities.
               
            
                  C0100/R0250
               
               
                  Total capital at risk for all life (re)insurance obligations — Net (of reinsurance/SPV) total capital at risk — non-life activities
               
               
                  This is the total capital at risk, being the sum over all contracts that give rise to life insurance or reinsurance obligations of the highest amounts that the insurance undertaking would pay in the event of the death or disability of the persons insured under the contract after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles in such event, and the expected present value of annuities payable on death or disability less the net best estimate, with a floor equal to zero, relating to non-life activities.
               
            
                  C0120/R0250
               
               
                  Total capital at risk for all life (re)insurance obligations — Net (of reinsurance/SPV) total capital at risk — life activities
               
               
                  This is the total capital at risk, being the sum over all contracts that give rise to life insurance or reinsurance obligations of the highest amounts that the insurance undertaking would pay in the event of the death or disability of the persons insured under the contract after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles in such event, and the expected present value of annuities payable on death or disability less the net best estimate, with a floor equal to zero, relating to life activities.
               
            
                  C0130/R0300
               
               
                  Overall MCR calculation — Linear MCR
               
               
                  The linear Minimum Capital Requirement shall equal to the sum of the MCR linear formula component for non-life insurance and reinsurance and the MCR linear formula component for life insurance and reinsurance obligations calculated in accordance with Article 249 of Delegated Regulation (EU) 2015/35.
               
            
                  C0130/R0310
               
               
                  Overall MCR calculation — SCR
               
               
                  This is the latest SCR to be calculated and reported in accordance with Articles 103 to 127 of Directive 2009/138/EC, either the annual one or a more recent one in case the SCR has been recalculated (e.g. due to a change in risk profile), including capital add-on. Undertakings using internal model or partial internal model to calculate the SCR shall refer to the relevant SCR, except where under Article 129(3) of Directive 2009/138/EC the national supervisor requires a reference to the standard formula.
               
            
                  C0130/R0320
               
               
                  Overall MCR calculation — MCR cap
               
               
                  This is calculated as 45 % of the SCR including any capital add-on in accordance with Article 129(3) of the Directive 2009/138/EC.
               
            
                  C0130/R0330
               
               
                  Overall MCR calculation — MCR floor
               
               
                  This is calculated as 25 % of the SCR including any capital add-on in accordance with Article 129(3) of Directive 2009/138/EC.
               
            
                  C0130/R0340
               
               
                  Overall MCR calculation — Combined MCR
               
               
                  This is the result of the formula component calculated in accordance with Article 248 (2) of Delegated Regulation (EU) 2015/35.
               
            
                  C0130/R0350
               
               
                  Overall MCR calculation — Absolute floor of the MCR
               
               
                  This is calculated as defined in Article 129(1)d of Directive 2009/138/EC.
               
            
                  C0130/R0400
               
               
                  Minimum Capital Requirement
               
               
                  This is the result of the formula component calculated in accordance with Article 248 (1) of Delegated Regulation (EU) 2015/35.
               
            
                  C0140/R0500
               
               
                  Notional non-life and life MCR calculation — Notional linear MCR — non-life activities
               
               
                  This is calculated in accordance with Article 252 (3) of Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0500
               
               
                  Notional non-life and life MCR calculation — Notional linear MCR -life activities
               
               
                  This is calculated in accordance with Article 252 (9) of Delegated Regulation (EU) 2015/35.
               
            
                  C0140/R0510
               
               
                  Notional non-life and life MCR calculation — Notional SCR excluding add-on (annual or latest calculation) — non-life activities
               
               
                  This is the latest notional SCR to be calculated and reported in accordance with in accordance with Articles 103 to 127 of Directive 2009/138/EC, either the annual one or a more recent one in case the notional SCR has been recalculated (e.g. due to a change in risk profile), excluding capital add-on. Undertakings using internal model or partial internal model to calculate the SCR shall refer to the relevant SCR, except where under Article 129(3) of Directive 2009/138/EC the national supervisor requires a reference to the standard formula.
               
            
                  C0150/R0510
               
               
                  Notional non-life and life MCR calculation — Notional SCR excluding add-on (annual or latest calculation) -life activities
               
               
                  This is the latest notional SCR to be calculated and reported in accordance with in accordance with Articles 103 to 127 of Directive 2009/138/EC, either the annual one or a more recent one in case the notional SCR has been recalculated (e.g. due to a change in risk profile), excluding capital add-on. Undertakings using internal model or partial internal model to calculate the SCR shall refer to the relevant SCR, except where under Article 129(3) of Directive 2009/138/EC the national supervisor requires a reference to the standard formula.
               
            
                  C0140/R0520
               
               
                  Notional non-life and life MCR calculation — Notional MCR cap — non-life activities
               
               
                  This is calculated as 45 % of the notional non-life SCR including the non-life capital add-on in accordance with Article 129 (3) of Directive 2009/138/EC.
               
            
                  C0150/R0520
               
               
                  Notional non-life and life MCR calculation — Notional MCR cap -life activities
               
               
                  This is calculated as 45 % of the notional life SCR including the life capital add-on in accordance with Article 129 (3) of Directive 2009/138/EC.
               
            
                  C0140/R0530
               
               
                  Notional non-life and life MCR calculation — Notional MCR floor — non-life activities
               
               
                  This is calculated as 25 % of the notional non-life SCR including the non-life capital add-on in accordance with Article 129 (3) of Directive 2009/138/EC.
               
            
                  C0150/R0530
               
               
                  Notional non-life and life MCR calculation — Notional MCR floor -life activities
               
               
                  This is calculated as 25 % of the notional life SCR including the life capital add-on in accordance with Article 129 (3) of Directive 2009/138/EC.
               
            
                  C0140/R0540
               
               
                  Notional non-life and life MCR calculation — Notional Combined MCR — non-life activities
               
               
                  This is calculated in accordance with Article 252 (3) of Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0540
               
               
                  Notional non-life and life MCR calculation — Notional Combined MCR -life activities
               
               
                  This is calculated in accordance with Article 252 (8) of Delegated Regulation (EU) 2015/35.
               
            
                  C0140/R0550
               
               
                  Notional non-life and life MCR calculation — Absolute floor of the notional MCR — non-life activities
               
               
                  This is the amount defined in Article 129(1)(d)(i) of Directive 2009/138/EC.
               
            
                  C0150/R0550
               
               
                  Notional non-life and life MCR calculation — Absolute floor of the notional MCR — life activities
               
               
                  This is the amount defined in Article 129(1)(d)(ii) Directive 2009/138/EC.
               
            
                  C0140/R0560
               
               
                  Notional non-life and life MCR calculation — Notional MCR — non-life activities
               
               
                  This is the notional non-life MCR calculated in accordance with Article 252 (2) of Delegated Regulation (EU) 2015/35.
               
            
                  C0150/R0560
               
               
                  Notional non-life and life MCR calculation — Notional MCR — life activities
               
               
                  This is the notional life MCR calculated in accordance with Article 252 (7) of Delegated Regulation (EU) 2015/35.
               
            
         S.29.01 — Excess of Assets over Liabilities
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template, together with S.29.02 to S.29.04, explains the variation of Excess of Assets over Liabilities by reconciling the different sources of movements (please see the five main sources in b) below). In these templates, creation of value needs to be reported (such as income from investments).
      The content of this template covers:
      
                  a)
               
               
                  A presentation of all variations in Basic Own fund items during the reporting period. It isolates the variation of the Excess of Assets over Liabilities as part of this total variation. This first analysis is entirely performed based on information also reported in template S.23.01 (year N and N–1).
               
            
                  b)
               
               
                  A summary of the 5 main sources affecting the variation of the Excess of Assets over Liabilities between the prior and the last reporting periods (cells C0030/R0190 to C0030/R0250):
                  
                              —
                           
                           
                              The variation related to investments and financial liabilities — detailed in template S.29.02,
                           
                        
                              —
                           
                           
                              The variation related to technical provisions — detailed in templates S.29.03 and S.29.04,
                           
                        
                              —
                           
                           
                              The variation of ‘pure’ capital items, which is not directly influenced by the business carried on (e.g., variations in ordinary shares numbers and values); these variations are analysed in detail within template S.23.03;
                           
                        
                              —
                           
                           
                              Other main variations linked to tax and dividend distribution, namely:
                              
                                          —
                                       
                                       
                                          Variation in Deferred Tax position
                                       
                                    
                                          —
                                       
                                       
                                          Income Tax of the reporting period
                                       
                                    
                                          —
                                       
                                       
                                          Dividend distribution
                                       
                                    
                        
                              —
                           
                           
                              Other variations not explained elsewhere.
                           
                        
            
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010–R0120
               
               
                  Basic Own fund items — Year N
               
               
                  These items do not cover all Basic Own fund items, but only those before adjustments/deductions for:
                  
                              —
                           
                           
                              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;
                           
                        
                              —
                           
                           
                              Participations in financial and credit institutions.
                           
                        
            
                  C0020/R0010 — R0120
               
               
                  Basic Own fund items — Year N–1
               
               
                  These items do not cover all Basic Own fund items, but only those before adjustments/deductions for:
                  
                              —
                           
                           
                              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;
                           
                        
                              —
                           
                           
                              Participations in financial and credit institutions
                           
                        
            
                  C0030/R0010–R0120
               
               
                  Basic Own fund items — Variation
               
               
                  Variation between reporting period N and N–1 of own fund items.
               
            
                  C0030/R0130
               
               
                  Excess of assets over liabilities (Variations of Basic Own Funds explained by Variation Analysis Templates)
               
               
                  Variation of excess of assets over liabilities. This item is further assessed in rows R0190 to R0250 and then in templates S.29.02 to S.29.04.
                  Excess of assets over liabilities shall be considered before deductions for Participations in financial and credit institutions.
               
            
                  C0030/R0140
               
               
                  Own shares
               
               
                  Variation of own shares included as assets on the balance sheet.
               
            
                  C0030/R0150
               
               
                  Foreseeable dividends, distributions and charges
               
               
                  Variation of foreseeable dividends, distributions and charges.
               
            
                  C0030/R0160
               
               
                  Other basic own fund items
               
               
                  Variation of other basic own fund items.
               
            
                  C0030/R0170
               
               
                  Restricted own fund items due to ring fencing and matching
               
               
                  Variation of restricted own fund items due to ring fencing and matching.
               
            
                  C0030/R0180
               
               
                  Total variation of Reconciliation Reserve
               
               
                  Total variation of Reconciliation Reserve.
               
            
                  C0030/R0190
               
               
                  Variations due to investments and financial liabilities
               
               
                  Variations in the Excess of assets over liabilities explained by variations in investments and financial liabilities (for instance variations in value in the period, financial revenues, etc.)
               
            
                  C0030/R0200
               
               
                  Variations due to technical provisions
               
               
                  Variations in the Excess of assets over liabilities explained by variations in technical provisions (for instance provision reversals or new earned premiums, etc.).
               
            
                  C0030/R0210
               
               
                  Variations in capital basic own fund items and other items approved
               
               
                  This amount explains the part of the variation of Excess of Assets over Liabilities due to movements in ‘pure’ capital items, such as Ordinary share capital (gross of own shares), Preference shares, Surplus funds.
               
            
                  C0030/R0220
               
               
                  Variations in Deferred Tax position
               
               
                  Variations in the Excess of assets over liabilities explained by variation of deferred tax assets and deferred tax liabilities
               
            
                  C0030/R0230
               
               
                  Income tax of the reporting period
               
               
                  Amount of corporate tax of the reporting period, as stated in the financial statements of the reporting period.
               
            
                  C0030/R0240
               
               
                  Dividend distribution
               
               
                  Amount of dividend distributed during the reporting period, as stated in the financial statements of the reporting period.
               
            
                  C0030/R0250
               
               
                  Other variations in Excess of Assets over Liabilities
               
               
                  The remaining variations in the excess of assets over liabilities.
               
            
         S.29.02 — Excess of Assets over Liabilities — explained by investments and financial liabilities
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template focuses on changes in the Excess of Assets over Liabilities due to investments and financial liabilities.
      The scope of this template:
      
                  i.
               
               
                  Includes liabilities position of derivatives (as investments);
               
            
                  ii.
               
               
                  Includes Own shares;
               
            
                  iii.
               
               
                  Includes Financial liabilities (comprising subordinated liabilities);
               
            
                  iv.
               
               
                  Excludes assets held for unit–linked and index–linked funds;
               
            
                  v.
               
               
                  Excludes property held for own use.
               
            For all these items, the template covers the investments held at closing date of the prior reporting period (N–1) and the investments acquired/issued during the reporting period (N).
      With regards to assets held for unit linked and index linked funds, the adjustment on basic own funds related to valuation is taken into account in template S.29.03.
      The difference between template S.29.02 (last table) and information in template S.09.01 is the inclusion of the revenue from own shares and the exclusion of unit linked. The purpose of the template is to provide a detailed understanding of the changes in the Excess of Assets over Liabilities related to investments, considering:
      
                  i.
               
               
                  Movements in valuation with an impact on the Excess of Assets over Liabilities (e.g. realised gains and losses from sales, but also valuation differences);
               
            
                  ii.
               
               
                  Revenues triggered by investments;
               
            
                  iii.
               
               
                  Expenses related to investments (including interest charges on financial liabilities.).
               
            
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010/R0010
               
               
                  Valuation movements on investments
               
               
                  Valuation movements on investments, including:
                  
                              —
                           
                           
                              For those assets kept in the portfolio, the difference between Solvency II values at the end of the reporting period (N) and at the beginning of the Year (N–1);
                           
                        
                              —
                           
                           
                              For those investments divested between the two reporting periods (including where an asset was acquired during the reporting period), the difference between the selling price and the Solvency II value as at the last reporting period (or, in case of investments acquired during the period, the acquisition cost value);
                           
                        
                              —
                           
                           
                              For those assets acquired during the reporting period and still held at the end of the reporting period, the difference between the closing Solvency II value and the acquisition cost/value.
                           
                        It shall include amounts relative to derivatives regardless of derivatives being an asset or a liability.
                  It shall not include amounts reported in ‘Investment revenues — R0040’ and ‘Investments expenses including Interest charges on subordinated and financial liabilities — R0050’.
               
            
                  C0010/R0020
               
               
                  Valuation movements on own shares
               
               
                  Same as for cell C0010/R0010, but for own shares.
               
            
                  C0010/R0030
               
               
                  Valuation movements on financial liabilities and subordinated liabilities
               
               
                  Valuation movements on financial liabilities and subordinated liabilities, including:
                  
                              —
                           
                           
                              For those financial and subordinated liabilities issued prior to the reporting period and not redeemed, the difference between Solvency II values at the end of the reporting period (N) and at the beginning of the reporting period (N–1);
                           
                        
                              —
                           
                           
                              For those financial and subordinated liabilities redeemed between the reporting period, the difference between the redemption price and the Solvency II value as at the end of the last reporting period;
                           
                        
                              —
                           
                           
                              For those financial and subordinated liabilities issued during the reporting period and not redeemed during the period, the difference between the closing Solvency II value and issuance price.
                           
                        
            
                  C0010/R0040
               
               
                  Investment Revenues
               
               
                  Includes dividends, interests, rents and other revenues, due to investments within scope of this template.
               
            
                  C0010/R0050
               
               
                  Investments expenses including interest charges on subordinated and financial liabilities
               
               
                  Investments expenses including interest charges on subordinated and financial liabilities, including:
                  
                              —
                           
                           
                              Investment management expenses — related to ‘Investments (other than assets held for index–linked and unit–linked contracts)’ and to ‘Own shares’;
                           
                        
                              —
                           
                           
                              Interest charges on financial and subordinated liabilities related to ‘Financial liabilities other than debts owed to credit institutions’ as well as ‘Debts owed to credit institutions’ and ‘Subordinated liabilities’.
                           
                        Those expenses and charges correspond to the ones recorded and recognised on an accrual basis at the end of the period.
               
            
                  C0010/R0060
               
               
                  Variation in Excess of Assets over Liabilities explained by investments and financial liabilities management
               
               
                  Total of variation in Excess of Assets over Liabilities explained by investments and financial liabilities management.
               
            
                  C0010/R0070
               
               
                  Dividends
               
               
                  Amount of dividends earned over the reporting period, excluding any dividends from assets held for unit–linked and index–linked funds, or property held for own use).
                  The same definition as in S.09.01 shall apply (except for the scope of investments to consider).
               
            
                  C0010/R0080
               
               
                  Interests
               
               
                  Amount of interest earned over the reporting period excluding any interests from assets held for unit–linked and index–linked funds, or property held for own use).
                  The same definition as in S.09.01 shall apply (except for the scope of investments to consider).
               
            
                  C0010/R0090
               
               
                  Rents
               
               
                  Amount of rent earned over the reporting period excluding any rent from Assets held for unit–linked and index–linked funds, or property held for own use).
                  The same definition as in S.09.01 shall apply (except for the scope of investments to consider).
               
            
                  C0010/R0100
               
               
                  Other
               
               
                  Amount of other investments income received and accrued at the end of the reporting year. Applicable to other investment income not considered in cells C0010/R0070, C0010/R0080 and C0010/R0090, such as securities lending fees, commitment fees etc, excluding the ones from assets held for unit–linked & index–linked funds, or property held for own use).
               
            
         S.29.03 — Excess of Assets over Liabilities — explained by technical provisions
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template focuses on changes in the Excess of Assets over Liabilities due to technical provisions (TP). The scope of technical provisions includes risks captured through Best Estimate (BE) and Risk margin, and those captured through TP calculated as a whole.
      As regards the order of calculation in the table ‘breakdown of Variation in Best Estimate’, presentation of the order is not deemed prescriptive as to the order in which the calculation is performed, as long as the content of the different cells indeed reflect the purpose and definition of these cells.
      Undertakings are required to report data on accident year or underwriting year basis, in accordance with any requirements of the National Supervisory Authority. If the National Supervisory Authority has not stipulated which to use then the undertaking may use accident or underwriting year according to how they manage each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, provided that they use the same year consistently, year on year.
      The purpose of the template is to provide a detailed understanding of the changes in the Excess of Assets over Liabilities related to technical provisions, considering:
      
                  —
               
               
                  Changes in TP captions;
               
            
                  —
               
               
                  Changes in technical flows of the period;
               
            
                  —
               
               
                  A detailed breakdown of the variation of Best Estimate — gross of reinsurance by sources of changes (such as new business, changes in assumptions, experience, etc.).
               
            
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Of which the following breakdown of Variation in Best Estimate — analysis per UWY if applicable — Gross of reinsurance
                  
               
            
                  C0010–C0020/R0010
               
               
                  Opening Best Estimate
               
               
                  Amount of Best Estimate — gross of reinsurance — as stated in the Balance Sheet at closing year N–1 related to those lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, for which an underwriting year approach (UWY) is used for Best Estimate calculation.
               
            
                  C0010–C0020/R0020
               
               
                  Exceptional elements triggering restating of opening Best Estimate
               
               
                  Amount of adjustment to opening Best Estimate due to elements, other than changes in perimeter that led to restate the opening BE.
                  Shall essentially concern changes in models (in case models are used) for correction of the model and other modifications. It shall not concern changes in assumptions.
                  These cells are expected to be mostly applicable for Life business.
               
            
                  C0010–C0020/R0030
               
               
                  Changes in perimeter
               
               
                  Amount of adjustment to opening Best Estimate related to changes in perimeter of the portfolio like sales of (part of) portfolio and purchases. This could also concern changes of perimeter due to liabilities evolving to annuities stemming from Non–Life obligations (triggering some changes from Non–Life to Life).
               
            
                  C0010–C0020/R0040
               
               
                  Foreign exchange variation
               
               
                  Amount of adjustment to opening Best Estimate related to foreign exchange variation during the period.
                  In this case the foreign exchange variation is actually meant to be applied to contracts which are taken out in currencies different from the balance sheet currency. For the calculation, the cash–flows of these contracts contained in the opening Best Estimate are simply converted due to the exchange variation.
                  This item does not address the impact on the cash–flows of the insurance portfolio induced by re–valuation of year N–1 assets due to foreign exchange variation during year N.
               
            
                  C0010–C0020/R0050
               
               
                  Best Estimate on risks accepted during the period
               
               
                  It represents present expected future cash flows (gross of reinsurance) included in Best Estimate and related to risks accepted during the period.
                  This shall be considered at the closing date (and not at the actual date of inception of the risks), i.e. this shall form part of the Best Estimate at closing date.
                  The scope of cash flows refers to Article 77 of Directive 2009/138/EC.
               
            
                  C0010–C0020/R0060
               
               
                  Variation of Best Estimate due to unwinding of discount rate — risks accepted prior to period
               
               
                  The variation of Best Estimate captured here shall only relate to the unwinding of discount rates, and does not take into account other parameters such as changes in assumptions or discount rates, experience adjustment, etc.
                  The concept of unwinding may be illustrated as follows: Calculate the Best Estimate of year N–1 again but using the shifted interest rate term structure
                  In order to isolate this strict scope of variation, the calculation may be as follows:
                  
                              —
                           
                           
                              Consider Opening Best Estimate including the adjustment to opening Best Estimate (cells C0010/R0010 to R0040);
                           
                        
                              —
                           
                           
                              Based on this figure, run the calculation of the unwinding of discount rates.
                           
                        
            
                  C0010–C0020/R0070
               
               
                  Variation of Best Estimate due to year N projected in and out flows — risks accepted prior to period
               
               
                  Premiums, claims, and surrenders that were forecasted on the Opening Best Estimate as to be paid during the year, will not be in the closing Best Estimate anymore as they would have been paid/received during the year. A neutralisation adjustment shall be performed.
                  In order to isolate this adjustment, the calculation may be as follows:
                  
                              —
                           
                           
                              Consider Opening Best Estimate (cell C0010/R0010) including the adjustment to opening Best Estimate (cells C0010/R0020 to R0040)
                           
                        
                              —
                           
                           
                              Isolate the amount of cash flows (cash in minus cash out) that were projected within this opening Best Estimate for the period considered
                           
                        
                              —
                           
                           
                              This isolated amount of cash flow shall come in addition to Opening Best Estimate (for neutralisation effect) — and be filled in cell C0010/R0070 and C0020/R0070.
                           
                        
            
                  C0010–C0020/R0080
               
               
                  Variation of Best Estimate due to experience — risks accepted prior to period
               
               
                  The variation of Best Estimate captured here shall strictly relate to the strict realisation of cash flows when compared to the cash flows that were projected.
                  For calculation purposes, and in case of non–availability of information of realised cash flows, the variation due to experience may be calculated as the difference between realised technical flows and projected cash–flow.
                  Realised technical flows refer to those reported under Solvency II principles i.e. premiums effectively written, claims effectively paid and expenses effectively recorded.
               
            
                  C0010–C0020/R0090
               
               
                  Variation of Best Estimate due to changes in non–economic assumptions — risks accepted prior to period
               
               
                  It mainly refers to changes in RBNS not driven by realised technical flows (e.g. revision on a case by case basis of the amount of IBNR) and changes assumptions directly linked to insurance risks (i.e. lapse rates), which can be referred to as non–economic assumptions.
                  In order to isolate the strict scope of variation due to changes in assumptions, the calculation may be as follows:
                  
                              —
                           
                           
                              Consider the opening Best Estimate (cell C0010/R0010) including the adjustment to opening Best Estimate (cell C0010/R0010 to R0040) and the impact of unwinding, of year N projected cash–flows and (C0010/R0060 to R0080 and C0020/R0060 to R0080 respectively);
                           
                        
                              —
                           
                           
                              Based on this figure, run calculations with new assumptions not related to discount rates — that applied at year end N (if any)
                           
                        This will provide the variation of Best Estimate strictly related to changes in these assumptions. This may not capture the variation due to case–by–case revision of RBNS, which would thus have to be added.
                  For Non–Life, cases can be expected where these changes cannot be discerned separately from changes due to experience (C0020/R0080). In such cases, report the total figure under C0020/R0080.
               
            
                  C0010–C0020/R0100
               
               
                  Variation of Best Estimate due to changes in economic environment — risks accepted prior to period
               
               
                  It mainly refers to assumptions not directly linked to insurance risks, i.e. mainly the impact of the changes in economic environment on the cash flows (taking management actions into account, e.g. reduction of future discretionary benefits (‘FDB’)) and changes in discount rates.
                  For non–life (C0020/R0100), in case variation due to inflation cannot be discerned from changes due to experience, the whole amount would be reported under C0020/R0080.
                  In order to isolate this strict scope of variation, the calculation may be as follows:
                  
                              —
                           
                           
                              Consider the opening Best Estimate including the adjustment to opening Best Estimate (cell C0010/R0010 to R0040) and the impact of unwinding, of year N projected cash–flows and experience (C0010/R0060 to R0080 and C0020/R0060 to R0080 respectively, or alternatively, C0010/R0060 to R0090 and C0020/R0060 to R0090 respectively)
                           
                        
                              —
                           
                           
                              Based on this figure, run calculations with new discount rates that applied during year N, together with related financial assumptions (if any).
                           
                        This will provide the variation of Best Estimate strictly related to changes in discount rates and related financial assumptions.
               
            
                  C0010–C0020/R0110
               
               
                  Other changes not elsewhere explained
               
               
                  Corresponds to other variations in Best Estimate, not captured in cells C0010/R0010 to R0100 (for Life) or C0020/R0010 to R0100 (Non–Life).
               
            
                  C0010–C0020/R0120
               
               
                  Closing Best Estimate — gross of reinsurance
               
               
                  Amount of Best Estimate as stated in the Balance Sheet at closing year N related to those lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, for which an underwriting year approach (UWY) is used for Best Estimate calculation.
                  These cells might be nil (if no UWY approach is used), or might total the closing Best Estimate figure in the Balance Sheet if no accident Year approach (AY) is used.
               
            
                  
                     Of which the following breakdown of Variation in Best Estimate — analysis per UWY if applicable — Reinsurance recoverables
                  
               
            
                  C0030–C0040/R0130
               
               
                  Opening Best Estimate
               
               
                  Amount of Best Estimate of reinsurance recoverable as stated in the Balance Sheet at closing year N–1 related to those lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, for which an underwriting year approach (UWY) is used for Best Estimate calculation.
               
            
                  C0030–C0040/R0140
               
               
                  Closing Best Estimate
               
               
                  Amount of Best Estimate of reinsurance recoverable as stated in the Balance Sheet at closing year N related to those lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, for which an underwriting year approach (UWY) is used for Best Estimate calculation.
               
            
                  
                     Of which the following breakdown of Variation in Best Estimate — analysis per AY if applicable — Gross of reinsurance
                  
               
            
                  C0050–C0060/R0150
               
               
                  Opening Best Estimate
               
               
                  Amount of Best Estimate — gross of reinsurance — as stated in the Balance Sheet at closing year N–1 related to those lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, for which an accident year approach (AY) is used for Best Estimate calculation.
               
            
                  C0050–C0060/R0160
               
               
                  Exceptional elements triggering restating of opening Best Estimate
               
               
                  Same as for C0010 and C0020/R0020
               
            
                  C0050–C0060/R0170
               
               
                  Changes in perimeter
               
               
                  Same as for C0010 and C0020/R0030
               
            
                  C0050–C0060/R0180
               
               
                  Foreign exchange variation
               
               
                  Same as for C0010 and C0020/R0040
               
            
                  C0050–C0060/R0190
               
               
                  Variation of Best Estimate on risk covered after the period
               
               
                  It is expected that these cells mainly concerns Non–Life and refers to changes in (part of) Premiums Provisions (i.e. in relation to all recognised obligations within the boundary of the contract at the valuation date where the claim has not yet occurred) as follows:
                  
                              —
                           
                           
                              Identify the part of premiums provisions at Year end (N–1) related to a coverage period starting after the closing Year end N–1;
                           
                        
                              —
                           
                           
                              Have the same considerations and identifications for Premiums Provisions at year end N;
                           
                        
                              —
                           
                           
                              Derive the variation from the two figures.
                           
                        
            
                  C0050–C0060/R0200
               
               
                  Variation of Best Estimate on risks covered during the period
               
               
                  It is expected that these cells mainly concerns Non–Life, and refers to the following cases:
                  
                              a)
                           
                           
                              (part of) Premiums Provisions at Year end N–1 which turned to Claims Provisions at year end N because claim has occurred during the period
                           
                        
                              b)
                           
                           
                              claims provisions related to claims occurred during the period (for which there was no Premiums provisions at year end N–1)
                           
                        Calculation may be as follows:
                  
                              —
                           
                           
                              Identify the part of premiums provisions at Year end (N–1) for which cover had already incepted;
                           
                        
                              —
                           
                           
                              Identify the part of claims provisions at Year end (N) related to risks covered during the period;
                           
                        
                              —
                           
                           
                              Derive the variation from the two figures.
                           
                        
            
                  C0050–C0060/R0210
               
               
                  Variation of Best Estimate due to unwinding of discount rate — risks covered prior to period
               
               
                  The concept of unwinding may be illustrated as follows: Calculate the Best Estimate of year N–1 again but using the shifted interest rate term structure.
                  In order to isolate this strict scope of variation, the calculation may be as follows:
                  
                              —
                           
                           
                              Consider part of the Opening Best Estimate related to risks covered prior to period, i.e. Opening Best Estimate excluding Premiums provisions but including opening adjustments if any (see cells C0050/R0160 to R0180 and C0060/R0160 to R0180;
                           
                        
                              —
                           
                           
                              Based on this figure, run the calculation of the unwinding of discount rates that applied during year N.
                           
                        
            
                  C0050–C0060/R0220
               
               
                  Variation of Best Estimate due to year N projected in and out flows — risks covered prior to period
               
               
                  Premiums, claims, and surrenders that were forecasted on the Opening Best Estimate (related to risks covered prior to period) as to be paid during the year, will not be in the closing Best Estimate anymore as they would have been paid/received during the year.
                  A neutralization adjustment has thus to be performed.
                  In order to isolate this adjustment, the calculation may be as follows:
                  
                              —
                           
                           
                              Consider part of the Opening Best Estimate related to risks covered prior to period, i.e. Opening Best Estimate excluding Premiums provisions;
                           
                        
                              —
                           
                           
                              Isolate the amount of cash flows (cash in minus cash out) that were projected within this opening Best Estimate for the period considered;
                           
                        
                              —
                           
                           
                              This isolated amount of cash flow shall come in addition to Opening Best Estimate (for neutralisation effect) — and be filled in cell C0050 and C0060/R0220.
                           
                        
            
                  C0050–C0060/R0230
               
               
                  Variation of Best Estimate due to experience risks — covered prior to period
               
               
                  The variation of Best Estimate captured here shall strictly relate to the strict realisation of cash flows when compared to the cash flows that were projected.
                  For calculation purposes, and in case on non–availability of information of realised cash flows, the variation due to experience may be calculated as the difference between realised technical flows and projected cash–flow.
               
            
                  C0050–C0060/R0240
               
               
                  Variation of Best Estimate due to changes in non–economic assumptions — risks covered prior to period
               
               
                  It mainly refers to changes in RBNS not driven by realised technical flows (e.g. revision on a case by case basis of the amount of IBNR) and changes assumptions directly linked to insurance risks (i.e. lapse rates), which can be referred to as non–economic assumptions.
                  In order to isolate the strict scope of variation due to changes in assumptions, the calculation may be as follows:
                  
                              —
                           
                           
                              Consider the opening Best Estimate (cell C0050/R0150) including the adjustment to opening Best Estimate (cells C0050/R0160 to R0180) and the impact of unwinding, of year N projected cash–flows and (C0050/R0210 to R0230 and C0060/R0210 to R0230 respectively);
                           
                        
                              —
                           
                           
                              Based on this figure, run calculations with new assumptions not related to discount rates — that applied at year end N (if any);
                           
                        This will provide the variation of Best Estimate strictly related to changes in these assumptions. This may not capture the variation due to case–by–case revision of RBNS, which would thus have to be added.
                  For Non–Life, in cases where these changes cannot be discerned separately from changes due to experience, report the total figure under C0060/R0230.
               
            
                  C0050–C0060/R0250
               
               
                  Variation of Best Estimate due to changes in economic environment — risks covered prior to period
               
               
                  It mainly refers to assumptions not directly linked to insurance risks, i.e. mainly the impact of the changes in economic environment on the cash flows (taking management actions into account, e. g. reduction of FDB) and changes in discount rates.
                  For non–life (C0060/R0250), in case variation due to inflation cannot be discerned from changes due to experience, the whole amount would be reported under C0060/R0230.
                  In order to isolate this strict scope of variation, the calculation may be as follows:
                  
                              —
                           
                           
                              Consider the opening Best Estimate including the adjustment to opening Best Estimate (cells C0050/R0160 to R0180) and the impact of unwinding, of year N projected cash–flows and experience (C0050/R0210 to R0230 and C0060/R0210 toR0230 respectively, or alternatively, C0050/R0210 to R0240 and C0060/R0210 toR0240, respectively);
                           
                        
                              —
                           
                           
                              Based on this figure, run calculations with new discount rates that applied during year N, together with related financial assumptions (if any).
                           
                        This will provide the variation of Best Estimate strictly related to changes in discount rates and related financial assumptions.
               
            
                  C0050–C0060/R0260
               
               
                  Other changes not elsewhere explained
               
               
                  Corresponds to other variations in Best Estimate, not captured in cells C0010/R0010 to R0100 (for Life) or C0020/R0010 to R0100 (Non–Life).
               
            
                  C0050–C0060/R0270
               
               
                  Closing Best Estimate
               
               
                  Amount of Best Estimate as stated in the Balance Sheet at closing year N related to those lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, for which an accident year approach (AY) is used for Best Estimate calculation.
               
            
                  
                     Of which the following breakdown of Variation in Best Estimate — analysis per AY if applicable — reinsurance recoverables
                  
               
            
                  C0070–C0080/R0280
               
               
                  Opening Best Estimate
               
               
                  Amount of Best Estimate of reinsurance recoverable as stated in the Balance Sheet at closing year N–1 related to those lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, for which an accident year approach (AY) is used for Best Estimate calculation.
               
            
                  C0070–C0080/R0290
               
               
                  Closing Best Estimate
               
               
                  Amount of Best Estimate of reinsurance recoverable as stated in the Balance Sheet at closing year N related to those lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35 for which an accident year approach (AY) is used for Best Estimate calculation.
               
            
                  
                     Of which adjustments in Technical Provisions related to valuation of Unit linked contracts, with theoretically a neutralising impact on Assets over Liabilities
                  
               
            
                  C0090/R0300
               
               
                  Variation in Investments in unit–linked
               
               
                  Amount shall represent the variation, in Balance Sheet, of the Assets held for index–linked and unit–linked funds.
                  It discloses the neutralisation of the assets and liabilities movements due to unit linked products.
               
            
                  
                     Technical flows affecting Technical provisions
                  
               
            
                  C0100–C0110/R0310
               
               
                  Premiums written during the period
               
               
                  Amount of written premiums under Solvency II principles and not included in BE, respectively for Life and Non–life.
               
            
                  C0100–C0110/R0320
               
               
                  Claims and benefits during the period, net of salvages and subrogations
               
               
                  Amount of claims and benefits during the period, net of salvages and subrogations, respectively for Life and Non–life.
                  If amounts are already captured in the best estimate, they shall not be part of this item.
               
            
                  C0100–C0110/R0330
               
               
                  Expenses (excluding Investment expenses)
               
               
                  Amount of expenses (excluding investment expenses — which are reported under S.29.02), respectively for Life and Non–life.
                  If amounts are already captured in the best estimate, they shall not be part of this item.
               
            
                  C0100–C0110/R0340
               
               
                  Total technical flows on gross Technical Provisions
               
               
                  Total amount of technical flows affecting gross TP.
               
            
                  C0100–C0110/R0350
               
               
                  Technical flows related to reinsurance during the period (recoverables received net of premiums paid)
               
               
                  Total amount of technical flows related to reinsurance recoverable during the period, i.e. recoverable received net of premiums, respectively for Life and Non–life.
               
            
                  
                     Variation in Excess of Assets over Liabilities explained by Technical provisions
                  
               
            
                  C0120–C0130/R0360
               
               
                  Variation in Excess of Assets over Liabilities explained by Technical provisions management — Gross Technical Provisions
               
               
                  This calculation corresponds to the following principle:
                  
                              —
                           
                           
                              consider the variation in BE, RM and TP calculated as a whole;
                           
                        
                              —
                           
                           
                              deduct the variation in unit–linked (C0090/R0300);
                           
                        
                              —
                           
                           
                              add total amount of net technical flows, i.e.: inflows minus outflows (C0100/R0340 for Life and C0110/R0340 for Non–Life).
                           
                        If the amount has a negative impact on Excess of Assets over Liabilities, this shall a negative amount.
               
            
                  C0120–C0130/R0370
               
               
                  Variation in Excess of Assets over Liabilities explained by Technical provisions management — Reinsurance recoverables
               
               
                  This calculation corresponds to the following principle:
                  
                              —
                           
                           
                              consider the variation in Reinsurance recoverables;
                           
                        
                              —
                           
                           
                              add total amount of net technical flows, i.e.: inflows minus outflows, related to reinsurance during the period.
                           
                        If the amount has a positive impact on Excess of Assets over Liabilities, this shall be a positive amount.
               
            
         S.29.04 — Detailed analysis per period — Technical flows versus Technical provisions
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template shall shall be completed on the basis of Solvency II valuation, i.e. written premiums are defined as the premiums due to be received by the undertaking in the period. Applying this definition means that written premiums in the given year are the premiums actually due to be received in that year, regardless of the coverage period. The definition of written premiums is consistent with the definition of ‘premium receivables’.
      As regards the split per Lines of business for the analysis per period, line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, shall refer to both direct business and accepted proportional reinsurance.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Lines of Business
               
               
                  Lines of business for which a split of the analysis per period will be required. The following close list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance including proportional reinsurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance including proportional reinsurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance including proportional reinsurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance including proportional reinsurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance including proportional reinsurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance including proportional reinsurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance including proportional reinsurance
                           
                        
                               
                           
                           
                              8 — General liability insurance including proportional reinsurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance including proportional reinsurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance including proportional reinsurance
                           
                        
                               
                           
                           
                              11 — Assistance including proportional reinsurance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss including proportional reinsurance
                           
                        
                               
                           
                           
                              25 — Non–proportional health reinsurance
                           
                        
                               
                           
                           
                              26 — Non–proportional casualty reinsurance
                           
                        
                               
                           
                           
                              27 — Non–proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              28 — Non–proportional property reinsurance
                           
                        
                               
                           
                           
                              37 — Life (including lines of business 29 to 34, as defined in Annex I to Delegated Regulation (EU) 2015/35)
                           
                        
                               
                           
                           
                              38 — Health SLT (including lines of business 35 and 36)
                           
                        
            
                  
                     Detailed analysis per period — Technical flows versus Technical provisions — UWY
                  
               
            
                  
                     Risks accepted during period
                  
               
            
                  C0010/R0010
               
               
                  Written premiums underwritten during period
               
               
                  Part of the written premiums during the period that corresponds to contracts underwritten during the year.
                  Allocation keys may be used to identify this part of the total written premiums under Solvency II affected to contracts underwritten during the year.
               
            
                  C0010/R0020
               
               
                  Claims and benefits — net of salvages and subrogations recovered
               
               
                  Part of the claims and benefits, net of salvages and subrogations during the period that corresponds to risks accepted during the period.
                  Allocation keys may be used to identify this part of the total claims, as long as this reconciles at the end to total claims and benefits net of salvages and subrogations as reported in C0100/R0320 from S.29.03 and C0110/R0320 from S.29.03.
               
            
                  C0010/R0030
               
               
                  Expenses (related to insurance and reinsurance obligations)
               
               
                  Part of the expenses during the period that corresponds to risks accepted during the period.
                  Allocation keys may be used to identify this part of the total expenses, as long as this reconciles at the end to total expenses as reported in C0100/R0330 from template S.29.03 plus C0110/R0330 from template S.29.03.
               
            
                  C0010/R0040
               
               
                  Variation of Best Estimate
               
               
                  Corresponds to the variation of Best Estimate for risk accepted during the period.
               
            
                  C0010/R0050
               
               
                  Variation of Technical Provisions as a whole
               
               
                  Part of TP calculated as a whole corresponding to risks accepted during period.
                  Allocation keys may be used to identify this part of the total variation of TP calculated as a whole, as long as this reconciles at the end to total.
               
            
                  C0010/R0060
               
               
                  Adjustment of valuation of Assets held for unit–linked funds
               
               
                  The adjustment refers to assets held for unit–linked funds, whether captured through BE or through TP calculated as a whole.
                  The split of these assets between those referring to risks accepted during/prior to period is expected to be very complex. Allocation keys may be used to identify this part of the total adjustment due to unit–linked, as long as this reconciles at the end.
                  This item is added to the premiums and intends to eliminate the impact from unit–linked funds. It shall be reported as positive value if it reflects a positive difference between year N and N–1.
               
            
                  C0010/R0070
               
               
                  Total
               
               
                  Total impact from risks accepted during period — gross of reinsurance).
               
            
                  
                     Risks accepted prior to period
                  
               
            
                  C0020/R0010
               
               
                  Written premiums on contract underwritten during period
               
               
                  Part of the written premiums during the period that corresponds to contracts underwritten prior to period.
                  See instructions on C0010/R0010.
               
            
                  C0020/R0020
               
               
                  Claims and benefits — net of salvages and subrogations recovered
               
               
                  Part of the claims and benefits, net of salvages and subrogations during the period that corresponds to risks accepted prior to period.
                  See instructions on C0010/R0020.
               
            
                  C0020/R0030
               
               
                  Expenses (related to insurance and reinsurance obligations)
               
               
                  Part of the expenses during the period that corresponds to risks accepted prior to period.
                  See instructions on C0010/R0030.
               
            
                  C0020/R0040
               
               
                  Variation of BE due to year N projected in and out flows
               
               
                  Variation of BE due to year N projected in and out flows — risks accepted prior to period (gross of reinsurance)
                  Total for all reported line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, shall correspond to the sum of cells C0010/R0070 from template S.29.03 and C0020/R0070 from template S.29.03.
               
            
                  C0020/R0050
               
               
                  Variation of Technical Provisions as a whole
               
               
                  Part of TP calculated as a whole corresponding to risks accepted prior to period.
                  See instructions on C0010/R0050.
               
            
                  C0020/R0060
               
               
                  Adjustment of valuation of Assets held for unit–linked funds
               
               
                  See instructions on C0010/R0060.
               
            
                  C0020/R0070
               
               
                  Total
               
               
                  Total of changes related to risks accepted to prior, gross of reinsurance.
               
            
                  
                     Detailed analysis per period — Technical flows versus Technical provisions — AY
                  
               
            
                  
                     Risks covered after the period
                  
               
            
                  C0030/R0080
               
               
                  Premiums earned/ to be earned
               
               
                  Corresponds to part of premiums related to risks covered after the period, i.e. premiums to be earned after the period.
                  In addition, allocation keys may be used to identify this part of the premiums affected to risks covered after the period.
               
            
                  C0030/R0090
               
               
                  Claims and benefits — net of salvages and subrogations recovered
               
               
                  Corresponds to part of claims and benefits, net of salvages and subrogations related to risks covered after the period (theoretically at nil).
                  See instructions on C0010/R0020.
               
            
                  C0030/R0100
               
               
                  Expenses (related to insurance and reinsurance obligations)
               
               
                  Part of the expenses during the period that corresponds to risks covered after the period.
                  See instructions on C0010/R0030.
               
            
                  C0030/R0110
               
               
                  Variation of Best Estimate
               
               
                  This variation of BE shall correspond to the sum of cells C0050/R0190 from template S.29.03 and C0060/R0190 from template S.29.03. The amount refers to changes in (part of) Premiums Provisions (i.e. in relation to all recognised obligations within the boundary of the contract at the valuation date where the claim has not yet occurred) as follows:
                  
                              —
                           
                           
                              identify Premiums Provisions at year end N
                           
                        
                              —
                           
                           
                              identify, if any, the part of premiums provisions at Year end (N–1) for which cover had not yet incepted before closing Year end N –1 (i.e in case of premiums provisions in relation to obligations on more than one future reporting period)
                           
                        In case Premiums Provisions at year end (N–1) includes amount for which claims occurred during year N, this amount shall not be considered in Variation of BE on risks covered after the period, but, instead in Variation of BE on risks covered during the period, as this provision turned to Claims provisions.
               
            
                  C0030/R0120
               
               
                  Variation of Technical Provisions as a whole
               
               
                  Part of TP calculated as a whole corresponding to risks covered after the period.
                  See instructions on C0010/R0050.
               
            
                  C0030/R0130
               
               
                  Adjustment of valuation of Assets held for unit–linked funds
               
               
                  This cell is deemed not applicable for Non–Life
                  See instructions on C0010/R0060.
               
            
                  C0030/R0140
               
               
                  Total
               
               
                  Total changes related to risks covered after the period, gross of reinsurance.
               
            
                  
                     Risks covered during the period
                  
               
            
                  C0040/R0080
               
               
                  Premiums earned/to be earned
               
               
                  Corresponds to part of premiums related to risks covered during the period, i.e. earned premiums under Solvency II principles.
                  In addition, allocation keys may be used to identify this part of the premiums affected to risks covered after the period.
               
            
                  C0040/R0090
               
               
                  Claims and benefits — net of salvages and subrogations recovered
               
               
                  Corresponds to part of claims and benefits, net of salvages and subrogations related to risks covered during the period.
                  See instructions on C0010/R0020.
               
            
                  C0040/R0100
               
               
                  Expenses (related to insurance and reinsurance obligations)
               
               
                  Part of the expenses during the period that corresponds to risks covered during the period.
                  See instructions on C0010/R0030.
               
            
                  C0040/R0110
               
               
                  Variation of Best Estimate
               
               
                  Amount of the variation of best estimate for the risks covered during the period.
                  For risks covered during the period: this variation of BE shall correspond to the sum of cells C0050/R0200 from template S.29.03 and C0060/R0200 from template S.29.03.
                  The amount refers to the following cases:
                  
                              a)
                           
                           
                              Premiums Provisions at Year end N–1 which turned to Claims Provisions at year end N because claim has occurred during the period
                           
                        
                              b)
                           
                           
                              Claims provisions related to claims occurred during the period (for which there was no Premiums provisions at year end N–1)
                           
                        Calculation may be as follows:
                  
                              —
                           
                           
                              Identify the part of premiums provisions at Year end (N–1) for which cover had already incepted in year N
                           
                        
                              —
                           
                           
                              Identify the part of claims provisions at Year end (N) related to risks covered during the period
                           
                        
            
                  C0040/R0120
               
               
                  Variation of Technical Provisions as a whole
               
               
                  Part of TP calculated as a whole corresponding to risks covered during period.
                  See instructions on C0010/R0050.
               
            
                  C0040/R0130
               
               
                  Adjustment of valuation of Assets held for unit–linked funds
               
               
                  This cell is deemed not applicable for Non–Life
                  See instructions on C0010/R0060.
               
            
                  C0040/R0140
               
               
                  Total
               
               
                  Total changes related to risks covered during period, gross of reinsurance.
               
            
                  
                     Risks covered prior to period
                  
               
            
                  C0050/R0090
               
               
                  Claims and benefits — net of salvages and subrogations recovered
               
               
                  Corresponds to part of claims and benefits, net of salvages and subrogations related to risks covered prior to the period.
                  See instructions on C0010/R0020.
               
            
                  C0050/R0100
               
               
                  Expenses (related to insurance and reinsurance obligations)
               
               
                  Part of the expenses during the period that corresponds to risks covered prior to the period.
                  See instructions on C0010/R0030.
               
            
                  C0050/R0110
               
               
                  Variation of Best Estimate due to year N projected in and out flows
               
               
                  For risks covered prior to period corresponds to year N projected in and out technical flows for risks accepted prior to period.
               
            
                  C0050/R0120
               
               
                  Variation of Technical Provisions as a whole
               
               
                  Part of technical provisions as a whole corresponding to risks covered prior to period.
                  See comment on C0010/R0050
               
            
                  C0050/R0130
               
               
                  Adjustment of valuation of Assets held for unit–linked funds
               
               
                  This cell is deemed not applicable for Non–Life
                  See instructions on C0010/R0060.
               
            
                  C0050/R0140
               
               
                  Total
               
               
                  Total changes related to risks covered prior to period, gross of reinsurance.
               
            
         S.30.01 — Facultative covers for non–life and life business basic data
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template is relevant to insurance and reinsurance undertakings which reinsure and/or retrocede business on a facultative basis.
      It shall be filled by the non–life and life insurance and reinsurance undertakings with 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 (e.g. in cases where the risks accepted do not fit in the regular policy acceptance and could only be accepted in case part of the risk is reinsured on a facultative basis). Each facultative risk is submitted to the reinsurer and terms and conditions of the facultative reinsurance are negotiated individually for each policy. Treaties that automatically cover risks are out of scope of this template and must be reported in S.30.03.
      There shall be one separate template for each line of business. For each line of business, a selection must be made of the 10 most important risks in terms of reinsured exposure (part of sum insured transferred to all reinsurers) on a facultative basis. Furthermore, each underwriting risk shall have a unique code specified by the ‘risk identification code’.
      This template is prospective (to be in line with S.30.03) for the selected largest 10 facultative covers that have not yet expired at the start of the next reporting year whose period of validity includes or overlaps the next reporting year and are known when filling the template. If reinsurance strategy changes materially after that date or if the renovation of the reinsurance contracts are performed later than the reporting date and before next 1 January, the information on this template shall be re–submitted when adequate.
      Facultative placements covering different lines of business shall also appear in the various relevant line of business if they are ranked within the 10 biggest risks of the same line of business.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Facultative covers non–life
                  
               
            
                  Z0010
               
               
                  Line of business
               
               
                  Identification of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, reported. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
                               
                           
                           
                              13 — Proportional medical expense reinsurance
                           
                        
                               
                           
                           
                              14 — Proportional income protection reinsurance
                           
                        
                               
                           
                           
                              15 — Proportional workers' compensation reinsurance
                           
                        
                               
                           
                           
                              16 — Proportional motor vehicle liability reinsurance
                           
                        
                               
                           
                           
                              17 — Proportional other motor reinsurance
                           
                        
                               
                           
                           
                              18 — Proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              19 — Proportional fire and other damage to property reinsurance
                           
                        
                               
                           
                           
                              20 — Proportional general liability reinsurance
                           
                        
                               
                           
                           
                              21 — Proportional credit and suretyship reinsurance
                           
                        
                               
                           
                           
                              22 — Proportional legal expenses reinsurance
                           
                        
                               
                           
                           
                              23 — Proportional assistance reinsurance
                           
                        
                               
                           
                           
                              24 — Proportional miscellaneous financial loss reinsurance
                           
                        
                               
                           
                           
                              25 — Non–proportional health reinsurance
                           
                        
                               
                           
                           
                              26 — Non–proportional casualty reinsurance
                           
                        
                               
                           
                           
                              27 — Non–proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              28 — Non–proportional property reinsurance
                           
                        
            
                  C0020
               
               
                  Reinsurance program code
               
               
                  Undertaking specific reinsurance code that links the dominant treaty of reinsurance programme which also protects the risk covered by the facultative reinsurance. The Reinsurance program code shall be in line with the Reinsurance program code of S.30.03 — Outgoing Reinsurance Program in the next reporting year.
               
            
                  C0030
               
               
                  Risk identification code
               
               
                  For each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of non–life insurance a selection shall be made of the 10 most important risks in terms of exposure that are subject to facultative reinsurance in force in the next reporting period (also if they originated in preceding years). The code is a unique identifying number assigned by the insurer that identifies the risk and shall remain unchanged for subsequent annual reports.
               
            
                  C0040
               
               
                  Facultative reinsurance placement identification code
               
               
                  Each facultative reinsurance placement must be assigned a sequence number which is unique for the risk. The facultative reinsurance placement identification code is entity specific.
               
            
                  C0050
               
               
                  Finite reinsurance or similar arrangements
               
               
                  Identification of the reinsurance contract. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Non–traditional or Finite RE
                              (if any reinsurance contract or financial instrument which is not directly based on the principle of indemnity or is based on a contract wording which has limited or no demonstrable risk transfer mechanism)
                           
                        
                               
                           
                           
                              2 — Other than non–traditional or Finite RE
                           
                        In case of Finite reinsurance or a similar arrangement only the items which are feasible must be filled.
               
            
                  C0060
               
               
                  Proportional
               
               
                  Indicate whether the reinsurance program is proportional reinsurance, i.e., involves a reinsurer taking a stated percent share of each policy that an insurer underwrites. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Proportional reinsurance
                           
                        
                               
                           
                           
                              2 — Non–proportional reinsurance
                           
                        
            
                  C0070
               
               
                  Identification of the company/person to which the risk relates
               
               
                  If the risk relates to a company identify the name of the company to whom the risk relates.
                  If the risk relates to a natural person, pseudonymise the original policy number and report pseudonymised information. Pseudonymous data refer to data that cannot be attributed to a specific individual without the use of additional information, as long as such additional information is kept separately. Consistency over time shall be insured. It implies that if a single underwriting risk appears from one year to another, it shall receive the same pseudonymised format.
               
            
                  C0080
               
               
                  Description risk
               
               
                  The description of the risk. Depending on the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, report the type of company, building or occupation of the specific risk insured.
               
            
                  C0090
               
               
                  Description risk category covered
               
               
                  Description of the main scope of the cover of the facultative risk. It is normally part of the description used to identify the placement.
                  The description of the risk category covered is entity specific and is not mandatory. Also the term ‘risk category’ is not based on Directive 2008/138/EC or Delegated Regulation (EU) 2015/35/EC terminologies but can be considered as an extra possibility the give additional information about the underwriting risk(s).
               
            
                  C0100
               
               
                  Validity period (start date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date of commencement of the specific cover, i.e., date when the cover took effect.
               
            
                  C0110
               
               
                  Validity period (expiry date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the final expiry date of the specific cover.
                  In case the cover conditions remain unchanged when filling in the template and the undertaking is not making use of the termination clause, the expiry date will be the next possible expiry date.
               
            
                  C0120
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency used while placing the facultative cover. All the amounts must be expressed in this currency for the specific facultative cover, unless otherwise required by the national supervisory authority. In case the facultative cover is placed in two different currencies, then the main currency must be filled.
               
            
                  C0130
               
               
                  Sum insured
               
               
                  The highest amount that the insurer can be obliged to pay out under the policy. The insured sum relates to the underwriting risk. Where the facultative cover provides for a number of exposures/risks across the country the aggregate policy limits shall be specified. If the risk has been accepted on a co–insurance basis, the insured sum indicates the maximum liability of the reporting non–life insurer.
               
            
                  C0140
               
               
                  Type of underwriting model
               
               
                  Type of underwriting model which is used to estimate the exposure of the underwriting risk and the need for reinsurance protection. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Sum Insured
                              the highest amount that the insurer can be obliged to pay out according to the original policy. SI must also be filled when type of underwriting model is not applicable
                           
                        
                               
                           
                           
                              2 — Maximum Possible Loss
                              loss which may occur when the most unfavourable circumstances being more or less exceptionally combined, the fire is only stopped by impassable obstacles or lack of substance.
                           
                        
                               
                           
                           
                              3 — Probable Maximum Loss
                              defined as the estimate of the largest loss from a single fire or peril to be expected, assuming the worst single impairment of primary private fire protection systems but with secondary protection systems or organizations (such as emergency organizations and private and/or public fire department response) functioning as intended. Catastrophic conditions like explosions resulting from massive release of flammable gases, which might involve large areas of the plant, detonation of massive explosives, seismic disturbances, tidal waves or flood, falling aircraft, and arson committed in more than one area are excluded in this estimate. This definition is a hybrid form between Maximum Possible Loss and Estimated Maximum Loss that is generally accepted and frequently used by insurers, reinsurers and reinsurance brokers
                           
                        
                               
                           
                           
                              4 — Estimated Maximum Loss
                              loss that could reasonably be sustained from the contingencies under consideration, as a result of a single incident considered to be within the realms of probability taking into account all factors likely to increase or lessen the extent of the loss, but excluding such coincidences and catastrophes which may be possible but remain unlikely.
                           
                        
                               
                           
                           
                              5 — Other
                              other possible underwriting models used. The type of ‘other’ underwriting model applied must be explained in the Regular Supervisory Report
                           
                        Although abovementioned definitions are used for the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35 ‘Fire and other damage to property insurance’, similar definitions might be in place for other lines of business.
               
            
                  C0150
               
               
                  Amount underwriting model
               
               
                  Maximum loss amount of the underwriting risk which is the result of the underwriting model used.
               
            
                  C0160
               
               
                  Sum reinsured on a facultative basis, with all reinsurers
               
               
                  The sum reinsured on a facultative basis is part of the sum insured which is reinsured on a facultative basis. The amount shall be consistent with the Sum insured as specified in C0130 and reflects the maximum liability (100 %) for the facultative reinsurers.
               
            
                  C0170
               
               
                  Facultative reinsurance premium ceded to all reinsurers for 100 % of the reinsurance placement
               
               
                  Expected gross annual or written reinsurance premium, gross of ceding commissions, ceded to reinsurers for their share.
               
            
                  C0180
               
               
                  Facultative reinsurance commission
               
               
                  Expected commission with the gross annual or written reinsurance premium. This shall include all ceding, overriding and profit commissions that represent cash–flows into the reporting insurer due from the reinsurer.
               
            
                  
                     Facultative covers life
                  
               
            
                  Z0010
               
               
                  Line of business
               
               
                  Identification of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, reported. The following closed list shall be used:
                  
                               
                           
                           
                              29 — Health insurance
                           
                        
                               
                           
                           
                              30 — Insurance with profit participation
                           
                        
                               
                           
                           
                              31 — Index–linked and unit–linked insurance
                           
                        
                               
                           
                           
                              32 — Other life insurance
                           
                        
                               
                           
                           
                              33 — Annuities stemming from non–life insurance contracts and relating to health insurance obligations
                           
                        
                               
                           
                           
                              34 — Annuities stemming from non–life insurance contracts and relating to insurance obligations other than health insurance obligations
                           
                        
                               
                           
                           
                              35 — Health reinsurance
                           
                        
                               
                           
                           
                              36 — Life reinsurance
                           
                        
            
                  C0190
               
               
                  Reinsurance program code
               
               
                  Undertaking specific reinsurance code that links the dominant treaty of reinsurance programme which also protects the risk covered by the facultative reinsurance. The Reinsurance program code shall be in line with the Reinsurance program code of S.30.03 — Outgoing Reinsurance Program in the next reporting year.
               
            
                  C0200
               
               
                  Risk identification code
               
               
                  For each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of life insurance a selection shall be made of the 10 most important risks in terms of exposure that are subject to facultative reinsurance in force in the reporting period (also if they originated in preceding years). The code is a unique identifying number assigned by the insurer that identifies the risk within the branch, and this code cannot be reused for other risks in the same branch and shall remain unchanged for subsequent annual reports.
               
            
                  C0210
               
               
                  Facultative reinsurance placement identification code
               
               
                  Each facultative reinsurance placement must be assigned a sequence number which is unique for the risk. The facultative reinsurance placement identification code is entity specific.
               
            
                  C0220
               
               
                  Finite reinsurance or similar arrangements
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Non–traditional or Finite RE
                              (if any reinsurance contract or financial instrument which is not directly based on the principle of indemnity or is based on a contract wording which has limited or no demonstrable risk transfer mechanism)
                           
                        
                               
                           
                           
                              2 — Other than non–traditional or Finite RE
                           
                        
            
                  C0230
               
               
                  Proportional
               
               
                  Indicate whether the reinsurance program is proportional reinsurance, i.e., involves a reinsurer taking a stated percent share of each policy that an insurer underwrites. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Proportional reinsurance
                           
                        
                               
                           
                           
                              2 — Non–proportional reinsurance
                           
                        
            
                  C0240
               
               
                  Identification of the company/person to which the risk relates
               
               
                  If the risk relates to a company identify the name of the company to whom the risk relates
                  If the risk relates to a natural person, pseudonymise the original policy number and report pseudonymised information. Pseudonymous data refer to data that cannot be attributed to a specific individual without the use of additional information, as long as such additional information is kept separately. Consistency over time shall be insured. It implies that if a single underwriting risk appears from one year to another, it shall receive the same pseudonymised format.
               
            
                  C0250
               
               
                  Description risk category covered
               
               
                  Description of the main scope of the cover of the facultative risk. It is normally part of the description used to identify the placement.
                  The description of the risk category covered is entity specific and is not mandatory. Also the term ‘risk category’ isn't based on Solvency II Directive terminologies but can be considered as an extra possibility the give additional information about the underwriting risk(s).
               
            
                  C0260
               
               
                  Validity period (start date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date of commencement of the specific cover, i.e., date when the cover took effect.
               
            
                  C0270
               
               
                  Validity period (expiry date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the final expiry date of the specific cover.
               
            
                  C0280
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency used while placing the facultative cover. All the amounts of this record must be expressed in this currency.
               
            
                  C0290
               
               
                  Sum Insured
               
               
                  The amount that the life insurer pays out to the beneficiary. If the risk is co–insured with other life insurers, the insured capital payable by the reporting life insurer has to be reported here.
               
            
                  C0300
               
               
                  Capital at risk
               
               
                  The capital at risk, as defined in Delegated Regulation (EU) 2015/35/EC.
                  If the risk is co–insured with other life insurers, the risk capital relating to the life insurer's amount share in the insured capital has to be reported here.
               
            
                  C0310
               
               
                  Sum reinsured on a facultative basis, with all reinsurers
               
               
                  The sum reinsured on a facultative basis is that part of the sum insured which is reinsured on a facultative basis. The amount shall be consistent with the Sum insured as specified in C0310 and reflects the maximum liability (100 %) for the facultative reinsurers.
               
            
                  C0320
               
               
                  Facultative reinsurance premium ceded to all reinsurers for 100 % of the reinsurance placement
               
               
                  Expected gross annual or written reinsurance premium, gross of ceding commissions, ceded to the reinsurers for their share.
               
            
                  C0330
               
               
                  Facultative reinsurance commission
               
               
                  Expected commission with the gross annual or written reinsurance premium. This shall include all ceding, overriding and profit commissions that represent cash–flows into the reporting insurer due from the reinsurer.
               
            
         S.30.02 — Facultative covers for non–life and life business shares data
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template is relevant to insurance and reinsurance undertakings which reinsure and/or retrocede business on a facultative basis.
      It shall be filled by the non–life and life insurance and reinsurance undertakings with 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, (e.g. in cases where the risks accepted do not fit in the regular policy acceptance and could only be accepted in case part of the risk is reinsured on a facultative basis). Each facultative risk is submitted to the reinsurer and terms and conditions of the facultative reinsurance are negotiated individually for each policy. Treaties that automatically cover risks are out of scope of this template and must be reported in S.30.03.
      There shall be one separate template for each line of business. For each line of business, a selection must be made of the 10 most important risks in terms of reinsured exposure (part of sum insured transferred to all reinsurers) on a facultative basis. Furthermore, each underwriting risk shall have a unique code specified by the ‘risk identification code’. Each chosen risk shall be separated to get unique conditions for a contract in a single line.
      This template is prospective (to be in line with S.30.03) for the selected largest 10 facultative covers whose period of validity includes or overlaps the next reporting year and are known when filling the template. If reinsurance strategy changes materially after that date or if the renovation of the reinsurance contracts are performed later than the reporting date and before next 1 January, the information on this template shall be re–submitted when adequate.
      Facultative placements covering different lines of business shall also appear in the various relevant lines of business if they are ranked within the 10 biggest risks of the same line of business.
      This template shall be filled in for each reinsurer that accepted the facultative cover.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  
                     Facultative covers non–life
                  
               
            
                  Z0010
               
               
                  Line of business
               
               
                  Identification of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, reported. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
                               
                           
                           
                              13 — Proportional medical expense reinsurance
                           
                        
                               
                           
                           
                              14 — Proportional income protection reinsurance
                           
                        
                               
                           
                           
                              15 — Proportional workers' compensation reinsurance
                           
                        
                               
                           
                           
                              16 — Proportional motor vehicle liability reinsurance
                           
                        
                               
                           
                           
                              17 — Proportional other motor reinsurance
                           
                        
                               
                           
                           
                              18 — Proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              19 — Proportional fire and other damage to property reinsurance
                           
                        
                               
                           
                           
                              20 — Proportional general liability reinsurance
                           
                        
                               
                           
                           
                              21 — Proportional credit and suretyship reinsurance
                           
                        
                               
                           
                           
                              22 — Proportional legal expenses reinsurance
                           
                        
                               
                           
                           
                              23 — Proportional assistance reinsurance
                           
                        
                               
                           
                           
                              24 — Proportional miscellaneous financial loss reinsurance
                           
                        
                               
                           
                           
                              25 — Non–proportional health reinsurance
                           
                        
                               
                           
                           
                              26 — Non–proportional casualty reinsurance
                           
                        
                               
                           
                           
                              27 — Non–proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              28 — Non–proportional property reinsurance
                           
                        
            
                  C0020
               
               
                  Reinsurance program code
               
               
                  Undertaking specific reinsurance code that links the dominant treaty of reinsurance programme which also protects the risk covered by the facultative reinsurance. The Reinsurance program code shall be in line with the Reinsurance program code of S.30.03 — Outgoing Reinsurance Program in the next reporting year.
               
            
                  C0030
               
               
                  Risk identification Code
               
               
                  For each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of non–life insurance a selection shall be made of the 10 most important risks in terms of exposure that are subject to facultative reinsurance in force in the reporting period (also if they originated in preceding years). The code is a unique identifying number assigned by the insurer that identifies the risk and shall remain unchanged for subsequent annual reports.
               
            
                  C0040
               
               
                  Facultative reinsurance
                  Placement identification code
               
               
                  Each facultative reinsurance placement must be assigned a sequence number which is unique for the risk. The facultative reinsurance placement identification code is entity specific.
               
            
                  C0050
               
               
                  Code reinsurer
               
               
                  Identification code of the reinsurer by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        
            
                  C0060
               
               
                  Type of code reinsurer
               
               
                  Identification of the code used in item ‘Code reinsurer’ The following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0070
               
               
                  Code broker
               
               
                  Identification code of the broker by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        If more than one broker was involved in the reinsurance placement only the dominant main broker is required.
               
            
                  C0080
               
               
                  Type of code broker
               
               
                  Identification of the code used in item ‘Code broker’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0090
               
               
                  Activity code broker
               
               
                  Representing the activities of the broker involved, as considered by the undertaking. In case the activities are combined all activities must be mentioned separated be a ‘,’:
                  
                              —
                           
                           
                              Intermediary for placement
                           
                        
                              —
                           
                           
                              Underwriting on behalf of
                           
                        
                              —
                           
                           
                              Financial services
                           
                        
            
                  C0100
               
               
                  Share reinsurer (%)
               
               
                  Percentage of the facultative placement accepted by the reinsurer, expressed as an absolute percentage of the Amount reinsured on a facultative basis, with all reinsurers, as reported in column C0160 of S.30.01 — Facultative covers (in terms of reinsured exposure) — Basic.
                  The percentage shall be reported as a decimal.
               
            
                  C0110
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency used while placing the facultative cover. All the amounts must be expressed in this currency for the specific facultative cover, unless otherwise required by the national supervisory authority. In case the facultative cover is placed in two different currencies, then the main currency must be filled.
               
            
                  C0120
               
               
                  Sum reinsured to facultative reinsurer
               
               
                  The sum reinsured on a facultative basis with the reinsurer.
               
            
                  C0130
               
               
                  Facultative ceded reinsurance premium
               
               
                  Expected gross annual or written reinsurance premium, ceded to reinsurer for their share.
               
            
                  C0140
               
               
                  Annotations
               
               
                  Description of cases where either the reinsurer's participation is at conditions different from those of the standard facultative or treaty placement, or to provide any other information that the undertaking has to bring to the attention of the Supervisor.
               
            
                  
                     Facultative covers life
                  
               
            
                  Z0010
               
               
                  Line of business
               
               
                  Identification of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, reported. The following closed list shall be used:
                  
                               
                           
                           
                              29 — Health insurance
                           
                        
                               
                           
                           
                              30 — Insurance with profit participation
                           
                        
                               
                           
                           
                              31 — Index–linked and unit–linked insurance
                           
                        
                               
                           
                           
                              32 — Other life insurance
                           
                        
                               
                           
                           
                              33 — Annuities stemming from non–life insurance contracts and relating to health insurance obligations
                           
                        
                               
                           
                           
                              34 — Annuities stemming from non–life insurance contracts and relating to insurance obligations other than health insurance obligations
                           
                        
                               
                           
                           
                              35 — Health reinsurance
                           
                        
                               
                           
                           
                              36 — Life reinsurance
                           
                        
            
                  C0150
               
               
                  Reinsurance program code
               
               
                  Undertaking specific reinsurance code that links the dominant treaty of reinsurance programme which also protects the risk covered by the facultative reinsurance. The Reinsurance program code shall be in line with the Reinsurance program code of S.30.03 — Outgoing Reinsurance Program in the next reporting year.
               
            
                  C0160
               
               
                  Risk identification code
               
               
                  For each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, of life insurance a selection shall be made of the 10 most important risks in terms of exposure that are subject to facultative reinsurance in force in the reporting period (also if they originated in preceding years). The code is a unique identifying number assigned by the insurer that identifies the risk within the branch, and this code cannot be reused for other risks in the same branch and shall remain unchanged for subsequent annual reports.
               
            
                  C0170
               
               
                  Facultative reinsurance placement identification code
               
               
                  A sequential number which is unique for the risk, assigned to each facultative reinsurance placement by the undertaking.
               
            
                  C0180
               
               
                  Code reinsurer
               
               
                  Identification code of the reinsurer by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        In case a specific code is attributed by the undertaking, the code shall be unique for the specific reinsurer and shall not overlap with any other code, attributed by the undertaking or LEI code.
               
            
                  C0190
               
               
                  Type of code reinsurer
               
               
                  Identification of the code used in item ‘Code reinsurer’ The following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0200
               
               
                  Code broker
               
               
                  Identification code of the broker by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        In case a specific code is attributed by the undertaking, the code shall be unique for the specific broker and shall not overlap with any other code, attributed by the undertaking or LEI code.
                  If more than one broker was involved in the reinsurance placement only the dominant broker is required.
               
            
                  C0210
               
               
                  Type of code broker
               
               
                  Identification of the code used in item ‘Code broker’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0220
               
               
                  Activity code broker
               
               
                  Representing the activities of the broker involved, as considered by the undertaking. In case the activities are combined all activities must be mentioned separated be a ‘,’:
                  
                              —
                           
                           
                              Intermediary for placement
                           
                        
                              —
                           
                           
                              Underwriting on behalf of
                           
                        
                              —
                           
                           
                              Financial services
                           
                        
            
                  C0230
               
               
                  Share reinsurer (%)
               
               
                  Percentage of the facultative placement accepted by the reinsurer, expressed as an absolute percentage of the Amount reinsured on a facultative basis, with all reinsurers, as reported in column C0310 of S.30.01 — Facultative covers (in terms of reinsured exposure) — Basic.
                  The percentage shall be reported as a decimal.
               
            
                  C0240
               
               
                  Currency
               
               
                  Identify ISO 4217 alphabetic code of the currency used while placing the facultative cover. All the amounts must be expressed in this currency for the specific facultative cover, unless otherwise required by the national supervisory authority. In case the facultative cover is placed in two different currencies, then the main currency must be filled.
               
            
                  C0250
               
               
                  Sum reinsured to facultative reinsurer
               
               
                  The sum reinsured on a facultative basis with the reinsurer.
               
            
                  C0260
               
               
                  Facultative ceded reinsurance premium
               
               
                  Expected gross annual or written reinsurance premium, ceded to reinsurer for their share.
               
            
                  C0270
               
               
                  Annotations
               
               
                  Description of cases where either the reinsurer's participation is at conditions different from those of the standard facultative or treaty placement, or to provide any other information that the undertaking has to bring to the attention of the Supervisor.
               
            
                  
                     Information on reinsurers and brokers
                  
               
            
                  C0280
               
               
                  Code reinsurer
               
               
                  Identification code of the reinsurer by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        In case a specific code is attributed by the undertaking, the code shall be unique for the specific reinsurer and shall not overlap with any other code, attributed by the undertaking or LEI code.
               
            
                  C0290
               
               
                  Type of code reinsurer
               
               
                  Identification of the code used in item ‘Code reinsurer’ The following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0300
               
               
                  Legal name reinsurer
               
               
                  Legal name of the reinsurer to whom the underwriting risk has been transferred. The official name of the risk–carrier reinsurer is stated in the reinsurance contract. It is not permitted to fill in the name of a reinsurance broker. Nor is it permitted to state a general or incomplete name as international reinsurers have several operating companies that may be based in different countries.
                  In case of pooling arrangements, the name of the Pool (or pool manager) can be filled only if the Pool is a legal entity.
               
            
                  C0310
               
               
                  Type of reinsurer
               
               
                  Type of reinsurer to whom the underwriting risk has been transferred. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Direct Life insurer
                           
                        
                               
                           
                           
                              2 — Direct Non–life insurer
                           
                        
                               
                           
                           
                              3 — Direct Composite insurer
                           
                        
                               
                           
                           
                              4 — Captive insurance undertaking
                           
                        
                               
                           
                           
                              5 — Internal reinsurer (reinsurance undertaking which primary focus is to take risk from other insurance undertakings within the group)
                           
                        
                               
                           
                           
                              6 — External reinsurer (reinsurance undertaking that takes risks from undertakings other than from insurance undertakings within the group)
                           
                        
                               
                           
                           
                              7 — Captive reinsurance undertaking
                           
                        
                               
                           
                           
                              8 — Special purpose vehicle
                           
                        
                               
                           
                           
                              9 — Pool entity (where more than one insurance or reinsurance undertakings are involved)
                           
                        
                               
                           
                           
                              10 — State pool
                           
                        
            
                  C0320
               
               
                  Country of residency
               
               
                  Identify the ISO 3166–1 alpha–2 code for the country where the reinsurer is legally authorised/licensed.
               
            
                  C0330
               
               
                  External rating assessment by nominated ECAI
               
               
                  Rating of the reinsurer at the reporting reference date issued by the nominated credit assessment institution (ECAI).
               
            
                  C0340
               
               
                  Nominated ECAI
               
               
                  Identify the credit assessment institution (ECAI) giving the external rating.
               
            
                  C0350
               
               
                  Credit quality step
               
               
                  Identify the credit quality step attributed to the reinsurer. The credit quality step shall reflect any readjustments to the credit quality made internally by the undertakings that use the standard formula.
               
            
                  C0360
               
               
                  Internal rating
               
               
                  Internal rating of the reinsurer for undertakings using internal model to the extent that the internal ratings are used in their internal modelling. If an internal model undertaking is using solely external ratings this item shall not be reported.
               
            
                  C0370
               
               
                  Code broker
               
               
                  Identification code of the broker by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        In case a specific code is attributed by the undertaking, the code shall be unique for the specific broker and shall not overlap with any other code, attributed by the undertaking or LEI code.
               
            
                  C0380
               
               
                  Type of code broker
               
               
                  Identification of the code used in item ‘Code broker’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0390
               
               
                  Legal name broker
               
               
                  Statutory name of the broker.
               
            
         S.30.03 — Outgoing Reinsurance Program basic data
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template is relevant to insurance and reinsurance undertakings with an outgoing reinsurance and/or retrocession program including any coverage provided by State backed reinsurance pool arrangements, excluding facultative covers.
      This template shall be filled by the insurance and reinsurance undertaking which is transferring underwriting risk to the reinsurers through a reinsurance treaty whose period of validity includes or overlaps the next reporting year and are known when filling the template. If reinsurance strategy changes materially after that date or if the renovation of the reinsurance contracts are performed later than the reporting date and before next 1 January, the information on this template shall be re–submitted when adequate.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  Reinsurance program code
               
               
                  Unique code (undertaking specific) covering all the individual reinsurance placements and/or treaties which belong to the same reinsurance program.
               
            
                  C0020
               
               
                  Treaty identification code
               
               
                  Treaty identification code that identifies the treaty exclusively and must be maintained in subsequent reports, usually the original treaty number registered in the company's books.
               
            
                  C0030
               
               
                  Progressive section number in treaty
               
               
                  The progressive section number assigned by the undertaking to the various sections of the treaty, in those cases where the treaty, for example, covers more than one line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, or covers different lines of activity with different limits. Treaties with different conditions are considered different treaties for the submission of information and shall be reported in different sections. For different lines of business covered under the same treaty, the conditions referring to each line of business will be detailed separately under each section number. Treaties covering different type of reinsurance (e.g. one section on a Quota Share basis and another one on XL) in the same treaty shall be reported in different sections. Treaties covering different layers of the same program shall be reported in different sections.
               
            
                  C0040
               
               
                  Progressive number of surplus/layer in program
               
               
                  The progressive surplus/layer number, when the treaty is part of a wider program.
               
            
                  C0050
               
               
                  Quantity of surplus/layers in program
               
               
                  The total number of surpluses or layers in the same program which includes the treaty which is being reported.
               
            
                  C0060
               
               
                  Finite reinsurance or similar arrangements
               
               
                  Identification of the reinsurance contract. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Non–traditional or Finite RE
                              (if any reinsurance contract or financial instrument which is not directly based on the principle of indemnity or is based on a contract wording which has limited or no demonstrable risk transfer mechanism)
                           
                        
                               
                           
                           
                              2 — Other than non–traditional or Finite RE
                           
                        In case of Finite reinsurance or a similar arrangement only the items which are feasible must be filled.
               
            
                  C0070
               
               
                  Line of business
               
               
                  Identification of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, reported. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
                               
                           
                           
                              13 — Proportional medical expense reinsurance
                           
                        
                               
                           
                           
                              14 — Proportional income protection reinsurance
                           
                        
                               
                           
                           
                              15 — Proportional workers' compensation reinsurance
                           
                        
                               
                           
                           
                              16 — Proportional motor vehicle liability reinsurance
                           
                        
                               
                           
                           
                              17 — Proportional other motor reinsurance
                           
                        
                               
                           
                           
                              18 — Proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              19 — Proportional fire and other damage to property reinsurance
                           
                        
                               
                           
                           
                              20 — Proportional general liability reinsurance
                           
                        
                               
                           
                           
                              21 — Proportional credit and suretyship reinsurance
                           
                        
                               
                           
                           
                              22 — Proportional legal expenses reinsurance
                           
                        
                               
                           
                           
                              23 — Proportional assistance reinsurance
                           
                        
                               
                           
                           
                              24 — Proportional miscellaneous financial loss reinsurance
                           
                        
                               
                           
                           
                              25 — Non–proportional health reinsurance
                           
                        
                               
                           
                           
                              26 — Non–proportional casualty reinsurance
                           
                        
                               
                           
                           
                              27 — Non–proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              28 — Non–proportional property reinsurance
                           
                        
                               
                           
                           
                              29 — Health insurance
                           
                        
                               
                           
                           
                              30 — Insurance with profit participation
                           
                        
                               
                           
                           
                              31 — Index–linked and unit–linked insurance
                           
                        
                               
                           
                           
                              32 — Other life insurance
                           
                        
                               
                           
                           
                              33 — Annuities stemming from non–life insurance contracts and relating to health insurance obligations
                           
                        
                               
                           
                           
                              34 — Annuities stemming from non–life insurance contracts and relating to insurance obligations other than health insurance obligations
                           
                        
                               
                           
                           
                              35 — Health reinsurance
                           
                        
                               
                           
                           
                              36 — Life reinsurance
                           
                        
                               
                           
                           
                              37 — Multiline (as defined hereunder)
                           
                        
                              1)
                           
                           
                              Where the reinsurance treaty provides cover for more than one line of business and the terms of cover differ between lines of business then the treaty needs to be specified over multiple rows. The first row entry for the treaty needs to be entered as ‘Multiline’ that provides details of the overall terms of the treaty (such as deductibles and reinstatements), with the subsequent rows providing details of the individual terms of the reinsurance treaty to each relevant line of business.
                           
                        
                              2)
                           
                           
                              Where the term of the cover do not differ by line of business only the dominant (based on the Gross Estimated Treaty Premium Income) Solvency II line of business is required.
                           
                        
                              3)
                           
                           
                              Multiyear treaties with fixed conditions can be expressed by the columns used for the validity period.
                           
                        
            
                  C0080
               
               
                  Description risk category covered
               
               
                  Description of the main scope of the treaty cover. This is referred to the main portfolio which is the scope of the treaty and normally is part of the treaty description (e.g. ‘Industrial property’ or ‘Director and officers liability’. Undertakings can also include a description referring which business unit the risk was accepted in case this has led to different treaty conditions (e.g. ‘Distribution label A’).
                  The description of the risk category covered is entity specific and is not mandatory. Also the term ‘risk category’ isn't based on Level 1 and 2 terminologies but can be considered as an extra possibility the give additional information about the underwriting risk(s).
               
            
                  C0090
               
               
                  Type of reinsurance treaty
               
               
                  Code of the type of reinsurance treaty. One of the options in the following list shall be used:
                  
                               
                           
                           
                              1 — quota share
                           
                        
                               
                           
                           
                              2 — variable quota share
                           
                        
                               
                           
                           
                              3 — surplus
                           
                        
                               
                           
                           
                              4 — excess of loss (per event and per risk)
                           
                        
                               
                           
                           
                              5 — excess of loss (per risk)
                           
                        
                               
                           
                           
                              6 — excess of loss (per event)
                           
                        
                               
                           
                           
                              7 — excess of loss ‘back–up’ (protection against follow–on events which certain catastrophes can cause such as flooding or fire)
                           
                        
                               
                           
                           
                              8 — excess of loss with basis risk
                           
                        
                               
                           
                           
                              9 — reinstatement cover
                           
                        
                               
                           
                           
                              10 — aggregate excess of loss
                           
                        
                               
                           
                           
                              11 — unlimited excess of loss
                           
                        
                               
                           
                           
                              12 — stop loss
                           
                        
                               
                           
                           
                              13 — other proportional treaties
                           
                        
                               
                           
                           
                              14 — other non–proportional treaties
                           
                        Other proportional treaties (code 13) and Other non–proportional treaties (code 14) can be used for hybrid types of reinsurance treaties.
               
            
                  C0100
               
               
                  Inclusion of catastrophic reinsurance cover
               
               
                  Identification of the including of catastrophic guarantees. Depending on whether the listed catastrophe risks are protected under reinsurance covers, one or a combination (separated by ‘,’) of the following codes has to be used:
                  
                               
                           
                           
                              1 — cover excludes all catastrophic guarantees
                           
                        
                               
                           
                           
                              2 — earthquake, volcanic eruption, tidal wave etc. are covered
                           
                        
                               
                           
                           
                              3 — flood is covered
                           
                        
                               
                           
                           
                              4 — hurricane, windstorm, etc. are covered
                           
                        
                               
                           
                           
                              5 — other risks such as freeze, hail, strong wind are covered
                           
                        
                               
                           
                           
                              6 — terrorism is covered
                           
                        
                               
                           
                           
                              7 — SRCC (strikes, riots, civil commotion), sabotage, popular uprising are covered
                           
                        
                               
                           
                           
                              8 — all the above mentioned risks are covered
                           
                        
                               
                           
                           
                              9 — risks not otherwise included in the listed items are covered
                           
                        
            
                  C0110
               
               
                  Validity period (start date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date of commencement of the specific reinsurance treaty.
               
            
                  C0120
               
               
                  Validity period (expiry date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the final expiry date of the specific reinsurance treaty.
                  In case the treaty conditions remains unchanged when filling in the template and the undertaking is not making use of the termination clause, the expiry date will be the next possible expiry date.
               
            
                  C0130
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency used while placing the reinsurance treaty. All the amounts must be expressed in this currency for the specific cover, unless otherwise required by the national supervisory authority. In case the treaty is placed in two different currencies, then the main currency must be filled..
               
            
                  C0140
               
               
                  Type of underwriting model
               
               
                  Type of underwriting model which is used to estimate the exposure of the underwriting risk and the need for reinsurance protection. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Sum Insured
                              the highest amount that the insurer can be obliged to pay out according to the original policy. SI must also be filled when type of underwriting model is not applicable
                           
                        
                               
                           
                           
                              2 — Maximum Possible Loss
                              loss which may occur when the most unfavourable circumstances being more or less exceptionally combined, the fire is only stopped by impassable obstacles or lack of substance.
                           
                        
                               
                           
                           
                              3 — Probable Maximum Loss
                              defined as the estimate of the largest loss from a single fire or peril to be expected, assuming the worst single impairment of primary private fire protection systems but with secondary protection systems or organizations (such as emergency organizations and private and/or public fire department response) functioning as intended. Catastrophic conditions like explosions resulting from massive release of flammable gases, which might involve large areas of the plant, detonation of massive explosives, seismic disturbances, tidal waves or flood, falling aircraft, and arson committed in more than one area are excluded in this estimate. This definition is a hybrid form between Maximum Possible Loss and Estimated Maximum Loss that is generally accepted and frequently used by insurers, reinsurers and reinsurance brokers
                           
                        
                               
                           
                           
                              4 — Estimated Maximum Loss
                              loss that could reasonably be sustained from the contingencies under consideration, as a result of a single incident considered to be within the realms of probability taking into account all factors likely to increase or lessen the extent of the loss, but excluding such coincidences and catastrophes which may be possible but remain unlikely.
                           
                        
                               
                           
                           
                              5 — Other
                              other possible underwriting models used. The type of ‘other’ underwriting model applied must be explained in the Regular Supervisory Report.
                           
                        Although abovementioned definitions are used for the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, ‘Fire and other damage to property insurance and reinsurance’, similar definitions might be in place for other lines of business.
               
            
                  C0150
               
               
                  Estimated Subject Premium Income (XL — ESPI)
               
               
                  The amount of the estimated subject premiums income (‘ESPI’) relating to the contract period. It is normally the amount of premium referring to the portfolio protected under Excess of Loss treaties; in any case it is the amount on which the reinsurance premium is calculated by applying the rate. This item is only reported for XL treaties.
               
            
                  C0160
               
               
                  Gross Estimated Treaty Premium Income (proportional and non–proportional)
               
               
                  The amount of premium for 100 % of the treaty relating to the contract period. This amount is the equivalent of the 100 % reinsurance premium to be paid to all reinsurers for the treaty period, including the premium corresponding to unplaced shares.
               
            
                  C0170
               
               
                  Aggregate deductibles
               
               
                  The amount of franchise, meaning an additional retention when losses are covered by the reinsurer only when a certain amount of cumulative losses have taken place. This item is reported only if item C0180 is not reported.
               
            
                  C0180
               
               
                  Aggregate deductibles (%)
               
               
                  The percentage of franchise, meaning an additional retention percentage when losses are covered by the reinsurer only when a certain amount of cumulative losses have taken place. This item is reported only if item C0170 is not reported.
                  The percentage shall be reported as a decimal.
               
            
                  C0190
               
               
                  Retention or priority
               
               
                  The amount, for Surplus, Working XL and Catastrophe XL treaties, that is stated as retention or priority in the reinsurance treaty. Separate indication shall be given for the various lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  C0200
               
               
                  Retention or priority (%)
               
               
                  The percentage, for Quota Share and Stop Loss treaties, that is stated as retention or priority in the reinsurance treaty. Separate indication shall be given for the various lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  The percentage shall be reported as a decimal.
               
            
                  C0210
               
               
                  Limit
               
               
                  The amount that is stated as Limit in the reinsurance treaty. Separate indication shall be given for the various lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  In the case of unlimited cover ‘– 1’ is to be reported.
               
            
                  C0220
               
               
                  Limit (%)
               
               
                  The percentage, for Stop Loss treaties, that is stated as Limit in the reinsurance treaty. Separate indication shall be given for the various lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  In the case of unlimited cover ‘– 1’ is to be reported.
                  The percentage shall be reported as a decimal.
               
            
                  C0230
               
               
                  Maximum cover per risk or event
               
               
                  The amount of maximum cover per risk or event. If for a Quota Share or a Surplus a maximum amount has been agreed for an event (for example — windstorm), the 100 % amount is to be reported. In all other cases, the amount is equal to the Limit minus Priority.
                  In the case of unlimited cover ‘– 1’ is to be reported.
               
            
                  C0240
               
               
                  Maximum cover per treaty
               
               
                  The amount of maximum cover per treaty. If for a Quota Share or a Surplus a maximum amount has been set for the entire contract, the 100 % amount is to be reported. In the case of unlimited cover ‘– 1’ is to be reported. For XL or SL treaties the initial capacity has to be indicated (e.g. annual aggregate limits); total cover might also be the result of the information provided under C0250.
               
            
                  C0250
               
               
                  Number of reinstatements
               
               
                  Number of possibilities to recover the reinsurance coverage.
               
            
                  C0260
               
               
                  Description of reinstatements
               
               
                  Description of the reinstatements to recover the reinsurance coverage. Examples of possible content of this item are ‘2 at 100 % plus 1 at 150 %’ or ‘all free’
               
            
                  C0270
               
               
                  Maximum reinsurance commission
               
               
                  Report the maximum percentage of commission. If fixed, item C0270, C0280 and C0290 are equal.
                  The percentage shall be reported as a decimal.
                  This item is only applicable for proportional treaties.
               
            
                  C0280
               
               
                  Minimum reinsurance commission
               
               
                  Report the minimum percentage of commission. If fixed, item C0270, C0280 and C0290 are equal.
                  The percentage shall be reported as a decimal.
                  This item is only applicable for proportional treaties.
               
            
                  C0290
               
               
                  Expected reinsurance commission
               
               
                  Report the expected percentage of commission. If fixed, item C0270, C0280 and C0290 are equal.
                  The percentage shall be reported as a decimal.
                  This item is only applicable for proportional treaties.
               
            
                  C0300
               
               
                  Maximum overriding commission
               
               
                  Report the maximum percentage of Overriding commission. If fixed, item C0300, C0310 and C0320 are equal.
                  The percentage shall be reported as a decimal.
                  This item is only applicable for proportional treaties.
               
            
                  C0310
               
               
                  Minimum overriding commission
               
               
                  Report the minimum percentage of Overriding commission. If fixed, item C0300, C0310 and C0320 are equal.
                  The percentage shall be reported as a decimal.
                  This item is only applicable for proportional treaties.
               
            
                  C0320
               
               
                  Expected overriding commission
               
               
                  Report the expected percentage of Overriding commission. If fixed, item C0300, C0310 and C0320 are equal.
                  The percentage shall be reported as a decimal.
                  This item is only applicable for proportional treaties.
               
            
                  C0330
               
               
                  Maximum profit commission
               
               
                  Report the maximum percentage of Profit commission. If fixed, item C0330, C0340 and C0350 are equal.
                  The percentage shall be reported as a decimal.
                  This item is only applicable for proportional treaties.
               
            
                  C0340
               
               
                  Minimum profit commission
               
               
                  Report the minimum percentage of Profit commission. If fixed, item C0330, C0340 and C0350 are equal.
                  The percentage shall be reported as a decimal.
                  This item is only applicable for proportional treaties.
               
            
                  C0350
               
               
                  Expected profit commission
               
               
                  Report the expected percentage of Profit commission. If fixed, item C0330, C0340 and C0350 are equal.
                  The percentage shall be reported as a decimal.
                  This item is only applicable for proportional treaties.
               
            
                  C0360
               
               
                  XL rate 1
               
               
                  Report the fixed rate or starting rate of a sliding rate system.
                  The percentage shall be reported as a decimal.
                  This item is only reported for XL treaties.
               
            
                  C0370
               
               
                  XL rate 2
               
               
                  Report the top end rate of a sliding rate system or NA for not applicable.
                  The percentage shall be reported as a decimal.
                  This item is only reported for XL treaties.
               
            
                  C0380
               
               
                  XL premium flat
               
               
                  Indication on whether XL premium is based or not on a flat premium. One of the options in the following list shall be used:
                  
                               
                           
                           
                              1 — XL premium based on a flat premium
                           
                        
                               
                           
                           
                              2 — XL premium not based on a flat premium
                           
                        This item is only reported for XL treaties.
               
            
         S.30.04 — Outgoing Reinsurance Program shares data
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template is relevant to insurance and reinsurance undertakings with an outgoing; reinsurance and/or retrocession program including any coverage provided by State backed reinsurance pool arrangements, excluding facultative covers.
      This template shall be filled by the insurance and reinsurance undertaking which is transferring underwriting risk to the reinsurers through a reinsurance treaty whose period of validity includes or overlaps the next reporting year and are known when filling the template. If reinsurance strategy changes materially after that date or if the renovation of the reinsurance contracts are performed later than the reporting date and before next 1 January, the information on this template shall be re–submitted when adequate.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  Reinsurance program code
               
               
                  Unique code (undertaking specific) covering all the individual reinsurance placements and/or treaties which belong to the same reinsurance program.
               
            
                  C0020
               
               
                  Treaty identification code
               
               
                  Treaty identification code that identifies it exclusively and must be maintained in subsequent reports, usually the original treaty number registered in the company's books.
               
            
                  C0030
               
               
                  Progressive section number in treaty
               
               
                  The progressive section number assigned by the undertaking to the various sections of the treaty, in those cases where the treaty, for example, covers more than one line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, or covers different lines of activity with different limits. Treaties with different conditions are considered different treaties for the submission of information and shall be reported in different sections. For different lines of business covered under the same treaty, the conditions referring to each line of business will be detailed separately under each section number. Treaties covering different type of reinsurance (e.g. one section on a Quota Share basis and another one on XL) in the same treaty shall be reported in different sections. Treaties covering different layers of the same program shall be reported in different sections.
               
            
                  C0040
               
               
                  Progressive number of surplus/layer in program
               
               
                  The progressive surplus/layer number, when the treaty is part of a wider program.
               
            
                  C0050
               
               
                  Code reinsurer
               
               
                  Identification code of the reinsurer by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        In case a specific code is attributed by the undertaking, the code shall be unique for the specific reinsurer and shall not overlap with any other code, attributed by the undertaking or LEI code.
               
            
                  C0060
               
               
                  Type of code reinsurer
               
               
                  Identification of the code used in item ‘Code reinsurer’. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0070
               
               
                  Code broker
               
               
                  Identification code of the broker by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        In case a specific code is attributed by the undertaking, the code shall be unique for the specific broker and shall not overlap with any other code, attributed by the undertaking or LEI code.
                  Where more than one broker was involved in the reinsurance placement only the main dominant broker is required.
               
            
                  C0080
               
               
                  Type of code broker
               
               
                  Identification of the code used in item ‘Code broker’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0090
               
               
                  Activity code broker
               
               
                  Representing the activities of the broker involved, as considered by the undertaking. In case the activities are combined all activities must be mentioned separated by ‘,’:
                  
                              —
                           
                           
                              Intermediary for placement
                           
                        
                              —
                           
                           
                              Underwriting on behalf of
                           
                        
                              —
                           
                           
                              Financial services
                           
                        
            
                  C0100
               
               
                  Share reinsurer (%)
               
               
                  Percentage of the reinsurance treaty accepted by reinsurer identified in item C0050, expressed as absolute percentage of the treaty placement.
                  Percentages shall be reported as a decimal.
               
            
                  C0110
               
               
                  Exposure ceded for reinsurer's share
               
               
                  Amount of the exposure reinsured with the reinsurer. This amount is based on the maximum cover per risk/event and is calculated with the formula: Item Maximum cover per risk or event (reported in item C0230 of S.30.03) x Item Share reinsurer (%) (reported in item C0100 of S.30.04).
                  If C0230 from S.30.03 is Unlimited fill this cell with ‘– 1’.
               
            
                  C0120
               
               
                  Type of collateral (if applicable)
               
               
                  Type of collateral held. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Cash or equivalent in Trust
                           
                        
                               
                           
                           
                              2 — Cash or Funds Withheld
                           
                        
                               
                           
                           
                              3 — Letter of Credit
                           
                        
                               
                           
                           
                              4 — Other
                           
                        
                               
                           
                           
                              5 — None
                           
                        
            
                  C0130
               
               
                  Description of the reinsurers limit collateralised
               
               
                  Description of the reinsurer limit collateralised referring to the specific item specified in the treaty (e.g. 90 % of the technical provisions or 90 % of the premiums), if applicable.
               
            
                  C0140
               
               
                  Code collateral provider (if applicable)
               
               
                  Identification code using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
               
            
                  C0150
               
               
                  Type of code of collateral provider
               
               
                  Identification of the code used in item ‘Code collateral provider (if applicable)’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0160
               
               
                  Estimated outgoing reinsurance premium for reinsurer's share
               
               
                  The estimated gross reinsurance premium of the treaty, to be paid by the undertaking, according to the next reporting year (N+1) for the share of each reinsurer. This amount is calculated according to the following examples:
                  
                               
                           
                           
                              Case 1: For Quota Share and Surplus; the share reported in item Share reinsurer (C0100) multiplied by item Gross Estimated Treaty Premium Income (C0160) reported in S.30.03;
                           
                        
                               
                           
                           
                              Case 2: For XL–treaties if the treaty is subject to a fixed rate; the rate reported in item XL rate 1 (C0360) as reported in S.30.03 multiplied by the item Estimated Subject premium income (C0150) reported in S.30.03 multiplied by the share reported in item Share reinsurer (C0100).
                           
                        
                               
                           
                           
                              Case 3: For XL–treaties if the treaty is subject to a sliding rate; the rate reported in item XL rate 2 (C0370) as reported in S.30.03 multiplied by the item Estimated Subject premium income (C0150) reported in S.30.03 multiplied by the share reported in item Share reinsurer (C0100).
                           
                        
            
                  C0170
               
               
                  Annotations
               
               
                  Description of cases where either the reinsurer's participation is at conditions different from those of the standard facultative or treaty placement, or to provide any other information that the undertaking has to bring to the attention of the Supervisory Authority.
               
            
                  
                     Information on reinsurers and brokers
                  
               
            
                  C0180
               
               
                  Code reinsurer
               
               
                  Identification code of the reinsurer by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        In case a specific code is attributed by the undertaking, the code shall be unique for the specific reinsurer and shall not overlap with any other code, attributed by the undertaking or LEI code.
               
            
                  C0190
               
               
                  Type of code reinsurer
               
               
                  Identification of the code used in item ‘Code reinsurer’. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0200
               
               
                  Legal name reinsurer
               
               
                  Legal name of the reinsurer to whom the underwriting risk has been transferred. The official name of the risk–carrier reinsurer is stated in the reinsurance contract. It is not permitted to fill in the name of a reinsurance broker. Nor is it permitted to state a general or incomplete name as international reinsurers have several operating companies that may be based in different countries.
                  In case of pooling arrangements, the name of the Pool (or Pool manager) can be filled only if the Pool is a legal entity.
               
            
                  C0210
               
               
                  Type of reinsurer
               
               
                  Type of reinsurer to whom the underwriting risk has been transferred.
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Direct Life insurer
                           
                        
                               
                           
                           
                              2 — Direct Non–life insurer
                           
                        
                               
                           
                           
                              3 — Direct Composite insurer
                           
                        
                               
                           
                           
                              4 — Captive insurance undertaking
                           
                        
                               
                           
                           
                              5 — Internal reinsurer (reinsurance undertaking which primary focus is to take risk from other insurance undertakings within the group)
                           
                        
                               
                           
                           
                              6 — External reinsurer (reinsurance undertaking that takes risks from undertakings other than from insurance undertakings within the group)
                           
                        
                               
                           
                           
                              7 — Captive reinsurance undertaking
                           
                        
                               
                           
                           
                              8 — Special purpose vehicle
                           
                        
                               
                           
                           
                              9 — Pool entity (where more than one insurance or reinsurance undertakings are involved)
                           
                        
                               
                           
                           
                              10 — State pool
                           
                        
            
                  C0220
               
               
                  Country of residency
               
               
                  Identify the ISO 3166–1 alpha–2 code for the country where the reinsurer is legally authorised/licensed.
               
            
                  C0230
               
               
                  External rating assessment by nominated ECAI
               
               
                  Rating of the reinsurer at the reporting reference date issued by the nominated credit assessment institution (ECAI).
                  This item is not applicable to reinsurers for which undertakings using internal model use internal ratings. If undertakings using internal model do not use internal rating, this item shall be reported.
               
            
                  C0240
               
               
                  Nominated ECAI
               
               
                  Identify the credit assessment institution (ECAI) giving the external rating, by using the name of the ECAI as published at ESMA website.
               
            
                  C0250
               
               
                  Credit quality step
               
               
                  Identify the credit quality step attributed to the reinsurer. The credit quality step shall reflect any readjustments to the credit quality made internally by the undertakings that use the standard formula
                  This item is not applicable to reinsurers for which undertakings using internal model use internal ratings. If undertakings using internal model do not use internal rating, this item shall be reported.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              0 — Credit quality step 0
                           
                        
                               
                           
                           
                              1 — Credit quality step 1
                           
                        
                               
                           
                           
                              2 — Credit quality step 2
                           
                        
                               
                           
                           
                              3 — Credit quality step 3
                           
                        
                               
                           
                           
                              4 — Credit quality step 4
                           
                        
                               
                           
                           
                              5 — Credit quality step 5
                           
                        
                               
                           
                           
                              6 — Credit quality step 6
                           
                        
                               
                           
                           
                              9 — No rating available
                           
                        
            
                  C0260
               
               
                  Internal rating
               
               
                  Internal rating of reinsurers for undertakings using internal model to the extent that the internal ratings are used in their internal modelling. If an internal model undertaking is using solely external ratings this item shall not be reported.
               
            
                  C0270
               
               
                  Code broker
               
               
                  Identification code of the broker by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        In case a specific code is attributed by the undertaking, the code shall be unique for the specific broker and shall not overlap with any other code, attributed by the undertaking or LEI code.
                  Where a reinsurance treaty is covered by more than one broker only the dominant broker shall be reported.
               
            
                  C0280
               
               
                  Type of code broker
               
               
                  Identification of the code used in item ‘Code broker’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0290
               
               
                  Legal name broker
               
               
                  Statutory name of the broker.
               
            
                  C0300
               
               
                  Code collateral provider (if applicable)
               
               
                  Identification code using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
               
            
                  C0310
               
               
                  Type of code collateral provider (if applicable)
               
               
                  Identification of the code used for the ‘Issuer Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0320
               
               
                  Collateral provider name
               
               
                  Name of the collateral provider will depend on the type of collateral specified in C0120.
                  
                              —
                           
                           
                              Where collateral is held in trust the collateral provider will be the Trust provider.
                           
                        
                              —
                           
                           
                              Where the collateral is on a Cash or Funds withheld basis this cell can remain blank.
                           
                        
                              —
                           
                           
                              Where the collateral is a Letters of Credit it will be the underlying Financial Institution providing this facility.
                           
                        
                              —
                           
                           
                              Where other report only if applicable.
                           
                        
            
         S.31.01 — Share of reinsurers (including Finite Reinsurance and SPV's)
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template shall be filled by the insurance and reinsurance undertakings where a recoverable is recognised in relation to the reinsurer (even if all contracts with that reinsurer have terminated) and whose reinsurer is reducing the gross technical provisions as per end of the reporting year.
      The template collects information on reinsurers and not on separate treaties. All ceded technical provisions, including those ceded under Finite reinsurance (as defined in S.30.03 Column C0060), must be completed. This also means that if an SPV or a syndicate of Lloyd's acts as a reinsurer the SPV or the syndicate must be listed.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0040
               
               
                  Code reinsurer
               
               
                  Identification code of the reinsurer by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        
            
                  C0050
               
               
                  Type of code Reinsurer
               
               
                  Identification of the code used in item ‘Code reinsurer’. The following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0060
               
               
                  Reinsurance recoverables — Premium provision Non–life including Non–SLT Health
               
               
                  The amount of share of the reinsurer in the recoverables from reinsurance (including Finite Re and SPV) before the adjustment for expected losses due to the counterparty default, in the best estimate of the premium provisions calculated as the expected present value of future incoming and outgoing cash flows.
               
            
                  C0070
               
               
                  Reinsurance recoverables — Claims provisions Non–life including Non–SLT Health
               
               
                  The amount of share of the reinsurer in the recoverables from reinsurance (including Finite Re and SPV) before the adjustment for expected losses due to the counterparty default, in the best estimate of the claims provisions.
               
            
                  C0080
               
               
                  Reinsurance recoverables — Technical provisions Life including SLT Health
               
               
                  The amount of share of the reinsurer in the recoverables from reinsurance (including Finite Re and SPV) before the adjustment for expected losses due to the counterparty default, in the best estimate of the technical provisions.
               
            
                  C0090
               
               
                  Adjustment for expected losses due to counterparty default
               
               
                  Per reinsurer the adjustment for expected losses due to counterparty default. The adjustment shall be calculated separately and must be in line with Delegated Regulation (EU) 2015/35.
                  This value shall be reported as negative value.
               
            
                  C0100
               
               
                  Reinsurance recoverables: Total reinsurance recoverables
               
               
                  The result of ceded technical provisions (resulting from claims provision + premiums provision + Non–Life TP calculated as a whole and Life including health SLT, including the adjustment for expected losses due to counterparty default.
               
            
                  C0110
               
               
                  Net receivables
               
               
                  The amounts past due resulting from: claims paid by the insurer but not yet reimbursed by the reinsurer plus commissions to be paid by the reinsurer and other receivables minus debts to the reinsurer. Cash deposits are excluded and are to be considered as guarantees received.
               
            
                  C0120
               
               
                  Assets pledged by reinsurer
               
               
                  Amount of assets pledged by the reinsurer to mitigate the counterparty default risk of the reinsurer.
               
            
                  C0130
               
               
                  Financial guarantees
               
               
                  Amount of guarantees received by the undertaking from the reinsurer to guarantee the payment of the liabilities due by the undertaking (includes letter of credit, undrawn committed borrowing facilities).
               
            
                  C0140
               
               
                  Cash deposits
               
               
                  Amount of cash deposits received by the reinsurer.
               
            
                  C0150
               
               
                  Total guarantees received
               
               
                  Total amount of types of guarantees.
               
            
                  
                     Information on reinsurers
                  
               
            
                  C0160
               
               
                  Code reinsurer
               
               
                  Identification code of the reinsurer by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        
            
                  C0170
               
               
                  Type of code Reinsurer
               
               
                  Identification of the code used in item ‘Code reinsurer’. The following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0180
               
               
                  Legal name reinsurer
               
               
                  Legal name of the reinsurer to whom the underwriting risk has been transferred. The official name of the risk–carrier reinsurer is stated in the reinsurance contract. It is not permitted to fill in the name of a reinsurance broker. Nor is it permitted to state a general or incomplete name as international reinsurers have several operating companies that may be based in different countries.
                  In case of pooling arrangements, the name of the Pool (or Pool manager) can be filled only if the Pool is a legal entity.
               
            
                  C0190
               
               
                  Type of reinsurer
               
               
                  Type of reinsurer to whom the underwriting risk has been transferred.
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Direct Life insurer
                           
                        
                               
                           
                           
                              2 — Direct Non–life insurer
                           
                        
                               
                           
                           
                              3 — Direct Composite insurer
                           
                        
                               
                           
                           
                              4 — Captive insurance undertaking
                           
                        
                               
                           
                           
                              5 — Internal reinsurer (reinsurance undertaking which primary focus is to take risk from other insurance undertakings within the group)
                           
                        
                               
                           
                           
                              6 — External reinsurer (reinsurance undertaking that takes risks from undertakings other than from insurance undertakings within the group)
                           
                        
                               
                           
                           
                              7 — Captive reinsurance undertaking
                           
                        
                               
                           
                           
                              8 — Special purpose vehicle
                           
                        
                               
                           
                           
                              9 — Pool entity (where more than one insurance or reinsurance undertakings are involved)
                           
                        
                               
                           
                           
                              10 — State pool
                           
                        
            
                  C0200
               
               
                  Country of residency
               
               
                  Identify the ISO 3166–1 alpha–2 code for the country where the reinsurer is legally authorised/licensed.
               
            
                  C0210
               
               
                  External rating assessment by nominated ECAI
               
               
                  The actual/current rating that is considered by the undertaking.
               
            
                  C0220
               
               
                  Nominated ECAI
               
               
                  The agency that rates the reinsurer that is considered by the undertaking.
               
            
                  C0230
               
               
                  Credit quality step
               
               
                  Identify the credit quality step attributed to the reinsurer. The credit quality step shall reflect any readjustments to the credit quality made internally by the undertakings that use the standard formula.
               
            
                  C0240
               
               
                  Internal rating
               
               
                  Internal rating of the reinsurer for undertakings using internal model to the extent that the internal ratings are used in their internal modelling. If an internal model undertaking is using solely external ratings this item shall not be reported.
               
            
         S.31.02 — Special Purpose Vehicles
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template is relevant for each insurance or reinsurance undertaking transferring risk(s) to a Special Purpose Vehicle (SPV), to ensure sufficient disclosure has been made where SPVs are used as alternative risk transfer methods to traditional reinsurance treaties.
      The template applies to the use of:
      
                  a)
               
               
                  SPVs defined under Article 13(26) and authorised under Article 211(1) of Directive 2009/138/EC;
               
            
                  b)
               
               
                  SPVs meeting conditions of Article 211(3) of Directive 2009/138/EC;
               
            
                  c)
               
               
                  SPVs regulated by third country supervisors where these meet equivalent measures to the conditions set out in Article 211(2) of Directive 2009/138/EC;
               
            
                  d)
               
               
                  Other SPVs, not meeting the definitions above, where risks are transferred under arrangements with the economic substance of a reinsurance contract.
               
            The template covers risk mitigation techniques (recognised or not) carried out by the (re)insurance undertaking whereby a SPV assumes risks from the reporting undertaking through a reinsurance contract; or assume insurance risks from the reporting undertaking transferred through a similar arrangement that is ‘reinsurance like’.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0030
               
               
                  Internal code of SPV
               
               
                  Internal code attributed to the SPV by the undertaking by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the group: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the group, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits.
                           
                        This code shall be unique to each SPV and remain constant over subsequent reports.
               
            
                  C0040
               
               
                  ID Code of SPV notes or other financing mechanism issued
               
               
                  For the notes or other financing mechanism issued by the SPV and hold by the insurance and reinsurance undertaking identify the ID code by this order of priority if existent:
                  
                              —
                           
                           
                              ISO 6166 ISIN when available;
                           
                        
                              —
                           
                           
                              Other ‘recognised’ codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC);
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time.
                           
                        
            
                  C0050
               
               
                  ID Code Type of SPV notes or other financing mechanism issued
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0060
               
               
                  Lines of Business SPV securitisation relates
               
               
                  Identification of the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, reported. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
                               
                           
                           
                              13 — Proportional medical expense reinsurance
                           
                        
                               
                           
                           
                              14 — Proportional income protection reinsurance
                           
                        
                               
                           
                           
                              15 — Proportional workers' compensation reinsurance
                           
                        
                               
                           
                           
                              16 — Proportional motor vehicle liability reinsurance
                           
                        
                               
                           
                           
                              17 — Proportional other motor reinsurance
                           
                        
                               
                           
                           
                              18 — Proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              19 — Proportional fire and other damage to property reinsurance
                           
                        
                               
                           
                           
                              20 — Proportional general liability reinsurance
                           
                        
                               
                           
                           
                              21 — Proportional credit and suretyship reinsurance
                           
                        
                               
                           
                           
                              22 — Proportional legal expenses reinsurance
                           
                        
                               
                           
                           
                              23 — Proportional assistance reinsurance
                           
                        
                               
                           
                           
                              24 — Proportional miscellaneous financial loss reinsurance
                           
                        
                               
                           
                           
                              25 — Non–proportional health reinsurance
                           
                        
                               
                           
                           
                              26 — Non–proportional casualty reinsurance
                           
                        
                               
                           
                           
                              27 — Non–proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              28 — Non–proportional property reinsurance
                           
                        
                               
                           
                           
                              29 — Health insurance
                           
                        
                               
                           
                           
                              30 — Insurance with profit participation
                           
                        
                               
                           
                           
                              31 — Index–linked and unit–linked insurance
                           
                        
                               
                           
                           
                              32 — Other life insurance
                           
                        
                               
                           
                           
                              33 — Annuities stemming from non–life insurance contracts and relating to health insurance obligations
                           
                        
                               
                           
                           
                              34 — Annuities stemming from non–life insurance contracts and relating to insurance obligations other than health insurance obligations
                           
                        
                               
                           
                           
                              35 — Health reinsurance
                           
                        
                               
                           
                           
                              36 — Life reinsurance
                           
                        
                               
                           
                           
                              37 — Multiline
                           
                        Where the reinsurance treaty or a similar arrangement provides cover for more than one line of business and the terms of cover differ between lines of business then the treaty needs to be specified over multiple rows. The first row entry for the treaty needs to be entered as ‘Multiline’ that provides details of the overall terms of the treaty, with the subsequent rows providing details of the individual terms of the reinsurance treaty to each relevant line of business. Where the term of the cover do not differ by line of business only the dominant Solvency II line of business is required.
               
            
                  C0070
               
               
                  Type of Trigger(s) in the SPV
               
               
                  Identify the trigger mechanisms used by the SPV as trigger events that would oblige the SPV to make payment to the ceding (re)insurance undertaking. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Indemnity
                           
                        
                               
                           
                           
                              2 — Model Loss
                           
                        
                               
                           
                           
                              3 — Index or Parametric
                           
                        
                               
                           
                           
                              4 — Hybrids (including components from the above–mentioned techniques)
                           
                        
                               
                           
                           
                              5 — Other
                           
                        
            
                  C0080
               
               
                  Contractual Trigger Event
               
               
                  Description of the specific trigger that would oblige the SPV to make payment to the ceding (re)insurance undertaking. This information should be complementary to the information on ‘Type of Trigger(s) in the SPV’ and should be descriptive enough to allow supervisors to identify the concrete trigger, e.g. specific weather/storm indices for cat risks or general mortality tables for longevity risks.
               
            
                  C0090
               
               
                  Same trigger as in underlying cedant's portfolio
               
               
                  Identify if the trigger defined in the underlying (re)insurance policy with the pay–out trigger defined in the treaty is the same as the one defined in the SPV. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Same trigger
                           
                        
                               
                           
                           
                              2 — Different trigger
                           
                        
            
                  C0100
               
               
                  Basis risk arising from risk–transfer structure
               
               
                  Identify the causes of basis risk (i.e. that the exposure covered by the risk–mitigation technique does not correspond to the risk exposure of the insurance or reinsurance undertaking). The following close list shall be used:
                  
                               
                           
                           
                              1 — No basis risk
                           
                        
                               
                           
                           
                              2 — Insufficient subordination for note holders,
                           
                        
                               
                           
                           
                              3 — Investors' additional recourse against cedant,
                           
                        
                               
                           
                           
                              4 — Additional risks were securitised subsequent to authorisation,
                           
                        
                               
                           
                           
                              5 — Cedants hold exposure to notes issued,
                           
                        
                               
                           
                           
                              9 — Other
                           
                        
            
                  C0110
               
               
                  Basis risk arising from contractual terms
               
               
                  Identify the basis risk arising from contractual terms.
                  
                               
                           
                           
                              1 — No basis risk
                           
                        
                               
                           
                           
                              2 — Substantial part of risks insured not transferred
                           
                        
                               
                           
                           
                              3 — Insufficient trigger to match risk exposure of cedant
                           
                        
            
                  C0120
               
               
                  SPV assets ring–fenced to settle cedant–specific obligations
               
               
                  The amount of SPV assets ring–fenced for the reporting cedant, which are available to settle the contractual liabilities reinsured by the SPV for that specific cedant only (collateral assets specifically recognised on balance sheet of the SPV in relation to the obligation assumed).
               
            
                  C0130
               
               
                  Other non cedant–specific SPV Assets for which recourse may exist
               
               
                  The amount of SPV assets (recognised on balance sheet of the SPV), not directly related to the reporting cedant but for which recourse exists. This would include any ‘free assets’ of the SPV, which may be available to settle the reporting cedant's liabilities.
               
            
                  C0140
               
               
                  Other recourse arising from securitisation
               
               
                  The amount of contingent assets of the SPV (held off balance sheet), not directly related to the reporting cedant but for which recourse exists. This includes recourse against other counterparties of the SPV, including guarantees, reinsurance contracts and derivative commitments to SPV made by the SPV sponsor, note holders, or other third parties.
               
            
                  C0150
               
               
                  Total maximum possible obligations from SPV under reinsurance policy
               
               
                  Amount of total maximum possible obligations from reinsurance contract (cedant–specific).
               
            
                  C0160
               
               
                  SPV fully funded in relation to cedant obligations throughout the reporting period
               
               
                  Identify if the protection offered by the risk–mitigation technique may only be partially recognised where counterparty to a reinsurance contract ceases to be able to provide effective and continuing risk–transfer. The following closed list shall be used:
                  
                               
                           
                           
                              1 — SPV fully funded in relation to cedant obligations
                           
                        
                               
                           
                           
                              2 — SPV not fully funded in relation to cedant obligations
                           
                        
            
                  C0170
               
               
                  Current recoverables from SPV
               
               
                  Amount of SPV Recoverables recognised on the Solvency II balance sheet of the reporting undertaking (prior to adjustments made for expected losses due to counterparty default). This shall be calculated in accordance with the requirements of Article 41of Delegated Regulation (EU) 2015/35.
               
            
                  C0180
               
               
                  Identification of material investments held by cedant in SPV
               
               
                  Identify whether material investments held by the cedant in the SPV exist, according to Article 210 of Delegated Regulation (EU) 2015/35.
                  
                               
                           
                           
                              1 — Not applicable
                           
                        
                               
                           
                           
                              2 — Investments of SPV controlled by cedant and/or sponsor (where it differs from cedant);
                           
                        
                               
                           
                           
                              3 — Investments of SPV held by cedant (equity, notes or other subordinated debt of the SPV);
                           
                        
                               
                           
                           
                              4 — Cedant sells reinsurance or other risk mitigation protection to the SPV;
                           
                        
                               
                           
                           
                              5 — Cedant has provided guarantee or other credit enhancement to SPV or note holders;
                           
                        
                               
                           
                           
                              6 — Sufficient basis risk retained by cedant;
                           
                        
                               
                           
                           
                              9 — Other.
                           
                        If this is reported then cells C0030 and C0040 needs to identify the instrument.
               
            
                  C0190
               
               
                  Securitisation assets related to cedant held in trust with other third party than cedant/sponsor?
               
               
                  Identify if there are securitisation assets related to cedant held in trust with other third party than cedant/sponsor, considering the provisions of Articles 214(2) and 326 of Delegated Regulation (EU) 2015/35. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Held in trust with other third party than cedant/sponsor
                           
                        
                               
                           
                           
                              2 — Not held in trust with other third party than cedant/sponsor
                           
                        
            
                  
                     Information on SPV
                  
               
            
                  C0200
               
               
                  Internal code of SPV
               
               
                  Internal code attributed to the SPV by the undertaking by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the group: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the group, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        This code shall be unique to each SPV and remain constant over subsequent reports.
               
            
                  C0210
               
               
                  Type of code SPV
               
               
                  Identification of the code used in item ‘internal code of SPV’. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0220
               
               
                  Legal nature of SPV
               
               
                  Identify the legal nature of the SPV securitisation, according to Article 13(26) of Directive 2009/138/EC.
                  Closed list
                  
                               
                           
                           
                              1 — Trusts
                           
                        
                               
                           
                           
                              2 — Partnerships
                           
                        
                               
                           
                           
                              3 — Limited liability companies
                           
                        
                               
                           
                           
                              4 — Other legal entity form not referred above
                           
                        
                               
                           
                           
                              5 — Not incorporated
                           
                        
            
                  C0230
               
               
                  Name of SPV
               
               
                  Identify the name of the SPV
               
            
                  C0240
               
               
                  Incorporation no. of SPV
               
               
                  Registration number received at incorporation of the SPV. For un–incorporated SPVs, the undertaking should report the regulatory number or equivalent number obtained from the supervisory authority at the time of authorisation.
                  If the SPV is not incorporated this cell doesn't apply.
               
            
                  C0250
               
               
                  SPV country of authorisation
               
               
                  Identify the ISO 3166–1 alpha–2 code for the country where the SPV is established and has received authorisation, where applicable.
               
            
                  C0260
               
               
                  SPV authorisation conditions
               
               
                  Identify authorisation conditions of the SPV according to Article 211 of the Directive 2009/138/EC or equivalent legal instrument. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — SPV authorised under Article 211(1) of Directive 2009/138/EC
                           
                        
                               
                           
                           
                              2 — SPV authorised under Article 211(3) of Directive 2009/138/EC (grandfathered)
                           
                        
                               
                           
                           
                              3 — SPV regulated by a third country supervisory authority where requirements equivalent to those set out in Article 211(2) of Directive 2009/138/EC are met by the special purpose vehicle
                           
                        
                               
                           
                           
                              4 — SPV not covered above
                           
                        
            
                  C0270
               
               
                  External rating assessment by nominated ECAI
               
               
                  Rating of the SPV (if any) that is considered by the undertaking and given by an external rating agency.
               
            
                  C0280
               
               
                  Nominated ECAI
               
               
                  Rating agency giving the external rating of the SPV, as reported in item C0260.
               
            
                  C0290
               
               
                  Credit quality step
               
               
                  Identify the credit quality step attributed to the SPV. The credit quality step shall reflect any readjustments to the credit quality made internally by the undertaking.
               
            
                  C0300
               
               
                  Internal rating
               
               
                  Internal rating of the SPV for undertakings using internal model to the extent that the internal ratings are used in their internal modelling. If an internal model undertaking is using solely external ratings this item shall not be reported.
               
            
         S.36.01 — IGT — Equity–type transactions, debt and asset transfer
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      The purpose of this template is to collect information according to Article 265 of Directive 2009/138/EC on all (significant, very significant and transactions required to be reported in all circumstances) IGTs related to equity, debt, reciprocal financing and asset transfers related transactions within a group according to Article 213 (2)(d) of Directive 2009/138/EC. These include, but are not limited to:
      
                  —
               
               
                  equity and other capital items including participations in related entities and transfer shares of related entities of the group;
               
            
                  —
               
               
                  debt including bonds, loans, collateralised debt, and other transactions of similar nature e.g. with periodic pre–determined interest or coupon or premium payments for a pre–determined period of time.
               
            
                  —
               
               
                  other asset transfer such as transfer of properties and transfer of shares of other companies unrelated (i.e. outside) to the group.
               
            The insurance undertaking is expected to complete this template for all significant, very significant and transactions required to be reported in all circumstances for IGTs between the individual undertaking and the mixed–activity insurance holding company and its related undertakings.
      This template shall include IGTs that were:
      
                  —
               
               
                  in–force at the start of the reporting period.
               
            
                  —
               
               
                  incepted during the reporting period and outstanding at the reporting date.
               
            
                  —
               
               
                  incepted and expired/matured during the reporting period.
               
            Where similar transactions with a related entity may be excluded from IGT reporting when considered individually against the thresholds for significant and very significant, these transactions must nevertheless be individually reported where collectively they are at or above the corresponding threshold values for significant or very significant IGTs.
      Each transaction shall be reported separately.
      Any additions/top–ups to significant IGTs shall be reported as a separate IGT, even if the top–up in its own right falls below the significant threshold limit. For example, if an undertaking increases the initial loan amount to another related undertaking the addition to the loan should be recorded as a separate item with its issue date as the date of the top–up.
      Where the transaction value is different for two transacting parties (e.g. a EUR 10 m transaction between A and B where A records EUR 10 m but B only receive EUR 9,5 m because of transactions costs, of say EUR 0,5 m has been expensed) the template shall record the maximum amount as the transaction amount, in this case EUR 10 m.
      Where there is a chain of related IGTs (say A invests in B and B invests in C), each link of the chain needs to be reported as a separate IGT.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  ID of intragroup transaction
               
               
                  Unique internal identification code for each intragroup transaction. Should be consistent over time.
               
            
                  C0020
               
               
                  Investor/lender name
               
               
                  Name of the entity that is buying the equity or lending to a related undertaking within the group. I.e. the entity that recognises the transaction as an asset on their balance sheet (debit — balance sheet).
               
            
                  C0030
               
               
                  Identification code for investor/lender
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the group: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the group, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0040
               
               
                  ID code type of code of the investor/lender
               
               
                  Identification of the code used in item ‘Identification code for the investor/lender’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0050
               
               
                  Issuer/borrower name
               
               
                  Name of the entity that is issuing the equity/capital item, or borrowing money (issuing debt). I.e. the entity that recognises the transaction as a liability or capital on their balance sheet (credit — balance sheet).
               
            
                  C0060
               
               
                  Identification code for issuer/borrower
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the group: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the group, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0070
               
               
                  ID code type of code of the issuer/borrower
               
               
                  Identification of the code used in item ‘Identification code for the issuer/borrower’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0080
               
               
                  ID Code of the instrument
               
               
                  This is the identification code of the instrument (capital, debt etc.) between the two counterparties identified using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be consistent over time.
                           
                        This may be different from the intragroup transaction code provided in cell C0010.
               
            
                  C0090
               
               
                  ID Code Type of the instrument
               
               
                  Type of ID Code used for the ‘ID Code of the instrument’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0100
               
               
                  Transaction type
               
               
                  Identify the transaction type. The following close list shall be used:
                  
                               
                           
                           
                              1 — Bonds/Debt — collateralised
                           
                        
                               
                           
                           
                              2 — Bonds/Debt — uncollateralised
                           
                        
                               
                           
                           
                              3 — Equity type — shares/participations
                           
                        
                               
                           
                           
                              4 — Equity type — others
                           
                        
                               
                           
                           
                              5 — Other asset transfer — properties
                           
                        
                               
                           
                           
                              6 — Other asset transfer — others
                           
                        
            
                  C0110
               
               
                  Transaction Issue date
               
               
                  This is the earlier of the transaction/debt issue date or the date the IGT is effective from if different from the issue date.
                  The date should follow the ISO 8601 (yyyy–mm–dd) format.
               
            
                  C0120
               
               
                  Maturity date of transaction
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date when the transaction expires/reaches maturity if applicable.
                  
                              —
                           
                           
                              For IGTs with no maturity date use ‘9999–12–31’.
                           
                        
                              —
                           
                           
                              For perpetual securities use ‘9999–12–31’
                           
                        
            
                  C0130
               
               
                  Currency of transaction
               
               
                  Identify the ISO 4217 alphabetic code of the currency in which the transaction took place.
               
            
                  C0140
               
               
                  Contractual amount of transaction/Transaction price
               
               
                  Amount of the transaction or price as per agreement/contract.
               
            
                  C0150
               
               
                  Value of collateral/asset
               
               
                  The value of collateral for collaterised debt or asset value for IGT involving asset transfer.
               
            
                  C0160
               
               
                  Amount of redemption/prepayments/paybacks during reporting period
               
               
                  Amount of total redemptions/prepayments/paybacks during the reporting period if applicable.
               
            
                  C0170
               
               
                  Amount of dividends/interest/coupon and other payments made during reporting period
               
               
                  This cell shall capture any payments made in relation to the IGTs recorded in this template for the reporting period (12 months up to the reporting date).
                  This includes, but not limited to:
                  
                              —
                           
                           
                              Dividends for the current year including paid or declared but unpaid dividends.
                           
                        
                              —
                           
                           
                              Any deferred dividends from previous years paid during the reporting period (i.e. any deferred dividends paid that impacted the P&L for the reporting period).
                           
                        
                              —
                           
                           
                              Interest payments made in relation to debt instruments.
                           
                        
                              —
                           
                           
                              Any other payments made in relation to the IGTs that are reported in this template, e.g. charges on asset transfers.
                           
                        Amount of total tops–ups if applicable, i.e. total additional money invested during the reporting period such as a additional payments on partly paid shares or increasing loan amount during the period,
               
            
                  C0180
               
               
                  Balance of contractual amount of transaction at reporting date
               
               
                  Outstanding amount of the transaction at the reporting date if applicable e.g. for debt issue. If there has been a full early settlement/prepayment, the balance of contractual amount will be zero.
               
            
                  C0190
               
               
                  Coupon/Interest rate
               
               
                  The interest or coupon rate as a percentage, if applicable. For variable interest rate, this shall include the reference rate and the interest rate above it.
               
            
         S.36.02 — IGT — Derivatives
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      This template shall report all IGTs between entities in scope of group supervision according to Article 213 (2)(d) of Directive 2009/138/EC.
      The insurance undertaking is expected to complete this template for all significant, very significant and transactions required to be reported in all circumstances for IGTs between the individual undertaking and the mixed–activity insurance holding company and its related undertakings:
      This template shall include IGTs that were:
      
                  —
               
               
                  in–force at the start of the reporting period.
               
            
                  —
               
               
                  incepted during the reporting period and outstanding at the reporting date.
               
            
                  —
               
               
                  incepted and expired/matured during the reporting period.
               
            Where similar transactions with a related entity may be excluded from IGT reporting when considered individually against the thresholds for significant and very significant, these transactions must nevertheless be reported individually where collectively, they are at or above the corresponding threshold values for significant or very significant IGTs.
      Each transaction shall be reported separately.
      Any additions/top–ups to significant IGTs shall be reported as a separate IGT, even if the top–up in its own right falls below the significant threshold limit. For example, if an undertaking increases the initial loan amount to another related undertaking the addition to the loan should be recorded as a separate item with its issue date as the date of the top–up.
      Where the transaction value is different for two transacting parties (e.g. a EUR 10 m transaction between A and B where A records EUR 10 m but B only receive EUR 9,5 m because of transactions costs, of say EUR 0,5 m has been expensed) the template should record the maximum amount as the transaction amount, in this case EUR 10 m.
      Where there is a chain of related IGTs (say A invests in B and B invests in C), each link of the chain needs to be reported as a separate IGT.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  ID of intragroup transaction
               
               
                  Unique internal identification code for each intragroup transaction. Must be consistent over time.
               
            
                  C0020
               
               
                  Investor/Buyer name
               
               
                  Name of the entity that is investing/buying the derivative, or the counterparty with the long position. For swaps the payer is the payer of the fixed rate that receives the floating rate.
               
            
                  C0030
               
               
                  Identification code of the investor/buyer
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the group: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the group, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0040
               
               
                  ID code type of code of the investor/buyer
               
               
                  Identification of the code used in item ‘Identification code for the investor/buyer’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0050
               
               
                  Issuer/Seller name
               
               
                  Name of the entity that is issuing/selling the derivative, or the counterparty with the short position. For swaps the receiver, receives the fixed rates and pays the floating rate.
               
            
                  C0060
               
               
                  Identification code of the issuer/seller
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the group: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the group, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0070
               
               
                  ID code type of code of the issuer/seller
               
               
                  Identification of the code used in item ‘Identification code for the issuer/seller’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0080
               
               
                  ID Code of the instrument
               
               
                  This is the identification code of the instrument (derivative) between the two counterparties identified using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be consistent over time.
                           
                        This may be different from the intragroup transaction code provided in cell C0010.
               
            
                  C0090
               
               
                  ID Code Type of the instrument
               
               
                  Type of ID Code used for the ‘ID Code of the instrument’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0100
               
               
                  Transaction type
               
               
                  Identify the transaction type. The following close list shall be used:
                  
                               
                           
                           
                              1 — Derivatives — futures
                           
                        
                               
                           
                           
                              2 –Derivatives — forwards
                           
                        
                               
                           
                           
                              3 — Derivatives — options
                           
                        
                               
                           
                           
                              4 — Derivatives — others
                           
                        
                               
                           
                           
                              5 — Guarantees — credit protection
                           
                        
                               
                           
                           
                              6 — Guarantees — others
                           
                        
                               
                           
                           
                              7 — Swaps — credit default
                           
                        
                               
                           
                           
                              8 — Swaps — interest rate
                           
                        
                               
                           
                           
                              9 — Swaps — currency
                           
                        
                               
                           
                           
                              10 — Swaps — others
                           
                        A repurchase agreement should be considered as cash transaction plus forward contract.
               
            
                  C0110
               
               
                  Transaction Trade date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date of the transaction/trade of the derivative contract. For rolled contracts use the initial trade date.
               
            
                  C0120
               
               
                  Maturity date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the contractually defined date of close of the derivative contract, whether at maturity date, expiring date for options (European or American), etc.
               
            
                  C0130
               
               
                  Currency
               
               
                  Where applicable, identify the ISO 4217 alphabetic code of the currency of the derivative, i.e. currency of the notional amount of the derivative (e.g.: option having as underlying an amount in USD). This item is not applicable for currency swap.
               
            
                  C0140
               
               
                  Notional amount at transaction date
               
               
                  The amount covered or exposed to the derivative at the transaction date.
                  For futures and options, corresponds to contract size multiplied by the number of contracts. For swaps and forwards, corresponds to the contract amount.
               
            
                  C0150
               
               
                  Notional amount at reporting date
               
               
                  The amount covered or exposed to the derivative at the reporting date, i.e. the closing balance.
                  For futures and options, corresponds to contract size multiplied by the number of contracts. For swaps and forwards, corresponds to the contract amount. Where a transaction has matured/expired during the reporting period before the reporting date, the notional amount at the reporting date will be zero.
               
            
                  C0160
               
               
                  Value of collateral
               
               
                  Value of the collateral pledged on reporting date (zero if derivative has been closed) if applicable.
               
            
                  C0170
               
               
                  Options, futures, forwards and other derivatives — Use of derivatives (by buyer)
               
               
                  Describe use of derivative (micro/macro hedge, efficient portfolio management). Micro hedge refers to derivatives covering a single financial instrument, forecasted transaction or liability. Macro hedge refers to derivatives covering a set of financial instruments, forecasted transactions or liabilities. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Micro hedge
                           
                        
                               
                           
                           
                              2 — Macro hedge
                           
                        
                               
                           
                           
                              3 — Matching assets and liabilities cash–flows
                           
                        
                               
                           
                           
                              4 — Efficient portfolio management, other than ‘Matching assets and liabilities cash–flows’.
                           
                        
            
                  C0180
               
               
                  Options, futures, forwards and other derivatives — Asset/liability underlying the derivative
               
               
                  ID Code of the asset or liability underlying the derivative contract. This item is to be provided for derivatives that have a single underlying instrument or index in the undertaking's portfolio.
                  An index is considered a single instrument and shall be reported.
                  Identification code of the instrument underlying the derivative using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
                              —
                           
                           
                              ‘Multiple assets/liabilities’, if the underlying assets or liabilities are more than one
                           
                        If the underlying is an index then the code of the index shall be reported.
               
            
                  C0190
               
               
                  ID Code Type of the Asset/liability underlying the derivative
               
               
                  Type of ID Code used for the ‘ID Code of the instrument’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0200
               
               
                  Credit protection –CDS and Guarantees — Counterparty name for which credit protection is purchased
               
               
                  Name of the counterparty for which protection has been purchased for its default
               
            
                  C0210
               
               
                  Swaps — Swap delivered interest rate (for buyer)
               
               
                  Interest rate delivered under the swap contract (only for Interest rate swaps).
               
            
                  C0220
               
               
                  Swaps — Swap received interest rate (for buyer)
               
               
                  Interest rate received under the swap contract (only for Interest rate swaps).
               
            
                  C0230
               
               
                  Swaps — Swap delivered currency (for buyer)
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap price (only for currency swaps).
               
            
                  C0240
               
               
                  Swaps — Swap received currency (for buyer)
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap notional amount (only for currency swaps).
               
            
         S.36.03 — IGT — Internal reinsurance
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      The purpose of this template is to collect information on all (significant, very significant and transactions required to be reported in all circumstances) IGTs related to equity, debt, reciprocal financing and asset transfers related transactions within a group according to Article 213 (2)(d) of Directive 2009/138/EC. These include, but are not limited to:
      
                  —
               
               
                  reinsurance treaties between related undertakings;
               
            
                  —
               
               
                  facultative reinsurance between related undertakings; and
               
            
                  —
               
               
                  any other transaction that results in transferring underwriting risk (insurance risk) between related undertakings.
               
            The insurance undertaking is expected to complete this template for all significant, very significant and transactions required to be reported in all circumstances for IGTs between the individual undertaking and the mixed–activity insurance holding company and its related undertakings.
      This template shall include IGTs that were:
      
                  —
               
               
                  in–force at the start of the reporting period.
               
            
                  —
               
               
                  incepted during the reporting period and outstanding at the reporting date.
               
            
                  —
               
               
                  incepted and expired/matured during the reporting period.
               
            Where similar transactions with a related entity may be excluded from IGT reporting when considered individually against the thresholds for significant and very significant, these transactions must nevertheless be individually reported where collectively they are at or above the corresponding threshold values for significant or very significant IGTs.
      Each transaction shall be reported separately. Undertakings shall report as many rows as needed to properly identify the transaction, including if different types of reinsurance contracts/treaties are used.
      Any additions/top–ups to significant IGTs shall be reported as a separate IGT, even if the top–up in its own right falls below the significant threshold limit. For example, if an undertaking increases the initial loan amount to another related undertaking the addition to the loan shall be recorded as a separate item with its issue date as the date of the top–up.
      Where the transaction value is different for two transacting parties (e.g. a EUR 10 m transaction between A and B where A records EUR 10 m but B only receive EUR 9,5 m because of transactions costs, of say EUR 0,5 m has been expensed) the template shall record the maximum amount as the transaction amount, in this case EUR 10 m.
      Where there is a chain of related IGTs (say A invests in B and B invests in C), each link of the chain needs to be reported as a separate IGT.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  ID of intragroup transaction
               
               
                  Unique internal identification code for each intragroup transaction. Must be consistent over time.
               
            
                  C0020
               
               
                  Name of cedent
               
               
                  Legal name of the entity that has transferred the underwriting risk to another insurer or reinsurer within the group.
               
            
                  C0030
               
               
                  Identification code of cedent
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the group: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the group, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0040
               
               
                  ID code type of code of the cedant
               
               
                  Identification of the code used in item ‘Identification code for the cedant’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0050
               
               
                  Name of reinsurer
               
               
                  Legal name of the reinsurer to whom the underwriting risk has been transferred.
                  This shall be the same as reported in S.30.02.
               
            
                  C0060
               
               
                  Identification code of reinsurer
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the group: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the group, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0070
               
               
                  ID code type of code of the reinsurer
               
               
                  Identification of the code used in item ‘Identification code for the reinsurer’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0080
               
               
                  Validity period (start date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date of commencement of the specific reinsurance contract/treaty.
               
            
                  C0090
               
               
                  Validity period (expiry date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the expiry date of the specific reinsurance contract/treaty (i.e. the last date the specific reinsurance contract/treaty is in force). This item is not reported if there is no expiry date (for example, contract is continuous and ends by one of the parties giving notice).
               
            
                  C0100
               
               
                  Currency of contract/treaty
               
               
                  Identify the ISO 4217 alphabetic code of the currency of payments for the specific reinsurance contract/treaty.
               
            
                  C0110
               
               
                  Type of reinsurance contract/ treaty
               
               
                  Identify the type of reinsurance contract/treaty. The following close list shall be used:
                  
                               
                           
                           
                              1 — quota share
                           
                        
                               
                           
                           
                              2 — variable quota share
                           
                        
                               
                           
                           
                              3 — surplus
                           
                        
                               
                           
                           
                              4 — excess of loss (per event and per risk)
                           
                        
                               
                           
                           
                              5 — excess of loss (per risk)
                           
                        
                               
                           
                           
                              6 — excess of loss (per event)
                           
                        
                               
                           
                           
                              7 — excess of loss ‘back–up’ (protection against follow–on events which certain catastrophes can cause such as flooding or fire)
                           
                        
                               
                           
                           
                              8 — excess of loss with basis risk
                           
                        
                               
                           
                           
                              9 — reinstatement cover
                           
                        
                               
                           
                           
                              10 — aggregate excess of loss
                           
                        
                               
                           
                           
                              11 — unlimited excess of loss
                           
                        
                               
                           
                           
                              12 — stop loss
                           
                        
                               
                           
                           
                              13 — other proportional treaties
                           
                        
                               
                           
                           
                              14 — other non–proportional treaties
                           
                        
                               
                           
                           
                              15 — Financial reinsurance
                           
                        
                               
                           
                           
                              16 — Facultative proportional
                           
                        
                               
                           
                           
                              17 — Facultative non–proportional
                           
                        Other proportional treaties (code 13) and Other non–proportional treaties (code 14) can be used for hybrid types of reinsurance treaties
               
            
                  C0120
               
               
                  Maximum cover by reinsurer under contract/treaty
               
               
                  For quota share or a surplus treaty, 100 % of the maximum amount that has been set for the entire contract/treaty is stated here (e.g. £ 10 million). In case of unlimited cover ‘– 1’ must be filled in here. For XL or SL treaties enter the initial capacity.
                  This item has to be reported in the currency of the transaction.
               
            
                  C0130
               
               
                  Net Receivables
               
               
                  The amount resulting from: claims paid by the insurer but not yet reimbursed by the reinsurer + commissions to be paid by the reinsurer + other receivables minus debts to the reinsurer. Cash deposits are excluded and are to be considered as guarantees received. Total amount must be equal to the sum of the balance sheet items: Reinsurance receivables and Reinsurance payables.
               
            
                  C0140
               
               
                  Total reinsurance recoverable
               
               
                  Total amount due from the reinsurer at the reporting date which include:
                  
                              —
                           
                           
                              Premium provision for part of the future reinsurance premium which has already been paid to the reinsurer;
                           
                        
                              —
                           
                           
                              Claims provision for claims outstanding for insurer which have to be paid by the reinsurer; and/or
                           
                        
                              —
                           
                           
                              Technical provisions for the amount reflecting the share of the reinsurer in the gross technical provisions.
                           
                        
            
                  C0150
               
               
                  Reinsurance result (for reinsured entity)
               
               
                  The reinsurance result for the reinsured entity should be calculated as follows:
                  
                               
                           
                           
                              Total reinsurance commissions received by reinsured entity
                              less
                           
                        
                               
                           
                           
                              Gross reinsurance premiums paid by reinsured entity
                              plus
                           
                        
                               
                           
                           
                              Claims paid by reinsurer during the reporting period
                              plus
                           
                        
                               
                           
                           
                              Total reinsurance recoverables at the end of the reporting period
                              less
                           
                        
                               
                           
                           
                              Total reinsurance recoverables at the start of the reporting period.
                           
                        
            
                  C0160
               
               
                  Line of business
               
               
                  Identify the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, being reinsured. The following close list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
                               
                           
                           
                              13 — Proportional medical expense reinsurance
                           
                        
                               
                           
                           
                              14 — Proportional income protection reinsurance
                           
                        
                               
                           
                           
                              15 — Proportional workers' compensation reinsurance
                           
                        
                               
                           
                           
                              16 — Proportional motor vehicle liability reinsurance
                           
                        
                               
                           
                           
                              17 — Proportional other motor reinsurance
                           
                        
                               
                           
                           
                              18 — Proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              19 — Proportional fire and other damage to property reinsurance
                           
                        
                               
                           
                           
                              20 — Proportional general liability reinsurance
                           
                        
                               
                           
                           
                              21 — Proportional credit and suretyship reinsurance
                           
                        
                               
                           
                           
                              22 — Proportional legal expenses reinsurance
                           
                        
                               
                           
                           
                              23 — Proportional assistance reinsurance
                           
                        
                               
                           
                           
                              24 — Proportional miscellaneous financial loss reinsurance
                           
                        
                               
                           
                           
                              25 — Non–proportional health reinsurance
                           
                        
                               
                           
                           
                              26 — Non–proportional casualty reinsurance
                           
                        
                               
                           
                           
                              27 — Non–proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              28 — Non–proportional property reinsurance
                           
                        
                               
                           
                           
                              29 — Insurance with profit participation
                           
                        
                               
                           
                           
                              30 — Index–linked and unit–linked insurance
                           
                        
                               
                           
                           
                              31 — Other life insurance
                           
                        
                               
                           
                           
                              32 — Annuities stemming from non–life insurance contracts and relating to health insurance obligations
                           
                        
                               
                           
                           
                              33 — Annuities stemming from non–life insurance contracts and relating to insurance obligations other than health insurance obligations
                           
                        
                               
                           
                           
                              34 — Life reinsurance
                           
                        
                               
                           
                           
                              35 — Health insurance
                           
                        
                               
                           
                           
                              36 — Health reinsurance
                           
                        If a reinsurance arrangement covers more than one line of business, then select the most significant line of business from the list above.
               
            
         S.36.04 — IGT — Cost Sharing, contingent liabilities, off balance sheet and other items
      
      
         General comments:
      
      This section relates to annual submission of information for individual entities.
      The purpose of this template is to collect information on all other IGTs (significant, very significant and transactions required to be reported in all circumstances) which have not been captured in 36.01 to 36.03 templates within the group according to Article 213 (2) (d) of Directive 2009/138/EC. These include, but not limited to:
      
                  —
               
               
                  Internal cost sharing;
               
            
                  —
               
               
                  Contingent liabilities (other than derivatives);
               
            
                  —
               
               
                  Off balance sheet guarantees;
               
            
                  —
               
               
                  Any other transactions between related undertakings or natural persons in scope of the group supervision.
               
            The insurance undertaking is expected to complete this template for all significant, very significant and transactions required to be reported in all circumstances for IGTs between the individual undertaking and the mixed–activity insurance holding company and its related undertakings.
      This template shall include IGTs that were:
      
                  —
               
               
                  in–force at the start of the reporting period.
               
            
                  —
               
               
                  incepted during the reporting period and outstanding at the reporting date.
               
            
                  —
               
               
                  incepted and expired/matured during the reporting period.
               
            Where similar transactions with a related entity may be excluded from IGT reporting when considered individually against the thresholds for significant and very significant, these transactions must nevertheless be individually reported where collectively they are at or above the corresponding threshold values for significant or very significant IGTs.
      Each transaction shall be reported separately.
      Any additions/top–ups to significant IGTs shall be reported as a separate IGT, even if the top–up in its own right falls below the significant threshold limit. For example, if an undertaking increases the initial loan amount to another related undertaking the addition to the loan should be recorded as a separate item with its issue date as the date of the top–up.
      Where the transaction value is different for two transacting parties (e.g. a EUR 10 m transaction between A and B where A records EUR 10 m but B only receive EUR 9,5 m because of transactions costs, of say EUR 0,5 m has been expensed) the template should record the maximum amount as the transaction amount, in this case EUR 10 m.
      Where there is a chain of related IGTs (say A invests in B and B invests in C), each link of the chain needs to be reported as a separate IGT.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  ID of intragroup transaction
               
               
                  Unique internal identification code for each intragroup transaction. Must be consistent over time.
               
            
                  C0020
               
               
                  Investor/Buyer/Beneficiary name
               
               
                  Legal name of the entity that is purchasing/investing in the asset/investment or receiving the service/guarantee.
               
            
                  C0030
               
               
                  Identification code of the Investor/Buyer/Beneficiary
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the group: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the group, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0040
               
               
                  ID code type of code of the Investor/Buyer/Beneficiary
               
               
                  Identification of the code used in item ‘Identification code for the Investor/Buyer/Beneficiary’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0050
               
               
                  Issuer/Seller/Provider name
               
               
                  Legal name of the entity that is selling/transferring the asset/investment or providing the service/guarantee.
               
            
                  C0060
               
               
                  Identification code of the Issuer/Seller/Provider
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the group: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the group, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0070
               
               
                  ID code type of code of the Issuer/Seller/Provider
               
               
                  Identification of the code used in item ‘Identification code for the Issuer/Seller/Provider’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0080
               
               
                  Transaction type
               
               
                  Identify the type of transaction. The following close list shall be used:
                  
                               
                           
                           
                              1 — Contingent liabilities
                           
                        
                               
                           
                           
                              2 — Off balance sheet items
                           
                        
                               
                           
                           
                              3 — Internal cost sharing
                           
                        
                               
                           
                           
                              4 — Others
                           
                        
            
                  C0090
               
               
                  Transaction Issue date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date when the transaction/issue takes effect.
               
            
                  C0100
               
               
                  Effective date of agreement/contract underlying transaction
               
               
                  Where applicable, Identify the ISO 8601 (yyyy–mm–dd) code of the date when the transaction or contract underlying the transactions takes effect if different from the transaction date. If same as the transaction date, the transaction date is to be reported.
               
            
                  C0110
               
               
                  Expiry date of agreement/contract underlying transaction
               
               
                  Where applicable, identify the ISO 8601 (yyyy–mm–dd) code of the date when the agreement/contract ceases. If the expiry date is perpetual use ‘9999–12–31’.
               
            
                  C0120
               
               
                  Currency of transaction
               
               
                  Identify the ISO 4217 alphabetic code of the currency in which the transaction took place.
               
            
                  C0130
               
               
                  Trigger event
               
               
                  Where applicable, brief description of event that would trigger the transaction/payment/liability/none e.g. event that would result in a contingent liability occurring.
               
            
                  C0140
               
               
                  Value of transaction/collateral/Guarantee
               
               
                  Value of the transaction, collateral pledged or contingent liability recognised on the Solvency II balance sheet.
                  All items shall be reported on Solvency II value. However where Solvency II value is not available (e.g. non–EEA operations under method 2 in equivalent regimes or banks and credit institutions) then the local or sectoral valuation rules should be used.
               
            
                  C0150
               
               
                  Maximum possible value of contingent liabilities
               
               
                  Maximum possible value, if possible, regardless of their probability (i.e. future cash flows required to settle the contingent liability over the lifetime of that contingent liability, discounted at the relevant risk–free interest rate term structure) of contingent liabilities included in Solvency II Balance Sheet.
               
            
                  C0160
               
               
                  Maximum possible value of contingent liabilities not included in Solvency II Balance Sheet
               
               
                  Enter the maximum amount of the contingent liability, for those not included in the Solvency II Balance Sheet, that could be due from the Provider.
               
            
                  C0170
               
               
                  Maximum value of letters of credit/guarantees
               
               
                  Sum of all possible cash flows if events triggering guarantees were all to happen in relation to guarantees provided by the ‘provider’ (cell C0050) to the ‘beneficiary’ (Cell C0020) to guarantee the payment of the liabilities due by the undertaking (includes letter of credit, undrawn committed borrowing facilities). This item shall not include amounts already reported under C0150 and C0160.
               
            
                  C0180
               
               
                  Value of guaranteed assets
               
               
                  Value of the guaranteed asset for which the guarantees are received.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
   
      ANNEX III
      
         Instructions regarding reporting templates for groups
      
      This Annex contains additional instructions in relation to the templates included in Annex I of this Regulation. The first column of the tables identifies the items to be reported by identifying the columns and rows as showed in the template in Annex I.
      Templates which shall be filled in in accordance with the instructions of the different sections of this Annex are referred to as ‘this template’ throughout the text of the Annex.
      
         S.01.01 — Content of the submission
      
      
         General comments:
      
      This section relates to opening, quarterly and annual submission of information for groups, ring fenced funds, matching portfolios and remaining part at group level.
      When a special justification is needed the explanation is not to be submitted within the reporting template but shall be part of the dialogue with the national competent authorities.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  Z0010
               
               
                  Ring–fenced fund/matching portfolio/remaining part
               
               
                  Identifies whether the reported figures are with regard to a ring–fenced fund (‘RFF’), matching adjustment portfolio (‘MAP’) or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0020
               
               
                  Fund/Portfolio number
               
               
                  When item Z0010 = 1, identification number for a ring–fenced fund or matching portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0010 = 2, then report ‘0’
               
            
                  C0010/R0010
               
               
                  S.01.02 — Basic Information — General
               
               
                  This template shall always be reported. The only option possible is:
                  1 — Reported
               
            
                  C0010/R0020
               
               
                  S.01.03 — Basic Information — RFF and matching adjustment portfolios
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no RFF or MAP
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0030
               
               
                  S.02.01 — Balance sheet
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              6 — Exempted under Article 254(2)
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0040
               
               
                  S.02.02 — Assets and liabilities by currency
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              3 — Not due in accordance with instructions of the template
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0060
               
               
                  S.03.01. — Off–balance sheet items — general
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no off–balance sheet items
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0070
               
               
                  S.03.02 — Off–balance sheet items — List of unlimited guarantees received by the group
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no unlimited guarantees received
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0080
               
               
                  S.03.03 — Off–balance sheet items — List of unlimited guarantees provided by the group
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no unlimited guarantees provided
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0110
               
               
                  S.05.01 — Premiums, claims and expenses by line of business
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              6 — Exempted under Article 254(2)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed
                           
                        
            
                  C0010/R0120
               
               
                  S.05.02 — Premiums, claims and expenses by country
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              3 — Not due in accordance with instructions of the template
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed
                           
                        
            
                  C0010/R0130
               
               
                  S.06.01 — Summary of Assets
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              4 — Not due as S.06.02 reported quarterly
                           
                        
                               
                           
                           
                              5 — Not due as S.06.02 reported annually
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed
                           
                        
            
                  C0010/R0140
               
               
                  S.06.02 — List of assets
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              6 — Exempted under Article 254(2)
                           
                        
                               
                           
                           
                              7 — Not due as no material changes since quarterly submission
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed
                           
                        
            
                  C0010/R0150
               
               
                  S.06.03 — Collective investment undertakings — look–through approach
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no Collective investment undertakings
                           
                        
                               
                           
                           
                              6 — Exempted under Article 254(2)
                           
                        
                               
                           
                           
                              7 — Not due as no material changes since quarterly submission
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed
                           
                        
            
                  C0010/R0160
               
               
                  S.07.01 — Structured products
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no structured products
                           
                        
                               
                           
                           
                              6 — Exempted under Article 254(2)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0170
               
               
                  S.08.01 — Open derivatives
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no derivative transactions
                           
                        
                               
                           
                           
                              6 — Exempted under Article 254(2)
                           
                        
                               
                           
                           
                              7 — Not due as no material changes since quarterly submission
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0180
               
               
                  S.08.02 — Derivatives Transactions
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no derivative transactions
                           
                        
                               
                           
                           
                              6 — Exempted under Article 254(2)
                           
                        
                               
                           
                           
                              7 — Not due as no material changes since quarterly submission
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0190
               
               
                  S.09.01 — Income/gains and losses in the period
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0200
               
               
                  S.10.01 — Securities lending and repos
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no Securities lending and repos
                           
                        
                               
                           
                           
                              6 — Exempted under Article 254(2)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0210
               
               
                  S.11.01 — Assets held as collateral
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no Assets held as collateral
                           
                        
                               
                           
                           
                              6 — Exempted under Article 254(2)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0260
               
               
                  S.15.01 — Description of the guarantees of variable annuities
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no variable annuities
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0270
               
               
                  S.15.02 — Hedging of guarantees of variable annuities
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no variable annuities
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0370
               
               
                  S.22.01 — Impact of long term guarantees measures and transitionals
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no long term guarantees (‘LTG’) or transitional measures are applied
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0410
               
               
                  S.23.01 — Own funds
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              6 — Exempted under Article 254(2)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0420
               
               
                  S.23.02 — Detailed information by tiers on own funds
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0430
               
               
                  S.23.03 — Annual movements on own funds
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0440
               
               
                  S.23.04 — List of items on own funds
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0460
               
               
                  S.25.01 — Solvency Capital Requirement — for groups on Standard Formula
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported as standard formula (‘SF’) is used
                           
                        
                               
                           
                           
                              2 — Reported due to Article 112 request
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model (‘PIM’)
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model (‘IM’)
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0470
               
               
                  S.25.02 — Solvency Capital Requirement — for groups using the standard formula and partial internal model
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              10 — Not reported as use of standard formula
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0480
               
               
                  S.25.03 — Solvency Capital Requirement — for groups on Full Internal Models
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              10 — Not reported as use of standard formula
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0500
               
               
                  S.26.01 — Solvency Capital Requirement — Market risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0510
               
               
                  S.26.02 — Solvency Capital Requirement — Counterparty default risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0520
               
               
                  S.26.03 — Solvency Capital Requirement — Life underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0530
               
               
                  S.26.04 — Solvency Capital Requirement — Health underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0540
               
               
                  S.26.05 — Solvency Capital Requirement — Non–Life underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0550
               
               
                  S.26.06 — Solvency Capital Requirement — Operational risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0560
               
               
                  S.26.07 — Solvency Capital Requirement — Simplifications
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no simplified calculations used
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0570
               
               
                  S.27.01 — Solvency Capital Requirement — Non–Life and Health catastrophe risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0680
               
               
                  S.31.01 — Share of reinsurers (including Finite Reinsurance and SPV's)
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no reinsurance
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0690
               
               
                  S.31.02 — Special Purpose Vehicles
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no Special Purpose Insurance Vehicles (‘SPV’)
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0700
               
               
                  S.32.01 — Undertakings in the scope of the group
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0710
               
               
                  S.33.01 — Insurance and Reinsurance individual requirements
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0720
               
               
                  S.34.01 — Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no non–(re)insurance business in the scope of the group
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0730
               
               
                  S.35.01 — Contribution to group Technical Provisions
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0740
               
               
                  S.36.01 — IGT — Equity–type transactions, debt and asset transfer
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no Intragroup transaction (‘IGT’) on Equity–type transactions, debt and asset transfer
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0750
               
               
                  S.36.02 — IGT — Derivatives
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no IGT on Derivatives
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0760
               
               
                  S.36.03 — IGT — Internal reinsurance
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no IGT on Internal reinsurance
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0770
               
               
                  S.36.04 — IGT — Cost Sharing, contingent liabilities, off BS and other items
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no IGT on Cost Sharing, contingent liabilities, off BS and other items
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0780
               
               
                  S.37.01 — Risk concentration
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not due in accordance with threshold decided by group supervisor
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0790
               
               
                  SR.02.01 — Balance Sheet
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no RFF/MAP
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              14 — Not reported as refers to MAP fund
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0840
               
               
                  SR.25.01 — Solvency Capital Requirement — Only SF
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported as standard formula is used
                           
                        
                               
                           
                           
                              2 — Reported due to Article 112 request
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0850
               
               
                  SR.25.02 — Solvency Capital Requirement — SF and PIM
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              10 — Not reported as use of standard formula
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0860
               
               
                  SR.25.03 — Solvency Capital Requirement — IM
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              10 — Not reported as use of standard formula
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0870
               
               
                  SR.26.01 — Solvency Capital Requirement — Market risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0880
               
               
                  SR.26.02 — Solvency Capital Requirement — Counterparty default risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0890
               
               
                  SR.26.03 — Solvency Capital Requirement — Life underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0900
               
               
                  SR.26.04 — Solvency Capital Requirement — Health underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0910
               
               
                  SR.26.05 — Solvency Capital Requirement — Non–Life underwriting risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0920
               
               
                  SR.26.06 — Solvency Capital Requirement — Operational risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0930
               
               
                  SR.26.07 — Solvency Capital Requirement — Simplifications
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Not reported as no simplified calculations used
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
                  C0010/R0940
               
               
                  SR.27.01 — Solvency Capital Requirement — Non–Life Catastrophe risk
               
               
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reported
                           
                        
                               
                           
                           
                              2 — Risk not existent
                           
                        
                               
                           
                           
                              8 — Not reported as use of partial internal model
                           
                        
                               
                           
                           
                              9 — Not reported as use of full internal model
                           
                        
                               
                           
                           
                              11 — Not reported as reported at RFF/MAP level
                           
                        
                               
                           
                           
                              13 — Not reported as method 2 is used exclusively
                           
                        
                               
                           
                           
                              0 — Not reported other reason (in this case special justification is needed)
                           
                        
            
         S.01.02 — Basic information
      
      
         General comments:
      
      This section relates to opening, quarterly and annual submission of information for groups.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010/R0010
               
               
                  Participating undertaking name
               
               
                  Legal name of the participating insurance and reinsurance undertaking or insurance holding company or mixed financial holding company at the head of the insurance or reinsurance group. Needs to be consistent over different submissions.
               
            
                  C0010/R0020
               
               
                  Group identification code
               
               
                  Identification code of the participating undertaking, using the following priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (‘LEI’)
                           
                        
                              —
                           
                           
                              Identification code used in the local market, attributed by supervisory authority
                           
                        
            
                  C0010/R0030
               
               
                  Type of code of group
               
               
                  Type of ID Code used for the ‘Group Identification code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0010/R0050
               
               
                  Country of the group supervisor
               
               
                  Identify the ISO 3166–1 alpha–2 Code of the country of the group supervisor
               
            
                  C0010/R0060
               
               
                  Sub–group information
               
               
                  Identify if the information relates to a sub–group in accordance with Article 216 of Directive 2009/138/EC. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — No sub–group information
                           
                        
                               
                           
                           
                              2 — Sub–group information
                           
                        
            
                  C0010/R0070
               
               
                  Language of reporting
               
               
                  Identify the 2 letter code of ISO 639–1 code of the language used in the submission of information
               
            
                  C0010/R0080
               
               
                  Reporting submission date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date when the reporting to the supervisory authority is made
               
            
                  C0010/R0090
               
               
                  Reporting reference date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date identifying the last day of the reporting period
               
            
                  C0010/R0100
               
               
                  Regular/Ad–hoc submission
               
               
                  Identify if the submission of information relates to regular submission of information or ad–hoc. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Regular reporting
                           
                        
                               
                           
                           
                              2 — Ad–hoc reporting
                           
                        
            
                  C0010/R0110
               
               
                  Currency used for reporting
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the monetary amounts used in each report
               
            
                  C0010/R0120
               
               
                  Accounting standards
               
               
                  Identification of the accounting standards used for reporting items in S.02.01, financial statements valuation. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — International Financial Reporting Standards (‘IFRS’)
                           
                        
                               
                           
                           
                              2 — Local generally accepted accounting principles (‘GAAP’)
                           
                        
            
                  C0010/R0130
               
               
                  Method of Calculation of the group SCR
               
               
                  Identify the method used to calculate the group SCR. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Standard formula
                           
                        
                               
                           
                           
                              2 — Partial internal model
                           
                        
                               
                           
                           
                              3 — Full internal model
                           
                        
            
                  C0010/R0140
               
               
                  Use of group specific parameters
               
               
                  Identify if the group is reporting figures using group specific parameters. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Use of group specific parameters
                           
                        
                               
                           
                           
                              2 — Don't use group specific parameters
                           
                        
            
                  C0010/R0150
               
               
                  Ring–Fenced Funds
               
               
                  Identify if the group is reporting activity by Ring Fenced Funds (RFF). The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Reporting activity by RFF
                           
                        
                               
                           
                           
                              2 — Not reporting activity by RFF
                           
                        
            
                  C0010/R0160
               
               
                  Method of group solvency calculation
               
               
                  Identify the group solvency calculation method. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Method 1 is used exclusively
                           
                        
                               
                           
                           
                              2 — Method 2 is used exclusively
                           
                        
                               
                           
                           
                              3 — A combination of method 1 and method 2 is used
                           
                        
            
                  C0010/R0170
               
               
                  Matching adjustment
               
               
                  Identify if the group is reporting figures using the matching adjustment (‘MA’). The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Use of matching adjustment
                           
                        
                               
                           
                           
                              2 — No use of matching adjustment
                           
                        
            
                  C0010/R0180
               
               
                  Volatility adjustment
               
               
                  Identify if the group is reporting figures using the volatility adjustments. The following closed list of options shall be used:
                  
                               
                           
                           
                              1– Use of volatility adjustment
                           
                        
                               
                           
                           
                              2 — No use of volatility adjustment
                           
                        
            
                  C0010/R0190
               
               
                  Transitional measure on the risk–free interest rate
               
               
                  Identify if the group is reporting figures using the transitional adjustment to the relevant risk-free interest rate term structure. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Use of transitional measure on the risk–free interest rate
                           
                        
                               
                           
                           
                              2 — No use of transitional measure on the risk–free interest rate
                           
                        
            
                  C0010/R0200
               
               
                  Transitional measure on technical provisions
               
               
                  Identify if the group is reporting figures using the transitional deduction to technical provisions. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Use of transitional measure on the technical provisions
                           
                        
                               
                           
                           
                              2 — No use of transitional measure on the technical provisions
                           
                        
            
                  C0010/R0210
               
               
                  Initial submission or re–submission
               
               
                  Identify if it is an initial submission of information or a re–submission of information in relation to a reporting reference date already reported. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Initial submission
                           
                        
                               
                           
                           
                              2 — Re–submission
                           
                        
            
         S.01.03 — Basic information — RFF and matching adjustment portfolios
      
      
         General comments:
      
      This section relates to opening and annual submission of information for groups.
      All ring–fenced funds and matching portfolios sholud be identified regardless if they are material for the purposes of submission of information.
      In the first table all ring–fenced funds and matching adjustments portfolios shall be reported. In case a ring–fenced fund has a matching portfolio not covering the full RFF three funds have to be identified, one for the RFF, other for the MAP inside the RFF and other for the remaining part of the fund (vice–versa for the situations where a MAP has a RFF).
      In the second table the relations between the funds as explained in previous paragraph are explained. Only the funds with such relations shall be reported in the second table.
      For group reporting the following specific requirements shall be met:
      
                  a)
               
               
                  This information is applicable when method 1 as defined in Article 230 of Solvency II Directive is used, either exclusively or in combination with method 2 as defined in Article 233 of Solvency II Directive;
               
            
                  b)
               
               
                  When combination method is being used, this information is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Solvency II Directive, and;
               
            
                  c)
               
               
                  This information does not apply to groups when method 2 as defined in Article 233 of Solvency II Directive is being used exclusively.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     List of all RFF/MAP (overlaps allowed)
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Legal name of the undertaking within the scope of group supervision that holds the RFF/MAP
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code of the undertaking, using the following priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI)
                           
                        
                              —
                           
                           
                              Specific code
                           
                        When the undertaking uses the option ‘Specific code’ the following shall be considered:
                  
                              —
                           
                           
                              For European Economic Area (re) insurance undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's supervisory authority
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code provided will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, it should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Fund/Portfolio Number
               
               
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each ring fenced fund and matching portfolio. This number has to be consistent over time and shall be used to identify the ring fenced funds and the matching portfolio number in other templates.
               
            
                  C0050
               
               
                  Name of ring–fenced fund/Matching adjustment portfolio
               
               
                  Indicate the name of the ring fenced fund and matching adjustment portfolio.
                  When possible (if linked to a commercial product) the commercial name shall be used. If not possible, e.g. if the fund is linked to several commercial products, a different name shall be used.
                  The name shall be unique and be kept consistent over time.
               
            
                  C0060
               
               
                  RFF/MAP/Remaining part of a fund
               
               
                  Indicate if it is a ring fenced fund or a matching portfolio. In the cases where other funds are included within one fund this cell shall identify the type of each fund or sub–fund. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Ring–fenced fund
                           
                        
                               
                           
                           
                              2 — Matching portfolio
                           
                        
                               
                           
                           
                              3 — Remaining part of a fund
                           
                        
            
                  C0070
               
               
                  RFF/MAP with sub RFF/MAP
               
               
                  Identify if the fund identified has other funds embedded. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Fund with other funds embedded
                           
                        
                               
                           
                           
                              2 — Not a fund with other funds embedded
                           
                        Only the ‘mother’ fund shall be identified with option 1.
               
            
                  C0080
               
               
                  Material
               
               
                  Indicate if the ring–fenced fund or a matching portfolio is material for the purposes of detailed submission of information. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Material
                           
                        
                               
                           
                           
                              2 — Not material
                           
                        In case of fund with other funds embedded, this item is to be reported only for the ‘mother’ fund.
               
            
                  C0090
               
               
                  Article 304
               
               
                  Indicate whether the RFF is under Article 304 of Solvency II Directive. One of the following option shall be used:
                  
                               
                           
                           
                              1 — RFF under Article 304 — with the option for the equity risk sub–module
                           
                        
                               
                           
                           
                              2 — RFF under Article 304 — without the option for the equity risk sub–module
                           
                        
                               
                           
                           
                              3 — RFF not under Article 304
                           
                        
            
                  
                     List of RFF/MAP with sub RFF/MAP
                  
               
            
                  C0100
               
               
                  Number of RFF/MAP with sub RFF/MAP
               
               
                  For the funds with other funds embedded (option 1 reported in item C0070) identify the number as defined for item C0040.
                  The fund shall be repeated for as many rows as needed to report the funds embedded.
               
            
                  C0110
               
               
                  Number of sub RFF/MAP
               
               
                  Identify the number of the funds embedded in other funds as defined for item C0040.
               
            
                  C0120
               
               
                  Sub RFF/MAP
               
               
                  Identify if the nature of the fund embedded in other funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Ring–fenced fund
                           
                        
                               
                           
                           
                              2 — Matching portfolio
                           
                        
            
         S.02.01 — Balance sheet
      
      
         General comments:
      
      This section relates to opening, quarterly and annual submission of information for groups, ring fenced–funds and remaining part.
      This template is relevant when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method). Holdings in related undertakings that are not consolidated row by row in accordance with Article 335, paragraph 1, (a), (b) or (c) of the Delegated Regulation (EU) 2015/35, including the holdings in related undertakings included with method 2 when combination of methods is used, shall be included in the item ‘Holdings in related undertakings, including participations’.
      Template SR.02.01 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      The ‘Solvency II value’ column (C0010) shall be completed using the valuation principles set out in the Directive2009/138/EC, Delegated Regulation (EU) 2015/35, Solvency 2 Technical Standards and Guidelines.
      With regards to the ‘Statutory accounts value’ column (C0020), recognition and valuation methods are the ones used by groups in their statutory accounts in accordance with the local GAAP or IFRS if accepted as local GAAP. This column is by default mandatory. In the specific cases where the group does not produce official financial statements according to local GAAP or IFRS the specific situation should be discussed with the group supervisor. In template SR.02.01 this column is only applicable if the development of financial statements by RFF is required by national law.
      The default instruction is that each item shall be reported in the ‘Statutory accounts value’ column, separately.
      However, in the ‘Statutory accounts value’ column the dotted rows were introduced in order to enable the reporting of aggregated figures if the split figures are not available.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Assets
                  
               
            
                  Z0020
               
               
                  Ring–fenced fund or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the group and must be consistent over time and with the fund/portfolio number reported in other templates
                  When item Z0020 = 2, then report ‘0’
               
            
                  C0020/R0010
               
               
                  Goodwill
               
               
                  Intangible asset that arises as the result of a business combination and that represents the economic value of assets that cannot be individually identified or separately recognised in a business combination.
               
            
                  C0020/R0020
               
               
                  Deferred acquisition costs
               
               
                  Acquisition costs relating to contracts in force at the balance sheet date which are carried forward from one reporting period to subsequent reporting periods, relating to the unexpired periods of risks. In relation to life business, acquisition costs are deferred when it is probable that they will be recovered.
               
            
                  C0010– C0020/R0030
               
               
                  Intangible assets
               
               
                  Intangible assets other than goodwill. An identifiable non–monetary asset without physical substance.
               
            
                  C0010– C0020/R0040
               
               
                  Deferred tax assets
               
               
                  Deferred tax assets are the amounts of income taxes recoverable in future periods in respect of:
                  
                              (a)
                           
                           
                              deductible temporary differences;
                           
                        
                              (b)
                           
                           
                              the carry forward of unused tax losses; and/or
                           
                        
                              (c)
                           
                           
                              the carry forward of unused tax credits.
                           
                        
            
                  C0010– C0020/R0050
               
               
                  Pension benefit surplus
               
               
                  This is the total of net surplus related to employees' pension scheme.
               
            
                  C0010– C0020/R0060
               
               
                  Property, plant & equipment held for own use
               
               
                  Tangible assets which are intended for permanent use and property held by the group for own use. It includes also property for own use under construction.
               
            
                  C0010– C0020/R0070
               
               
                  Investments (other than assets held for index–linked and unit–linked contracts)
               
               
                  This is the total amount of investments, excluding assets held for index–linked and unit–linked contracts.
               
            
                  C0010– C0020/R0080
               
               
                  Property (other than for own use)
               
               
                  Amount of the property, other than for own use. It includes also property under construction other than for own use.
               
            
                  C0010– C0020/R0090
               
               
                  Holdings in related undertakings, including participations
               
               
                  Participations as defined in Article 13(20) and holdings in related undertakings in Article 212(1)(b) of Directive 2009/138/EC.
                  When part of the assets regarding participation and related undertakings refer to unit and index linked contracts, these parts shall be reported in ‘Assets held for index–linked and unit–linked contracts’ in C0010–C0020/R0220.
                  Holdings in related undertakings, including participations at group level will include:
                  
                              —
                           
                           
                              holdings in related but not subsidiary insurance or reinsurance undertakings, insurance holding companies or mixed financial holding companies as described in Article 335, paragraph 1, (d) of Delegated Regulation (EU) 2015/35
                           
                        
                              —
                           
                           
                              holdings in related undertakings in other financial sectors as described in Article 335, paragraph 1, (e) of Delegated Regulation (EU) 2015/35
                           
                        
                              —
                           
                           
                              other related undertakings as described in Article 335, paragraph 1, (f) of Delegated Regulation (EU) 2015/35
                           
                        
                              —
                           
                           
                              insurance or reinsurance undertakings, insurance holding companies or mixed financial holding companies included with the deduction and aggregation method (when combination of methods is used)
                           
                        
            
                  C0010– C0020/R0100
               
               
                  Equities
               
               
                  This is the total amount of equities, listed and unlisted.
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between listed and unlisted is not available, this item shall reflect the sum.
               
            
                  C0010– C0020/R0110
               
               
                  Equities — listed
               
               
                  Shares representing corporations' capital, e.g. representing ownership in a corporation, negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/EC.
                  It shall exclude holdings in related undertakings, including participations.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between listed and unlisted is not available, this item shall not be reported.
               
            
                  C0010– C0020/R0120
               
               
                  Equities — unlisted
               
               
                  Shares representing corporations' capital, e.g. representing ownership in a corporation, not negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/EC.
                  It shall exclude holdings in related undertakings, including participations.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between listed and unlisted is not available, this item shall not be reported.
               
            
                  C0010– C0020/R0130
               
               
                  Bonds
               
               
                  This is the total amount of government bonds, corporate bonds, structured notes and collateralised securities.
                  With regard to ‘Statutory accounts values’ column (C0020) — where the split of bonds is not available, this item shall reflect the sum.
               
            
                  C0010– C0020/R0140
               
               
                  Government Bonds
               
               
                  Bonds issued by public authorities, whether by central governments, supra–national government institutions, regional governments or local authorities and bonds that are fully, unconditionally and irrevocably guaranteed by the European Central Bank, Member States' central government and central banks denominated and funded in the domestic currency of that central government and the central bank, multilateral development banks referred to in paragraph 2 of Article 117 of Regulation (EU) No 575/2013 or international organisations referred to in Article 118 of Regulation (EU) No 575/2013, where the guarantee meets the requirements set out in Article 215 of Delegated Regulation (EU) 2015/35.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between bonds, structured products and collateralised securities is not available, this item shall not be reported.
               
            
                  C0010– C0020/R0150
               
               
                  Corporate Bonds
               
               
                  Bonds issued by corporations
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between bonds, structured products and collateralized securities is not available, this item shall not be reported.
               
            
                  C0010– C0020/R0160
               
               
                  Structured notes
               
               
                  Hybrid securities, combining a fixed income (return in a form of fixed payments) instrument with a series of derivative components. Excluded from this category are fixed income securities that are issued by sovereign governments. Concerns securities that have embedded any categories of derivatives, including Credit Default Swaps (‘CDS’), Constant Maturity Swaps (‘CMS’), Credit Default Options (‘CDOp’). Assets under this category are not subject to unbundling.
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between bonds, structured products and collateralised securities is not available, this item shall not be reported.
               
            
                  C0010– C0020/R0170
               
               
                  Collateralised securities
               
               
                  Securities whose value and payments are derived from a portfolio of underlying assets. Includes Asset Backed Securities (‘ABS’), Mortgage Backed securities (‘MBS’), Commercial Mortgage Backed securities (‘CMBS’), Collateralised Debt Obligations (‘CDO’), Collateralised Loan Obligations (‘CLO’), Collateralised Mortgage Obligations (‘CMO’).
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between bonds, structured products and collateralised securities is not available, this item shall not be reported.
               
            
                  C0010– C0020/R0180
               
               
                  Collective Investment undertakings
               
               
                  ‘Collective investment undertaking’ means an undertaking for collective investment in transferable securities (‘UCITS’) as defined in Article 1(2) of Directive 2009/65/EC of the European Parliament and of the Council or an alternative investment fund (AIF) as defined in Article 4(1)(a) of Directive 2011/61/EU of the European Parliament and of the Council.
               
            
                  C0010– C0020/R0190
               
               
                  Derivatives
               
               
                  A financial instrument or other contract with all three of the following characteristics:
                  
                              (a)
                           
                           
                              Its value changes in response to the change in a specified interest rate, financial instrument price, commodity price, foreign exchange (‘FX’) rate, index of prices or rates, credit rating or credit index, or other variable, provided in the case of a non–financial variable that the variable is not specific to a party to the contract (sometimes called the ‘underlying’).
                           
                        
                              (b)
                           
                           
                              It requires no initial net investment or an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors.
                           
                        
                              (c)
                           
                           
                              It is settled at a future date.
                           
                        Solvency II value, only if positive, of the derivative as of the reporting date is reported here (in case of negative value, see R0790).
               
            
                  C0010– C0020/R0200
               
               
                  Deposits other than cash equivalents
               
               
                  Deposits other than cash equivalents that cannot be used to make payments until before a specific maturity date and that are not exchangeable for currency or transferable deposits without any kind of significant restriction or penalty.
               
            
                  C0010– C0020/R0210
               
               
                  Other investments
               
               
                  Other investments not covered already within investments reported above.
               
            
                  C0010–C0020/R0220
               
               
                  Assets held for index–linked and unit–linked contracts
               
               
                  Assets held for index–linked and unit–linked contracts (classified in line of business 31 as defined in Annex I of Delegated Regulation (EU) 2015/35).
               
            
                  C0010– C0020/R0230
               
               
                  Loans and mortgages
               
               
                  This is the total amount of loans and mortgages, i.e. financial assets created when group lend funds, either with or without collateral, including cash pools.
                  With regard to ‘Statutory accounts values’ column (C0020) — where the split of the split of loans & mortgages is not available, this item shall reflect the sum.
               
            
                  C0010– C0020/R0240
               
               
                  Loans on policies
               
               
                  Loans made to policyholders, collateralised on policies (underlying technical provisions).
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between loans on policies, loans on mortgages to individuals and other loans and mortgages is not available, this item shall not be reported.
               
            
                  C0010– C0020/R0250
               
               
                  Loans and mortgages to individuals
               
               
                  Financial assets created when creditors lend funds to debtors — individuals, with collateral or not, including cash pools.
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between loans on policies, loans on mortgages to individuals and other loans and mortgages is not available, this item shall not be reported.
               
            
                  C0010– C0020/R0260
               
               
                  Other loans and mortgages
               
               
                  Financial assets created when creditors lend funds to debtors — others, not classifiable in item R0240 or R0250, with collateral or not, including cash pools.
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between loans on policies, loans on mortgages to individuals and other loans and mortgages is not available, this item shall not be reported.
               
            
                  C0010– C0020/R0270
               
               
                  Reinsurance recoverables from:
               
               
                  This is the total amount of reinsurance recoverables. It corresponds to the amount of reinsurer share of technical provisions, including finite reinsurance (‘Finite Re’) and SPV.
               
            
                  C0010– C0020/R0280
               
               
                  Non–life and health similar to non–life
               
               
                  Reinsurance recoverables in respect of technical provisions for non–life and health similar to non–life.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between non–life excluding health and health similar to non–life is not available this item shall reflect the sum.
               
            
                  C0010– C0020/R0290
               
               
                  Non–life excluding health
               
               
                  Reinsurance recoverables in respect of technical provisions for non–life business, excluding technical provisions for health– similar to non –life.
               
            
                  C0010– C0020/R0300
               
               
                  Health similar to non–life
               
               
                  Reinsurance recoverables in respect of technical provisions for health similar to non — life.
               
            
                  C0010– C0020/R0310
               
               
                  Life and health similar to life, excluding health and index–linked and unit–linked
               
               
                  Reinsurance recoverable in respect of technical provisions for life and health similar to life, excluding health and index–linked and unit–linked.
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between life excluding health and index–linked and unit–linked and health similar to life is not available, this item shall reflect the sum.
               
            
                  C0010– C0020/R0320
               
               
                  Health similar to life
               
               
                  Reinsurance recoverables in respect of technical provisions for health–similar to life.
               
            
                  C0010– C0020/R0330
               
               
                  Life excluding health and index–linked and unit–linked
               
               
                  Reinsurance recoverables in respect of technical provisions for life business, excluding technical provisions health–similar to life techniques and technical provisions for index–linked and unit–linked.
               
            
                  C0010– C0020/R0340
               
               
                  Life index–linked and unit–linked
               
               
                  Reinsurance recoverables in respect of technical provisions for life index–linked and unit–linked business.
               
            
                  C0010– C0020/R0350
               
               
                  Deposits to cedants
               
               
                  Deposits relating to reinsurance accepted.
               
            
                  C0010– C0020/R0360
               
               
                  Insurance and intermediaries receivables
               
               
                  Amounts past–due for payment by policyholders, insurers, and other linked to insurance business, that are not included in cash–in flows of technical provisions.
                  It shall include receivables from reinsurance accepted.
               
            
                  C0010– C0020/R0370
               
               
                  Reinsurance receivables
               
               
                  Amounts past–due by reinsurers and linked to reinsurance business that are not included in reinsurance recoverables.
                  It might include: the amounts past due from receivables from reinsurers that relate to settled claims of policyholders or beneficiaries; receivables from reinsurers in relation to other than insurance events or settled insurance claims, for example commissions.
               
            
                  C0010– C0020/R0380
               
               
                  Receivables (trade, not insurance)
               
               
                  Includes amounts receivables from employees or various business partners (not insurance–related), including public entities.
               
            
                  C0010– C0020/R0390
               
               
                  Own shares (held directly)
               
               
                  This is the total amount of own shares held directly by the group.
               
            
                  C0010– C0020/R0400
               
               
                  Amounts due in respect of own fund items or initial fund called up but not yet paid in
               
               
                  Value of the amount due in respect of own fund items or initial fund called up but not yet paid in.
               
            
                  C0010– C0020/R0410
               
               
                  Cash and cash equivalents
               
               
                  Notes and coin in circulation that are commonly used to make payments, and deposits exchangeable for currency on demand at par and which are directly usable for making payments by cheque, draft, giro order, direct debit/credit, or other direct payment facility, without penalty or restriction.
                  Bank accounts shall not be netted off, thus only positive accounts shall be recognised in this item and bank overdrafts shown within liabilities unless where both legal right of offset and demonstrable intention to settle net exist.
               
            
                  C0010– C0020/R0420
               
               
                  Any other assets, not elsewhere shown
               
               
                  This is the amount of any other assets not elsewhere already included within balance Sheet items.
               
            
                  C0010–C0020/R0500
               
               
                  Total assets
               
               
                  This is the overall total amount of all assets.
               
            
                  
                     Liabilities
                  
               
            
                  C0010–C0020/R0510
               
               
                  Technical provisions — non–life
               
               
                  Sum of the technical provisions non–life.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
                  With regard to ‘statutory accounts values’ column (C0020), where the split of technical provisions for non –life between non — life (excluding health) and health (similar to non — life) is not possible, this item shall reflect the sum.
               
            
                  C0010– C0020/R0520
               
               
                  Technical provisions — non–life (excluding health)
               
               
                  This is the total amount of technical provisions for non — life business (excluding health).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0530
               
               
                  Technical provisions — non–life (excluding health) — technical provisions calculated as a whole
               
               
                  This is the total amount of technical provisions calculated as whole (replicable/hedgeable portfolio) for non — life business (excluding health).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0540
               
               
                  Technical provisions — non–life (excluding health) — Best estimate
               
               
                  This is the total amount of best estimate of technical provisions for non — life business (excluding health).
                  Best estimate shall be reported gross of reinsurance.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0550
               
               
                  Technical provisions — non–life (excluding health) — Risk margin
               
               
                  This is the total amount of risk margin of technical provisions for non — life business (excluding health).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010– C0020/R0560
               
               
                  Technical provisions — health (similar to non–life)
               
               
                  This is the total amount of technical provisions for health (similar to non — life).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0570
               
               
                  Technical provisions — health (similar to non — life) — technical provisions calculated as a whole
               
               
                  This is the total amount of technical provisions calculated as a whole (replicable / hedgeable portfolio) for health (similar to non–life).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0580
               
               
                  Technical provisions — health(similar to non –life) — Best estimate
               
               
                  This is the total amount of best estimate of technical provisions for health business (similar to non — life).
                  Best estimate shall be reported gross of reinsurance.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0590
               
               
                  Technical provisions — health (similar to non — life) — Risk margin
               
               
                  This is the total amount of risk margin of technical provisions for health business (similar to non — life).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010–C0020/R0600
               
               
                  Technical provisions — life (excluding index–linked and unit–linked)
               
               
                  Sum of the technical provisions life (excluding index–linked and unit–linked).
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
                  With regard to ‘statutory accounts values’ column (C0020), where the split of technical provisions life (excluding index — linked and unit — linked) between health (similar to life) and life (excluding health, index– linked and unit — linked) is not possible, this item shall reflect the sum.
               
            
                  C0010– C0020/R0610
               
               
                  Technical provisions — health (similar to life)
               
               
                  This is the total amount of technical provisions for health (similar to life) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0620
               
               
                  Technical provisions — health (similar to life) — technical provisions calculated as a whole
               
               
                  This is the total amount of technical provisions calculated as a whole (replicable / hedgeable portfolio) for health (similar to life) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0630
               
               
                  Technical provisions — health (similar to life) — Best estimate
               
               
                  This is the total amount of best estimate of technical provisions for health (similar to life) business.
                  Best estimate shall be reported gross of reinsurance.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0640
               
               
                  Technical provisions — health (similar to life) — Risk margin
               
               
                  This is the total amount of risk margin of technical provisions for health (similar to life) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010– C0020/R0650
               
               
                  Technical provisions — life (excl. health and index–linked and unit–linked)
               
               
                  This is the total amount of technical provisions for life (excluding health and index — linked and unit — linked) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0660
               
               
                  Technical provisions — life (excl. health and index–linked and unit–linked) — technical provisions calculated as a whole
               
               
                  This is the total amount of technical provisions calculated as a whole (replicable / hedgeable portfolio) for life (excluding health and index — linked and unit — linked) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0670
               
               
                  Technical provisions — life (excl. health and index–linked and unit–linked) — Best estimate
               
               
                  This is the total amount of best estimate of technical provisions for life (excluding health and index — linked and unit — linked) business.
                  Best estimate shall be reported gross of reinsurance.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0680
               
               
                  Technical provisions — life (excl. health and index–linked and unit–linked) — Risk margin
               
               
                  This is the total amount of risk margin of technical provisions for life (excluding health and index — linked and unit — linked) business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010– C0020/R0690
               
               
                  Technical provisions — index–linked and unit–linked
               
               
                  This is the total amount of technical provisions for index — linked and unit — linked business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0700
               
               
                  Technical provisions — index–linked and unit–linked — technical provisions calculated as a whole
               
               
                  This is the total amount of technical provisions calculated as a whole (replicable / hedgeable portfolio) for index — linked and unit — linked business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0710
               
               
                  Technical provisions — index–linked and unit–linked — Best estimate
               
               
                  This is the total amount of best estimate of technical provisions for index — linked and unit — linked business.
                  Best estimate shall be reported gross of reinsurance.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0010/R0720
               
               
                  Technical provisions — index–linked and unit–linked — Risk margin
               
               
                  This is the total amount of risk margin of technical provisions for index — linked and unit — linked business.
                  This amount shall include the apportionment from the transitional deduction to technical provisions in accordance with the contributory methodology used for the purposes of MCR calculation.
               
            
                  C0020/R0730
               
               
                  Other technical provisions
               
               
                  Other technical provisions, as recognised by the group in their statutory accounts, in accordance with the local GAAP or IFRS.
               
            
                  C0010 /R0740
               
               
                  Contingent liabilities
               
               
                  A contingent liability is defined as:
                  
                              a)
                           
                           
                              a possible obligation that arises from past events and whose existence will be confirmed only by the occurrence or non–occurrence of one or more uncertain future events not wholly within the control of the entity; or
                           
                        
                              b)
                           
                           
                              a present obligation that arises from past events even if:
                              
                                          (i)
                                       
                                       
                                          it is not probable that an outflow of resources embodying economic benefits will be required to settle the obligation; or
                                       
                                    
                                          (ii)
                                       
                                       
                                          the amount of the obligation cannot be measured with sufficient reliability.
                                       
                                    
                        The amount of contingent liabilities recognised in the balance sheet shall follow the criteria set in Article 11 of the Delegated Regulation (EU) 2015/35.
               
            
                  C0010– C0020/R0750
               
               
                  Provisions other than technical provisions
               
               
                  Liabilities of uncertain timing or amount, excluding the ones reported under ‘Pension benefit obligations’.
                  The provisions are recognised as liabilities (assuming that a reliable estimate can be made) when they represent obligations and it is probable that an outflow of resources embodying economic benefits will be required to settle the obligations.
               
            
                  C0010– C0020/R0760
               
               
                  Pension benefit obligations
               
               
                  This is the total net obligations related to employees' pension scheme.
               
            
                  C0010– C0020/R0770
               
               
                  Deposits from reinsurers
               
               
                  Amounts (e.g. cash) received from reinsurer or deducted by the reinsurer according to the reinsurance contract.
               
            
                  C0010– C0020/R0780
               
               
                  Deferred tax liabilities
               
               
                  Deferred tax liabilities are the amounts of income taxes payable in future periods in respect of taxable temporary differences.
               
            
                  C0010– C0020/R0790
               
               
                  Derivatives
               
               
                  A financial instrument or other contract with all three of the following characteristics:
                  
                              (a)
                           
                           
                              Its value changes in response to the change in a specified interest rate, financial instrument price, commodity price, foreign exchange rate, index of prices or rates, credit rating or credit index, or other variable, provided in the case of a non–financial variable that the variable is not specific to a party to the contract (sometimes called the ‘underlying’).
                           
                        
                              (b)
                           
                           
                              It requires no initial net investment or an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors.
                           
                        
                              (c)
                           
                           
                              It is settled at a future date.
                           
                        Only derivative liabilities shall be reported on this row (i.e. derivatives with negative values as of the reporting date.) Derivatives assets shall be reported under C0010– C0020/R0190.
                  Groups which do not value derivatives in their Local GAAP do not need to provide a statutory accounts value.
               
            
                  C0010– C0020/R0800
               
               
                  Debts owed to credit institutions
               
               
                  Debts, such as mortgage and loans, owed to credit institutions, excluding bonds held by credit institutions (it is not possible for the group to identify all the holders of the bonds that it issues) and subordinated liabilities. It This shall also include bank overdrafts.
               
            
                  C0010– C0020/R0810
               
               
                  Financial liabilities other than debts owed to credit institutions
               
               
                  Financial liabilities including bonds issued by the group (held by credit institutions or not), structured notes issued by the group itself and mortgage and loans due to other entities than credit institutions.
                  Subordinated liabilities shall not be included here.
               
            
                  C0010– C0020/R0820
               
               
                  Insurance and intermediaries payables
               
               
                  Amounts past–due to policyholders, insurers and other business linked to insurance, but that are not technical provisions.
                  Includes amounts past–due to (re)insurance intermediaries (e.g. commissions due to intermediaries but not yet paid by the group).
                  Excludes loans & mortgages due to other insurance companies, if they only relate to financing and are not linked to insurance business (such loans and mortgages shall be reported as financial liabilities).
                  It shall include payables from reinsurance accepted
               
            
                  C0010– C0020/R0830
               
               
                  Reinsurance payables
               
               
                  Amounts payable, past–due to reinsurers (in particular current accounts) other than deposits linked to reinsurance business, that are not included in reinsurance recoverables.
                  Includes payables to reinsurers that relate to ceded premiums.
               
            
                  C0010– C0020/R0840
               
               
                  Payables (trade, not insurance)
               
               
                  This is the total amount trade payables, including amounts due to employees, suppliers, etc. and not insurance–related, parallel to receivables (trade, not insurance) on asset side; includes public entities.
               
            
                  C0010– C0020/R0850
               
               
                  Subordinated liabilities
               
               
                  Subordinated liabilities are debts which rank after other specified debts when undertaking is liquidated. This is the total of subordinated liabilities classified as Basic Own Funds and those that are not included in Basic Own Funds.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between subordinated liabilities not in basic own funds and subordinated liabilities in basic own funds is not available, this item shall reflect the sum.
               
            
                  C0010– C0020/R0860
               
               
                  Subordinated liabilities not in Basic Own Funds
               
               
                  Subordinated liabilities are debts which rank after other specified debts when undertaking is liquidated. Other debts may be even more deeply subordinated. Only subordinated liabilities that are not classified in Basic Own Funds shall be presented here.
                  With regard to ‘statutory accounts values’ column (C0020), where the split between subordinated liabilities not in basic own funds and subordinated liabilities in basic own funds is not available, this item shall not be reported.
               
            
                  C0010– C0020/R0870
               
               
                  Subordinated liabilities in Basic Own Funds
               
               
                  Subordinated liabilities classified in Basic Own Funds.
                  With regard to ‘statutory accounts values’ column (C0020), where– the split between subordinated liabilities not in basic own funds and subordinated liabilities in basic own funds is not available, this item shall not be reported.
               
            
                  C0010– C0020/R0880
               
               
                  Any other liabilities, not elsewhere shown
               
               
                  This is the total of any other liabilities, not elsewhere already included in other Balance Sheet items.
               
            
                  C0010– C0020/R0900
               
               
                  Total liabilities
               
               
                  This is the overall total amount of all liabilities
               
            
                  C0010/R1000
               
               
                  Excess of assets over liabilities
               
               
                  This is the total of group's excess of assets over liabilities, valued in accordance with Solvency II valuation basis. Value of the assets minus liabilities.
               
            
                  C0020/R1000
               
               
                  Excess of assets over liabilities
                  (statutory accounts value)
               
               
                  This is the total of excess of assets over liabilities of statutory accounts value column.
               
            
         S.02.02 — Assets and liabilities by currency
      
      
         General comment:
      
      This section relates to annual submission of information for groups.
      This template is to be filled in accordance to the Balance sheet (S.02.01). Valuation principles are laid down in Directive 2009/138/EC, Delegated Regulation (EU) 2015/35, Solvency II Technical Standards and Guidelines.
      This template is not required to be submitted if one single currency represents more than 90 % of assets and also of liabilities.
      If submitted, information on the reporting currency shall always be reported regardless of the amount of assets and liabilities. Information reported by currency shall at least represent 90 % of the total assets and of the total liabilities. The remaining 10 % shall be aggregated. If a specific currency has to be reported for either assets or liabilities to comply with the 90 % rule then that currency shall be reported for both assets and liabilities.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010/R0010
               
               
                  Currencies
               
               
                  Identify the ISO 4217 alphabetic code of each currency to be reported.
               
            
                  C0020/R0020
               
               
                  Total value of all currencies — Investments (other than assets held for index–linked and unit–linked contracts)
               
               
                  Report the total value of the investments (other than assets held for index–linked and unit–linked contracts) for all currencies.
                  Investment in non–controlled participations (NCPs) at the group level will be included in the ‘Investments’ row in this template (R0020). The net asset value of NCPs shall be apportioned to the relevant currency column in accordance with the individual's local currency.
               
            
                  C0030/R0020
               
               
                  Value of the reporting currency — Investments (other than assets held for index–linked and unit–linked contracts)
               
               
                  Report the value of the investments (other than assets held for index–linked and unit–linked contracts) for the reporting currency.
               
            
                  C0040/R0020
               
               
                  Value of remaining other currencies — Investments (other than assets held for index–linked and unit–linked contracts)
               
               
                  Report the total value of investments (other than assets held for index–linked and unit–linked contracts) for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0020) and in the currencies reported by currency (C0050/R0020).
               
            
                  C0050/R0020
               
               
                  Value of material currencies — Investments (other than assets held for index–linked and unit–linked contracts)
               
               
                  Report the value of the investments (other than assets held for index–linked and unit–linked contracts) for each of the currencies required to be reported separately.
               
            
                  C0020/R0030
               
               
                  Total value of all currencies — 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)
               
               
                  Report the total value of 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) for all currencies.
               
            
                  C0030/R0030
               
               
                  Value of the reporting currency — 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)
               
               
                  Report the value of the 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) for the reporting currency.
               
            
                  C0040/R0030
               
               
                  Value of remaining other currencies — 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)
               
               
                  Report the total value the 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) for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0030) and in the currencies reported by currency (C0050/R0030).
               
            
                  C0050/R0030
               
               
                  Value of material currencies — 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)
               
               
                  Report the value of the 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) for each of the currencies required to be reported separately.
               
            
                  C0020/R0040
               
               
                  Total value of all currencies — Assets held for index–linked and unit–linked contracts
               
               
                  Report the total value of the assets held for index–linked and unit–linked contracts for all currencies.
               
            
                  C0030/R0040
               
               
                  Value of the reporting currency — Assets held for index–linked and unit–linked contracts
               
               
                  Report the value of the assets held for index–linked and unit–linked contracts for the reporting currency.
               
            
                  C0040/R0040
               
               
                  Value of remaining other currencies — Assets held for index–linked and unit–linked contracts
               
               
                  Report the total value of the assets held for index–linked and unit–linked contracts for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0040) and in the currencies reported by currency (C0050/R0040).
               
            
                  C0050/R0040
               
               
                  Value of material currencies — Assets held for index–linked and unit–linked contracts
               
               
                  Report the value of the assets held for index–linked and unit–linked contracts for all currencies required to be reported separately.
               
            
                  C0020/R0050
               
               
                  Total value of all currencies — Reinsurance recoverables
               
               
                  Report the total value of the reinsurance recoverables for all currencies.
               
            
                  C0030/R0050
               
               
                  Value of the reporting currency — Reinsurance recoverables
               
               
                  Report the value of the reinsurance recoverables for the reporting currency.
               
            
                  C0040/R0050
               
               
                  Value of remaining other currencies — Reinsurance recoverables
               
               
                  Report the total value of the reinsurance recoverables for remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0050) and in the currencies reported by currency (C0050/R0050).
               
            
                  C0050/R0050
               
               
                  Value of material currencies — Reinsurance recoverables
               
               
                  Report the value of the Reinsurance recoverables for each of the currencies required to be reported separately.
               
            
                  C0020/R0060
               
               
                  Total value of all currencies — Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables
               
               
                  Report the total value of the deposits to cedants, insurance and intermediaries receivables and reinsurance receivables for all currencies.
               
            
                  C0030/R0060
               
               
                  Value of the reporting currency — Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables
               
               
                  Report the value of the deposits to cedants, insurance and intermediaries receivables and reinsurance receivables for the reporting currency.
               
            
                  C0040/R0060
               
               
                  Value of remaining other currencies — Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables
               
               
                  Report the value of the deposits to cedants, insurance and intermediaries receivables and reinsurance receivables for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0060) and in the currencies reported by currency (C0050/R0060).
               
            
                  C0050/R0060
               
               
                  Value of material currencies — Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables
               
               
                  Report the value of the deposits to cedants, insurance and intermediaries receivables and reinsurance receivables for each of the currencies required to be reported separately.
               
            
                  C0020/R0070
               
               
                  Total value of all currencies — Any other assets
               
               
                  Report the total value of any other assets for all currencies.
               
            
                  C0030/R0070
               
               
                  Value of the solvency II reporting currency — Any other assets
               
               
                  Report the value of any other assets for the reporting currency.
               
            
                  C0040/R0070
               
               
                  Value of remaining other currencies — Any other assets
               
               
                  Report the total value of any other assets for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0070) and in the currencies reported by currency (C0050/R0070).
               
            
                  C0050/R0070
               
               
                  Value of material currencies — Any other assets
               
               
                  Report the value of any other assets for each of the currencies required to be reported separately.
               
            
                  C0020/R0100
               
               
                  Total value of all currencies — Total assets
               
               
                  Report the total value of the total assets for all currencies.
               
            
                  C0030/R0100
               
               
                  Value of the reporting currency — Total assets
               
               
                  Report the value of total assets for the reporting currency.
               
            
                  C0040/R0100
               
               
                  Value of remaining other currencies — Total assets
               
               
                  Report the value of total assets for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0100) and in the currencies reported by currency (C0050/R0100).
               
            
                  C0050/R0100
               
               
                  Value of material currencies — Total assets
               
               
                  Report the value of total assets for each of the currencies required to be reported separately.
               
            
                  C0020/R0110
               
               
                  Total value of all currencies — Technical provisions (excluding index–linked and unit–linked contracts)
               
               
                  Report the total value of the technical provisions (excl. index–linked and unit–linked contracts) for all currencies.
               
            
                  C0030/R0110
               
               
                  Value of the reporting currency — Technical provisions (excluding index–linked and unit–linked contracts)
               
               
                  Report the value of the technical provisions (excl. index–linked and unit–linked contracts) for the reporting currency
               
            
                  C0040/R0110
               
               
                  Value of remaining other currencies — Technical provisions (excluding index–linked and unit–linked contracts)
               
               
                  Report the total value of the technical provisions (excl. index–linked and unit–linked contracts) for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0110) and in the currencies reported by currency (C0050/R0110).
               
            
                  C0050/R0110
               
               
                  Value of material currencies — Technical provisions (excluding index–linked and unit–linked contracts)
               
               
                  Report the value of the Technical provisions (excl. index–linked and unit–linked contracts) for each of the currencies required to be reported separately.
               
            
                  C0020/R0120
               
               
                  Total value of all currencies — Technical provisions — index–linked and unit–linked contracts
               
               
                  Report the total value of the technical provisions — index–linked and unit–linked contracts for all currencies.
               
            
                  C0030/R0120
               
               
                  Value of the reporting currency — Technical provisions — index–linked and unit–linked contracts
               
               
                  Report the value of the technical provisions — index–linked and unit–linked contracts for the reporting currency.
               
            
                  C0040/R0120
               
               
                  Value of remaining other currencies — Technical provisions — index–linked and unit–linked contracts
               
               
                  Report the value of the technical provisions — index–linked and unit–linked contracts for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0120) and in the currencies reported by currency (C0050/R0120).
               
            
                  C0050/R0120
               
               
                  Value of material currencies — Technical provisions — index–linked and unit–linked contracts
               
               
                  Report the value of the technical provisions — index–linked and unit–linked contracts for each of the currencies required to be reported separately.
               
            
                  C0020/R0130
               
               
                  Total value of all currencies — Deposits from reinsurers and insurance, intermediaries and reinsurance payables
               
               
                  Report the total value of the deposits from reinsurers and insurance, intermediaries and reinsurance payables for all currencies.
               
            
                  C0030/R0130
               
               
                  Value of the reporting currency — Deposits from reinsurers and insurance, intermediaries and reinsurance payables
               
               
                  Report the value of the deposits from reinsurers and insurance, intermediaries and reinsurance payables for the reporting currency.
               
            
                  C0040/R0130
               
               
                  Value of remaining other currencies — Deposits from reinsurers and insurance, intermediaries and reinsurance payables
               
               
                  Report the value of the deposits from reinsurers and insurance, intermediaries and reinsurance payables for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0130) and in the currencies reported by currency (C0050/R0130).
               
            
                  C0050/R0130
               
               
                  Value of material currencies — Deposits from reinsurers and insurance, intermediaries and reinsurance payables
               
               
                  Report the value of the deposits from reinsurers and insurance, intermediaries and reinsurance payables for each of the currencies required to be reported separately.
               
            
                  C0020/R0140
               
               
                  Total value of all currencies — Derivatives
               
               
                  Report the total value of the derivatives for all currencies.
               
            
                  C0030/R0140
               
               
                  Value of the reporting currency — Derivatives
               
               
                  Report the value of the derivatives for the reporting currency.
               
            
                  C0040/R0140
               
               
                  Value of remaining other currencies — Derivatives
               
               
                  Report the total value of the derivatives for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0140) and in the currencies reported by currency (C0050/R0140).
               
            
                  C0050/R0140
               
               
                  Value of material currencies — Derivatives
               
               
                  Report the value of the derivatives for each of the currency required to be reported separately.
               
            
                  C0020/R0150
               
               
                  Total value of all currencies — Financial liabilities
               
               
                  Report the total value of the financial liabilities for all currencies.
               
            
                  C0030/R0150
               
               
                  Value of the reporting currency — Financial liabilities
               
               
                  Report the value of the financial liabilities for the reporting currency.
               
            
                  C0040/R0150
               
               
                  Value of remaining other currencies — Financial liabilities
               
               
                  Report the total value of the financial liabilities for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0150) and in the currencies reported by currency (C0050/R0150).
               
            
                  C0050/R0150
               
               
                  Value of material currencies — Financial liabilities
               
               
                  Report the value of the financial liabilities for each of the currencies required to be reported separately.
               
            
                  C0020/R0160
               
               
                  Total value of all currencies — Contingent liabilities
               
               
                  Report the total value of the Contingent liabilities for all currencies.
               
            
                  C0030/R0160
               
               
                  Value of the reporting currency — Contingent liabilities
               
               
                  Report the value of the contingent liabilities for the reporting currency.
               
            
                  C0040/R0160
               
               
                  Value of remaining other currencies — Contingent liabilities
               
               
                  Report the total value of the contingent liabilities for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0160) and in the currencies reported by currency (C0050/R0160).
               
            
                  C0050/R0160
               
               
                  Value of material currencies — Contingent liabilities
               
               
                  Report the value of the contingent liabilities for each of the currencies required to be reported separately
               
            
                  C0020/R0170
               
               
                  Total value of all currencies — Any other liabilities
               
               
                  Report the total value of any other liabilities for all currencies.
               
            
                  C0030/R0170
               
               
                  Value of the reporting currency — Any other liabilities
               
               
                  Report the value of any other liabilities for the reporting currency.
               
            
                  C0040/R0170
               
               
                  Value of remaining other currencies — Any other liabilities
               
               
                  Report the total value of any other liabilities for remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0170) and in the currencies reported by currency (C0050/R0170).
               
            
                  C0050/R0170
               
               
                  Value of material currencies — Any other liabilities
               
               
                  Report the value of any other liabilities for each of the currencies required to be reported separately.
               
            
                  C0020/R0200
               
               
                  Total value of all currencies — Total liabilities
               
               
                  Report the total value of the total liabilities for all currencies.
               
            
                  C0030/R0200
               
               
                  Value of the reporting currency — Total liabilities
               
               
                  Report the value of total liabilities for the reporting currency.
               
            
                  C0040/R0200
               
               
                  Value of remaining other currencies — Total liabilities
               
               
                  Report the total value of total liabilities for the remaining currencies that are not reported by currency.
                  This means that this cell excludes the amount reported in the reporting currency (C0030/R0200) and in the currencies reported by currency (C0050/R0200).
               
            
                  C0050/R0200
               
               
                  Value of material currencies — Total liabilities
               
               
                  Report the value of total liabilities for each of the currency required to be reported separately.
               
            
         S.03.01 — Off–balance sheet items — General
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template shall include the information referring to off–balance sheet items and the maximum and solvency II value of contingent liabilities in Solvency II balance sheet also. As regards the Solvency II value, the instructions define the items from a recognition perspective. Valuation principles are laid down in Directive 2009/138/EC, Delegated Regulation (EU) 2015/35, Solvency II Technical Standards and Guidelines.
      Guarantee require the issuer to make specified payments to reimburse the holder for a loss it incurs if a specified debtor fails to make payment when due under the original or modified terms of a debt instrument. These guarantees can have various legal forms, such as financial guarantees, letters of credit, credit default contracts. These items shall not include guarantees stemming from insurance contracts, which are recognised in technical provisions.
      A contingent liability is defined as:
      
                  a)
               
               
                  a possible obligation that arises from past events and whose existence will be confirmed only by the occurrence or non–occurrence of one or more uncertain future events not wholly within the control of the entity; or
               
            
                  c)
               
               
                  a present obligation that arises from past events even if:
                  
                              iii.
                           
                           
                              it is not probable that an outflow of resources embodying economic benefits will be required to settle the obligation; or
                           
                        
                              iv.
                           
                           
                              the amount of the obligation cannot be measured with sufficient reliability.
                           
                        
            Collateral is an asset with a monetary value or a commitment that secure the lender against the defaults of the borrower.
      The guarantees listed in this template are not reported in S.03.02 and S.03.03. This means that only limited guarantees are to be reported in this template.
      At group level, the template is applicable for all entities within the scope of group supervision — including other financial sectors and non–controlled participations — for method 1 (Accounting consolidation–based method), method 2 (Deduction and aggregation method) and a combination of methods 1 and 2.
      For non–controlled participations guarantees provided and guarantees received are included on a proportional basis when method 1 is applied. When method 2 is applied these guarantees are reported with the total amount.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010/R0010
               
               
                  Maximum value — Guarantees provided by the group, including letters of credit
               
               
                  Sum of all possible cash out–flows related to guarantees if events triggering guarantees were all to happen in relation to guarantees provided by the group to another party. It includes cash–flows related to letter of credit.
                  In case any guarantee is also identified as contingent liability under R0310, the maximum amount shall also be included in this row.
                  Internal guarantees within the scope of group supervision are not reported in this template.
               
            
                  C0010/R0030
               
               
                  Maximum value — Guarantees received by the group, including letters of credit
               
               
                  Sum of all possible cash in–flows related to guarantees if events triggering guarantees were all to happen in relation to guarantees received by the group from another party to guarantee the payment of the liabilities due by the group (includes letter of credit, undrawn committed borrowing facilities).
                  Internal guarantees within the scope of group supervision are not reported in this template.
               
            
                  C0020/R0100
               
               
                  Value of guarantee / collateral / contingent liabilities — Collateral held for loans made or bonds purchased
               
               
                  Solvency II value of the collaterals held for loans made or bonds purchased.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0020/R0110
               
               
                  Value of guarantee / collateral / contingent liabilities — Collateral held for derivatives
               
               
                  Solvency II value of the collaterals held for derivatives.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0020/R0120
               
               
                  Value of guarantee / collateral / contingent liabilities — Assets pledged by reinsurers for ceded technical provisions
               
               
                  Solvency II value of the assets pledged by reinsurers for ceded technical provisions.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0020/R0130
               
               
                  Value of guarantee / collateral / contingent liabilities — Other collateral held
               
               
                  Solvency II value of other collaterals held.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0020/R0200
               
               
                  Value of guarantee / collateral / contingent liabilities — Total collateral held
               
               
                  Total Solvency II value of the collaterals held.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0030/R0100
               
               
                  Value of assets for which collateral is held — Collateral held for loans made or bonds purchased
               
               
                  Solvency II value of the assets for which the collateral for loans made or bonds purchased is held.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0030/R0110
               
               
                  Value of assets for which collateral is held — Collateral held for derivatives
               
               
                  Solvency II value of the assets for which the collateral for derivatives is held.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0030/R0120
               
               
                  Value of assets for which collateral is held — Assets pledged by reinsurers for ceded technical provisions
               
               
                  Solvency II value of the assets for which the collateral on assets pledged by reinsurers for ceded technical provisions is held.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0030/R0130
               
               
                  Value of assets for which collateral is held — Other collateral held
               
               
                  Solvency II value of the assets for which the other collateral is held.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0030/R0200
               
               
                  Value of assets for which collateral is held — Total collateral held
               
               
                  Total Solvency II value of the assets for which the total collateral is held.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0020/R0210
               
               
                  Value of guarantee / collateral / contingent liabilities — Collateral pledged for loans received or bonds issued
               
               
                  Solvency II value of the collaterals pledged for loans received or bonds issued.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0020/R0220
               
               
                  Value of guarantee / collateral / contingent liabilities — Collateral pledged for derivatives
               
               
                  Solvency II value of the collaterals pledged for derivatives.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0020/R0230
               
               
                  Value of guarantee / collateral / contingent liabilities — Assets pledged to cedants for technical provisions (reinsurance accepted)
               
               
                  Solvency II value of the assets pledged to cedants for technical provisions (reinsurance accepted).
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0020/R0240
               
               
                  Value of guarantee / collateral / contingent liabilities — Other collateral pledged
               
               
                  Solvency II value of the collateral pledged for other collateral.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0020/R0300
               
               
                  Value of guarantee / collateral / contingent liabilities — Total collateral pledged
               
               
                  Total Solvency II value of the collateral pledged.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0040/R0210
               
               
                  Value of liabilities for which collateral is pledged — Collateral pledged for loans received or bonds issued
               
               
                  Solvency II value of the liabilities for which the collateral for loans received or bonds issued is pledged.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0040/R0220
               
               
                  Value of liabilities for which collateral is pledged — Collateral pledged for derivatives
               
               
                  Solvency II value of the liabilities for which the collateral for derivatives is pledged.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0040/R0230
               
               
                  Value of liabilities for which collateral is pledged — Assets pledged to cedants for technical provisions (reinsurance accepted)
               
               
                  Solvency II value of the liabilities for which the assets are pledged to cedants for technical provisions (reinsurance accepted).
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0040/R0240
               
               
                  Value of liabilities for which collateral is pledged — Other collateral pledged
               
               
                  Solvency II value of the liabilities for which other collateral is pledged.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0040/R0300
               
               
                  Value of liabilities for which collateral is pledged — Total collateral pledged
               
               
                  Total Solvency II value of the liabilities for which the collateral is pledged.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
                  C0010/R0310
               
               
                  Maximum value — Contingent liabilities not in Solvency II Balance Sheet
               
               
                  Maximum possible value, regardless of their probability (i.e. future cash out–flows required to settle the contingent liability over the lifetime of that contingent liability, discounted at the relevant risk–free interest rate term structure) of contingent liabilities that are not included in those valued in Solvency II Balance Sheet (item C0010/R0740 of S.02.01)
                  Internal contingent liabilities within the scope of group supervision are not reported in this template.
                  This shall relate to Contingent liabilities that are not material.
                  This amount shall include guarantees reported in R0010 if considered as contingent liabilities.
               
            
                  C0010/R0330
               
               
                  Maximum value — Contingent liabilities in Solvency II Balance Sheet
               
               
                  Maximum possible value, regardless of their probability (i.e. future cash out–flows required to settle the contingent liability over the lifetime of that contingent liability, discounted at the relevant risk–free interest rate term structure) of contingent liabilities that are valued in Solvency II Balance Sheet, as defined in Article 11 of the Delegated Regulation (EU) 2015/35.
               
            
                  C0010/R0400
               
               
                  Maximum value — Total Contingent liabilities
               
               
                  Total maximum possible value, regardless of their probability (i.e. future cash flows required to settle the contingent liability over the lifetime of that contingent liability, discounted at the relevant risk–free interest rate term structure) of contingent liabilities.
               
            
                  C0020/R0310
               
               
                  Value of guarantee/ collateral / contingent liabilities — Contingent liabilities not in Solvency II Balance Sheet
               
               
                  Solvency II value of the contingent liabilities not in Solvency II Balance Sheet.
               
            
                  C0020/R0330
               
               
                  Value of guarantee / collateral / contingent liabilities — Contingent liabilities in Solvency II Balance Sheet
               
               
                  Solvency II value of the contingent liabilities in Solvency II Balance Sheet. This value shall only be reported in relation to contingent liabilities for which a value in item C0010/R0330 in S.03.01 was reported.
                  If this value is lower than C0010/R0740 in S.02.01 an explanation shall be provided in the narrative reporting.
               
            
         S.03.02 — Off–balance–sheet items — list of unlimited guarantees received by the group
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      As regards the Solvency II value, the instructions define the items from a recognition perspective. Valuation principles are laid down in Directive 2009/138/EC, Delegated Regulation (EU) 2015/35, Solvency II Technical Standards and Guidelines.
      Unlimited guarantees refer to guarantees with unlimited amount, regardless of the date being limited or unlimited.
      The guarantees listed in this template are not reported in S.03.01.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Code of guarantee
               
               
                  Code of guarantee received. This number is attributed by the group, must be unique and be consistent over time. It shall not be reused for other guarantees.
               
            
                  C0020
               
               
                  Name of provider of guarantee
               
               
                  Identification of the name of the provider of the guarantee.
               
            
                  C0030
               
               
                  Code of provider of guarantee
               
               
                  Identification code of provider using the Legal Entity Identifier (LEI) if available.
                  If not available this item shall not be reported.
               
            
                  C0040
               
               
                  Type of code of provider of guarantee
               
               
                  Identification of the code used for the ‘Code of provider of guarantee’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0060
               
               
                  Triggering event(s) of guarantee
               
               
                  Identify the triggering event. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Bankruptcy filing International Swaps and Derivatives Association (‘ISDA’) credit event
                           
                        
                               
                           
                           
                              2 — Downgrading by a rating agency
                           
                        
                               
                           
                           
                              3 — Fall of SCR below a threshold but higher than 100 %
                           
                        
                               
                           
                           
                              4 — Fall of MCR below a threshold but higher than 100 %
                           
                        
                               
                           
                           
                              5 — Breach of SCR
                           
                        
                               
                           
                           
                              6 — Breach of MCR
                           
                        
                               
                           
                           
                              7 — Non–payment of a contractual obligation
                           
                        
                               
                           
                           
                              8 — Fraud
                           
                        
                               
                           
                           
                              9 — Breach of contractual obligation linked with the disposal of assets
                           
                        
                               
                           
                           
                              10 — Breach of contractual obligation linked with the acquisition of assets
                           
                        
                               
                           
                           
                              0 — Other
                           
                        
            
                  C0070
               
               
                  Specific triggering event (s) of guarantee
               
               
                  Description of the triggering event in case ‘0 — Other’ was selected for item C0060 ‘Triggering event(s) of guarantee’.
               
            
                  C0080
               
               
                  Effective date of guarantee
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the starting date of the coverage of the contract.
               
            
                  C0090
               
               
                  Ancillary Own Funds
               
               
                  Indication if the guarantee is classified as Ancillary Own Fund and is presented in the following items of S.23.01:
                  
                              —
                           
                           
                              Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC (C0010/R0340)
                           
                        
                              —
                           
                           
                              Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC (C0010/R0350)
                           
                        One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Ancillary own fund
                           
                        
                               
                           
                           
                              2 — Not an ancillary own fund
                           
                        
            
         S.03.03 — Off–balance–sheet items — List of unlimited guarantees provided by the group
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      As regards the Solvency II value, the instructions define the items from a recognition perspective. Valuation principles are laid down in Directive 2009/138/EC, Delegated Regulation (EU) 2015/35, Solvency II Technical Standards and Guidelines.
      Unlimited guarantees refer to guarantees with unlimited amount, regardless of the date being limited or unlimited.
      The guarantees listed in this template are not reported in S.03.01. At group level, the template is applicable for all entities within the scope of group supervision — including other financial sectors and non–controlled participations — for method 1 (Accounting consolidation–based method), method 2 (Deduction and aggregation method) and a combination of methods 1 and 2.
      Internal guarantees within the scope of group supervision are not reported in this template but reported in the relevant Intra–group transactions (S.36) template.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Code of guarantee
               
               
                  Code of guarantee provided. This number is attributed by the group, must be unique and be consistent over time. It shall not be reused for other guarantees.
               
            
                  C0020
               
               
                  Name of receiver of guarantee
               
               
                  Identification of the name of the receiver of the guarantee.
               
            
                  C0030
               
               
                  Code of receiver of guarantee
               
               
                  Identification code of receiver of guarantee using the Legal Entity Identifier (LEI) if available.
                  If not available this item shall not be reported.
               
            
                  C0040
               
               
                  Type of code of receiver of guarantee
               
               
                  Identification of the code used for the ‘Code of provider of guarantee’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0060
               
               
                  Triggering event(s) of guarantee
               
               
                  List of triggering events. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Bankruptcy filing ISDA credit event
                           
                        
                               
                           
                           
                              2 — Downgrading by a rating agency
                           
                        
                               
                           
                           
                              3 — Fall of SCR below a threshold but higher than 100 %
                           
                        
                               
                           
                           
                              4 — Fall of MCR below a threshold but higher than 100 %
                           
                        
                               
                           
                           
                              5 — Breach of SCR
                           
                        
                               
                           
                           
                              6 — Breach of MCR
                           
                        
                               
                           
                           
                              7 — Non–payment of a contractual obligation
                           
                        
                               
                           
                           
                              8 — Fraud
                           
                        
                               
                           
                           
                              9 — Breach of contractual obligation linked with the disposal of assets
                           
                        
                               
                           
                           
                              10 — Breach of contractual obligation linked with the acquisition of assets
                           
                        
                               
                           
                           
                              0 — Other
                           
                        
            
                  C0070
               
               
                  Estimation of the maximum value of guarantee
               
               
                  Sum of all possible cash flows if events triggering guarantees were all to happen in relation to guarantees provided by the group to another party.
               
            
                  C0080
               
               
                  Specific triggering event(s) of guarantee
               
               
                  Description of the triggering event in case ‘0 — Other’ was selected for item C0060 ‘Triggering event(s) of guarantee’.
               
            
                  C0090
               
               
                  Effective date of guarantee
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date indicating the start of the guarantee being valid.
               
            
         S.05.01 — Premiums, claims and expenses by line of business
      
      
         General comments:
      
      This section relates to quarterly and annual submission of information for groups.
      This template shall be reported from a consolidated accounting perspective, i.e.: Local GAAP or IFRS if accepted as local GAAP but using Solvency II lines of business. Groups shall use the recognition and valuation basis as for the published financial statements, no new recognition or re–valuation is required.
      The template is based on a year–to–date basis.
      This template covers only insurance and reinsurance business within the scope of the consolidated financial statements.
      For quarterly reporting administrative expenses, investment management expenses, acquisition expenses, overhead expenses shall be presented aggregated.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Non–life insurance and reinsurance obligations
                  
               
            
                  C0010 to C0120/R0110
               
               
                  Premiums written — Gross — Direct Business
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from direct business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0010 to C0120/R0120
               
               
                  Premiums written — Gross — Proportional reinsurance accepted
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from proportional reinsurance accepted business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0130 to C0160/R0130
               
               
                  Premiums written — Gross — Non proportional reinsurance accepted
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from non–proportional reinsurance accepted business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0010 to C0160/R0140
               
               
                  Premiums written — Reinsurers' share
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts ceded to reinsurers during the financial year in respect of insurance contracts regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0010 to C0160/R0200
               
               
                  Premiums written — net
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: the net premiums written represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0120/R0210
               
               
                  Premiums earned — Gross — Direct business
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to direct insurance business.
               
            
                  C0010 to C0120/R0220
               
               
                  Premiums earned — Gross — Proportional reinsurance accepted
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to proportional reinsurance accepted business.
               
            
                  C0130 to C0160/R0230
               
               
                  Premiums earned — Gross — Non proportional reinsurance accepted
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to non–proportional reinsurance accepted business.
               
            
                  C0010 to C0160/R0240
               
               
                  Premiums earned — reinsurers' share
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of reinsurer's share in gross premiums written minus the change in the reinsurer's share in provision for unearned premiums.
               
            
                  C0010 to C0160/R0300
               
               
                  Premiums earned — Net
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0120/R0310
               
               
                  Claims incurred Gross — Direct business
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from direct business.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0010 to C0120/R0320
               
               
                  Claims incurred Gross — Proportional reinsurance accepted
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from the gross proportional reinsurance accepted.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0130 to C0160/R0330
               
               
                  Claims incurred — Gross — Non proportional reinsurance accepted
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from the gross non proportional reinsurance accepted.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0010 to C0160/R0340
               
               
                  Claims incurred — Reinsurers' share
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: it is the reinsurer's share in the sum of the claims paid and the change in the provision for claims during the financial year.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0010 to C0160/R0400
               
               
                  Claims incurred — Net
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0010 to C0120/R0410
               
               
                  Changes in other technical provisions — Gross — Direct business
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross direct business.
               
            
                  C0010 to C0120/R0420
               
               
                  Changes in other technical provisions — Gross — Proportional reinsurance accepted
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross proportional reinsurance accepted.
               
            
                  C0130 to C0160/R0430
               
               
                  Changes in other technical provisions — Gross — Non– proportional reinsurance accepted
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross non– proportional reinsurance accepted.
               
            
                  C0010 to C0160/R0440
               
               
                  Changes in other technical provisions — Reinsurers' share
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions related to the amounts ceded to reinsurers.
               
            
                  C0010 to C0160/R0500
               
               
                  Changes in other technical provisions — Net
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: the net amount of changes in other technical provisions represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0160/R0550
               
               
                  Expenses incurred
               
               
                  All technical expenses incurred by the group during the reporting period, on accrual basis.
               
            
                  C0010 to C0120/R0610
               
               
                  Administrative expenses — Gross — direct business
               
               
                  Administrative expenses incurred by the group during the financial year, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the gross direct business.
               
            
                  C0010 to C0120/R0620
               
               
                  Administrative expenses — Gross — Proportional reinsurance accepted
               
               
                  Administrative expenses incurred by the group during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the gross proportional reinsurance accepted.
               
            
                  C0130 to C0160/R0630
               
               
                  Administrative expenses — Gross — non proportional reinsurance accepted
               
               
                  Administrative expenses incurred by the group during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the gross non proportional reinsurance accepted.
               
            
                  C0010 to C0160/R0640
               
               
                  Administrative expenses — reinsurers' share
               
               
                  Administrative expenses incurred by the group during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the reinsurer's share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0010 to C0160/R0700
               
               
                  Administrative expenses — Net
               
               
                  Administrative expenses incurred by the group during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The net administrative expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0160/R0710
               
               
                  Investment management expenses — Gross — direct business
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of record keeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the gross direct business.
               
            
                  C0010 to C0120/R0720
               
               
                  Investment management expenses — Gross — proportional reinsurance accepted
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the gross proportional reinsurance accepted.
               
            
                  C0130 to C0160/R0730
               
               
                  Investment management expenses — Gross — non proportional reinsurance accepted
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the gross non proportional reinsurance accepted.
               
            
                  C0010 to C0160/R0740
               
               
                  Investment management expenses — reinsurers' share
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0010 to C0160/R0800
               
               
                  Investment management expenses — Net
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the net investment management expenses.
                  The net investment management expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0120/R0810
               
               
                  Claims management expenses — Gross — direct business
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the gross direct business.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0010 to C0120/R0820
               
               
                  Claims management expenses — Gross — Proportional reinsurance accepted
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the gross proportional reinsurance accepted.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0130 to C0160/R0830
               
               
                  Claims management expenses — Gross — Non–proportional reinsurance accepted
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the gross non proportional reinsurance accepted.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0010 to C0160/R0840
               
               
                  Claims management expenses — Reinsurers' share
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the reinsurers' share.
                  This shall include the movement in provisions in claims management expenses.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0010 to C0160/R0900
               
               
                  Claims management expenses — Net
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The net claims management expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0010 to C0120/R0910
               
               
                  Acquisition expenses — Gross — direct business
               
               
                  Acquisition expenses include expenses, including renewal expenses, which can be identified at the level of individual insurance contract and have been incurred because the group has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the gross direct business.
               
            
                  C0010 to C0120/R0920
               
               
                  Acquisition expenses — Gross — Proportional reinsurance accepted
               
               
                  Acquisition expenses include expenses, including renewal expenses which can be identified at the level of individual insurance contract and have been incurred because the group has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the gross proportional reinsurance accepted.
               
            
                  C0130 to C0160/R0930
               
               
                  Acquisition expenses — Gross — Non proportional reinsurance accepted
               
               
                  Acquisition expenses include expenses, including renewal expenses which can be identified at the level of individual insurance contract and have been incurred because the group has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the non–proportional reinsurance accepted.
               
            
                  C0010 to C0160/R0940
               
               
                  Acquisition expenses — Reinsurers' share
               
               
                  Acquisition expenses include expenses, including renewal expenses which can be identified at the level of individual insurance contract and have been incurred because the group has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0010 to C0160/R1000
               
               
                  Acquisition expenses — Net
               
               
                  Acquisition expenses include expenses, including renewal expenses which can be identified at the level of individual insurance contract and have been incurred because the group has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The net claims management expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0010 to C0120/R1010
               
               
                  Overhead expenses — Gross direct business
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the gross direct business.
               
            
                  C0010 to C0120/R1020
               
               
                  Overhead expenses — Gross — Proportional reinsurance accepted
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the gross proportional reinsurance accepted.
               
            
                  C0130 to C0160/R1030
               
               
                  Overhead expenses — Gross — Non proportional reinsurance accepted
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the gross — non proportional reinsurance accepted.
               
            
                  C0010 to C0160/R1040
               
               
                  Overhead expenses — Reinsurers' share
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0010 to C0160/R1100
               
               
                  Overhead expenses — Net
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The net overhead expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0200/R0110–R1100
               
               
                  Total
               
               
                  Total for different items for all Lines of Business.
               
            
                  C0200/R1200
               
               
                  Other expenses
               
               
                  Other technical expenses not covered by above mentioned expenses and not split by lines of business.
                  Shall not include non–technical expenses such as tax, interest expenses, losses on disposals, etc.
               
            
                  C0200/R1300
               
               
                  Total expenses
               
               
                  Amount of all technical expenses
               
            
                  
                     Life insurance and reinsurance obligations
                  
               
            
                  C0210 to C0280/R1410
               
               
                  Premiums written — Gross
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from gross business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
                  It includes both direct and reinsurance business.
               
            
                  C0210 to C0280/R1420
               
               
                  Premiums written — Reinsurers' share
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts ceded to reinsurers due during the financial year in respect of insurance contracts regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0210 to C0280/R1500
               
               
                  Premiums written — net
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: the net premiums written represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R1510
               
               
                  Premiums earned — Gross
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to direct insurance and reinsurance accepted business.
               
            
                  C0210 to C0280/R1520
               
               
                  Premiums earned — reinsurers' share
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the reinsurer's share in gross premiums written minus the change in the reinsurer's share in provision for unearned premiums.
               
            
                  C0210 to C0280/R1600
               
               
                  Premiums earned — Net
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R1610
               
               
                  Claims incurred — Gross
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year, related to insurance contracts arising from the direct and reinsurance business.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0210 to C0280/R1620
               
               
                  Claims incurred — Reinsurers' share
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC: it is the reinsurer's share in the sum of the claims paid and the change in the provision for claims during the financial year.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0210 to C0280/R1700
               
               
                  Claims incurred — Net
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year, related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0210 to C0280/R1710
               
               
                  Changes in other technical provisions — Gross
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: it is the changes in other technical provisions relating to insurance contracts arising from the gross direct and reinsurance business.
               
            
                  C0210 to C0280/R1720
               
               
                  Change in other technical provisions — Reinsurers' share
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: it is the reinsurers' share in changes in other technical provisions.
               
            
                  C0210 to C0280/R1800
               
               
                  Change in other technical provisions — Net
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: the net changes in other technical provisions related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R1900
               
               
                  Expenses incurred
               
               
                  All technical expenses incurred by the group during the reporting period, on accrual basis.
               
            
                  C0210 to C0280/R1910
               
               
                  Administrative expenses — Gross
               
               
                  Administrative expenses incurred by the group during the financial year, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the gross direct and reinsurance business.
               
            
                  C0210 to C0280/R1920
               
               
                  Administrative expenses — reinsurers' share
               
               
                  Administrative expenses incurred by the group during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the reinsurer's share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0210 to C0280/R2000
               
               
                  Administrative expenses — Net
               
               
                  Administrative expenses incurred by the group during the reporting period, on accrual basis are expenses which are connected with policy administration including expenses in respect of reinsurance contracts and special purpose vehicles. Some administrative expenses relate directly to activity regarding a specific insurance contract (e.g. maintenance cost) such as cost of premium billing, cost of sending regular information to policyholders and cost of handling policy changes (e.g. conversions and reinstatements). Other administrative expenses relate directly to insurance activity but are a result of activities that cover more than one policy such as salaries of staff responsible for policy administration.
                  The amount relates to the net administrative expenses.
                  The net administrative expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R2010
               
               
                  Investment management expenses — Gross
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the gross direct and reinsurance business.
               
            
                  C0210 to C0280/R2020
               
               
                  Investment management expenses — reinsurers' share
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0210 to C0280/R2100
               
               
                  Investment management expenses — Net
               
               
                  Investment management expenses are usually not allocated on a policy by policy basis but at the level of a portfolio of insurance contracts. Investment management expenses could include expenses of recordkeeping of the investments' portfolio, salaries of staff responsible for investment, remunerations of external advisers, expenses connected with investment trading activity (i.e. buying and selling of the portfolio securities) and in some cases also remuneration for custodial services.
                  The amount relates to the net investment management expenses.
                  The net investment management expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R2110
               
               
                  Claims management expenses — Gross
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the gross direct and reinsurance business.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0210 to C0280/R2120
               
               
                  Claims management expenses — Reinsurers' share
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The amount relates to the reinsurers' share.
                  This shall include the movement in provisions in claims management expenses.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0210 to C0280/R2200
               
               
                  Claims management expenses — Net
               
               
                  Claims management expenses are expenses that will be incurred in processing and resolving claims, including legal and adjuster's fees and internal costs of processing claims payments. Some of these expenses could be assignable to individual claim (e.g. legal and adjuster's fees), others are a result of activities that cover more than one claim (e.g. salaries of staff of claims handling department).
                  The net claims management expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  This shall include the movement in provisions in claims management expenses.
               
            
                  C0210 to C0280/R2210
               
               
                  Acquisition expenses — Gross
               
               
                  Acquisition expenses include expenses which can be identified at the level of individual insurance contract and have been incurred because the group has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the gross direct and reinsurance business.
               
            
                  C0210 to C0280/R2220
               
               
                  Acquisition expenses — Reinsurers' share
               
               
                  Acquisition expenses include expenses which can be identified at the level of individual insurance contract and have been incurred because the group has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs. For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0210 to C0280/R2300
               
               
                  Acquisition expenses — Net
               
               
                  Acquisition expenses include expenses which can be identified at the level of individual insurance contract and have been incurred because the group has issued that particular contract. These are commission costs, costs of selling, underwriting and initiating an insurance contract that has been issued. It includes movements in deferred acquisition costs .For reinsurance undertaking definition shall be applied mutatis mutandis.
                  The net acquisition expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0210 to C0280/R2310
               
               
                  Overhead expenses — Gross
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the gross direct and reinsurance business.
               
            
                  C0210 to C0280/R2320
               
               
                  Overhead expenses — Reinsurers' share
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The amount relates to the reinsurers' share.
                  Reinsurers' share shall by default be allocated by type of expenses, if not possible shall be reported as acquisition expenses.
               
            
                  C0210 to C0280/R2400
               
               
                  Overhead expenses — Net
               
               
                  Overhead expenses include salaries to general managers, auditing costs and regular day–to–day costs i.e. electricity bill, rent for accommodations, IT costs. These overhead expenses also include expenses related to the development of new insurance and reinsurance business, advertising insurance products, improvement of the internal processes such as investment in system required to support insurance and reinsurance business (e.g. buying new IT system and developing new software).
                  The net overhead expenses represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0300/R1410–R2400
               
               
                  Total
               
               
                  Total for different items for all life lines of business.
               
            
                  C0300/R2500
               
               
                  Other expenses
               
               
                  Other technical expenses not covered by above mentioned expenses and not split by lines of business.
                  Shall not include non–technical expenses such as tax, interest expenses, losses on disposals, etc.
               
            
                  C0300/R2600
               
               
                  Total expenses
               
               
                  Amount of all technical expenses.
               
            
                  C0210 to C0280/R2700
               
               
                  Total amount of surrenders
               
               
                  This amount represents the total amount of surrenders occurred during the year.
                  This amount is also reported under claims incurred (item R1610).
               
            
         S.05.02 — Premiums, claims and expenses by country
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template shall be reported from an accounting perspective, i.e.: Local GAAP or IFRS (if accepted as local GAAP. Groups shall use the recognition and valuation basis as for the published financial statements, no new recognition or re–valuation is required.
      The template is based on a year–to–date basis.
      This template covers only insurance and reinsurance business within the scope of the consolidated accounting perspective.
      The following criteria for the classification by country shall be used:
      
                  —
               
               
                  The information, provided by country, shall be completed for the five countries with the biggest amount of gross written premiums in addition to the home country or until reaching 90 % of the total gross written premiums;
               
            
                  —
               
               
                  For the direct insurance business for the lines of business ‘Medical expense’, ‘Income protection’, ‘Workers' compensation’, ‘Fire and other damage to property’ and ‘Credit and suretyship’ information shall be reported by country where the risk is situated as defined in Article 13 (13) of Directive 2009/138/EC;
               
            
                  —
               
               
                  For direct insurance business for all other lines of business, information shall be reported by country where the contract was entered into;
               
            
                  —
               
               
                  For proportional and non–proportional reinsurance information shall be reported by country of localisation of the ceding undertaking.
               
            For the purposes of this template ‘country where the contract was entered into’ means:
      
                  s)
               
               
                  The country where the insurance undertaking is established (home country) when the contract was not sold through a branch or freedom to provide services;
               
            
                  t)
               
               
                  The country where the branch is located (host country) when the contract was sold through a branch;
               
            
                  u)
               
               
                  The country where the freedom to provide services was notified (host country) when the contract was sold through freedom to provide services.
               
            
                  v)
               
               
                  If an intermediary is used or in any other situation, it is a), b) or c) depending on who sold the contract.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Non–life insurance and reinsurance obligations
                  
               
            
                  C0020 to C0060/R0010
               
               
                  Top 5 countries (by amount of gross premiums written) — non–life obligations
               
               
                  Identify the ISO 3166–1 alpha–2 code of the countries being reported for the non–life obligations.
               
            
                  C0080 to C0140/R0110
               
               
                  Premiums written — Gross — Direct Business
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from direct business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0080 to C0140/R0120
               
               
                  Premiums written — Gross — Proportional reinsurance accepted
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from proportional reinsurance accepted business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0080 to C0140/R0130
               
               
                  Premiums written — Gross — Non proportional reinsurance accepted
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from non–proportional reinsurance accepted business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0080 to C0140/R0140
               
               
                  Premiums written — Reinsurers' share
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts ceded to reinsurers during the financial year in respect of insurance contracts regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0080 to C0140/R0200
               
               
                  Premiums written — net
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: the net premiums written represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0080 to C0140/R0210
               
               
                  Premiums earned — Gross — Direct business
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to insurance direct business.
               
            
                  C0080 to C0140/R0220
               
               
                  Premiums earned — Gross — Proportional reinsurance accepted
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to proportional reinsurance accepted business.
               
            
                  C0080 to C0140/R0230
               
               
                  Premiums earned — Gross — Non proportional reinsurance accepted
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to non–proportional reinsurance accepted business.
               
            
                  C0080 to C0140/R0240
               
               
                  Premiums earned — reinsurers' share
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of reinsurer's share in gross premiums written minus the change in the reinsurer's share in provision for unearned premiums.
               
            
                  C0080 to C0140/R0300
               
               
                  Premiums earned — Net
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0080 to C0140/R0310
               
               
                  Claims incurred Gross — Direct business
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from direct business.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0080 to C0140/R0320
               
               
                  Claims incurred Gross — Proportional reinsurance accepted
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from proportional reinsurance accepted.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0080 to C0140/R0330
               
               
                  Claims incurred — Gross — Non proportional reinsurance accepted
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from non–proportional reinsurance accepted.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0080 to C0140/R0340
               
               
                  Claims incurred — Reinsurers' share
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: it is the reinsurer's share in sum of the claims paid and the change in the provision for claims during the financial year.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0080 to C0140/R0400
               
               
                  Claims incurred — Net
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  This shall exclude claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0080 to C0140/R0410
               
               
                  Changes in other technical provisions — Gross — Direct business
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross direct business.
               
            
                  C0080 to C0140/R0420
               
               
                  Changes in other technical provisions — Gross — Proportional reinsurance accepted
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross proportional reinsurance accepted.
               
            
                  C0080 to C0140/R0430
               
               
                  Changes in other technical provisions — Gross — Non– proportional reinsurance accepted
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions for the gross non– proportional reinsurance accepted.
               
            
                  C0080 to C0140/R0440
               
               
                  Changes in other technical provisions — Reinsurers' share
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: it is the changes in other technical provisions related to the amounts ceded to reinsurers.
               
            
                  C0080 to C0140/R0500
               
               
                  Changes in other technical provisions — Net
               
               
                  Changes in other technical provisions as defined in directive 91/674/EEC where applicable: the net amount of changes in other technical provisions represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0080 to C0140/R0550
               
               
                  Expenses incurred
               
               
                  All technical expenses incurred by the group during the reporting period, on accrual basis.
               
            
                  C0140/R1200
               
               
                  Other expenses
               
               
                  Other technical expenses not covered by above mentioned expenses and not split by lines of business.
                  Shall not include non–technical expenses such as tax, interest expenses, losses on disposals, etc.
               
            
                  C0140/R1300
               
               
                  Total expenses
               
               
                  Amount of all technical expenses corresponding to countries covered by this template.
               
            
                  
                     Life insurance obligations
                  
               
            
                  C0160 to C0200/R1400
               
               
                  Top 5 countries (by amount of gross premiums written) — life obligations
               
               
                  Identify the ISO 3166–1 alpha–2 code of the countries being reported for the life obligations.
               
            
                  C0220 to C0280/R1410
               
               
                  Premiums written — Gross
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts due during the financial year in respect of insurance contracts, arising from gross business, regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0220 to C0280/R1420
               
               
                  Premiums written — Reinsurers' share
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: gross premiums written shall comprise all amounts ceded to reinsurers due during the financial year in respect of insurance contracts regardless of the fact that such amounts may relate in whole or in part to a later financial year.
               
            
                  C0220 to C0280/R1500
               
               
                  Premiums written — net
               
               
                  Definition of premiums written provided in application of directive 91/674/EEC where applicable: the net premiums written represent the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0220 to C0280/R1510
               
               
                  Premiums earned — Gross
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to direct and reinsurance accepted gross business.
               
            
                  C0220 to C0280/R1520
               
               
                  Premiums earned — reinsurers' share
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the reinsurer's share in gross premiums written minus the change in the reinsurer's share in provision for unearned premiums.
               
            
                  C0220 to C0280/R1600
               
               
                  Premiums earned — Net
               
               
                  Definition of earned premiums provided in directive 91/674/EEC where applicable: it is the sum of gross premiums written minus the change in the gross provision for unearned premiums related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0220 to C0280/R1610
               
               
                  Claims incurred — Gross
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to insurance contracts arising from the gross direct and reinsurance business.
                  It excludes claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0220 to C0280/R1620
               
               
                  Claims incurred — Reinsurers' share
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: it is the reinsurers' share in the sum of the claims paid and the change in the provision for claims during the financial year.
                  It excludes claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0220 to C0280/R1700
               
               
                  Claims incurred — Net
               
               
                  Claims incurred in the reporting period as defined in directive 91/674/EEC where applicable: the claims incurred means the sum of the claims paid and the change in the provision for claims during the financial year related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
                  It excludes claims management expenses and the movement in provisions in claims management expenses.
               
            
                  C0220 to C0280/R1710
               
               
                  Changes in other technical provisions — Gross
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: it is the changes in other technical provisions relating to insurance contracts arising from the gross direct and reinsurance business.
               
            
                  C0220 to C0280/R1720
               
               
                  Change in other technical provisions — Reinsurers' share
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: it is the reinsurers' share in changes in other technical provisions.
               
            
                  C0220 to C0280/R1800
               
               
                  Change in other technical provisions — Net
               
               
                  Definition of changes in other technical provisions provided in directive 91/674/EEC where applicable: it is the changes in other technical provisions related to the sum of the direct business and the accepted reinsurance business reduced by the amount ceded to reinsurance undertakings.
               
            
                  C0220 to C0280/R1900
               
               
                  Expenses incurred
               
               
                  All technical expenses incurred by the group during the reporting period, on accrual basis.
               
            
                  C0280/R2500
               
               
                  Other expenses
               
               
                  Other technical expenses not covered by above mentioned expenses and not split by lines of business.
                  Shall not include non–technical expenses such as tax, interest expenses, losses on disposals, etc.
               
            
                  C0280/R2600
               
               
                  Total expenses
               
               
                  Amount of all technical expenses corresponding to countries covered by this template.
               
            
         S.06.01 — Summary of assets
      
      
         General comments:
      
      This section relates to annual submission of information for groups. This template is relevant at the level of the group where all insurance or reinsurance undertakings within the scope of group supervision benefit from the exemption in accordance with Article 35 (7) of Directive 2009/138/EC.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation.
      This template contains a summary of information on assets and derivatives regarding the participating insurance or reinsurance undertaking, the insurance holding company or the mixed financial holding company (at a group level), including assets and derivatives held in unit linked and index linked contracts.
      Items shall be reported with positive values unless its Solvency II value is negative (e.g. the case of derivatives that are a liability of the undertaking).
      The template is applicable for method 1 (Accounting consolidation–based method), method 2 (Deduction and aggregation method) and a combination of methods 1 and 2.
      Where method 1 is used exclusively, the reporting shall reflect the consolidated position of the assets and derivatives net of intra–group transactions held within the scope of group supervision.
      Where method 2 is used exclusively, the reporting shall include the assets and derivatives held by the participating insurance and reinsurance undertakings, the insurance holding companies, mixed–financial holding companies, subsidiaries and non–controlled participations regardless of the proportional share used. The assets held by undertakings from the other financial sectors shall not be included.
      Where a combination of methods 1 and 2 is used, the reporting shall reflect the consolidated position of the assets and derivatives, net of intra–group transactions, held within the scope of group supervision and the assets and derivatives held by the participating insurance or reinsurance undertakings, the insurance holding companies, the mixed financial holding companies, subsidiaries and non–controlled participations regardless of the proportional share used.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010 to C0060/R0010
               
               
                  Assets listed
               
               
                  Value of listed assets by portfolio.
                  For the purpose of this template an asset is considered as being listed if it is negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/EC.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0020
               
               
                  Assets that are not listed in a stock exchange
               
               
                  Value of assets not listed in a stock exchange, by portfolio.
                  For the purpose of this template, not listed assets are the ones that are not negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/EC.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0030
               
               
                  Assets that are not exchange tradable
               
               
                  Value of assets that are not exchange tradable, by portfolio.
                  For the purpose of this template, not exchange tradable assets are the ones that by their nature are not subject to negotiation on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/CE.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0040
               
               
                  Government bonds
               
               
                  Value of assets classifiable under asset category 1 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0050
               
               
                  Corporate bonds
               
               
                  Value of assets classifiable under asset category 2 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0060
               
               
                  Equity
               
               
                  Value of assets classifiable under asset category 3 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0070
               
               
                  Collective Investment Undertakings
               
               
                  Value of assets classifiable under asset category 4 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0080
               
               
                  Structured notes
               
               
                  Value of assets classifiable under asset category 5 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0090
               
               
                  Collateralised securities
               
               
                  Value of assets classifiable under asset category 6 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0100
               
               
                  Cash and deposits
               
               
                  Value of assets classifiable under asset category 7 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0110
               
               
                  Mortgages and loans
               
               
                  Value of assets classifiable under asset category 8 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0120
               
               
                  Properties
               
               
                  Value of assets classifiable under asset category 9 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0130
               
               
                  Other investments
               
               
                  Value of assets classifiable under asset category 0 of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0140
               
               
                  Futures
               
               
                  Value of assets classifiable under asset category A of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0150
               
               
                  Call options
               
               
                  Value of assets classifiable under asset category B of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0160
               
               
                  Put options
               
               
                  Value of assets classifiable under asset category C of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0170
               
               
                  Swaps
               
               
                  Value of assets classifiable under asset category D of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0180
               
               
                  Forwards
               
               
                  Value of assets classifiable under asset category E of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
                  C0010 to C0060/R0190
               
               
                  Credit derivatives
               
               
                  Value of assets classifiable under asset category F of Annex IV — Assets Categories, by portfolio.
                  Portfolio corresponds to the distinction between life, non–life, ring–fenced funds, other internal funds, shareholder's funds and general (no split).
                  The split by portfolio is not mandatory, except for identifying ring fenced funds, but shall be made if the undertaking uses it internally. When an undertaking does not apply a split by portfolio ‘general’ shall be used.
               
            
         S.06.02 — List of assets
      
      
         General comments:
      
      This section relates to quarterly and annual submission of information for groups.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to Complementary Identification Code (‘CIC’) refer to Annex VI — CIC table of this Regulation.
      This template shall reflect the list of all assets included in the Balance–sheet classifiable as asset categories 0 to 9 of Annex IV — Assets Categories of this Regulation. In particular in case of securities lending and repurchase agreements the underlying securities that are kept in the Balance–sheet shall be reported in this template.
      This template contains an item–by–item list of assets held directly by the group (i.e. not on a look–through basis), classifiable as asset categories 0 to 9 (in case of unit–linked and index–linked product managed by the (re)insurance undertaking, the assets to be reported are also only the ones covered by asset categories 0 to 9, e.g. recoverables and liabilities related to this products shall not be reported), with the following exceptions:
      
                  f)
               
               
                  Cash shall be reported in one row per currency, for each combination of items C0060, C0070, C0080, and C0090;
               
            
                  g)
               
               
                  Transferable deposits (cash equivalents) and other deposits with maturity of less than one year shall be reported in one row per pair of bank and currency, for each combination of items C0060, C0070, C0080, C0090 and C0290;
               
            
                  h)
               
               
                  Mortgages and loans to individuals, including loans on policies, shall be reported in two rows, one row regarding loans to administrative, management and supervisory body, for each combination of items C0060, C0070, C0080, C0090 and C0290 and another regarding loans to other natural persons, for each combination of items C0060, C0070, C0080, C0090 and C0290;
               
            
                  i)
               
               
                  Deposits to cedants shall be reported in one single line,, for each combination of items C0060, C0070, C0080 and C0090;
               
            
                  j)
               
               
                  Plant and equipment for the own use of the undertaking shall be reported in one single line, for each combination of items C0060, C0070, C0080 and C0090.
               
            This template comprises two tables: Information on positions held and Information on assets.
      On the table Information on positions held, each asset shall be reported separately in as many rows as needed in order to properly fill in all variables requested in that table. If for the same asset two values can be attributed to one variable, then this asset needs to be reported in more than one line.
      On the table Information on assets, each asset shall be reported separately, with one row for each asset, filling in all applicable variables requested in that table.
      The template is applicable for method 1 (Accounting consolidation–based method), method 2 (Deduction and aggregation method) and a combination of methods 1 and 2.
      Where method 1 is used exclusively, the reporting shall reflect the consolidated position of the assets net of intra–group transactions held. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The assets held by the participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The assets held by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported item by item;
               
            
                  —
               
               
                  Participations in undertakings consolidated in accordance with Article 335, paragraph 1, (d), (e) and (f) of Delegated Regulation (EU) 2015/35 shall be reported in one row and identify it by using the available options in cell C0310.
               
            Where method 2 is used exclusively, the reporting shall include the detailed list of the assets held by the participating undertakings, the insurance holding companies and subsidiaries and one row for each non–controlled participation. The assets reported shall not take into account the proportional share used for group solvency calculation. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The assets held by the participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The assets held by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported item by item by undertaking;
               
            
                  —
               
               
                  Participations in insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are not subsidiaries (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported in one row for each participation;
               
            
                  —
               
               
                  The assets held by undertakings from the other financial sectors shall not be included.
               
            Where a combination of methods 1 and 2 is used, one part of the reporting reflects the consolidated position of the assets, net of intra–group transactions, which must be reported and the other part of the reporting shall include the detailed list of the assets held by the participating undertakings, the insurance holding companies or mixed–financial holding companies and subsidiaries and one row for each non–controlled participation, net of intra–group transactions and regardless of the proportional share used.
      The first part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The assets held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The assets held by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported item by item;
               
            
                  —
               
               
                  Participations in undertakings consolidated in accordance with Article 335, paragraph 1, (d), (e) and (f) of Delegated Regulation (EU) 2015/35 shall be reported in one row and identify it by using the available options in cell C0310;
               
            
                  —
               
               
                  Participations in undertakings under method 2 shall be reported one row for each subsidiary and non–controlled participation held and identify it by using the available options in cell C0310.
               
            The second part of the reporting shall include the detailed list of the assets held by the participating undertakings, the insurance holding companies and subsidiaries and one row for each non–controlled participation, regardless of the proportional share used. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The assets held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies under method 2 shall be reported item by item;
               
            
                  —
               
               
                  The assets held by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries under method 2 (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported item by item by undertaking;
               
            
                  —
               
               
                  Participations in insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are not subsidiaries (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported in one row for each participation;
               
            
                  —
               
               
                  The assets held by the undertakings from the other financial sectors shall not be included.
               
            The information regarding the external rating (C0320) and nominated External Credit Assessment Institutions (‘ECAI’) (C0330) may be limited (not reported) in the following circumstances:
      
                  e)
               
               
                  through a decision of the national supervisory authority (‘NSA’) under Article 254(2) of the Directive 2009/138/EC; or
               
            
                  f)
               
               
                  through a decision of the national supervisory authority in the cases where the insurance and reinsurance undertakings have in place outsourcing arrangements in the area of investments that lead to this specific information not being available directly to the undertaking.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Information on positions held
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Identify the legal name of the undertaking within the scope of group supervision that holds the asset.
                  This item shall be filled in only when it relates to assets held by participating undertakings, insurance holding companies, mixed–financial holding companies and subsidiaries under deduction and aggregation method.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority if existent:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be unique and kept consistent over time.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0050
               
               
                  Asset ID Code Type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0060
               
               
                  Portfolio
               
               
                  Distinction between life, non–life, shareholder's funds, other internal funds, general (no split) and ring fenced funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Life
                           
                        
                               
                           
                           
                              2 — Non–life
                           
                        
                               
                           
                           
                              3 — Ring fenced funds
                           
                        
                               
                           
                           
                              4 — Other internal funds
                           
                        
                               
                           
                           
                              5 — Shareholders' funds
                           
                        
                               
                           
                           
                              6 — General
                           
                        The split is not mandatory, except for identifying ring fenced funds, but shall be reported if the undertaking uses it internally. When an undertaking does not apply a split ‘general’ shall be used.
               
            
                  C0070
               
               
                  Fund number
               
               
                  Applicable to assets held in ring fenced funds or other internal funds (defined according to national markets).
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each fund. This number has to be consistent over time and shall be used to identify the funds in other templates. It shall not be re–used for a different fund.
               
            
                  C0080
               
               
                  Matching portfolio number
               
               
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each matching adjustment portfolio as prescribed in Article 77b(1)(a) of Directive 2009/138/EC. This number has to be consistent over time and shall be used to identify the matching adjustment portfolio in other templates. It shall not be re–used for a different matching adjustment portfolio.
               
            
                  C0090
               
               
                  Asset held in unit linked and index linked contracts
               
               
                  Identify the assets that are held by unit linked and index linked contracts. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Unit–linked or index–linked
                           
                        
                               
                           
                           
                              2 — Neither unit–linked nor index–linked
                           
                        
            
                  C0100
               
               
                  Asset pledged as collateral
               
               
                  Identify assets kept in the undertaking's balance–sheet that are pledged as collateral. For partially pledged assets two rows for each asset shall be reported, one for the pledged amount and another for the remaining part. One of the options in the following closed list shall be used for the pledged part of the asset:
                  
                               
                           
                           
                              1 — Assets in the balance sheet that are collateral pledged
                           
                        
                               
                           
                           
                              2 — Collateral for reinsurance accepted
                           
                        
                               
                           
                           
                              3 — Collateral for securities borrowed
                           
                        
                               
                           
                           
                              4 — Repos
                           
                        
                               
                           
                           
                              9 — Not collateral
                           
                        
            
                  C0110
               
               
                  Country of custody
               
               
                  ISO 3166–1 alpha–2 code of the country where undertaking assets are held in custody. For identifying international custodians, such as Euroclear, the country of custody will be the one corresponding to the legal establishment where the custody service was contractually defined.
                  In case of the same asset being held in custody in more than one country, each asset shall be reported separately in as many rows as needed in order to properly identify all countries of custody.
                  This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons, as those assets are not required to be individualised), CIC 71, CIC 75 and for CIC 95 — Plant and equipment (for own use) for the same reason.
                  Regarding CIC Category 9, excluding CIC 95 — Plant and equipment (for own use), the issuer country is assessed by the address of the property.
               
            
                  C0120
               
               
                  Custodian
               
               
                  Name of the financial institution that is the custodian.
                  In case of the same asset being held in custody in more than one custodian, each asset shall be reported separately in as many rows as needed in order to properly identify all custodians. When available, this item corresponds to the entity name in the LEI database. When this is not available corresponds to the legal name.
                  This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons, as those assets are not required to be individualised), CIC 71, CIC 75 and for CIC 9 — Property.
               
            
                  C0130
               
               
                  Quantity
               
               
                  Number of assets, for relevant assets.
                  This item shall not be reported if item Par amount (C0140) is reported.
               
            
                  C0140
               
               
                  Par amount
               
               
                  Amount outstanding measured at par amount, for all assets where this item is relevant, and at nominal amount for CIC = 72, 73, 74, 75 and 79 if applicable.
                  This item shall not be reported if item Quantity (C0130) is reported.
               
            
                  C0150
               
               
                  Valuation method
               
               
                  Identify the valuation method used when valuing assets. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — quoted market price in active markets for the same assets
                           
                        
                               
                           
                           
                              2 — quoted market price in active markets for similar assets
                           
                        
                               
                           
                           
                              3 — alternative valuation methods
                           
                        
                               
                           
                           
                              4 — adjusted equity methods (applicable for the valuation of participations)
                           
                        
                               
                           
                           
                              5 — IFRS equity methods (applicable for the valuation of participations)
                           
                        
                               
                           
                           
                              6 — Market valuation according to Article 9(4) of Delegated Regulation 2015/35
                           
                        
            
                  C0160
               
               
                  Acquisition value
               
               
                  Total acquisition value for assets held, clean value without accrued interest. .Not applicable to CIC categories 7 and 8.
               
            
                  C0170
               
               
                  Total Solvency II amount
               
               
                  Value calculated as defined by Article 75 of the Directive 2009/138/EC.
                  The following shall be considered:
                  
                              —
                           
                           
                              Corresponds to the multiplication of ‘Par amount’ by ‘Unit percentage of par amount Solvency II price’ plus ‘Accrued interest’ , for assets where the first two items are relevant;
                           
                        
                              —
                           
                           
                              Corresponds to the multiplication of ‘Quantity’ by ‘Unit Solvency II price’, for assets where these two items are relevant;
                           
                        
                              —
                           
                           
                              For assets classifiable under asset categories 7, 8 and 9, this shall indicate the Solvency II value of the asset.
                           
                        
            
                  C0180
               
               
                  Accrued interest
               
               
                  Quantify the amount of accrued interest after the last coupon date for interest bearing securities. Note that this value is also part of item Total Solvency II amount.
               
            
         
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Information on assets
                  
               
            
                  C0040
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be unique and kept consistent over time.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0050
               
               
                  Asset ID Code Type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0190
               
               
                  Item Title
               
               
                  Identify the reported item by filling the name of the asset (or the address in case of property), with the detail settled by the undertaking.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons, this item shall contain ‘Loans to AMSB members’ i.e. loans to the Administrative, Management and Supervisory Body (‘AMSB’) or ‘Loans to other natural persons’, according to its nature, as those assets are not required to be individualised. Loans to other than natural persons shall be reported line–by–line.
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 95 — Plant and equipment (for own use) as those assets are not required to be individualised, CIC 71 and CIC 75.
                           
                        
            
                  C0200
               
               
                  Issuer Name
               
               
                  Name of the issuer, defined as the entity that issues assets to investors.
                  When available, this item corresponds to the entity name in the LEI database. When this is not available corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer name is the name of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer name is the name of the depositary entity;
                           
                        
                              —
                           
                           
                              Regarding CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons, this item shall contain ‘Loans to AMSB members’ or ‘Loans to other natural persons’, according to its nature, as those assets are not required to be individualised;
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
                           
                        
            
                  C0210
               
               
                  Issuer Code
               
               
                  Identification of the issuer using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer code is the code of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer code is the code of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property;
                              This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                           
                        
            
                  C0220
               
               
                  Type of issuer code
               
               
                  Identification of the type of code used for the ‘Issuer Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                  This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0230
               
               
                  Issuer Sector
               
               
                  Identify the economic sector of issuer based on the latest version of the Statistical classification of economic activities in the European Community (‘NACE’) code (as published in an EC Regulation). The letter reference of the NACE code identifying the Section shall be used as a minimum for identifying sectors (e.g. ‘A’ or ‘A0111’ would be acceptable) except for the NACE relating to Financial and Insurance activities, for which the letter identifying the Section followed by the 4 digits code for the class shall be used (e.g. ‘K6411’).
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer sector is the sector of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer sector is the sector of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property;
                           
                        
                              —
                           
                           
                              This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                           
                        
            
                  C0240
               
               
                  Issuer Group
               
               
                  Name of issuer's ultimate parent entity. For collective investment undertakings the group relation relates to the fund manager.
                  When available, this item corresponds to the entity name in the LEI database. When this is not available corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the group relation relates to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the group relation relates to the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the group relation relates to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons)
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
                           
                        
            
                  C0250
               
               
                  Issuer Group Code
               
               
                  Issuer group's identification using the Legal Entity Identifier (LEI) if available.
                  If none is available, this item shall not be reported.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the group relation relates to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the group relation relates to the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the group relation relates to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons)
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
                           
                        
            
                  C0260
               
               
                  Type of issuer group code
               
               
                  Identification of the code used for the ‘Issuer Group Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                  This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0270
               
               
                  Issuer Country
               
               
                  ISO 3166–1 alpha–2 code of the country of localisation of the issuer.
                  The localisation of the issuer is assessed by the address of the entity issuing the asset.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer country is the country is relative to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer country is the country of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property;
                           
                        
                              —
                           
                           
                              This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                           
                        One of the options shall be used:
                  
                              —
                           
                           
                              ISO 3166–1 alpha–2 code
                           
                        
                              —
                           
                           
                              XA: Supranational issuers
                           
                        
                              —
                           
                           
                              EU: European Union Institutions
                           
                        
            
                  C0280
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the issue.
                  The following shall be considered:
                  
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons, as those assets are not required to be individualised), CIC 75 and for CIC 95 — Plant and equipment (for own use) for the same reason;
                           
                        
                              —
                           
                           
                              Regarding CIC Category 9, excluding CIC 95 — Plant and equipment (for own use), the currency corresponds to the currency in which the investment was made.
                           
                        
            
                  C0290
               
               
                  CIC
               
               
                  Complementary Identification Code used to classify assets, as set out in Annex VI — CIC Table of this Regulation. When classifying an asset using the CIC table, undertakings shall take into consideration the most representative risk to which the asset is exposed to.
                  The parent undertaking shall check and ensure that the CIC code used for the same security from different undertakings is the same in the group reporting.
               
            
                  C0300
               
               
                  Infrastructure investment
               
               
                  Identify if the asset is an infrastructure investment.
                  Infrastructure investment is defined as investments in or loans to utilities such as toll roads, bridges, tunnels, ports and airports, oil and gas distribution, electricity distribution and social infrastructure such as healthcare and educational facilities.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Not an infrastructure investment
                           
                        
                               
                           
                           
                              2 — Government Guarantee: where there is an explicit government guarantee
                           
                        
                               
                           
                           
                              3 — Government Supported including Public Finance initiative: where there is a government policy or public finance initiatives to promote or support the sector
                           
                        
                               
                           
                           
                              4 — Supranational Guarantee/Supported: where there is an explicit supranational guarantee or support
                           
                        
                               
                           
                           
                              9 — Other: Other infrastructure loans or investments, not classified under the above categories
                           
                        
            
                  C0310
               
               
                  Holdings in related undertakings, including participations
               
               
                  Only applicable to asset categories 3 and 4.
                  Identify if an equity and other share is a participation.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1– Not a participation
                           
                        
                               
                           
                           
                              2 — Non–controlled participation in a related insurance and reinsurance undertaking under method 1
                           
                        
                               
                           
                           
                              3 — Non–controlled participation in related insurance and reinsurance undertaking under method 2
                           
                        
                               
                           
                           
                              4 — Participation in other financial sector
                           
                        
                               
                           
                           
                              5 — Subsidiary under method 2
                           
                        
                               
                           
                           
                              6 — Participation in other strategic related undertaking under method 1
                           
                        
                               
                           
                           
                              7 — Participation in other non–strategic related undertaking under method 1
                           
                        
                               
                           
                           
                              8 — Other participations (e.g. participation in other undertakings under method 2)
                           
                        
            
                  C0320
               
               
                  External rating
               
               
                  Only applicable to CIC categories 1, 2, 5 and 6.
                  Rating of the asset at the reporting reference date issued by the nominated credit assessment institution (ECAI).
                  This item is not applicable to assets for which undertakings using internal model use internal ratings. If undertakings using internal model do not use internal rating, this item shall be reported.
               
            
                  C0330
               
               
                  Nominated ECAI
               
               
                  Only applicable to CIC categories 1, 2, 5 and 6.
                  Identify the credit assessment institution (ECAI) giving the external rating, by using the name of the ECAI as published at ESMA website.
                  This item shall be reported when External rating (C0320) is reported.
               
            
                  C0340
               
               
                  Credit quality step
               
               
                  Only applicable to CIC categories 1, 2, 5 and 6.
                  Identify the credit quality step attributed to the asset, as defined by Article 109a(1) of Directive 2009/138/EC.
                  The credit quality step shall in particular reflect any readjustments to the credit quality made internally by the undertakings that use the standard formula.
                  This item is not applicable to assets for which undertakings using internal model use internal ratings. If undertakings using internal model do not use internal rating, this item shall be reported.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              0 — Credit quality step 0
                           
                        
                               
                           
                           
                              1 — Credit quality step 1
                           
                        
                               
                           
                           
                              2 — Credit quality step 2
                           
                        
                               
                           
                           
                              3 — Credit quality step 3
                           
                        
                               
                           
                           
                              4 — Credit quality step 4
                           
                        
                               
                           
                           
                              5 — Credit quality step 5
                           
                        
                               
                           
                           
                              6 — Credit quality step 6
                           
                        
                               
                           
                           
                              9 — No rating available
                           
                        
            
                  C0350
               
               
                  Internal rating
               
               
                  Only applicable to CIC categories 1, 2, 5 and 6.
                  Internal rating of assets for undertakings using an internal model to the extent that the internal ratings are used in their internal modelling. If an internal model undertaking is using solely external ratings this item shall not be reported.
               
            
                  C0360
               
               
                  Duration
               
               
                  Only applies to CIC categories 1, 2, 4 (when applicable, e.g. for collective investment undertaking mainly invested in bonds), 5 and 6.
                  Asset duration, defined as the ‘residual modified duration’ (modified duration calculated based on the remaining time for maturity of the security, counted from the reporting reference date). For assets without fixed maturity the first call date shall be used. The duration shall be calculated based on economic value.
               
            
                  C0370
               
               
                  Unit Solvency II price
               
               
                  Amount in reporting currency for the asset, if relevant.
                  This item shall be reported if a ‘quantity’ (C0130) has been provided in the first part of the template (‘Information on positions held’).
                  This item shall not be reported if item Unit percentage of par amount Solvency II price (C0380) is reported.
               
            
                  C0380
               
               
                  Unit percentage of par amount Solvency II price
               
               
                  Amount in percentage of par value, clean price without accrued interest, for the asset, if relevant..
                  This item shall be reported if a ‘par amount’ information (C0140) has been provided in the first part of the template (‘Information on positions held’).
                  This item shall not be reported if item Unit Solvency II price (C0370) is reported.
               
            
                  C0390
               
               
                  Maturity date
               
               
                  Only applicable for CIC categories 1, 2, 5, 6, and 8, CIC 74 and CIC 79.
                  Identify the ISO 8601 (yyyy–mm–dd) code of the maturity date.
                  It corresponds always to the maturity date, even for callable securities.
                  The following shall be considered:
                  
                              —
                           
                           
                              For perpetual securities use ‘9999–12–31’
                           
                        
                              —
                           
                           
                              For CIC category 8, regarding loans and mortgages to individuals, the weighted (based on the loan amount) remaining maturity is to be reported.
                           
                        
            
         S.06.03 — Collective investment undertakings — look–through approach
      
      
         General comments:
      
      This section relates to quarterly and annual submission of information for groups.
      This template contains information on the look through of collective investment undertakings, or investments packaged as funds and similar undertakings, including when they are participations by underlying asset category, country of issue and currency. The look through shall be performed until the asset categories, countries and currencies are identified. In case of funds of funds the look–through shall follow the same approach.
      For the identification of countries the look–through should be implemented in order to identify all countries that represent more than 5 % of the fund and until the countries corresponding to 90 % of the fund are identified, i.e. regardless of the 90 % criteria all countries that represent more than 5 % of the fund have to be reported.
      Quarterly information shall only be reported when the ratio of collective investments undertakings held by the group to total investments, measured as the ratio between item C0010/R0180 of template S.02.01 plus collective investments undertakings included in item C0010/R0220 of template S.02.01 plus collective investments undertakings included in item C0010/R0090 and the sum of item C0010/R0070 and C0010/RC0220 of template S.02.01, is higher than 30 % when method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively. When 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 needs to be adjusted in order to capture the items of all entities included in the scope of template S.06.02.
      Items shall be reported with positive values unless otherwise stated in the respective instructions.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex VI — CIC table of this Regulation.
      This template shall include the look–through of all collective investment undertakings, or investments packaged as funds and similar undertakings, including when they are participations by underlying asset category, reported item–by–item in S.06.02. If one collective investment undertaking, or investment packaged as fund and similar undertaking is held by many undertakings, in this template it shall be reported only once.
      
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  C0010
               
               
                  Collective Investments Undertaking ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the group, when the options above are not available, and must be consistent over time.
                           
                        
            
                  C0020
               
               
                  Collective Investments Undertaking ID Code type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the group
                           
                        
            
                  C0030
               
               
                  Underlying asset category
               
               
                  Identify the assets categories, receivables and derivatives within the collective investment undertaking. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Government bonds
                           
                        
                               
                           
                           
                              2 — Corporate bonds
                           
                        
                               
                           
                           
                              3L — Listed equity
                           
                        
                               
                           
                           
                              3X — Unlisted equity
                           
                        
                               
                           
                           
                              4 — Collective Investment Undertakings
                           
                        
                               
                           
                           
                              5 — Structured notes
                           
                        
                               
                           
                           
                              6 — Collateralised securities
                           
                        
                               
                           
                           
                              7 — Cash and deposits
                           
                        
                               
                           
                           
                              8 — Mortgages and loans
                           
                        
                               
                           
                           
                              9 — Properties
                           
                        
                               
                           
                           
                              0 — Other investments (including receivables)
                           
                        
                               
                           
                           
                              A — Futures
                           
                        
                               
                           
                           
                              B-Call Options
                           
                        
                               
                           
                           
                              C — Put Options
                           
                        
                               
                           
                           
                              D — Swaps
                           
                        
                               
                           
                           
                              E — Forwards
                           
                        
                               
                           
                           
                              F — Credit derivatives
                           
                        
                               
                           
                           
                              L — Liabilities
                           
                        When the look–through regards a fund of funds, category ‘4 — Collective Investment Units’ shall be used only for non–material residual values.
               
            
                  C0040
               
               
                  Country of issue
               
               
                  Breakdown of each asset category identified in C0030 by issuer country. Identify the country of localisation of the issuer.
                  The localisation of the issuer is assessed by the address of the entity issuing the asset.
                  One of the options shall be used:
                  
                              —
                           
                           
                              ISO 3166–1 alpha–2 code
                           
                        
                              —
                           
                           
                              XA: Supranational issuers
                           
                        
                              —
                           
                           
                              EU: European Union Institutions
                           
                        
                              —
                           
                           
                              AA: aggregated countries due to application of threshold
                           
                        This item is not applicable to Categories 8 and 9 as reported in C0030.
               
            
                  C0050
               
               
                  Currency
               
               
                  Identify whether the currency of the asset category is the reporting currency or a foreign currency. All other currencies than the reporting currency are referred to as foreign currencies. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Reporting currency
                           
                        
                               
                           
                           
                              2 — Foreign currency
                           
                        
            
                  C0060
               
               
                  Total amount
               
               
                  Total amount invested by asset category, country and currency through collective investment undertakings.
                  For liabilities a positive amount shall be reported.
                  For derivatives the Total amount can be positive (if an asset) or negative (if a liability).
               
            
         S.07.01 — Structured products
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex VI — CIC table of this Regulation.
      Structured products are defined as assets falling into the asset categories 5 (Structured notes) and 6 (Collateralised securities).
      This template shall only be reported when the amount of structured products, measured as the ratio between assets classified as asset categories 5 (Structured notes) and 6 (Collateralised securities) as defined in Annex IV — Asset Categories of this Regulation and the sum of item C0010/R0070 and C0010/R0220 of template S.02.01, is higher than 5 % when method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively. When 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 needs to be adjusted in order to capture the items of all entities included in the scope of template S.06.02.
      In some cases the types of structured products (C0070) identify the derivative embedded in the structured product. In this case this classification shall be used when the structured product has the referred derivative embedded.
      The template is applicable for method 1 (Accounting consolidation–based method), method 2 (Deduction and aggregation method) and a combination of methods 1 and 2.
      Where method 1 is used exclusively, the reporting shall reflect the consolidated position of the structured notes and collateralised securities net of intra–group transactions held within the scope of group supervision in its portfolio. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The structured products held directly by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The structured products held by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported item by item;
               
            
                  —
               
               
                  The structured products held by other related undertakings shall not be included.
               
            Where method 2 is used exclusively, the reporting shall include the detailed list of the structured notes and collateralised securities held by the participating undertakings, the insurance holding companies or mixed–financial holding companies and subsidiaries, and regardless of the proportional share used. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The structured products held directly by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item
               
            
                  —
               
               
                  The structured products held by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported item by item by undertaking;
               
            
                  —
               
               
                  The structured products held by other related undertakings shall not be included.
               
            Where a combination of methods 1 and 2 is used, one part of the reporting reflects the consolidated position of the structured notes and collateralised securities, net of intra–group transactions, held within the scope of group supervision which must be reported and the other part of the reporting shall include the detailed list of the structured notes and collateralised securities held by the participating undertakings, the insurance holding companies or mixed–financial holding companies and subsidiaries, regardless of the proportional share used.
      The first part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The structured products held directly by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The structured products held by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported item by item;
               
            
                  —
               
               
                  The structured products held by other related undertakings shall not be included
               
            The second part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The structured products held directly by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies under method 2 shall be reported item by item;
               
            
                  —
               
               
                  The structured products held by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries under method 2 (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area)shall be reported item by item by undrtaking;
               
            
                  —
               
               
                  The structured products held by other related undertakings under method 2 shall not be included.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Identify the legal name of the undertaking within the scope of group supervision that holds the structured product.
                  This item shall be filled in only when it relates to structured products held by participating undertakings, insurance holding companies or mixed–financial holding companies and subsidiaries under deduction and aggregation method.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority if existent:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Asset ID Code
               
               
                  The Identification code of the structured product, as reported in S.06.02 using the following priority:
                  
                              —
                           
                           
                              ISO 6166 ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. The code used shall be kept consistent over time and shall not be reused for other product.
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0050
               
               
                  Asset ID Code type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code+currency: ‘9/1’.
               
            
                  C0060
               
               
                  Collateral type
               
               
                  Identify the type of collateral, using the assets categories defined in Annex IV — Assets Categories. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Government bonds
                           
                        
                               
                           
                           
                              2 — Corporate bonds
                           
                        
                               
                           
                           
                              3 — Equity
                           
                        
                               
                           
                           
                              4 — Collective Investment Undertakings
                           
                        
                               
                           
                           
                              5 — Structured notes
                           
                        
                               
                           
                           
                              6 — Collateralised securities
                           
                        
                               
                           
                           
                              7 — Cash and deposits
                           
                        
                               
                           
                           
                              8 — Mortgages and loans
                           
                        
                               
                           
                           
                              9 — Properties
                           
                        
                               
                           
                           
                              0 — Other investments
                           
                        
                               
                           
                           
                              10 — No collateral
                           
                        When more than one category of collateral exists for one single structured product, the most representative one shall be reported.
               
            
                  C0070
               
               
                  Type of structured product
               
               
                  Identify the type of structure of the product. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Credit linked notes
                              Security or deposit with an embedded credit derivative (e.g. credit default swaps or credit default options)
                           
                        
                               
                           
                           
                              2 — Constant maturity swaps
                              (security with an embedded interest rate swap (‘IRS’), where the floating interest portion is reset periodically according to a fixed maturity market rate.)
                           
                        
                               
                           
                           
                              3 — Asset backed securities
                              (security that has an asset as collateral.)
                           
                        
                               
                           
                           
                              4 — Mortgage backed securities
                              (security that has real estate as collateral.)
                           
                        
                               
                           
                           
                              5 — Commercial mortgage backed securities
                              (security that has real estate as collateral such as retail properties, office properties, industrial properties, multifamily housing and hotels.)
                           
                        
                               
                           
                           
                              6 — Collateralised debt obligations
                              (structured debt security backed by a portfolio consisting of secured or unsecured bonds issued by corporate or sovereign obligators, or secured or unsecured loans made to corporate commercial and industrial loan costumers of lending banks.)
                           
                        
                               
                           
                           
                              7 — Collateralised loan obligations
                              (security that has as underlying a trust of a portfolio of loans where the cash–flows from the security are derived from the portfolio.)
                           
                        
                               
                           
                           
                              8 — Collateralised mortgage obligations
                              (investment–grade security backed by a pool of bonds, loans and other assets.)
                           
                        
                               
                           
                           
                              9 — Interest rate–linked notes and deposits
                           
                        
                               
                           
                           
                              10 — Equity–linked and Equity Index Linked notes and deposits
                           
                        
                               
                           
                           
                              11 — FX and commodity–linked notes and deposits
                           
                        
                               
                           
                           
                              12 — Hybrid linked notes and deposits
                              (it includes real estate and equity securities)
                           
                        
                               
                           
                           
                              13 — Market–linked notes and deposits
                           
                        
                               
                           
                           
                              14 — Insurance–linked notes and deposits, including notes covering Catastrophe and Weather Risk as well as Mortality Risk
                           
                        
                               
                           
                           
                              99 — Others not covered by the previous options
                           
                        
            
                  C0080
               
               
                  Capital protection
               
               
                  Identify whether the product has capital protection. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Full capital protection
                           
                        
                               
                           
                           
                              2 — Partial capital protection
                           
                        
                               
                           
                           
                              3 — No capital protection
                           
                        
            
                  C0090
               
               
                  Underlying security / index / portfolio
               
               
                  Describe the type of underlying. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Equity and Funds (a selected group or basket of equities)
                           
                        
                               
                           
                           
                              2 — Currency (a selected group or basket of currencies)
                           
                        
                               
                           
                           
                              3 — Interest rate and yields (bond indices, yield curves, differences in prevailing interest rates on shorter and longer–term maturities, credit spreads, inflation rates and other interest rate or yield benchmarks)
                           
                        
                               
                           
                           
                              4 — Commodities (a selected, basic good or group of goods)
                           
                        
                               
                           
                           
                              5 — Index (performance of a selected index)
                           
                        
                               
                           
                           
                              6 — Multi (allowing for a combination of the possible types listed above)
                           
                        
                               
                           
                           
                              9 — Others not covered by the previous options (e.g. other economic indicators)
                           
                        
            
                  C0100
               
               
                  Callable or Putable
               
               
                  Identify whether the product has call and/or put features, or both, if applicable. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Call by the buyer
                           
                        
                               
                           
                           
                              2 — Call by the seller
                           
                        
                               
                           
                           
                              3 — Put by the buyer
                           
                        
                               
                           
                           
                              4 — Put by the seller
                           
                        
                               
                           
                           
                              5 — Any combination of the previous options
                           
                        
            
                  C0110
                  (A15)
               
               
                  Synthetic structured product
               
               
                  Identify if it is a structured products without any transfer of assets (e.g. products that will not give rise to any delivery of assets, except cash, if an adverse / favourable event occurs). One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Structured product without any transfer of asset
                           
                        
                               
                           
                           
                              2 — Structured product with transfer of asset
                           
                        
            
                  C0120
               
               
                  Prepayment structured product
               
               
                  Identify if it is a structured products which have the possibility of prepayment, considered as an early unscheduled return of principal. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Prepayment structured product
                           
                        
                               
                           
                           
                              2 — Not a prepayment structured product
                           
                        
            
                  C0130
               
               
                  Collateral value
               
               
                  Total amount of collateral attached to the structured product despite the nature of the collateral.
                  In case of collateralisation on a portfolio basis, only the value referred to the single contract must be reported and not the total.
               
            
                  C0140
               
               
                  Collateral portfolio
               
               
                  This item informs if the collateral to the structured product covers only one structured product or more than one structured product that is held by the undertaking. Net positions refer to the positions held on structured products. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Collateral calculated on the basis of net positions resulting from a set of contracts
                           
                        
                               
                           
                           
                              2 — Collateral calculated on the basis of a single contract
                           
                        
                               
                           
                           
                              10 — No collateral
                           
                        
            
                  C0150
               
               
                  Fixed annual return
               
               
                  Identify the coupon (reported as a decimal), if applicable, for CIC categories 5 (Structured notes) and 6 (Collateralised securities).
               
            
                  C0160
               
               
                  Variable annual return
               
               
                  Identify variable rate of return if applicable, for CIC categories 5 (Structured notes) and 6 (Collateralised securities). It is most commonly identified as a benchmark market rate plus a spread, or as dependent on the performance of a portfolio or index (underlying dependent) or more complex returns set by the path of the underlying asset's price (path dependent), among others.
               
            
                  C0170
               
               
                  Loss given default
               
               
                  The percentage (reported as a decimal, e.g. 5 % shall be reported as 0,05) of the invested amount that will not be recovered following default, if applicable, for CIC categories 5 (Structured notes) and 6 (Collateralised securities).
                  If information is not defined in the contract this item shall not be reported. This item is not applicable for non–credit structured product.
               
            
                  C0180
               
               
                  Attachment point
               
               
                  The contractually defined loss percentage (reported as a decimal) above which the losses affect the structured product, if applicable, for CIC categories 5 (Structured notes) and 6 (Collateralised securities). This item is not applicable for non–credit structured product.
               
            
                  C0190
               
               
                  Detachment point
               
               
                  The contractually defined loss percentage (reported as a decimal) above which the losses seize to affect the structured product, if applicable, for CIC categories 5 (Structured notes) and 6 (Collateralised securities). This item is not applicable for non–credit structured product.
               
            
         S.08.01 — Open derivatives
      
      
         General comments:
      
      This section relates to quarterly and annual submission of information for groups.
      The derivatives categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex VI — CIC table of this Regulation. This template contains an item–by–item list of derivatives held directly by the group (i.e. not on a look–through basis), classifiable as asset categories A to F.
      Derivatives are considered assets if their Solvency II value is positive or zero. They are considered liabilities if their Solvency II value is negative or if they are issued by the undertaking. Both derivatives considered as assets or considered as liabilities shall be included.
      Information shall include all derivatives contracts that existed during the reporting period and were not closed prior to the reporting reference date.
      If there are frequent trades on the same derivative, resulting in multiple open positions, the derivative can be reported on an aggregated or net basis, as long as all the relevant characteristics are common and following the specific instruction for each relevant item.
      Items shall be reported with positive values unless otherwise stated in the respective instructions.
      A derivative is a financial instrument or other contract with all three of the following characteristics:
      
                  g)
               
               
                  Its value changes in response to the change in a specified interest rate, financial instrument price, commodity price, foreign exchange rate, index of prices or rates, credit rating or credit index, or other variable, provided in the case of a non–financial variable that the variable is not specific to a party to the contract (sometimes called the ‘underlying’).
               
            
                  h)
               
               
                  It requires no initial net investment or an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors.
               
            
                  i)
               
               
                  It is settled at a future date.
               
            This template comprises two tables: Information on positions held and Information on derivatives.
      On the table Information on positions held, each derivative shall be reported separately in as many rows as needed in order to properly fill in all items requested in that table. If for the same derivative two values can be attributed to one variable, then this derivative needs to be reported in more than one line.
      In particular, for derivatives that have more than a pair of currencies, it shall be split into the pair components and reported in different rows.
      On the table Information on derivative, each derivative shall be reported separately, with one row for each derivative, filling in all variables requested in that table.
      Where method 1 is used exclusively, the reporting shall reflect the consolidated position of the derivatives net of intra–group transactions held within the scope of group supervision. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The derivatives held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The derivatives held by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported item by item;
               
            
                  —
               
               
                  The derivatives held by other related undertakings shall not be included
                  
               
            Where method 2 is used exclusively, the reporting shall include the detailed list of the derivatives held by the participating undertakings, the insurance holding companies or mixed–financial holding companies and subsidiaries, regardless of the proportional share used. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The derivatives held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The derivatives held by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported item by item by undertaking;
               
            
                  —
               
               
                  The derivatives held by other related undertakings shall not be included.
               
            Where a combination of methods 1 and 2 is used, one part of the reporting shall reflect the consolidated position of the derivatives, net of intra–group transactions held within the scope of group supervision which must be reported and the other part of the reporting shall include the detailed list of the derivatives held by the participating undertakings, the insurance holding companies or mixed–financial holding companies and subsidiaries, regardless of the proportional share used.
      The first part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The derivatives held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The derivatives held by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported item by item;
               
            
                  —
               
               
                  The derivatives held by other related undertakings shall not be included.
                  
               
            The second part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The derivatives held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies under method 2 shall be reported item by item;
               
            
                  —
               
               
                  The derivatives held by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries under method 2 (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported item by item by undertaking;
               
            
                  —
               
               
                  The derivatives held by other related undertakings under method 2 shall not be included.
               
            The information regarding the External rating (C0290) and Nominated ECAI (C0300) may be limited (not reported) in the following circumstances:
      
                  g)
               
               
                  through a decision of the national supervisory authority under Article 254(2) of the Directive 2009/138/EC; or
               
            
                  h)
               
               
                  through a decision of the national supervisory authority in the cases where the insurance and reinsurance undertakings have in place outsourcing arrangements in the area of investments that lead to this specific information not being available directly to the undertaking.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Information on positions held
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Identify the legal name of the undertaking within the scope of group supervision that holds the derivative.
                  This item shall be filled in only when it relates to derivatives held by participating undertakings, insurance holding companies, mixed–financial holding companies and subsidiaries under deduction and aggregation method.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority if existent:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Derivative ID Code
               
               
                  Derivative ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
            
                  C0050
               
               
                  Derivative ID Code type
               
               
                  Type of ID Code used for the ‘Derivative ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0060
               
               
                  Portfolio
               
               
                  Distinction between life, non–life, shareholder's funds, general (no split) and ring fenced funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Life
                           
                        
                               
                           
                           
                              2 — Non–life
                           
                        
                               
                           
                           
                              3 — Ring fenced funds
                           
                        
                               
                           
                           
                              4 — Other internal fund
                           
                        
                               
                           
                           
                              5 — Shareholders' funds
                           
                        
                               
                           
                           
                              6 — General
                           
                        The split is not mandatory, except for identifying ring fenced funds, but shall be reported if the undertaking uses it internally. When an undertaking does not apply a split ‘general’ shall be used.
               
            
                  C0070
               
               
                  Fund number
               
               
                  Applicable to derivatives held in ring fenced funds or other internal funds (defined according to national markets).
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each fund. This number has to be consistent over time and shall be used to identify the funds in other templates. It shall not be re–used for a different fund.
               
            
                  C0080
               
               
                  Derivatives held in unit linked and index linked contracts
               
               
                  Identify the derivatives that are held by unit linked and index linked contracts. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Unit–linked or index–linked
                           
                        
                               
                           
                           
                              2 — Neither unit–linked nor index–linked
                           
                        
            
                  C0090
               
               
                  Instrument underlying the derivative
               
               
                  ID Code of the instrument (asset or liability) underlying the derivative contract. This item is to be provided only for derivatives that have a single or multiple underlying instruments in the undertakings' portfolio. An index is considered a single instrument and shall be reported.
                  Identification code of the instrument underlying the derivative using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
                              —
                           
                           
                              ‘Multiple assets/liabilities’, if the underlying assets or liabilities are more than one
                           
                        If the underlying is an index then the code of the index shall be reported.
               
            
                  C0100
               
               
                  Type of code of asset or liability underlying the derivative
               
               
                  Type of ID Code used for the ‘Instrument underlying the derivative’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        This item is not reported for derivatives which have as underlying more than one asset or liability.
               
            
                  C0110
               
               
                  Use of derivative
               
               
                  Describe the use of the derivative (micro / macro hedge, efficient portfolio management).
                  Micro hedge refers to derivatives covering a single financial instrument (asset or liability), forecasted transaction or other liability.
                  Macro hedge refers to derivatives covering a set of financial instruments (assets or liabilities), forecasted transactions or other liabilities.
                  Efficient portfolio management refers usually to operations where the manager wishes to improve a portfolio' income by exchanging a (lower) cash–flow pattern by another with a higher value, using a derivative or set of derivatives, without changing the asset' portfolio composition, having a lower investment amount and less transaction costs.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Micro hedge
                           
                        
                               
                           
                           
                              2 — Macro hedge
                           
                        
                               
                           
                           
                              3 — Matching assets and liabilities cash–flows used in the context of matching adjustment portfolios
                           
                        
                               
                           
                           
                              4 — Efficient portfolio management, other than ‘Matching assets and liabilities cash–flows’ used in the context of matching adjustment portfolios
                           
                        
            
                  C0120
               
               
                  Delta
               
               
                  Only applicable to CIC categories B and C (Call and put options), with reference to the reporting date.
                  Measures the rate of change of option value with respect to changes in the underlying asset's price.
                  This shall be reported as a decimal.
               
            
                  C0130
               
               
                  Notional amount of the derivative
               
               
                  The amount covered or exposed to the derivative.
                  For futures and options corresponds to contract size multiplied by the trigger value and by the number of contracts reported in that line. For swaps and forwards it corresponds to the contract amount of the contracts reported in that line. When the trigger value corresponds to a range, the average value of the range shall be used.
                  The notional amount refers to the amount that is being hedged / invested (when not covering risks). If several trades occur, it shall be the net amount at the reporting date.
               
            
                  C0140
               
               
                  Buyer/Seller
               
               
                  Only for futures and options, swaps and credit derivatives contracts (currency, credit and securities swaps).
                  Identify whether the derivative contract was bought or sold.
                  The buyer and seller position for swaps is defined relatively to the security or notional amount and the swap flows.
                  A seller of a swap owns the security or notional amount at the contract inception and agrees to deliver during the contract term that security or notional amount, including any other outflows related to the contract, when applicable.
                  A buyer of a swap will own the security or the notional amount at the end of the derivatives contact and will receive during the contract term that security or notional amount, including any other inflows related to the contract, when applicable.
                  One of the options in the following closed list shall be used, with the exception of Interest Rate Swaps:
                  
                               
                           
                           
                              1 — Buyer
                           
                        
                               
                           
                           
                              2 — Seller
                           
                        For interest rate swaps one of the options in the following closed list shall be use:
                  
                               
                           
                           
                              3 — FX–FL: Deliver fixed–for–floating
                           
                        
                               
                           
                           
                              4 — FX–FX: Deliver fixed–for–fixed
                           
                        
                               
                           
                           
                              5 — FL–FX: Deliver floating–for–fixed
                           
                        
                               
                           
                           
                              6 — FL–FL: Deliver floating–for–floating
                           
                        
            
                  C0150
               
               
                  Premium paid to date
               
               
                  The payment made (if bought), for options and also up–front and periodical premium amounts paid for swaps, since inception.
               
            
                  C0160
               
               
                  Premium received to date
               
               
                  The payment received (if sold), for options and also up–front and periodical premium amounts received for swaps, since inception.
               
            
                  C0170
               
               
                  Number of contracts
               
               
                  Number of similar derivative contracts reported in the line. It shall be the number of contracts entered into. For Over–The–Counter derivatives, e.g., one swap contract, ‘1’ shall be reported, if ten swaps with the same characteristics, ‘10’ shall be reported.
                  The number of contracts shall be the ones outstanding at the reporting date.
               
            
                  C0180
               
               
                  Contract size
               
               
                  Number of underlying assets in the contract (e.g. for equity futures it is the number of equities to be delivered per derivative contract at maturity, for bond futures it is the reference amount underlying each contract).
                  The way the contract size is defined varies according with the type of instrument. For futures on equities it is common to find the contract size defined as a function of the number of shares underlying the contract.
                  For futures on bonds, it is the bond nominal amount underlying the contract.
                  Only applicable for futures and options.
               
            
                  C0190
               
               
                  Maximum loss under unwinding event
               
               
                  Maximum amount of loss if an unwinding event occurs. Applicable to CIC category F.
                  Where a credit derivative is 100 % collateralised, the maximum loss under an unwinding event is zero.
               
            
                  C0200
               
               
                  Swap outflow amount
               
               
                  Amount delivered under the swap contract (other than premiums), during the reporting period. Corresponds to interest paid for IRS and amounts delivered for currency swaps, credit swaps, total return swaps and other swaps.
                  In the cases where the settlement is made on a net basis then only one of the items C0200 and C0210 shall be reported.
               
            
                  C0210
               
               
                  Swap inflow amount
               
               
                  Amount received under the swap contract (other than premiums), during the reporting period. Corresponds to interest received for IRS and amounts received for currency swaps, credit swaps, total return swaps and other swaps.
                  In the cases where the settlement is made on a net basis then only one of the items C0200 and C0210 shall be reported.
               
            
                  C0220
               
               
                  Initial date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date when obligations under the contract come into effect.
                  When various dates occur for the same derivative, report only the one regarding the first trade date of the derivative and only one row for each derivative (no different rows for each trade) reflecting the total amount invested in that derivative considering the different dates of trade.
                  In case of novation, the novation date becomes the trade date for that derivative.
               
            
                  C0230
               
               
                  Duration
               
               
                  Derivative duration, defined as the residual modified duration, for derivatives for which a duration measure is applicable.
                  Calculated as the net duration between in and out flows from the derivative, when applicable.
               
            
                  C0240
               
               
                  Solvency II value
               
               
                  Value of the derivative as of the reporting date calculated as defined by Article 75 of the Directive 2009/138/EC. It can be positive, negative or zero.
               
            
                  C0250
               
               
                  Valuation method
               
               
                  Identify the valuation method used when valuing derivatives. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — quoted market price in active markets for the same assets or liabilities
                           
                        
                               
                           
                           
                              2 — quoted market price in active markets for similar assets or liabilities
                           
                        
                               
                           
                           
                              3 — alternative valuation methods
                           
                        
                               
                           
                           
                              6 — Market valuation according to Article 9(4) of Delegated Regulation 2015/35
                           
                        
            
         
      
         Information on derivatives
      
      
                  C0040
               
               
                  Derivative ID Code
               
               
                  Derivative ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
            
                  C0050
               
               
                  Derivative ID Code type
               
               
                  Type of ID Code used for the ‘Derivative ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0260
               
               
                  Counterparty Name
               
               
                  Name of the counterparty of the derivative. When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Name of the exchange market for exchanged traded derivatives; or
                           
                        
                              —
                           
                           
                              Name of Central Counterparty (CCP) for Over–The–Counter derivatives where they are cleared through a CCP; or
                           
                        
                              —
                           
                           
                              Name of the contractual counterparty for the other Over–The–Counter derivatives.
                           
                        
            
                  C0270
               
               
                  Counterparty Code
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Identification code of the counterparty using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported
               
            
                  C0280
               
               
                  Type of counterparty code
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Identification of the code used for the ‘Counterparty Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0290
               
               
                  External rating
               
               
                  Only applicable to Over–The–Counter derivatives.
                  The rating of the counterparty of the derivative at the reporting reference date issued by the nominated credit assessment institution (ECAI).
                  This item is not applicable to derivatives for which undertakings using internal model use internal ratings. If undertakings using internal model do not use internal rating, this item shall be reported.
               
            
                  C0300
               
               
                  Nominated ECAI
               
               
                  Identify the credit assessment institution (ECAI) giving the external rating, by using the name of the ECAI as published at ESMA website.
                  This item shall be reported when External rating (C0290) is reported
               
            
                  C0310
               
               
                  Credit quality step
               
               
                  Identify the credit quality step attributed to the counterparty of the derivative, as defined by Article 109a(1) of Directive 2009/138/EC. The credit quality step shall reflect any readjustments to the credit quality made internally by the undertakings that use the standard formula.
                  This item is not applicable to derivatives for which undertakings using internal model use internal ratings. If undertakings using internal model do not use internal rating, this item shall be reported.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              0 — Credit quality step 0
                           
                        
                               
                           
                           
                              1 — Credit quality step 1
                           
                        
                               
                           
                           
                              2 — Credit quality step 2
                           
                        
                               
                           
                           
                              3 — Credit quality step 3
                           
                        
                               
                           
                           
                              4 — Credit quality step 4
                           
                        
                               
                           
                           
                              5 — Credit quality step 5
                           
                        
                               
                           
                           
                              6 — Credit quality step 6
                           
                        
                               
                           
                           
                              9 — No rating available
                           
                        
            
                  C0320
               
               
                  Internal rating
               
               
                  Internal rating of assets for undertakings using internal model to the extent that the internal ratings are used in their internal modelling. If an internal model undertaking is using solely external ratings this item shall not be reported.
               
            
                  C0330
               
               
                  Counterparty group
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Name of the ultimate parent entity of counterparty. When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
               
            
                  C0340
               
               
                  Counterparty group code
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Identification code using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
               
            
                  C0350
               
               
                  Type of counterparty group code
               
               
                  Identification of the code used for the ‘Counterparty group Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0360
               
               
                  Contract name
               
               
                  Name of the derivative contract.
               
            
                  C0370
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the derivative, i.e., currency of the notional amount of the derivative (e.g.: option having as underlying an amount in USD, currency for which the notional amount is expressed contractually for FX swap, etc.).
               
            
                  C0380
               
               
                  CIC
               
               
                  Complementary Identification Code used to classify assets, as set out in Annex — VI CIC Table of this Regulation. When classifying derivatives using the CIC table, undertakings shall take into consideration the most representative risk to which the derivative is exposed to.
               
            
                  C0390
               
               
                  Trigger value
               
               
                  Reference price for futures, strike price for options (for bonds, price shall be a percentage of the par amount), currency exchange rate or interest rate for forwards, etc.
                  Not applicable to CIC D3 — Interest rate and currency swaps. For CIC F1 — Credit default swaps it shall not be completed if not possible.
                  In the case of more than one trigger over time, report the next trigger occurring.
                  When the derivative has a range of trigger values, report the set separated by comma ‘,’ if the range is not continuous and report the range separated by ‘–’ if it is continuous.
               
            
                  C0400
               
               
                  Unwind trigger of contract
               
               
                  Identify the event that causes the unwinding of the contract, out of the regular expiration or term conditions. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Bankruptcy of the underlying or reference entity
                           
                        
                               
                           
                           
                              2 — Adverse fall in value of the underlying reference asset
                           
                        
                               
                           
                           
                              3 — Adverse change in credit rating of the underlying assets or entity
                           
                        
                               
                           
                           
                              4 — Novation, i.e. the act of replacing an obligation under the derivative with a new obligation, or replacing a party of the derivative with a new party
                           
                        
                               
                           
                           
                              5 — Multiple events or a combination of events
                           
                        
                               
                           
                           
                              6 — Other events not covered by the previous options
                           
                        
                               
                           
                           
                              9 — No unwind trigger
                           
                        
            
                  C0410
               
               
                  Swap delivered currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap price (only for currency swaps and currency and interest rate swaps).
               
            
                  C0420
               
               
                  Swap received currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap notional amount (only for currency swaps and currency and interest rate swaps).
               
            
                  C0430
               
               
                  Maturity date
               
               
                  Identify the contractually defined ISO 8601 (yyyy–mm–dd) code of the date of close of the derivative contract, whether at maturity date, expiring date for options (European or American), etc.
               
            
         S.08.02 — Derivatives Transactions
      
      
         General comments:
      
      This section relates to quarterly and annual submission of information for groups.
      The derivatives categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex VI — CIC table of this Regulation.
      This template contains an item–by–item list of closed derivatives held directly by the group (i.e. not on a look–through basis), classifiable as asset categories A to F. When a contract is still open but has been reduced in size the closed portion shall be reported.
      Derivatives are considered assets if their Solvency II value is positive or zero. They are considered liabilities if their Solvency II value is negative or if they are issued by the group. Both derivatives considered as assets or considered as liabilities shall be included.
      Closed derivatives are the ones that were open at some point of the reference period (i.e. last quarter if template is submitted quarterly or last year if template is only submitted annually) but were closed before the end of the reporting period.
      If there are frequent trades on the same derivative, the derivative can be reported on an aggregated or net basis (indicating only the first and the last trade dates), as long as all the relevant characteristics are common, and following the specific instruction for each relevant item.
      Items shall be reported with positive values unless otherwise stated in the respective instructions.
      A derivative is a financial instrument or other contract with all three of the following characteristics:
      
                  j)
               
               
                  Its value changes in response to the change in a specified interest rate, financial instrument price, commodity price, foreign exchange rate, index of prices or rates, credit rating or credit index, or other variable, provided in the case of a non–financial variable that the variable is not specific to a party to the contract (sometimes called the ‘underlying’).
               
            
                  k)
               
               
                  It requires no initial net investment or an initial net investment that is smaller than would be required for other types of contracts that would be expected to have a similar response to changes in market factors.
               
            
                  l)
               
               
                  It is settled at a future date.
               
            This template comprises two tables: Information on positions held and Information on derivatives.
      On the table Information on positions held, each derivative shall be reported separately in as many rows as needed in order to properly fill in all items requested in that table. If for the same derivative two values can be attributed to one variable, then this derivative needs to be reported in more than one line.
      In particular, for derivatives that have more than a pair of currencies, it shall be split into the pair components and reported in different rows.
      On the table Information on derivative, each derivative shall be reported separately, with one row for each derivative, filling in all variables requested in that table.
      The template is applicable for method 1 (Accounting consolidation–based method), method 2 (Deduction and aggregation method) and a combination of methods 1 and 2.
      Where method 1 is used exclusively, the reporting shall reflect the consolidated position of the closed derivatives net of intra–group transactions held within the scope of group supervision. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The closed derivatives held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The closed derivatives held by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported item by item;
               
            
                  —
               
               
                  The closed derivatives held by other related undertakings shall not be included.
               
            Where method 2 is used exclusively, the reporting shall include the detailed list of the closed derivatives held by the participating undertakings, the insurance holding companies or mixed–financial holding companies and subsidiaries, regardless of the proportional share used. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The closed derivatives held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The closed derivatives held by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported item by item by undertaking;
               
            
                  —
               
               
                  The closed derivatives held by other related undertakings shall not be included.
               
            Where a combination of methods 1 and 2 is used, one part of the reporting shall reflect the consolidated position of the closed derivatives, net of intra–group transactions held within the scope of group supervision which must be reported and the other part of the reporting shall include the closed detailed list of the derivatives held by the participating undertakings, the insurance holding companies or mixed–financial holding companies and subsidiaries, regardless of the proportional share used.
      The first part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The closed derivatives held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The closed derivatives held by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported item by item;
               
            
                  —
               
               
                  The closed derivatives held by other related undertakings shall not be included.
               
            The second part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The closed derivatives held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies under method 2 shall be reported item by item of the closed derivatives held;
               
            
                  —
               
               
                  The closed derivatives held by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries under method 2 (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported item by item of the closed derivatives held by undertaking;
               
            
                  —
               
               
                  The closed derivatives held by other related undertakings under method 2 shall not be included.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Information on positions held
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Identify the legal name of the undertaking within the scope of group supervision that holds the derivative.
                  This item shall be filled in only when it relates to derivatives held by participating undertakings, insurance holding companies, mixed–financial holding companies and subsidiaries under deduction and aggregation method.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority if existent:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Derivative ID Code
               
               
                  Derivative ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
            
                  C0050
               
               
                  Derivative ID Code type
               
               
                  Type of ID Code used for the ‘Derivative ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0060
               
               
                  Portfolio
               
               
                  Distinction between life, non–life, shareholder's funds, general (no split) and ring fenced funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Life
                           
                        
                               
                           
                           
                              2 — Non–life:
                           
                        
                               
                           
                           
                              3 — Ring fenced funds
                           
                        
                               
                           
                           
                              4 — Other internal fund
                           
                        
                               
                           
                           
                              5 — Shareholders' funds
                           
                        
                               
                           
                           
                              6 — General
                           
                        The split is not mandatory, except for identifying ring fenced funds, but shall be reported if the undertaking uses it internally. When an undertaking does not apply a split ‘general’ shall be used.
               
            
                  C0070
               
               
                  Fund number
               
               
                  Applicable to derivatives held in ring fenced funds or other internal funds (defined according to national markets).
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each fund. This number has to be consistent over time and shall be used to identify the funds in other templates. It shall not be re–used for a different fund.
               
            
                  C0080
               
               
                  Derivatives held in unit linked and index linked contracts
               
               
                  Identify the derivatives that are held by unit linked and index linked contracts. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1– Unit–linked or index–linked
                           
                        
                               
                           
                           
                              2 — Neither unit–linked nor index–linked
                           
                        
            
                  C0090
               
               
                  Instrument underlying the derivative
               
               
                  ID Code of the instrument (asset or liability) underlying the derivative contract. This item is to be provided only for derivatives that have a single or multiple underlying instruments in the undertakings' portfolio. An index is considered a single instrument and shall be reported.
                  Identification code of the instrument underlying the derivative using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
                              —
                           
                           
                              ‘Multiple assets/liabilities’, if the underlying assets or liabilities are more than one
                           
                        If the underlying is an index then the code of the index shall be reported.
               
            
                  C0100
               
               
                  Type of code of asset or liability underlying the derivative
               
               
                  Type of ID Code used for the ‘Instrument underlying the derivative’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        This item is not reported for derivatives which have as underlying more than one asset or liability.
               
            
                  C0110
               
               
                  Use of derivative
               
               
                  Describe the use of the derivative (micro / macro hedge, efficient portfolio management).
                  Micro hedge refers to derivatives covering a single financial instrument (asset or liability), forecasted transaction or other liability.
                  Macro hedge refers to derivatives covering a set of financial instruments (assets or liabilities), forecasted transactions or other liabilities.
                  Efficient portfolio management refers usually to operations where the manager wishes to improve a portfolio' income by exchanging a (lower) cash–flow pattern by another with a higher value, using a derivative or set of derivatives, without changing the asset' portfolio composition, having a lower investment amount and less transaction costs.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Micro hedge
                           
                        
                               
                           
                           
                              2 — Macro hedge
                           
                        
                               
                           
                           
                              3 — Matching assets and liabilities cash–flows used in the context of matching adjustment portfolios
                           
                        
                               
                           
                           
                              4 — Efficient portfolio management, other than ‘Matching assets and liabilities cash–flows used in the context of matching adjustment portfolios’
                           
                        
            
                  C0120
               
               
                  Notional amount of the derivative
               
               
                  The amount covered or exposed to the derivative.
                  For futures and options corresponds to contract size multiplied by the trigger value and by the number of contracts reported in that line. For swaps and forwards it corresponds to the contract amount of the contracts reported in that line.
                  The notional amount refers to the amount that is being hedged / invested (when not covering risks). If several trades occur, it shall be the net amount at the reporting date.
               
            
                  C0130
               
               
                  Buyer/Seller
               
               
                  Only for futures and options, swaps and credit derivatives contracts (currency, credit and securities swaps).
                  Identify whether the derivative contract was bought or sold.
                  The buyer and seller position for swaps is defined relatively to the security or notional amount and the swap flows.
                  A seller of a swap owns the security or notional amount at the contract inception and agrees to deliver during the contract term that security or notional amount, including any other outflows related to the contract, when applicable.
                  A buyer of a swap will own the security or the notional amount at the end of the derivatives contact and will receive during the contract term that security or notional amount, including any other inflows related to the contract, when applicable.
                  One of the options in the following closed list shall be used, with the exception of Interest Rate Swaps:
                  
                               
                           
                           
                              1 — Buyer
                           
                        
                               
                           
                           
                              2 — Seller
                           
                        For interest rate swaps one of the options in the following closed list shall be use:
                  
                               
                           
                           
                              3 — FX–FL: Deliver fixed–for–floating
                           
                        
                               
                           
                           
                              4 — FX–FX: Deliver fixed–for–fixed
                           
                        
                               
                           
                           
                              5 — FL–FX: Deliver floating–for–fixed
                           
                        
                               
                           
                           
                              6 — FL–FL: Deliver floating–for–floating
                           
                        
            
                  C0140
               
               
                  Premium paid to date
               
               
                  The payment made (if bought), for options and also up–front and periodical premium amounts paid for swaps, since inception.
               
            
                  C0150
               
               
                  Premium received to date
               
               
                  The payment received (if sold), for options and also up–front and periodical premium amounts received for swaps, since inception.
               
            
                  C0160
               
               
                  Profit and loss to date
               
               
                  Amount of profit and loss arising from the derivative since inception, realised at the closing/maturing date. Corresponds to the difference between the value (price) at sale date and the value (price) at acquisition date.
                  This amount could be positive (profit) or negative (loss).
               
            
                  C0170
               
               
                  Number of contracts
               
               
                  Number of similar derivative contracts reported in the line. For Over–The–Counter derivatives, e.g., one swap contract, 1 shall be reported, if ten swaps with the same characteristics, 10 shall be reported.
                  The number of contracts shall be the ones entered into and that were closed at the reporting date.
               
            
                  C0180
               
               
                  Contract size
               
               
                  Number of underlying assets in the contract (e.g. for equity futures it is the number of equities to be delivered per derivative contract at maturity, for bond futures it is the reference amount underlying each contract).
                  The way the contract size is defined varies according with the type of instrument. For futures on equities it is common to find the contract size defined as a function of the number of shares underlying the contract.
                  For futures on bonds, it is the bond nominal amount underlying the contract.
                  Only applicable for futures and options.
               
            
                  C0190
               
               
                  Maximum loss under unwinding event
               
               
                  Maximum amount of loss if an unwinding event occurs. Applicable to CIC category F.
               
            
                  C0200
               
               
                  Swap outflow amount
               
               
                  Amount delivered under the swap contract (other than premiums), during the reporting period. Corresponds to interest paid for IRS and amounts delivered for currency swaps, credit swaps, total return swaps and other swaps.
                  In the cases where the settlement is made on a net basis then only one of the items C0200 and C0210 shall be reported.
               
            
                  C0210
               
               
                  Swap inflow amount
               
               
                  Amount received under the swap contract (other than premiums), during the reporting period. Corresponds to interest received for IRS and amounts received for currency swaps, credit swaps, total return swaps and other swaps.
                  In the cases where the settlement is made on a net basis then only one of the items C0200 and C0210 shall be reported.
               
            
                  C0220
               
               
                  Initial date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date when obligations under the contract come into effect.
                  When various trades occur for the same derivative, report only the one regarding the first trade date of the derivative and only one row for each derivative (no different rows for each trade) reflecting the total amount invested in that derivative considering the different dates of trade.
                  In case of novation, the novation date becomes the trade date for that derivative.
               
            
                  C0230
               
               
                  Solvency II value
               
               
                  Value of the derivative calculated as defined by Article 75 of the Directive 2009/138/EC as of the trade (closing or sale) or maturity date. It can be positive, negative or zero.
               
            
         
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Information on derivatives
                  
               
            
                  C0040
               
               
                  Derivative ID Code
               
               
                  Derivative ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
            
                  C0050
               
               
                  Derivative ID Code type
               
               
                  Type of ID Code used for the ‘Derivative ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0240
               
               
                  Counterparty Name
               
               
                  Name of the counterparty of the derivative. When available, corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Name of the exchange market for exchanged traded derivatives; or
                           
                        
                              —
                           
                           
                              Name of Central Counterparty (CCP) for Over–The–Counter derivatives where they are cleared through a CCP; or
                              Name of the contractual counterparty for the other Over–The–Counter derivatives.
                           
                        
            
                  C0250
               
               
                  Counterparty Code
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Identification code using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
               
            
                  C0260
               
               
                  Type of counterparty code
               
               
                  Only applicable to Over–The–Counter derivatives.
                  Identification of the code used for the ‘Counterparty Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0270
               
               
                  Counterparty group
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Name of the ultimate parent entity of counterparty. When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
               
            
                  C0280
               
               
                  Counterparty group code
               
               
                  Only applicable to Over–The–Counter derivatives, regarding contractual counterparties other than an exchange market and Central Counterparty (CCP).
                  Identification code using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
               
            
                  C0290
               
               
                  Type of counterparty group code
               
               
                  Identification of the code used for the ‘Counterparty group Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0300
               
               
                  Contract name
               
               
                  Name of the derivative contract.
               
            
                  C0310
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the derivative, i.e., currency of the notional amount of the derivative (e.g.: option having as underlying an amount in USD, currency for which the notional amount is expressed contractually for FX swap, etc.).
               
            
                  C0320
               
               
                  CIC
               
               
                  Complementary Identification Code used to classify assets, as set out in Annex — VI CIC table of this Regulation. When classifying derivatives using the CIC table, undertakings shall take into consideration the most representative risk to which the derivative is exposed to.
               
            
                  C0330
               
               
                  Trigger value
               
               
                  Reference price for futures, strike price for options (for bonds price shall be a percentage of the par amount), currency exchange rate or interest rate for forwards, etc.
                  Not applicable to CIC D3 — Interest rate and currency swaps.
                  For CIC F1 — Credit default swaps it shall not be completed if not possible.
                  In the case of more than one trigger over time, report the next trigger occurring.
                  When the derivative has a range of trigger values, report the set separated by comma ‘,’ if the range is not continuous and report the range separated by ‘–’ if it is continuous.
               
            
                  C0340
               
               
                  Unwind trigger of contract
               
               
                  Identify the event that causes the unwinding of the contract, out of the regular expiration or term conditions. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Bankruptcy of the underlying or reference entity
                           
                        
                               
                           
                           
                              2 — Adverse fall in value of the underlying reference asset
                           
                        
                               
                           
                           
                              3 — Adverse change in credit rating of the underlying assets or entity
                           
                        
                               
                           
                           
                              4 — Novation, i.e. the act of replacing an obligation under the derivative with a new obligation, or replacing a party of the derivative with a new party
                           
                        
                               
                           
                           
                              5 — Multiple events or a combination of events
                           
                        
                               
                           
                           
                              6 — Other events not covered by the previous options
                           
                        
                               
                           
                           
                              9 — No unwind trigger
                           
                        
            
                  C0350
               
               
                  Swap delivered currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap price (only for currency swaps and currency and interest rate swaps).
               
            
                  C0360
               
               
                  Swap received currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap notional amount (only for currency swaps and currency and interest rate swaps).
               
            
                  C0370
               
               
                  Maturity date
               
               
                  Identify the contractually defined ISO 8601 (yyyy–mm–dd) code of the date of close of the derivative contract, whether at maturity date, expiring date for options (European or American), etc.
               
            
         S.09.01 — Information on gains / income and losses in the period
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template contains information on gains / income and losses by asset category (including derivatives). i.e., no item–by–item reporting is required. The asset categories considered in this template are the ones defined in Annex IV — Assets Categories.
      At group level, the template is applicable for method 1 (Accounting consolidation–based method), method 2 (Deduction and aggregation method) and a combination of methods 1 and 2.
      Where method 1 is used exclusively, the reporting shall reflect the consolidated position of the portfolios (i.e. net of IGT) within the scope of group supervision. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  Gains/ income and losses of portfolios held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported portfolio by portfolio, each by asset category;
               
            
                  —
               
               
                  Gains / income and losses of portfolios held undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported portfolio by portfolio, each by asset category;
               
            
                  —
               
               
                  Gains / income and losses of portfolios held by other related undertakings shall not be included;
               
            Where method 2 is used exclusively, the reporting shall include the detailed list of the portfolios held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies and its subsidiaries and their profitability by asset category. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  Gains / income and losses of portfolios held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported portfolio by portfolio, each by asset category;
               
            
                  —
               
               
                  Gains / income and losses of portfolios held by subsidiaries (EEA, equivalent non –EEA, non–equivalent non–EEA) shall be reported portfolio by portfolio, each by asset category;
               
            
                  —
               
               
                  Gains / income and losses of portfolios held by other related undertakings shall not be included;
               
            Where a combination of methods 1 and 2 is used, one part of the reporting shall reflect the consolidated position of the portfolios (i.e. net of IGT) within the scope of group supervision which must be reported and the other part of the reporting shall include the detailed list of the portfolios held by subsidiaries and their profitability by asset category.
      The first part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  Gains/ income and losses of portfolios held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported portfolio by portfolio, each by asset category;
               
            
                  —
               
               
                  Gains / income and losses of portfolios held undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported portfolio by portfolio, each by asset category;
               
            
                  —
               
               
                  Gains / income and losses of portfolios held by other related undertakings shall not be included;
               
            The second part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  Gains / income and losses of portfolios held by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported portfolio by portfolio, each by asset category;
               
            
                  —
               
               
                  Gains / income and losses of portfolios held by subsidiaries (EEA, equivalent non –EEA, non–equivalent non–EEA) shall be reported portfolio by portfolio, each by asset category;
               
            
                  —
               
               
                  Gains / income and losses of portfolios held by other related undertakings shall not be included.
               
            Items shall be reported with positive values unless otherwise stated in the respective instructions.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Identify the legal name of the undertaking within the scope of group supervision for which the return on investment relates to.
                  This item shall be filled in only when it relates to the return on investment by asset category for assets held by subsidiaries consolidated under deduction and aggregation method.
                  The cell shall be filled in only when it relates to the list portfolio by portfolio of assets, each reported by asset category, held by subsidiaries under method 2.
                  When the cell is filled in, the portfolios held by subsidiaries under method 2 cannot be reconciled with template S.06.02.
                  When the cell is blank, the portfolios held by the group can be reconciled with template S.06.02.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority if existent:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Asset category
               
               
                  Identify the asset categories present in the portfolio.
                  Use the categories defined in Annex IV — Assets Categories.
               
            
                  C0050
               
               
                  Portfolio
               
               
                  Distinction between life, non–life, shareholder's funds, general (no split) and ring fenced funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Life
                           
                        
                               
                           
                           
                              2 — Non–life
                           
                        
                               
                           
                           
                              3 — Ring fenced funds
                           
                        
                               
                           
                           
                              4 — Other internal funds
                           
                        
                               
                           
                           
                              5 — Shareholders' funds
                           
                        
                               
                           
                           
                              6 — General
                           
                        The split is not mandatory, except for identifying ring fenced funds, but shall be reported if the undertaking uses it internally. When an undertaking does not apply a split ‘general’ must be used.
               
            
                  C0060
               
               
                  Asset held in unit linked and index linked contracts
               
               
                  Identify the assets that are held by unit linked and index linked contracts. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1– Unit–linked or index–linked
                           
                        
                               
                           
                           
                              2 — Neither unit–linked nor index–linked
                           
                        
            
                  C0070
               
               
                  Dividends
               
               
                  Amount of dividends earned over the reporting period,, i.e. dividends received less the right to receive a dividend already recognised at the beginning of the reporting period, plus the right to receive a dividend recognised at the end of the reporting period. Applicable to dividend paying assets such as equity, preferred securities and collective investment undertakings.
                  Includes also dividends received from assets that have been sold or matured.
               
            
                  C0080
               
               
                  Interest
               
               
                  Amount of interest earned, i.e. interest received less accrued interest at the start of the period plus accrued interest, at the end of the reporting period.
                  Includes interest received when the asset is sold/ matured or when the coupon is received.
                  Applicable to coupon and interest paying assets such as bonds, loans and deposits.
               
            
                  C0090
               
               
                  Rent
               
               
                  Amount of rent earned, i.e. rent received less accrued rent at the start of the period plus accrued rent, at the end of the reporting period.
                  Includes also rents received when the asset is sold or matured.
                  Only applicable to properties, regardless of the function.
               
            
                  C0100
               
               
                  Net gains and losses
               
               
                  Net gains and losses resulting from assets sold or matured during the reporting period.
                  The gains and losses are calculated as the difference between selling or maturity value and the value according to Article 75 of Directive 2009/138/EC at the end of the prior reporting year (or, in case of assets acquired during the reporting period, the acquisition value).
                  The net value can be positive, negative or zero.
               
            
                  C0110
               
               
                  Unrealised gains and losses
               
               
                  Unrealised gains and losses resulting from assets not sold nor matured during the reporting period.
                  The unrealised gains and losses are calculated as the difference between the value according to Article 75 of Directive 2009/138/EC at the end of the reporting year end and the value according to Article 75 of Directive 2009/138/EC at the end of the prior reporting year (or, in case of assets acquired during the reporting period, the acquisition value).
                  The net value can be positive, negative or zero.
               
            
         S.10.01 — Securities lending and repos
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template contains an item–by–item list of securities lending transactions and repurchase agreements (buyer and seller) contracts, which include also the liquidity swaps referred to in Article 309 (2)(f) of the Delegated Regulation (EU) 2015/35.
      It shall be reported only when the value of the underlying securities on and off balance sheet involved in lending or repurchase agreements, with maturity date falling after the reporting reference date represent more than 5 % of the total investments as reported in C0010/R0070 and C0010/R0220 of template S.02.01. when method 1 as defined in Article 230 of Directive 2009/138/EC is used exclusively. When 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 needs to be adjusted in order to capture the items of all entities included in the scope of template S.06.02.
      All contracts that are on the balance sheet or off balance sheet shall be reported. The information shall include all contracts in the reporting period regardless of whether they were open or closed at the reporting date. For contracts which are part of a roll–over strategy, where they substantially are the same transaction, only open positions shall be reported.
      A repurchase agreement (repo) is defined as the sale of securities together with an agreement for the seller to buy back the securities at a later date. Securities lending is defined as the lending of securities by one party to another, which requires that the borrower provides the lender with collateral.
      Items shall be reported with positive values unless otherwise stated in the respective instructions.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex VI — CIC table of this Regulation.
      Each repo and securities lending contract shall be reported in as many rows as needed to provide the information requested. If for one item one option fits one part of the instrument being reported and a different option fits the other part then the contract needs to be unbundled unless is stated otherwise in the instructions.
      The template is applicable for method 1 (Accounting consolidation–based method), method 2 (Deduction and aggregation method) and a combination of methods 1 and 2.
      Where method 1 is used exclusively, the reporting shall reflect the consolidated position of the repos and securities lending contracts net of intra–group transactions held within the scope of group supervision. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held directly (i.e. not on a look–through basis) by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held directly (i.e. not on a look–through basis) by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported item by item;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held by other related undertakings shall not be included.
               
            Where method 2 is used exclusively, the reporting shall include the detailed list of the repos and securities lending contracts held by the participating undertakings, the insurance holding companies or mixed–financial holding companies and its subsidiaries, regardless of the proportional share used. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held directly (i.e. not on a look–through basis) by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held directly (i.e. not on a look–through basis) by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported item by item;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held by other related undertakings shall not be included.
               
            Where a combination of methods 1 and 2 is used, one part of the reporting shall reflect the consolidated position of the repos and securities lending contracts, net of intra–group transactions, held within the scope of group supervision which must be reported and the other part of the reporting shall include the detailed list of the repos and securities lending contracts held by the participating undertakings, the insurance holding companies or mixed–financial holding companies and its subsidiaries, regardless of the proportional share used.
      The first part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held directly (i.e. not on a look–through basis) by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held directly (i.e. not on a look–through basis) by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported item by item;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held by other related undertakings shall not be included.
               
            The second part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held directly (i.e. not on a look–through basis) by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies under method 2 shall be reported item by item;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held directly (i.e. not on a look–through basis)by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries under method 2 (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported item by item;
               
            
                  —
               
               
                  The repurchase agreements and securities lending contracts held by other related undertakings under method 2 shall not be included.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Identify the legal name of the undertaking within the scope of group supervision that holds the repo and securities lending.
                  This item shall be filled in only when it relates to the repos and securities lending contracts held by participating undertakings, insurance holding companies or mixed–financial holding companies and subsidiaries under deduction and aggregation method.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority if existent:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Portfolio
               
               
                  Distinction between life, non–life, shareholder's funds, general (no split) and ring fenced funds. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Life
                           
                        
                               
                           
                           
                              2 — Non–life:
                           
                        
                               
                           
                           
                              3 — Ring fenced funds
                           
                        
                               
                           
                           
                              4 — Other internal fund
                           
                        
                               
                           
                           
                              5 — Shareholders' funds
                           
                        
                               
                           
                           
                              6 — General
                           
                        The split is not mandatory, except for identifying ring fenced funds, but shall be reported if the undertaking uses it internally. When an undertaking does not apply a split ‘general’ must be used.
                  For assets held off–balance sheet this item shall not be reported.
               
            
                  C0050
               
               
                  Fund number
               
               
                  Applicable to assets held in ring fenced funds or other internal funds (defined according to national markets).
                  Number which is attributed by the undertaking, corresponding to the unique number assigned to each fund. This number has to be consistent over time and shall be used to identify the funds in other templates. It shall not be re–used for a different fund.
               
            
                  C0060
               
               
                  Asset category
               
               
                  Identify the asset categories of the underlying asset lent/provided as part of a securities lending transactions or repurchase agreements).
                  Use the categories defined in Annex IV — Assets Categories of this Regulation.
               
            
                  C0070
               
               
                  Counterparty Name
               
               
                  Name of the counterparty of the contract.
                  When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
               
            
                  C0080
               
               
                  Counterparty code
               
               
                  Identification code of the counterparty using the Legal Entity Identifier (LEI) if available.
                  If none is available, this item shall not be reported.
               
            
                  C0090
               
               
                  Type of counterparty code
               
               
                  Identification of the code used for the ‘Counterparty Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0100
               
               
                  Counterparty asset category
               
               
                  Identify the most significant asset category borrowed/received as part of a securities lending transactions or repurchase agreements.
                  Use the asset categories defined in Annex IV — Assets Categories of this Regulation.
               
            
                  C0110
               
               
                  Asset held in unit–linked and index–linked contracts
               
               
                  Identify if the underlying asset identified in C0060 is held by unit linked and index linked contracts. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Unit–linked or index–linked
                           
                        
                               
                           
                           
                              2 — Neither unit–linked nor index–linked
                           
                        
            
                  C0120
               
               
                  Position in the contract
               
               
                  Identify whether the undertaking is a buyer or seller in the repo or a lender or borrower in the securities lending. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Buyer in a repo
                           
                        
                               
                           
                           
                              2 — Seller in a repo
                           
                        
                               
                           
                           
                              3 — Lender in a securities lending
                           
                        
                               
                           
                           
                              4 — Borrower in a securities lending
                           
                        
            
                  C0130
               
               
                  Near leg amount
               
               
                  Represents the following amounts:
                  
                              —
                           
                           
                              Buyer in a repo: amount received at the contract inception
                           
                        
                              —
                           
                           
                              Seller in a repo: amount ceded at the contract inception
                           
                        
                              —
                           
                           
                              Lender in a securities lending: amount received as guarantee at the contract inception
                           
                        
                              —
                           
                           
                              Borrower in a securities lending: amount or market value of the securities received at the contract inception
                           
                        
            
                  C0140
               
               
                  Far leg amount
               
               
                  This item is only applicable for repos and represents the following amounts:
                  
                              —
                           
                           
                              Buyer in a repo: amount ceded at the contract maturity
                           
                        
                              —
                           
                           
                              Seller in a repo: amount received at the contract maturity
                           
                        
            
                  C0150
               
               
                  Start date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the contract start date. The contract start date refers to the date when obligations under the contract come into effect.
               
            
                  C0160
               
               
                  Maturity date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the contract closing date. Even if the contract is on an open call basis, there is usually a date when the contract expires. In these cases this date must be reported, if no call occurs before.
                  An agreement is considered closed when it has matured, a call occurs or the agreement is cancelled.
                  For contracts with no defined maturity date report ‘9999–12–31’.
               
            
                  C0170
               
               
                  Solvency II Value
               
               
                  This item is only applicable for contracts that are still open at the reporting date.
                  Value of the repo or securities lending contract, following Article 75 of Directive 2009/138/EC rules for valuation of contracts.
                  This value can be positive, negative or zero.
               
            
         S.11.01 — Assets held as collateral
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template contains an item–by–item list of off–balance sheet assets held as collateral for covering balance sheet.
      It consists of detailed information from the perspective of the assets held as collateral and not from the perspective of the collateral arrangement.
      If there is a pool of collaterals or a collateral arrangement comprising multiple assets, as many rows as the assets in the pool or arrangement shall be reported.
      This template comprises two tables: Information on positions held and Information on assets.
      On the table Information on positions held, each asset held as collateral shall be reported separately in as many rows as needed in order to properly fill in all variables requested in that table. If for the same asset two values can be attributed to one variable, then this asset needs to be reported in more than one line.
      On the table Information on assets, each asset held as collateral shall be reported separately, with one row for each asset, filling in all variables requested in that table.
      All items except items ‘Type of asset for which the collateral is held’ (C0140), ‘Name of the counterparty pledging the collateral’ (C0060) and ‘Name of the group of the counterparty pledging the collateral’ (C0070) relate to information on the assets held as collateral. Item C0140 relates to the asset on the balance sheet for which the collateral is held while items C0060 and C0070 relate to the counterparty pledging the collateral.
      The asset categories referred to in this template are the ones defined in Annex IV — Assets Categories of this Regulation and references to CIC codes refer to Annex VI — CIC table of this Regulation.
      The template is applicable for method 1 (Accounting consolidation–based method), method 2 (Deduction and aggregation method) and a combination of methods 1 and 2.
      Where method 1 is used exclusively, the reporting shall reflect the consolidated position of the assets held as collateral within the scope of group supervision net of intra–group transactions. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The assets held directly by the undertaking (i.e. not on a look–through basis) as collateral by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The assets held directly by the undertaking (i.e. not on a look–through basis) as collateral by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) in of Delegated Regulation (EU) 2015/35 shall be reported item by item;
               
            
                  —
               
               
                  The assets held as collateral by other related undertakings shall not be included.
               
            Where method 2 is used exclusively, the reporting shall include the detailed list of the assets held as collateral by the participating undertakings, the insurance holding companies and subsidiaries, regardless of the proportional share used. The reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The assets held directly by the undertaking (i.e. not on a look–through basis) as collateral by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The assets held directly by the undertaking (i.e. not on a look–through basis) as collateral by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported item by item by undertaking;
               
            
                  —
               
               
                  The assets held as collateral by other related undertakings shall not be included.
               
            Where a combination of methods 1 and 2 is used, one part of the reporting shall reflect the consolidated position of the assets held as collateral within the scope of group supervision, net of intra–group transactions, which must be reported and the other part of the reporting shall include the detailed list of the assets held as collateral by the participating undertakings, the insurance holding companies or mixed–financial holding companies and subsidiaries, regardless of the proportional share used.
      The first part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall not be reported;
               
            
                  —
               
               
                  The assets held directly by the undertaking (i.e. not on a look–through basis) as collateral by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies shall be reported item by item;
               
            
                  —
               
               
                  The assets held directly by the undertaking (i.e. not on a look–through basis) as collateral by undertakings consolidated in accordance with Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35 shall be reported item by item by undertaking;
               
            
                  —
               
               
                  The assets held as collateral by other related undertakings shall not be included.
               
            The second part of the reporting shall be made as follows:
      
                  —
               
               
                  Item ‘Legal name of the undertaking — C0010’ and ‘Identification code of the undertaking — C0020’ shall be reported;
               
            
                  —
               
               
                  The assets held directly by the undertaking (i.e. not on a look–through basis) as collateral by participating insurance and reinsurance undertakings or insurance holding companies or mixed–financial holding companies under method 2 shall be reported item by item;
               
            
                  —
               
               
                  The assets held directly by the undertaking (i.e. not on a look–through basis) as collateral by insurance and reinsurance undertakings, insurance holding companies, ancillary services undertakings and special purpose vehicle which are subsidiaries under method 2 (European Economic Area, equivalent non–European Economic Area and non–equivalent non–European Economic Area) shall be reported item by item by undertaking;
               
            
                  —
               
               
                  The assets held as collateral by other related undertakings under method 2 shall not be included.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Information on positions held
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Identify the legal name of the undertaking within the scope of group supervision that holds the asset as collateral.
                  This item shall be filled in only when it relates to assets held as collateral by participating undertakings, insurance holding companies, mixed–financial holding companies and subsidiaries under deduction and aggregation method.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority if existent:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code + EUR’
               
            
                  C0050
               
               
                  Asset ID Code Type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code + currency: ‘9/1’.
               
            
                  C0060
               
               
                  Name of the counterparty pledging the collateral
               
               
                  The name of the counterpart that is pledging the collateral. When available, this item corresponds to the entity name in the LEI database. When this is not available corresponds to the legal name.
                  When the assets on the balance sheet for which the collateral is held are loans on policies, ‘Policyholder’ shall be reported.
               
            
                  C0070
               
               
                  Name of the group of the counterparty pledging the collateral
               
               
                  Identify the economic group of the counterpart pledging the collateral. When available, this item corresponds to the entity name in the LEI database. When this is not available corresponds to the legal name.
                  This item is not applicable when the assets on the balance sheet for which the collateral is held are loans on policies.
               
            
                  C0080
               
               
                  Country of custody
               
               
                  ISO 3166–1 alpha–2 code of the country where undertaking assets are held in custody. For identifying international custodians, such as Euroclear, the country of custody will be the one corresponding to the legal establishment where the custody service was contractually defined.
                  In case of the same asset being held in custody in more than one country, each asset shall be reported separately in as many rows as needed in order to properly identify all countries of custody.
                  This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons, as those assets are not required to be individualised), CIC 71, CIC 75 and for CIC 95 — Plant and equipment (for own use) for the same reason.
                  Regarding CIC Category 9, excluding CIC 95 — Plant and equipment (for own use), the issuer country is assessed by the address of the property.
               
            
                  C0090
               
               
                  Quantity
               
               
                  Number of assets, for all assets if relevant.
                  This item shall not be reported if item Par amount (C0100) is reported.
               
            
                  C0100
               
               
                  Par amount
               
               
                  Amount outstanding measured at par amount, for all assets where this item is relevant, and at nominal amount for CIC = 72, 73, 74, 75 and 79 if applicable.
                  This item shall not be reported if item Quantity (C0090) is reported.
               
            
                  C0110
               
               
                  Valuation method
               
               
                  Identify the valuation method used when valuing assets. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — quoted market price in active markets for the same assets
                           
                        
                               
                           
                           
                              2 — quoted market price in active markets for similar assets
                           
                        
                               
                           
                           
                              3 — alternative valuation methods:
                           
                        
                               
                           
                           
                              4 — adjusted equity methods (applicable for the valuation of participations)
                           
                        
                               
                           
                           
                              5 — IFRS equity methods (applicable for the valuation of participations
                           
                        
                               
                           
                           
                              6 — Market valuation according to Article 9(4) of Delegated Regulation (EU) 2015/35
                           
                        
            
                  C0120
               
               
                  Total amount
               
               
                  Value calculated as defined by Article 75 of the Directive 2009/138/EC.
                  The following shall be considered:
                  
                              —
                           
                           
                              Corresponds to the multiplication of ‘Par amount’ by ‘Unit percentage of par amount Solvency II price’ plus ‘Accrued interest’, for assets where the first two items are relevant;
                           
                        
                              —
                           
                           
                              Corresponds to the multiplication of ‘Quantity’ by ‘Unit Solvency II price’, for assets where these two items are relevant;
                           
                        
                              —
                           
                           
                              For assets classifiable under asset categories 7, 8 and 9, this shall indicate the Solvency II value of the asset.
                           
                        
            
                  C0130
               
               
                  Accrued interest
               
               
                  Quantify the amount of accrued interest after the last coupon date for interest bearing securities. Note that this value is also part of item Total amount.
               
            
                  C0140
               
               
                  Type of asset for which the collateral is held
               
               
                  Identify the type of asset for which the collateral is held.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Government bonds
                           
                        
                               
                           
                           
                              2 — Corporate bonds
                           
                        
                               
                           
                           
                              3 — Equities
                           
                        
                               
                           
                           
                              4 — Collective Investment Undertakings
                           
                        
                               
                           
                           
                              5 — Structured notes
                           
                        
                               
                           
                           
                              6 — Collateralised securities
                           
                        
                               
                           
                           
                              7 — Cash and deposits
                           
                        
                               
                           
                           
                              8 — Mortgages and loans
                           
                        
                               
                           
                           
                              9 — Properties
                           
                        
                               
                           
                           
                              0 — Other investments (including receivables)
                           
                        
                               
                           
                           
                              X — Derivatives
                           
                        
            
         
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Information on assets
                  
               
            
                  C0040
               
               
                  Asset ID Code
               
               
                  Asset ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’
               
            
                  C0050
               
               
                  Asset ID Code Type
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO/6166 for ISIN
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 9 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code + currency: ‘9/1’.
               
            
                  C0150
               
               
                  Item Title
               
               
                  Identify the reported item by filling the name of the asset (or the address in case of property), with the detail settled by the undertaking.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons, this item shall contain ‘Loans to AMSB members’ or ‘Loans to other natural persons’, according to its nature, as those assets are not required to be individualised. Loans to other than natural persons shall be reported line–by–line.
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 95 — Plant and equipment (for own use) as those assets are not required to be individualised, CIC 71 and CIC 75.
                           
                        
                              —
                           
                           
                              When the collateral comprises insurance policies (regarding loans collateralised by insurance policies) those policies don't need to be individualised and this item is not applicable.
                           
                        
            
                  C0160
               
               
                  Issuer Name
               
               
                  Name of the issuer, defined as entity that issues assets to investors,, representing part of its capital, part of its debt, derivatives, etc.
                  When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer name is the name of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer name is the name of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons, this item shall contain ‘Loans to AMSB members’ or ‘Loans to other natural persons’, according to its nature, as those assets are not required to be individualised;
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0170
               
               
                  Issuer Code
               
               
                  Identification code of the issuer code using the Legal Entity Identifier (LEI) if available.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer code is the code of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer code is the code of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property;
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
               
            
                  C0180
               
               
                  Type of issuer code
               
               
                  Identification of the code used for the ‘Issuer Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                  This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0190
               
               
                  Issuer Sector
               
               
                  Identify the economic sector of issuer based on the latest version of NACE code (as published in an EC Regulation). The letter reference of the NACE code identifying the Section shall be used as a minimum for identifying sectors (e.g. ‘A’ or ‘A111’ would be acceptable) except for the NACE relating to Financial and Insurance activities, for which the letter identifying the Section followed by the 4 digits code for the class shall be used (e.g. ‘K6411’).
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer sector is the sector of the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer sector is the sector of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property;
                           
                        
                              —
                           
                           
                              This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                           
                        
            
                  C0200
               
               
                  Issuer Group Name
               
               
                  Name of issuer's ultimate parent entity.
                  When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the group relation relates to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the group relation relates to the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the group relation relates to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons)
                           
                        This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0210
               
               
                  Issuer Group Code
               
               
                  Issuer group identification code using the Legal Entity Identifier (LEI) if available.
                  If none is available this item shall not be reported.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the group relation relates to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the group relation relates to the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the group relation relates to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons)
                           
                        This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0220
               
               
                  Type of issuer group code
               
               
                  Identification of the code used for the ‘Issuer Group Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                  This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property.
               
            
                  C0230
               
               
                  Issuer Country
               
               
                  ISO 3166–1 alpha–2 code of the country of localisation of the issuer.
                  The localisation of the issuer is assessed by the address of the entity issuing the asset.
                  The following shall be considered:
                  
                              —
                           
                           
                              Regarding CIC category 4 — Collective Investments Undertakings, the issuer country is the country is relative to the fund manager;
                           
                        
                              —
                           
                           
                              Regarding CIC category 7 — Cash and deposits (excluding CIC 71 and CIC 75), the issuer country is the country of the depositary entity
                           
                        
                              —
                           
                           
                              Regarding CIC 8 — Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower;
                           
                        
                              —
                           
                           
                              This item is not applicable for CIC 71, CIC 75 and CIC category 9 — Property;
                           
                        This item is not applicable to CIC category 8 — Mortgages and Loans, when relating to mortgage and loans to natural persons.
                  One of the options shall be used:
                  
                              —
                           
                           
                              ISO 3166–1 alpha–2 code
                           
                        
                              —
                           
                           
                              XA: Supranational issuers
                           
                        
                              —
                           
                           
                              EU: European Union Institutions
                           
                        
            
                  C0240
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the issue.
                  The following shall be considered:
                  
                              —
                           
                           
                              This item is not applicable for CIC category 8 — Mortgages and Loans (for mortgages and loans to natural persons, as those assets are not required to be individualised), CIC 75 and for CIC 95 — Plant and equipment (for own use) for the same reason.
                           
                        
                              —
                           
                           
                              Regarding CIC Category 9, excluding CIC 95 — Plant and equipment (for own use), the currency corresponds to the currency in which the investment was made.
                           
                        
            
                  C0250
               
               
                  CIC
               
               
                  Complementary Identification Code used to classify assets, as set out in Annex VI — CIC table of this Regulation. When classifying an asset using the CIC table, undertakings shall take into consideration the most representative risk to which the asset is exposed to.
               
            
                  C0260
               
               
                  Unit price
               
               
                  Unit price of the asset, if relevant.
                  This item shall not be reported if item Unit percentage of par amount Solvency II price (C0270) is reported.
               
            
                  C0270
               
               
                  Unit percentage of par amount Solvency II price
               
               
                  Amount in percentage of par value, clean price without accrued interest, for the asset, if relevant.
                  This item shall not be reported if item Unit price (C0260) is reported.
               
            
                  C0280
               
               
                  Maturity date
               
               
                  Only applicable for CIC categories 1, 2, 5, 6 and 8, and CIC 74 and CIC 79.
                  Identify the ISO 8601 (yyyy–mm–dd) code of the maturity date.
                  Corresponds always to the maturity date, even for callable securities. The following shall be considered:
                  
                              —
                           
                           
                              For perpetual securities use ‘9999–12–31’
                           
                        
                              —
                           
                           
                              For CIC category 8, regarding loans and mortgages to individuals, the weighted (based on the loan amount) remaining maturity is to be reported.
                           
                        
            
         S.15.01 — Description of the guarantees of variable annuities
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template shall only be reported by groups in relation to the direct business and only for those entities outside the EEA that have variable annuities portfolios.
      Variable annuities are unit–linked life insurance contracts with investment guarantees which, in exchange for single or regular premiums, allow the policyholder to benefit from the upside of the unit but be partially or totally protected when the unit loses value.
      If Variable Annuities policies are split between two insurance undertakings, for instance a life company and a non–life company for the variable annuities guarantee, the company with the guarantee shall report this template. Only one row per product shall be reported.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Identify the legal name of non–EEA undertaking selling the product.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  Identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                  identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
               
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Product ID code
               
               
                  Internal product ID code used by the undertaking for the product. If a code is already in use or is attributed by the competent authority for supervisory purposes that code shall be used.
                  The ID code shall be consistent over time).
               
            
                  C0050
               
               
                  Product denomination
               
               
                  Commercial name of product (undertaking–specific)
               
            
                  C0060
               
               
                  Description of the product
               
               
                  General qualitative description of the product. If a product code is attributed by the competent authority for supervisory purposes, the description of product type for that code shall be used.
               
            
                  C0070
               
               
                  Initial date of guarantee
               
               
                  The ISO 8601 (yyyy–mm–dd) code of the initial date of the cover.
               
            
                  C0080
               
               
                  Final date of guarantee
               
               
                  The ISO 8601 (yyyy–mm–dd) code of the final date of the cover.
               
            
                  C0090
               
               
                  Type of guarantee
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Guaranteed minimum death benefit
                           
                        
                               
                           
                           
                              2 — Guaranteed minimum accumulation benefit
                           
                        
                               
                           
                           
                              3 — Guaranteed minimum income benefit
                           
                        
                               
                           
                           
                              4 — Guaranteed minimum withdrawal benefits
                           
                        
                               
                           
                           
                              9 — Other
                           
                        
            
                  C0100
               
               
                  Guaranteed level
               
               
                  Indicate the level of the guaranteed benefit in percentage (as a decimal).
               
            
                  C0110
               
               
                  Description of the guarantee
               
               
                  General description of the guarantees.
                  This shall include at least the capital accumulation mechanisms (e.g. roll–up, ratchet, step–up, reset), its frequency (infra–annual, annual, x–yearly), the base for computation of guaranteed levels (e.g. premium paid, premium paid net of expenses and/or withdrawals and/or paid–ups, premium increased by the capital accumulation mechanism), the guaranteed conversion factor, other general information about how the guarantee works.
               
            
         S.15.02 — Hedging of guarantees of variable annuities
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template shall only be reported by groups in relation to the direct business and only for those entities outside the EEA that have variable annuities portfolios.
      Variable annuities are unit–linked life insurance contracts with investment guarantees which, in exchange for single or regular premiums, allow the policyholder to benefit from the upside of the unit but be partially or totally protected when the unit loses value.
      If Variable Annuities policies are split between two insurance undertakings, for instance a life company and a non–life company for the Variable Annuities guarantee, the company with the guarantee shall report this template. Only one row per product shall be reported.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Identify the legal name of non–EEA undertaking selling the product.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  Identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                  identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
               
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Product ID code
               
               
                  Internal product ID code used by the undertaking for the product. If a code is already in use or is attributed by the competent authority for supervisory purposes that code shall be used.
                  The ID code shall be consistent over time.
               
            
                  C0050
               
               
                  Product denomination
               
               
                  Commercial name of product (undertaking–specific)
               
            
                  C0060
               
               
                  Type of hedging
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — No hedging
                           
                        
                               
                           
                           
                              2 — Dynamic hedging
                           
                        
                               
                           
                           
                              3 — Static hedging
                           
                        
                               
                           
                           
                              4 — Ad hoc hedging
                           
                        Dynamic hedging is frequently rebalanced; static hedging is made of ‘standard’ derivatives but not frequently rebalanced; ad hoc hedging is made of financial products structured for the specific purpose of hedging those liabilities.
               
            
                  C0070
               
               
                  Delta hedged
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Delta hedged
                           
                        
                               
                           
                           
                              2 — Delta not hedged
                           
                        
                               
                           
                           
                              3 — Delta partially hedged
                           
                        
                               
                           
                           
                              4 — Guarantee not sensitive to delta.
                           
                        Partial means that the strategy is not intended to cover the whole risk. Not sensitive is to be selected if the guarantee sold is deemed independent from the risk factor.
               
            
                  C0080
               
               
                  Rho hedged
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Rho hedged
                           
                        
                               
                           
                           
                              2 — Rho not hedged
                           
                        
                               
                           
                           
                              3 — Rho partially hedged
                           
                        
                               
                           
                           
                              4 — Guarantee not sensitive to rho.
                           
                        Partial means that the strategy is not intended to cover the whole risk. Not sensitive is to be selected if the guarantee sold is deemed independent from the risk factor.
               
            
                  C0090
               
               
                  Gamma hedged
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Gamma hedged
                           
                        
                               
                           
                           
                              2 — Gamma not hedged
                           
                        
                               
                           
                           
                              3 — Gamma partially hedged
                           
                        
                               
                           
                           
                              4 — Guarantee not sensitive to gamma
                           
                        Partial means that the strategy is not intended to cover the whole risk. Not sensitive is to be selected if the guarantee sold is deemed independent from the risk factor.
               
            
                  C0100
               
               
                  Vega hedged
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Vega hedged
                           
                        
                               
                           
                           
                              2 — Vega not hedged
                           
                        
                               
                           
                           
                              3 — Vega partially hedged
                           
                        
                               
                           
                           
                              4 — Guarantee not sensitive to vega
                           
                        Partial means that the strategy is not intended to cover the whole risk. Not sensitive is to be selected if the guarantee sold is deemed independent from the risk factor.
               
            
                  C0110
               
               
                  FX hedged
               
               
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — FX hedged
                           
                        
                               
                           
                           
                              2 — FX not hedged
                           
                        
                               
                           
                           
                              3 — FX partially hedged
                           
                        
                               
                           
                           
                              4 — Guarantee not sensitive to FX
                           
                        Partial means that the strategy is not intended to cover the whole risk. Not sensitive is to be selected if the guarantee sold is deemed independent from the risk factor.
               
            
                  C0120
               
               
                  Other hedged risks
               
               
                  If other risks are hedged specify their names
               
            
                  C0130
               
               
                  Economic result without hedging
               
               
                  The ‘economic result’ that the guarantee of the policies has generated during the reporting year if there is no hedging strategy in place, or would have generated without it if there is one in place.
                  It shall be equal to:
                  
                               
                           
                           
                              + written premium/fees for the guarantee, minus
                           
                        
                               
                           
                           
                              – expenses incurred to the guarantee, minus
                           
                        
                               
                           
                           
                              – claims due to the guarantee, minus
                           
                        
                               
                           
                           
                              – variation of guarantee technical provisions.
                           
                        
            
                  C0140
               
               
                  Economic result with hedging
               
               
                  The ‘economic result’ that the guarantee of the policies has generated during the reporting year considering the result of the hedging strategy. Where hedging is performed for a portfolio of products, for instance in cases where hedge instruments may not be allocated to specific products, the undertaking shall allocate the effect of hedging to the different products using the weight of each product in the ‘Economic result without hedging’ (C0110).
               
            
         S.22.01 — Impact of long term guarantees measures and transitionals
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template is relevant when at least one long term guarantee measure or transitional is used by any undertaking within the scope of group supervision.
      This template shall reflect the impact on the financial positions when no transitional is used and each LTG measures or transitional is set to zero. For that purpose, a step–by–step approach should be followed taking out each transitional and LTG measure one by one and without recalculating the impact of the remaining measures after each step.
      The impacts need to be reported positive if they increase the amount of the item being reported and negative if they decrease the amount of the item (e.g. if amount of SCR increases or if amount of Own Funds increases then positive values shall be reported).
      The amounts reported in this template shall be net of Intra Group Transactions.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010/R0010
               
               
                  Amount with LTG measures and transitionals — Technical Provisions
               
               
                  Total amount of technical provisions including long term guarantee measures and transitional measures
               
            
                  C0020/R0010
               
               
                  Without transitional on technical provisions — Technical Provisions
               
               
                  Total amount of technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0010
               
               
                  Impact of transitional on technical provisions — Technical provisions
               
               
                  Amount of the adjustment to the technical provisions due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the technical provisions without transitional deduction to technical provisions and the technical provisions with LTG and transitional measures.
               
            
                  C0040/R0010
               
               
                  Without transitional on interest rate — Technical Provisions
               
               
                  Total amount of technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0010
               
               
                  Impact of transitional on interest rate — Technical provisions
               
               
                  Amount of the adjustment to the technical provisions due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the technical provisions with LTG and transitional measures.
               
            
                  C0060/R0010
               
               
                  Without volatility adjustment and without other transitional measures — Technical Provisions
               
               
                  Total amount of technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping adjustments due to the matching adjustment, if any.
               
            
                  C0070/R0010
               
               
                  Impact of volatility adjustment set to zero — Technical provisions
               
               
                  Amount of the adjustment to the technical provisions due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the technical provisions without volatility adjustment and without other transitional measures and the maximum between the technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0010
               
               
                  Without matching adjustment and without all the others — Technical Provisions
               
               
                  Total amount of technical provisions without any LTG measure.
               
            
                  C0090/R0010
               
               
                  Impact of matching adjustment set to zero — Technical Provisions
               
               
                  Amount of the adjustment to the technical provisions due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the technical provisions without matching adjustment and without all the other transitional measures and the maximum between the technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0010
               
               
                  Impact of all LTG measures and transitionals — Technical Provisions
               
               
                  Amount of the adjustment to the technical provisions due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0020
               
               
                  Amount with LTG measures and transitionals — Basic own funds
               
               
                  Total amount of basic own funds calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0020
               
               
                  Without transitional on technical provisions — Basic own funds
               
               
                  Total amount of basic own funds calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0020
               
               
                  Impact of transitional on technical provisions — Basic own funds
               
               
                  Amount of the adjustment to the Basic own funds due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the basic own funds calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0020
               
               
                  Without transitional on interest rate — Basic own funds
               
               
                  Total amount of basic own funds calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0020
               
               
                  Impact of transitional on interest rate — Basic own funds
               
               
                  Amount of the adjustment to the basic own funds due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the basic own funds calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0020
               
               
                  Without volatility adjustment and without other transitional measures — Basic own funds
               
               
                  Total amount of basic own funds calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0020
               
               
                  Impact of volatility adjustment set to zero — Basic own funds
               
               
                  Amount of the adjustment to the Basic own funds due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the basic own funds considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the basic own funds considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0020
               
               
                  Without matching adjustment and without all the others — Basic own funds
               
               
                  Total amount of basic own funds calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0020
               
               
                  Impact of matching adjustment set to zero — Basic own funds
               
               
                  Amount of the adjustment to the basic own funds due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the basic own funds considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the basic own funds considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0020
               
               
                  Impact of all LTG measures and transitionals — Basic own funds
               
               
                  Amount of the adjustment to the basic own funds due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0030
               
               
                  Amount with LTG measures and transitionals — Basic own funds — Excess of assets over liabilities
               
               
                  Total amount of excess of assets over liabilities calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0030
               
               
                  Without transitional on technical provisions — Basic own funds — Excess of assets over liabilities
               
               
                  Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0030
               
               
                  Impact of transitional on technical provisions — Basic own funds — Excess of assets over liabilities
               
               
                  Amount of the adjustment to the excess of assets over liabilities due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the excess of assets over liabilities calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0030
               
               
                  Without transitional on interest rate — Basic own funds — Excess of assets over liabilities
               
               
                  Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0030
               
               
                  Impact of transitional on interest rate — Basic own funds — Excess of assets over liabilities
               
               
                  Amount of the adjustment to the excess of assets over liabilities due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the excess of assets over liabilities calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0030
               
               
                  Without volatility adjustment and without other transitional measures — Basic own funds — Excess of assets over liabilities
               
               
                  Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0030
               
               
                  Impact of volatility adjustment set to zero — Basic own funds — Excess of assets over liabilities
               
               
                  Amount of the adjustment to the excess of assets over liabilities due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the excess of assets over liabilities considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the excess of assets over liabilities considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0030
               
               
                  Without matching adjustment and without all the others — Basic own funds — Excess of assets over liabilities
               
               
                  Total amount of excess of assets over liabilities calculated considering Technical provisions without any LTG measure.
               
            
                  C0090/R0030
               
               
                  Impact of matching adjustment set to zero — Basic own funds — Excess of assets over liabilities
               
               
                  Amount of the adjustment to the excess of assets over liabilities due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the excess of assets over liabilities considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the excess of assets over liabilities considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0030
               
               
                  Impact of all LTG measures and transitionals — Basic own funds — Excess of assets over liabilities
               
               
                  Amount of the adjustment to the excess of assets over liabilities due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0040
               
               
                  Amount with LTG measures and transitionals — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Total amount of restricted own funds due to ring–fencing calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0040
               
               
                  Without transitional on technical provisions — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0040
               
               
                  Impact of transitional on technical provisions — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the restricted own funds due to ring–fencing calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0040
               
               
                  Without transitional on interest rate — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0040
               
               
                  Impact of transitional on interest rate — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the restricted own funds due to ring–fencing calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0040
               
               
                  Without volatility adjustment and without other transitional measures — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0040
               
               
                  Impact of volatility adjustment set to zero — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the restricted own funds due to ring–fencing considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the restricted own funds due to ring–fencing considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0040
               
               
                  Without matching adjustment and without all the others — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0040
               
               
                  Impact of matching adjustment set to zero — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the restricted own funds due to ring–fencing considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the restricted own funds due to ring–fencing considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0040
               
               
                  Impact of all LTG measures and transitionals — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio
               
               
                  Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0050
               
               
                  Amount with LTG measures and transitionals — Eligible own funds to meet SCR
               
               
                  Total amount of eligible own funds to meet SCR calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0050
               
               
                  Without transitional on technical provisions — Eligible own funds to meet SCR
               
               
                  Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0050
               
               
                  Impact of transitional on technical provisions — Eligible own funds to meet SCR
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the eligible own funds to meet SCR calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0050
               
               
                  Without transitional on interest rate — Eligible own funds to meet SCR
               
               
                  Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0050
               
               
                  Impact of transitional on interest rate — Eligible own funds to meet SCR
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the eligible own funds to meet SCR calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0050
               
               
                  Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR
               
               
                  Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0050
               
               
                  Impact of volatility adjustment set to zero — Eligible own funds to meet SCR
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the eligible own funds to meet SCR considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0050
               
               
                  Without matching adjustment and without all the others — Eligible own funds to meet SCR
               
               
                  Total amount of eligible own funds to meet SCR calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0050
               
               
                  Impact of matching adjustment set to zero — Eligible own funds to meet SCR
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the eligible own funds to meet SCR considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0050
               
               
                  Impact of all LTG measures and transitionals — Eligible own funds to meet SCR
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0060
               
               
                  Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 1
               
               
                  Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0060
               
               
                  Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 1
               
               
                  Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0060
               
               
                  Impact of transitional on technical provisions — Eligible own funds to meet SCR–Tier 1
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0060
               
               
                  Without transitional on interest rate — Eligible own funds to meet SCR–Tier 1
               
               
                  Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0060
               
               
                  Impact of transitional on interest rate — Eligible own funds to meet SCR–Tier 1
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0060
               
               
                  Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR–Tier 1
               
               
                  Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0060
               
               
                  Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 1
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 1 considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 1 considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0060
               
               
                  Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 1
               
               
                  Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0060
               
               
                  Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 1
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 1 considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0060
               
               
                  Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 1
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0070
               
               
                  Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 2
               
               
                  Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0070
               
               
                  Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 2
               
               
                  Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0070
               
               
                  Impact of transitional on technical provisions — Eligible own funds to meet SCR–Tier 2
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0070
               
               
                  Without transitional on interest rate — Eligible own funds to meet SCR–Tier 2
               
               
                  Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0070
               
               
                  Impact of transitional on interest rate — Eligible own funds to meet SCR–Tier 2
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0070
               
               
                  Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR–Tier 2
               
               
                  Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0070
               
               
                  Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 2
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 2 considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 2 considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0070
               
               
                  Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 2
               
               
                  Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0070
               
               
                  Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 2
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 2 considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0070
               
               
                  Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 2
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0080
               
               
                  Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 3
               
               
                  Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures.
               
            
                  C0020/R0080
               
               
                  Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 3
               
               
                  Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0080
               
               
                  Impact of transitional on technical provisions — Eligible own funds to meet SCR–Tier 3
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0080
               
               
                  Without transitional on interest rate — Eligible own funds to meet SCR–Tier 3
               
               
                  Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0080
               
               
                  Impact of transitional on interest rate — Eligible own funds to meet SCR–Tier 3
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0080
               
               
                  Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR–Tier 3
               
               
                  Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0080
               
               
                  Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 3
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 3 considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 3 considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0080
               
               
                  Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 3
               
               
                  Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without any LTG measure.
               
            
                  C0090/R0080
               
               
                  Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 3
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the eligible own funds to meet SCR–Tier 3 considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0080
               
               
                  Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 3
               
               
                  Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the LTG measures and transitionals.
               
            
                  C0010/R0090
               
               
                  Amount with LTG measures and transitionals — SCR
               
               
                  Total amount of SCR calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures
               
            
                  C0020/R0090
               
               
                  Without transitional on technical provisions — SCR
               
               
                  Total amount of SCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0030/R0090
               
               
                  Impact of transitional on technical provisions — SCR
               
               
                  Amount of the adjustment to the SCR due to the application of the transitional deduction to technical provisions.
                  It shall be the difference between the SCR calculated considering technical provisions without transitional deduction to technical provisions and considering technical provisions with LTG and transitional measures.
               
            
                  C0040/R0090
               
               
                  Without transitional on interest rate — SCR
               
               
                  Total amount of SCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment.
               
            
                  C0050/R0090
               
               
                  Impact of transitional on interest rate — SCR
               
               
                  Amount of the adjustment to the SCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure.
                  It shall be the difference between the SCR calculated considering technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and considering technical provisions with LTG and transitional measures.
               
            
                  C0060/R0090
               
               
                  Without volatility adjustment and without other transitional measures — SCR
               
               
                  Total amount of SCR calculated considering Technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment.
               
            
                  C0070/R0090
               
               
                  Impact of volatility adjustment set to zero — SCR
               
               
                  Amount of the adjustment to the SCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero.
                  It shall be the difference between the SCR considering technical provisions without volatility adjustment and without other transitional measures and the maximum between the SCR considering technical provisions reported under C0010, C0020 and C0040.
               
            
                  C0080/R0090
               
               
                  Without matching adjustment and without all the others — SCR
               
               
                  Total amount of SCR calculated considering Technical provisions without any LTG measure.
               
            
                  C0090/R0090
               
               
                  Impact of matching adjustment set to zero — SCR
               
               
                  Amount of the adjustment to the SCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero.
                  It shall be the difference between the SCR calculated considering technical provisions without matching adjustment and without all the other transitional measures and the maximum between the SCR considering technical provisions reported under C0010, C0020, C0040 and C0060.
               
            
                  C0100/R0090
               
               
                  Impact of all LTG measures and transitionals — SCR
               
               
                  Amount of the adjustment to the SCR due to the application of the LTG measures and transitionals.
               
            
         S.23.01 — Own Funds
      
      
         General comments:
      
      This section relates to opening, quarterly and annual submission for groups.
      The template is applicable under all three calculation methods for group solvency capital requirement. Since most of the items are applicable to the part of the group that is covered by method 1, the items applicable when Deduction and Aggregation is used, exclusively or in combination with method 1, are clearly identified in the instructions.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Basic own funds before deduction for participations in other financial sector
                  
               
            
                  R0010/C0010
               
               
                  Ordinary share capital (gross of own shares) — total
               
               
                  This is the total ordinary share capital, both held directly and indirectly (before deduction of own shares). This is the total ordinary share capital of the group that fully satisfies the criteria for Tier 1 or Tier 2 items. Any ordinary share capital that does not fully satisfy the criteria shall be treated as preference shares capital and classified accordingly notwithstanding their description or designation.
               
            
                  R0010/C0020
               
               
                  Ordinary share capital (gross of own shares) — tier 1 unrestricted
               
               
                  This is the amount of paid up ordinary share capital that meets unrestricted Tier 1– criteria.
               
            
                  R0010/C0040
               
               
                  Ordinary share capital (gross of own shares) — tier 2
               
               
                  This is the amount of called up ordinary share capital that meets the criteria for Tier 2.
               
            
                  R0020/C0010
               
               
                  Non–available called but not paid in ordinary share capital at group level — total
               
               
                  This is the total amount of called but not paid in ordinary share capital which is deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC.
               
            
                  R0020/C0020
               
               
                  Non–available called but not paid in ordinary share capital at group level — tier 1 unrestricted
               
               
                  This is the total amount of called but not paid in ordinary share capital which is deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meets tier 1 unrestricted criteria.
               
            
                  R0020/C0040
               
               
                  Non–available called but not paid in ordinary share capital at group level –tier 2
               
               
                  This is the amount of called but not paid in ordinary share capital which is deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC which meets the criteria for Tier 2.
               
            
                  R0030/C0010
               
               
                  Share premium account related to ordinary share capital — total
               
               
                  The total share premium account related to ordinary share capital that fully satisfies the criteria for Tier 1 or Tier 2 items.
               
            
                  R0030/C0020
               
               
                  Share premium account related to ordinary share capital — tier 1 unrestricted
               
               
                  This is the amount of the share premium account related to ordinary shares that meets the criteria for Tier 1 unrestricted because it relates to ordinary share capital treated as unrestricted Tier 1.
               
            
                  R0030/C0040
               
               
                  Share premium account related to ordinary share capital — tier 2
               
               
                  This is the amount of the share premium account related to ordinary shares that meets the criteria for Tier 2 because it relates to ordinary share capital treated as Tier 2.
               
            
                  R0040/C0010
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings — total
               
               
                  The initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings that fully satisfies the criteria for Tier 1 or Tier 2 items.
               
            
                  R0040/C0020
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings — tier 1 unrestricted
               
               
                  This is the amount of the initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings that meets the criteria for Tier 1 unrestricted.
               
            
                  R0040/C0040
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings — tier 2
               
               
                  This is the amount of the initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings that meets Tier 2 criteria.
               
            
                  R0050/C0010
               
               
                  Subordinated mutual member accounts — total
               
               
                  This is the total amount of subordinated mutual member accounts that fully satisfy the criteria for Tier 1 restricted, Tier 2 or Tier 3 items.
               
            
                  R0050/C0030
               
               
                  Subordinated mutual member accounts — tier 1 restricted
               
               
                  This is the amount of subordinated mutual member accounts that meet the criteria for Tier 1 restricted.
               
            
                  R0050/C0040
               
               
                  Subordinated mutual member accounts — tier 2
               
               
                  This is the amount of subordinated mutual member accounts that meet the criteria for Tier 2.
               
            
                  R0050/C0050
               
               
                  Subordinated mutual member accounts — tier 3
               
               
                  This is the amount of subordinated mutual member accounts that meet the criteria for Tier 3.
               
            
                  R0060/C0010
               
               
                  Non–available subordinated mutual member accounts at group level — total
               
               
                  This is the total amount of subordinated mutual member accounts which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC.
               
            
                  R0060/C0030
               
               
                  Non–available subordinated mutual member accounts at group level — tier 1 restricted
               
               
                  This is the amount of subordinated mutual member accounts which are deemed non–available as defined in Article 222(2)–(5) of Directive 2009/138/EC that meet the criteria for Tier 1 restricted.
               
            
                  R0060/C0040
               
               
                  Non–available subordinated mutual member accounts at group level — tier 2
               
               
                  This is the amount of subordinated mutual member accounts which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 2.
               
            
                  R0060/C0050
               
               
                  Non–available subordinated mutual member accounts at group level — tier 3
               
               
                  This is the amount of subordinated mutual member accounts which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 3.
               
            
                  R0070/C0010
               
               
                  Surplus funds — total
               
               
                  This is the total amount of surplus funds that fall under Article 91 (2) of the Directive 2009/138/EC.
               
            
                  R0070/C0020
               
               
                  Surplus funds — tier 1 unrestricted
               
               
                  These are the surplus funds that fall under Article 91 (2) of the Directive 2009/138/EC and that meet the criteria for Tier 1 unrestricted items.
               
            
                  R0080/C0010
               
               
                  Non–available surplus funds at group level) –total
               
               
                  This is the total amount of surplus funds which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC.
               
            
                  R0080/C0020
               
               
                  Non–available surplus funds at group level) — tier 1 unrestricted
               
               
                  This is the amount of surplus funds that are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 1 unrestricted items.
               
            
                  R0090/C0010
               
               
                  Preference shares — total
               
               
                  This is the total amount of preference shares issued that fully satisfy the criteria for Tier 1 restricted, Tier 2 or Tier 3 items.
               
            
                  R0090/C0030
               
               
                  Preference shares — tier 1 restricted
               
               
                  This is the amount of the preference shares issued that meet the criteria for Tier 1 restricted.
               
            
                  R0090/C0040
               
               
                  Preference shares — tier 2
               
               
                  This is the amount of the preference shares issued that meet the criteria for Tier 2.
               
            
                  R0090/C0050
               
               
                  Preference shares — tier 3
               
               
                  This is the amount of the preference shares issued that meet the criteria for Tier 3.
               
            
                  R0100/C0010
               
               
                  Non–available preference shares at group level — total
               
               
                  This is the total amount of preference shares which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC.
               
            
                  R0100/C0030
               
               
                  Non–available preference shares at group level — tier 1 Restricted
               
               
                  This is the amount of preference shares which are deemed non — available as defined in Article 222(2)–(5) of the Directive 2009/138/EC and which meet the criteria for Tier 1 restricted items.
               
            
                  R0100/C0040
               
               
                  Non–available preference shares at group level — tier 2
               
               
                  This is the amount of preference shares which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC and which meet the criteria for Tier 2.
               
            
                  R0100/C0050
               
               
                  Non–available preference shares at group level — tier 3
               
               
                  This is the amount of preference shares which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC and which meet the criteria for Tier 3.
               
            
                  R0110/C0010
               
               
                  Share premium account related to preference shares — total
               
               
                  The total share premium account related to preference shares capital that fully satisfies the criteria for Tier 1 restricted, Tier 2 or Tier 3 items.
               
            
                  R0110/C0030
               
               
                  Share premium account related to preference shares — tier 1 restricted
               
               
                  This is the amount of the share premium account that relates to preference shares that meets the criteria for Tier 1 restricted items because it relates to preference shares treated as Tier 1 restricted items.
               
            
                  R0110/C0040
               
               
                  Share premium account related to preference shares — tier 2
               
               
                  This is the amount of the share premium account that relates to preference shares that meets the criteria for Tier 2 because it relates to preference shares treated as Tier 2.
               
            
                  R0110/C0050
               
               
                  Share premium account related to preference shares — tier 3
               
               
                  This is the amount of the share premium account that relates to preference shares that meets the criteria for Tier 3 because it relates to preference shares treated as Tier 3.
               
            
                  R0120/C0010
               
               
                  Non–available share premium account related to preference shares at group level — total
               
               
                  This is the total amount of the share premium account relating to preference shares that is deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC.
               
            
                  R0120/C0030
               
               
                  Non–available share premium account related to preference shares at group level — tier 1 restricted
               
               
                  This is the amount of the share premium account relating to preference shares that is deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC and which meets the criteria for Tier 1 restricted items.
               
            
                  R0120/C0040
               
               
                  Non–available share premium account related to preference shares at group level — tier 2
               
               
                  This is the amount of the share premium account relating to preference shares that is deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC and which meets the criteria for Tier 2.
               
            
                  R0120/C0050
               
               
                  Non–available share premium account related to preference shares at group level — tier 3
               
               
                  This is the amount of the share premium account relating to preference shares that is deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC and which meets the criteria for Tier 3.
               
            
                  R0130/C0010
               
               
                  Reconciliation reserve — total
               
               
                  The total reconciliation reserve represents reserves (e.g. retained earnings), net of adjustments (e.g. ring–fenced funds). It results mainly from differences between accounting valuation and valuation according to Article 75 of Directive 2009/138/EC.
               
            
                  R0130/C0020
               
               
                  Reconciliation — tier 1 unrestricted
               
               
                  The reconciliation reserve represents reserves (e.g. retained earnings), net of adjustments (e.g. ring–fenced funds). It results mainly from differences between accounting valuation and valuation according to Directive 2009/138/EC.
               
            
                  R0140/C0010
               
               
                  Subordinated liabilities — total
               
               
                  This is the total amount of subordinated liabilities.
               
            
                  R0140/C0030
               
               
                  Subordinated liabilities — tier 1 restricted
               
               
                  This is the amount of subordinated liabilities that meet the criteria for Tier 1 restricted items.
               
            
                  R0140/C0040
               
               
                  Subordinated liabilities — tier 2
               
               
                  This is the amount of subordinated liabilities that meet the criteria for Tier 2.
               
            
                  R0140/C0050
               
               
                  Subordinated liabilities — tier 3
               
               
                  This is the amount of subordinated liabilities that meet the criteria for Tier 3.
               
            
                  R0150/C0010
               
               
                  Non–available subordinated liabilities at group level — total
               
               
                  This is the total amount of subordinated liabilities that are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC.
               
            
                  R0150/C0030
               
               
                  Non–available subordinated liabilities at group level — tier 1 restricted
               
               
                  This is the amount of subordinate liabilities that are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 1 restricted items.
               
            
                  R0150/C0040
               
               
                  Non–available subordinated liabilities at group level — tier 2
               
               
                  This is the amount of subordinated liabilities that are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 2.
               
            
                  R0150/C0050
               
               
                  Non–available subordinated liabilities at group level — tier 3
               
               
                  This is the amount of subordinated liabilities that are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 3.
               
            
                  R0160/C0010
               
               
                  An amount equal to the value of net deferred tax assets — total
               
               
                  This is the total amount of net deferred tax assets.
               
            
                  R0160/C0050
               
               
                  An amount equal to the value of net deferred tax assets — tier 3
               
               
                  This is the amount of net deferred tax assets that meet the tier 3 classification criteria.
               
            
                  R0170/C0010
               
               
                  An amount equal to the value of net deferred tax assets non available at group level –total
               
               
                  This is the total amount of net deferred tax assets which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC.
               
            
                  R0170/C0050
               
               
                  An amount equal to the value of net deferred tax assets non available at group level –Tier 3
               
               
                  This is the amount of net deferred tax assets which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 3.
               
            
                  R0180/C0010
               
               
                  Other own fund items approved by the supervisory authority as basic own funds not specified above
               
               
                  This is the total of basic own fund items not identified above and that received supervisory approval.
               
            
                  R0180/C0020
               
               
                  Other own fund items approved by the supervisory authority as basic own funds not specified above — tier 1 unrestricted
               
               
                  This is the amount of basic own fund items not identified above that meet Tier 1 unrestricted criteria and that received supervisory approval.
               
            
                  R0180/C0030
               
               
                  Other own fund items approved by the supervisory authority as basic own funds not specified above — Tier 1 restricted
               
               
                  This is the amount of basic own fund items not identified above which meet the criteria for Tier 1, restricted items and that received supervisory approval.
               
            
                  R0180/C0040
               
               
                  Other own fund items approved by the supervisory authority as basic own funds not specified above — tier 2
               
               
                  This is the amount of basic own fund items not identified above that meet the criteria for Tier 2 and that received supervisory approval.
               
            
                  R0180/C0050
               
               
                  Other own fund items approved by the supervisory authority as basic own funds not specified above — tier 3
               
               
                  This is the amount of basic own fund items not identified above that meet the criteria for Tier 3 and that received supervisory approval.
               
            
                  R0190/C0010
               
               
                  Non–available own funds related to other own funds items approved by supervisory authority — total
               
               
                  This is the total amount of own fund items related to other items approved by supervisory authority as basic own funds not specified above which are deemed non–available, as defined in Article 222(2)–(5) of the Directive 2009/138/EC.
               
            
                  R0190/C0020
               
               
                  Non–available own funds related to other own funds items approved by supervisory authority — tier 1 unrestricted items
               
               
                  This is the amount of own fund items related to other items approved by supervisory authority as basic own funds not specified above which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 1 unrestricted items.
               
            
                  R0190/C0030
               
               
                  Non–available own funds related to other own funds items approved by supervisory authority — tier 1 restricted items
               
               
                  This is the amount of own fund items related to other items approved by supervisory authority as basic own funds not specified above which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 1 restricted items.
               
            
                  R0190/C0040
               
               
                  Non–available own funds related to other own funds items approved by supervisory authority — tier 2
               
               
                  This is the amount of own fund items related to other items approved by supervisory authority as basic own funds not specified above which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 2.
               
            
                  R0190/C0050
               
               
                  Non–available own funds related to other own funds items approved by supervisory authority — tier 3
               
               
                  This is the amount of own fund items related to other items approved by supervisory authority as basic own funds not specified above which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 3.
               
            
                  R0200/C0010
               
               
                  Minority interests at group level (if not reported as part of another own fund item)– total
               
               
                  This is the total of minority interests in the group being reported upon. This row shall be reported if minority interests have not been already included in other items of basic own fund (‘BOF’) (i.e. minority interests shall not be counted twice).
               
            
                  R0200/C0020
               
               
                  Minority interests at group level (if not reported as part of another own fund item)– tier 1 unrestricted
               
               
                  The amount of minority interests in the group being reported upon that meet the criteria for Tier 1 unrestricted items.
               
            
                  R0200/C0030
               
               
                  Minority interests at group level (if not reported as part of another own fund item)– tier 1 restricted
               
               
                  The amount of minority interests in the group being reported upon that meet the criteria for Tier 1 restricted items.
               
            
                  R0200/C0040
               
               
                  Minority interests at group level (if not reported as part of another own fund item)– tier 2
               
               
                  The amount of minority interests in the group being reported upon that meet the criteria for Tier 2.
               
            
                  R0200/C0050
               
               
                  Minority interests at group level (if not reported as part of another own fund item)– tier 3
               
               
                  The amount of minority interests in the group being reported upon that meet the criteria for Tier 3.
               
            
                  R0210/C0010
               
               
                  Non available minority interests at group level — total
               
               
                  This is the total amount of minority interests which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC.
               
            
                  R0210/C0020
               
               
                  Non available minority interests at group level — tier 1 unrestricted
               
               
                  This is the amount of minority interests which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 1 unrestricted.
               
            
                  R0210/C0030
               
               
                  Non available minority interests at group level — tier 1 restricted
               
               
                  This is the amount of minority interests which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 1 restricted.
               
            
                  R0210/C0040
               
               
                  Non available minority interests at group level — tier 2
               
               
                  This is the amount of minority interests which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 2.
               
            
                  R0210/C0050
               
               
                  Non available minority interests at group level — tier 3
               
               
                  This is the amount of minority interests which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 3.
               
            
                  
                     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/C0010
               
               
                  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 — total
               
               
                  This is the total amount of own fund items from financial statements that are not represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds.
                  These own fund items are either:
                  
                              i)
                           
                           
                              items that appear in the lists of own fund items, but fail to meet the classification criteria or the transitional provisions; or
                           
                        
                              ii)
                           
                           
                              items intended to perform the role of own funds that are not on the list of own fund items and have not been approved by the supervisory authority, and do not appear on the balance sheet as liabilities.
                           
                        Subordinated liabilities which do not count as basic own funds shall not be reported here, but on the balance sheet (template S.02.01) as subordinated liabilities that do not count as basic own funds.
               
            
                  
                     Deductions
                  
               
            
                  R0230/C0010
               
               
                  Deductions for participations in other financial undertakings, including non–regulated undertakings carrying out financial activities — total
               
               
                  This is the total deduction for participations in credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies, institutions for occupational retirement provisions, non–regulated undertakings carrying out financial activities, including the participations that are deducted according to Article 228, paragraph 2 of the Directive 2009/138/EC.
                  Those participations are deducted from basic own funds and added back as own funds according to the relevant sectoral rules in the rows from R0410 to R0440, thereby facilitating the calculation of SCR ratios both excluding and including other financial sector entities.
               
            
                  R0230/C0020
               
               
                  Deductions for participations in other financial undertakings, including non–regulated undertakings carrying out financial activities — tier 1 unrestricted
               
               
                  This is the deduction of the participations in credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies, institutions for occupational retirement provisions, non–regulated undertakings carrying out financial activities, including the participations that are deducted according to Article 228, paragraph 2 of the Directive 2009/138/EC (to be showed separately in the row R0240).
                  Those participations are deducted from basic own funds and added back as own funds according to the relevant sectoral rules in the rows from R0410 to R0440, thereby facilitating the calculation of SCR ratios both excluding and including other financial sector entities — tier 1 unrestricted items.
               
            
                  R0230/C0030
               
               
                  Deductions for in other financial undertakings, including non–regulated undertakings carrying out financial activities — tier 1 restricted
               
               
                  This is the deduction of the participations in credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies, institutions for occupational retirement provisions, non–regulated undertakings carrying out financial activities, including the participations that are deducted according to Article 228, paragraph 2 of the Directive 2009/138/EC.
                  Those participations are deducted from basic own funds and added back as own funds according to the relevant sectoral rules in the rows from R0410 to R0440, thereby facilitating the calculation of SCR ratios both excluding and including other financial sector entities — tier 1 restricted items.
               
            
                  R0230/C0040
               
               
                  Deductions for participations in other financial undertakings, including non–regulated undertakings carrying out financial activities — tier 2
               
               
                  This is the deduction of the participations in credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies, institutions for occupational retirement provisions, non–regulated undertakings carrying out financial activities, including the participations that are deducted according to Article 228, paragraph 2 of the Directive 2009/138/EC.
                  Those participations are deducted from basic own funds and added back as own funds according to the relevant sectoral rules in the rows from R0410 to R0440, thereby facilitating the calculation of SCR ratios both excluding and including other financial sector entities — tier 2.
               
            
                  R0240/C0010
               
               
                  whereof deducted according to art 228 of the Directive 2009/138/EC– total
               
               
                  This is the total value of participations deducted according to Article 228, paragraph 2 of the Directive 2009/138/EC, as part of the value reported in row R0230 — total
               
            
                  R0240/C0020
               
               
                  whereof deducted according to art 228 of the Directive 2009/138/EC — tier 1 unrestricted
               
               
                  This is the value of participations that are deducted according to Article 228, paragraph 2 of the Directive 2009/138/EC, as part of the value reported in row R0230 — tier 1 unrestricted
               
            
                  R0240/C0030
               
               
                  whereof deducted according to art 228 of the Directive 2009/138/EC — tier 1 restricted
               
               
                  This is the value of participations deducted according to Article 228, paragraph 2 of the Directive 2009/138/EC, as part of the value reported in row R0230 — tier 1 restricted
               
            
                  R0240/C0040
               
               
                  whereof deducted according to art 228 of the Directive 2009/138/EC — tier 2
               
               
                  This is the value of participations deducted according to Article 228, paragraph 2 of the Directive 2009/138/EC, as part of the value reported in row R0230 — tier 2
               
            
                  R0250/C0010
               
               
                  Deductions for participations where there is non–availability of information (Article 229) — total
               
               
                  This is the total deduction of the participations in related undertakings when the information necessary for calculating the group solvency is not available, according to article 229 of the Directive 2009/138/EC.
               
            
                  R0250/C0020
               
               
                  Deductions for participations where there is non–availability of information (Article 229) — tier 1 unrestricted
               
               
                  This is the deduction of the participations in related undertakings when the information necessary for calculating the group solvency is not available, according to article 229 of the Directive 2009/138/EC — tier 1 unrestricted.
               
            
                  R0250/C0030
               
               
                  Deductions for participations where there is non–availability of information (Article 229) — tier 1 restricted
               
               
                  This is the deduction of the participations in related undertakings when the information necessary for calculating the group solvency is not available, according to article 229 of the Directive 2009/138/EC — tier 1 restricted.
               
            
                  R0250/C0040
               
               
                  Deductions for participations where there is non–availability of information (Article 229) — tier 2
               
               
                  This is the deduction of the participations in related undertakings when the information necessary for calculating the group solvency is not available, according to article 229 of the Directive 2009/138/EC, Tier 2.
               
            
                  R0250/C0050
               
               
                  Deductions for participations where there is non–availability of information (Article 229) — tier 3
               
               
                  This is the deduction of the participations in related undertakings when the information necessary for calculating the group solvency is not available, according to article 229 of the Directive 2009/138/EC, Tier 3.
               
            
                  R0260/C0010
               
               
                  Deduction for participations included via deduction and aggregation (‘D&A’) when the combination of methods is used — total
               
               
                  This is the total deduction of the participations in related undertakings included with the Deduction and Aggregation when the combination of methods is used.
               
            
                  R0260/C0020
               
               
                  Deduction for participations included with D&A when the combination of methods is used — tier 1 unrestricted
               
               
                  This is the deduction of the participations in related undertakings included with the Deduction and Aggregation method when the combination of methods is used — tier 1 unrestricted.
               
            
                  R0260/C0030
               
               
                  Deduction for participations included with D&A when the combination of methods is used — tier 1 restricted
               
               
                  This is the deduction of the participations in related undertakings included with the Deduction and Aggregation when a combination of methods is used — tier 1 restricted.
               
            
                  R0260/C0040
               
               
                  Deduction for participations included with D&A when the combination of methods is used — tier 2
               
               
                  This is the deduction of the participations in related undertakings included with the Deduction and Aggregation method when the combination of methods is used — tier 2.
               
            
                  R0260/C0050
               
               
                  Deduction for participations included with D&A when combination of methods is used — tier 3
               
               
                  This is the deduction of the participations in related undertakings included with the Deduction and Aggregation method when the combination of methods is used — tier 3.
               
            
                  R0270/C0010
               
               
                  Total of non–available own fund items — total
               
               
                  This is the total of non– available own fund items.
               
            
                  R0270/C0020
               
               
                  Total of non–available own fund items — tier 1 unrestricted
               
               
                  This is the non– available own fund items in Tier 1 unrestricted items.
               
            
                  R0270/C0030
               
               
                  Total of non–available own fund items — tier 1 restricted
               
               
                  This is the non–available own fund items — tier 1 restricted items.
               
            
                  R0270/C0040
               
               
                  Total of non–available own fund items — tier 2
               
               
                  This is the non–available own fund items — tier 2.
               
            
                  R0270/C0050
               
               
                  Total of non–available own fund items — tier 3
               
               
                  This is the non–available own fund items — tier 3.
               
            
                  R0280/C0010
               
               
                  Total deductions — total
               
               
                  This is the total amount of deductions not included in the reconciliation reserves.
               
            
                  R0280/C0020
               
               
                  Total deductions — tier 1 unrestricted
               
               
                  This is the amount of deductions from tier 1 unrestricted not included in the reconciliation reserves.
               
            
                  R0280/C0030
               
               
                  Total deductions — tier 1 restricted
               
               
                  This is the amount of deductions from tier 1 restricted not included in the reconciliation reserves.
               
            
                  R0280/C0040
               
               
                  Total deductions — tier 2
               
               
                  This is the amount of deductions from tier 2 not included in the reconciliation reserves.
               
            
                  R0280/C0050
               
               
                  Total deductions — tier 3
               
               
                  This is the amount of deductions from tier 3 not included in the reconciliation reserves.
               
            
                  
                     Total basic own funds after deductions
                  
               
            
                  R0290/C0010
               
               
                  Total basic own funds after deductions
               
               
                  This is the total amount of basic own fund items after deductions.
               
            
                  R0290/C0020
               
               
                  Total basic own funds after deductions — tier 1 unrestricted
               
               
                  This is the amount of basic own fund items after deductions that meet the criteria for Tier 1 unrestricted items.
               
            
                  R0290/C0030
               
               
                  Total basic own funds after deductions — tier 1 restricted
               
               
                  This is the amount of basic own fund items after adjustments that meet the criteria for Tier 1 restricted items.
               
            
                  R0290/C0040
               
               
                  Total basic own funds after deductions — tier 2
               
               
                  This is the amount of basic own fund items after adjustments that meet the criteria for Tier 2.
               
            
                  R0290/C0050
               
               
                  Total basic own funds after deductions — tier 3
               
               
                  This is the amount of basic own fund items after adjustments that meet the criteria for Tier 3.
               
            
                  
                     Ancillary own funds
                  
               
            
                  R0300/C0010
               
               
                  Unpaid and uncalled ordinary share capital callable on demand — total
               
               
                  This is the total amount of issued ordinary share capital that has not been called up or paid up but that is callable on demand.
               
            
                  R0300/C0040
               
               
                  Unpaid and uncalled ordinary share capital callable on demand — tier 2
               
               
                  This is the amount of issued ordinary share capital that has not been called up or paid up but that is callable on demand that meets the criteria for Tier 2.
               
            
                  R0310/C0010
               
               
                  Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual — type undertakings, callable on demand–total
               
               
                  This is the total amount of initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings that has not been called up or paid up but that is callable on demand.
               
            
                  R0310/C0040
               
               
                  Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings, callable on demand — tier 2
               
               
                  This is the amount of initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual–type undertakings that has not been called up or paid up but that is callable on demand that meets the criteria for Tier 2.
               
            
                  R0320/C0010
               
               
                  Unpaid and uncalled preference shares callable on demand — total
               
               
                  This is the total amount of preference shares that have not been called up or paid up but that are callable on demand.
               
            
                  R0320/C0040
               
               
                  Unpaid and uncalled preference shares callable on demand — tier 2
               
               
                  This is the amount of preference shares that have not been called up or paid up but that are callable on demand that meet the criteria for Tier 2.
               
            
                  R0320/C0050
               
               
                  Unpaid and uncalled preference shares callable on demand — tier 3
               
               
                  This is the amount of preference shares that have not been called up or paid up but that are callable on demand that meet the criteria for Tier 3
               
            
                  R0330/C0010
               
               
                  A legally binding commitment to subscribe and pay for subordinated liabilities on demand — total
               
               
                  This is the total amount of legally binding commitments to subscribe and pay for subordinated liabilities on demand.
               
            
                  R0330/C0040
               
               
                  A legally binding commitment to subscribe and pay for subordinated liabilities on demand — tier 2
               
               
                  This is the amount of legally binding commitments to subscribe and pay for subordinated liabilities on demand that meet the criteria for Tier 2.
               
            
                  R0330/C0050
               
               
                  A legally binding commitment to subscribe and pay for subordinated liabilities on demand — tier 3
               
               
                  This is the amount of legally binding commitments to subscribe and pay for subordinated liabilities on demand that meet the criteria for Tier 3.
               
            
                  R0340/C0010
               
               
                  Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC — total
               
               
                  This is the total amount of letters of credit and guarantees that are held in trust for the benefit of insurance creditors by an independent trustee and provided by credit institutions authorised in accordance with Directive 2006/48/EC.
               
            
                  R0340/C0040
               
               
                  Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC — tier 2
               
               
                  This is the amount of letters of credit and guarantees that are held in trust for the benefit of insurance creditors by an independent trustee and provided by credit institutions authorised in accordance with Directive 2006/48/EC that meet the criteria for Tier 2.
               
            
                  R0350/C0010
               
               
                  Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC — total
               
               
                  This is the total amount of letters of credit and guarantees that satisfy criteria for Tier 2 or Tier 3, other than those that are held in trust for the benefit of insurance creditors by an independent trustee and provided by credit institutions authorised in accordance with Directive 2006/48/EC.
               
            
                  R0350/C0040
               
               
                  Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC — tier 2
               
               
                  This is the amount of letters of credit and guarantees that meet the criteria for Tier 2, other than those which are held in trust for the benefit of insurance creditors by an independent trustee and provided by credit institutions authorised in accordance with Directive 2006/48/EC.
               
            
                  R0350/C0050
               
               
                  Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC– tier 3
               
               
                  This is the amount of letters of credit and guarantees that meet the criteria for Tier 3, other than those which are held in trust for the benefit of insurance creditors by an independent trustee and provided by credit institutions authorised in accordance with Directive 2006/48/EC.
               
            
                  R0360/C0010
               
               
                  Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC — total
               
               
                  This is the total amount of any future claims which mutual or mutual–type associations of ship owners with variable contributions solely insuring risks listed in classes 6, 12 and 17 in Part A of Annex I may have against their members by way of a call for supplementary contributions, within the following 12 months.
               
            
                  R0360/C0040
               
               
                  Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC — tier 2
               
               
                  This is the amount of any future claims which mutual or mutual–type associations of ship owners with variable contributions solely insuring risks listed in classes 6, 12 and 17 in Part A of Annex I may have against their members by way of a call for supplementary contributions, within the following 12 months.
               
            
                  R0370/C0010
               
               
                  Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC
               
               
                  This is the total amount of any future claims which mutual or mutual–type associations with variable contributions may have against their members by way of a call for supplementary contributions, within the following 12 months, other than those described in the first subparagraph of article 96(3) of the Directive 2009/138/EC.
               
            
                  R0370/C0040
               
               
                  Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC — tier 2
               
               
                  This is the amount of any future claims which mutual or mutual–type associations of with variable contributions may have against their members by way of a call for supplementary contributions within the following 12 months, other than those described in the first subparagraph of article 96(3) of the Directive 2009/138/EC that meet the criteria for Tier 2.
               
            
                  R0370/C0050
               
               
                  Supplementary members calls — other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC — tier 3
               
               
                  This is the amount of any future claims which mutual or mutual–type associations with variable contributions may have against their members by way of a call for supplementary contributions within the following 12 months, other than those described in the first subparagraph of article 96(3) of the Framework Directive 2009/138/EC that meet the criteria for Tier 3.
               
            
                  R0380/C0010
               
               
                  Non available ancillary own funds at group level — total
               
               
                  This is the total amount of ancillary own funds which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC.
               
            
                  R0380/C0040
               
               
                  Non available ancillary own funds at group level — tier 2
               
               
                  This is the amount of ancillary own funds which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 2.
               
            
                  R0380/C0050
               
               
                  Non available ancillary own funds at group level — tier 3
               
               
                  This is the amount of ancillary own funds which are deemed non–available as defined in Article 222(2)–(5) of the Directive 2009/138/EC that meet the criteria for Tier 3.
               
            
                  R0390/C0010
               
               
                  Other ancillary own funds — total
               
               
                  This is the total amount of other ancillary own funds.
               
            
                  R0390/C0040
               
               
                  Other ancillary own funds — tier 2
               
               
                  This is the amount of other ancillary own funds that meet criteria for Tier 2.
               
            
                  R0390/C0050
               
               
                  Other ancillary own funds — tier 3
               
               
                  This is the amount of other ancillary own funds that meet criteria for Tier 3.
               
            
                  R0400/C0010
               
               
                  Total ancillary own funds
               
               
                  This is the total amount of ancillary own fund items.
               
            
                  R0400/C0040
               
               
                  Total ancillary own funds tier 2
               
               
                  This is the amount of ancillary own fund items that meet the criteria for Tier 2.
               
            
                  R0400/C0050
               
               
                  Total ancillary own funds — tier 3
               
               
                  This is the amount of ancillary own fund items that meet the criteria for Tier 3.
               
            
                  
                     Own funds of other financial sectors
                  
               
            
                  
                     The following items are applicable also in case of D&A and combination of methods
                  
               
            
                  R0410/C0010
               
               
                  Credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies — total
               
               
                  Total of own funds in credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies already net of any relevant Intragroup Transaction. Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0410/C0020
               
               
                  Credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies — Tier 1 unrestricted
               
               
                  Own funds in credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies already net of any relevant Intragroup Transaction — tier 1 unrestricted.
                  Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0410/C0030
               
               
                  Credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies — Tier 1 restricted
               
               
                  Own funds in credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies already net of any relevant Intragroup Transaction — tier 1 restricted.
                  Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0410/C0040
               
               
                  Credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies — Tier 2
               
               
                  Own funds in credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies already net of any relevant Intragroup Transaction — tier 2.
                  Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0420/C0010
               
               
                  Institutions for occupational retirement provision — total
               
               
                  Total of own funds in institutions for occupational retirement provision, already net of any relevant Intragroup Transaction. Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0420/C0020
               
               
                  Institutions for occupational retirement provision –tier 1 unrestricted
               
               
                  Own funds in institutions for occupational retirement provision, already net of any relevant Intragroup Transaction– tier 1 unrestricted.
                  Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to article 228, paragraph 2 of the Directive 2009/138/EC
               
            
                  R0420/C0030
               
               
                  Institutions for occupational retirement provision –tier 1 restricted
               
               
                  Own funds in institutions for occupational retirement provision, already net of any relevant Intragroup Transaction– tier 1 restricted.
                  Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to Article 228, paragraph 2 of the Directive 2009/138/EC
               
            
                  R0420/C0040
               
               
                  Institutions for occupational retirement provision –tier 2
               
               
                  Own funds in institutions for occupational retirement provision, already net of any relevant Intragroup Transaction– tier 2.
                  Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to article 228, paragraph 2 of the Directive 2009/138/EC
               
            
                  R0420/C0050
               
               
                  Institutions for occupational retirement provision –tier 3
               
               
                  Own funds in institutions for occupational retirement provision, already net of any relevant Intragroup Transaction– tier 3.
                  Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to Article 228, paragraph 2 of the Directive 2009/138/EC
               
            
                  R0430/C0010
               
               
                  Non–regulated entities carrying out financial activities — total
               
               
                  Total of own funds in non–regulated entities carrying out financial activities, already net of any relevant Intragroup Transaction. Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0430/C0020
               
               
                  Non–regulated entities carrying out financial activities — tier 1 unrestricted
               
               
                  Own funds in non–regulated entities carrying out financial activities, already net of any relevant Intragroup Transaction — tier 1 unrestricted.
                  Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to Article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0430/C0030
               
               
                  Non–regulated entities carrying out financial activities — tier 1 restricted
               
               
                  Own funds in non–regulated entities carrying out financial activities, already net of any relevant Intragroup Transaction — tier 1 restricted.
                  Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0430/C0040
               
               
                  Non–regulated entities carrying out financial activities — tier 2
               
               
                  Own funds in non–regulated entities carrying out financial activities, already net of any relevant Intragroup Transaction — tier 2.
                  Those items should be also deducted of any non–available own funds according to the relevant sectoral rules and deducted of own funds according to article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0440/C0010
               
               
                  Total own funds of other financial sectors — total
               
               
                  Total of own funds in other financial sectors.
                  The total own funds deducted in cell R0230/C0010 are brought back here after the adjustment for non– available own funds according to the relevant sectoral rules and after the deduction according to Article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0440/C0020
               
               
                  Total own funds of other financial sectors — tier 1 unrestricted
               
               
                  Total of own funds in other financial sectors –tier 1 unrestricted.
                  The total own funds deducted in cell R0230/C0010 are brought back here after the adjustment for non– available own funds according to the relevant sectoral rules and after the deduction according to Article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0440/C0030
               
               
                  Total own funds of other financial sectors — tier 1 restricted
               
               
                  Total of own funds in other financial sectors –tier 1 restricted.
                  The total own funds deducted in cell R0230/C0010 are brought back here after the adjustment for non– available own funds according to the relevant sectoral rules and after the deduction according to Article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  R0440/C0040
               
               
                  Total own funds of other financial sectors — tier 2
               
               
                  Total of own funds in other financial sectors –tier 2.
                  The total own funds deducted in cell R0230/C0010 are brought back here after the adjustment for non– available own funds according to the relevant sectoral rules and after the deduction according to Article 228, paragraph 2 of the Directive 2009/138/EC.
               
            
                  
                     Own funds when using the D&A, exclusively or in combination of method 1
                  
               
            
                  R0450/C0010
               
               
                  Own funds aggregated when using the D&A and combination of method — Total —
               
               
                  These are the total eligible own funds of the related undertakings that have to be added for the calculation of the aggregated own funds when using the D&A or a combination of methods; after the deduction of non–available own funds at group level.
               
            
                  R0450/C0020
               
               
                  Own funds aggregated when using the D&A and combination of method — Tier 1 unrestricted
               
               
                  These are the eligible own funds of the related undertakings that have to be added for the calculation of the aggregated own funds when using the D&A or a combination of methods, classified as Tier 1 unrestricted after the deduction of non–available own funds at group level
               
            
                  R0450/C0030
               
               
                  Own funds aggregated when using the D&A and combination of method — Tier 1 restricted
               
               
                  These are the eligible own funds of the related undertakings that have to be added for the calculation of the aggregated own funds when using the D&A or a combination of methods, classified as Tier 1 restricted after the deduction of non available own funds at group level
               
            
                  R0450/C0040
               
               
                  Own funds aggregated when using the D&A and combination of method — Tier 2
               
               
                  These are the eligible own funds of the related undertakings that have to be added for the calculation of the aggregated own funds when using the D&A or a combination of methods, classified as Tier 2 after the deduction of non available own funds at group level.
               
            
                  R0450/C0050
               
               
                  Own funds aggregated when using the D&A and combination of method — Tier 3
               
               
                  These are the eligible own funds of the related undertakings that have to be added for the calculation of the aggregated own funds when using the D&A or a combination of methods, classified as Tier 3 after the deduction of non available own funds at group level.
               
            
                  R0460/C0010
               
               
                  Own funds aggregated when using the D&A and combination of method net of IGT — Total
               
               
                  These are the total eligible own funds after the elimination of the intra–group transactions for the calculation of the aggregated group eligible own funds.
                  The own funds figure reported here shall be net of non available own funds and net of IGTs.
               
            
                  R0460/C0020
               
               
                  Own funds aggregated when using the D&A and combination of method net of IGT — Tier 1 unrestricted
               
               
                  These are the eligible own funds after the elimination of the intra–group transactions for the calculation of the aggregated group eligible own funds, classified as Tier 1 unrestricted items.
                  The own funds figure reported here shall be net of non available own funds and net of IGTs.
               
            
                  R0460/C0030
               
               
                  Own funds aggregated when using the D&A and combination of method net of IGT — Tier 1 restricted
               
               
                  These are the eligible own funds after the elimination of the intra–group transactions for the calculation of the aggregated group eligible own funds, classified as Tier 1 restricted. The own funds figure reported here shall be net of non available own funds and net of IGTs.
               
            
                  R0460/C0040
               
               
                  Own funds aggregated when using the D&A and combination of method net of IGT — Tier 2
               
               
                  These are the eligible own funds after the elimination of the intra–group transactions for the calculation of the aggregated group eligible own funds, classified as Tier 2. The own funds figure reported here shall be net of non available own funds and net of IGTs.
               
            
                  R0460/C0050
               
               
                  Own funds aggregated when using the D&A and combination of method net of IGT — Tier 3
               
               
                  These are the eligible own funds after the elimination of the intra–group transactions for the calculation of the aggregated group eligible own funds, classified as Tier 3. The own funds figure reported here shall be net of non available own funds and net of IGTs.
               
            
                  R0520/C0010
               
               
                  Total available own funds to meet the consolidated group SCR (excluding the other financial sector and the undertakings included via D&A) –total
               
               
                  This is the total own funds of the undertaking, comprising basic own funds after adjustments plus ancillary own funds, that are available to meet the consolidated group SCR but excluding the own funds from other financial sector and from the undertakings included via D&A.
               
            
                  R0520/C0020
               
               
                  Total available own funds to meet the consolidated group SCR (excluding the other financial sector and the undertakings included via D&A) — tier 1 unrestricted
               
               
                  This is the own funds of the undertaking, comprising basic own funds after adjustments, that are available to meet the consolidated group SCR but excluding the own funds from other financial sector and from the undertakings included via D&A and that meet the criteria to be included in Tier 1 unrestricted items.
               
            
                  R0520/C0030
               
               
                  Total available own funds to meet the consolidated group SCR (excluding the other financial sector and the undertakings included via D&A) — tier 1 restricted
               
               
                  This is the own funds of the undertaking, comprising basic own funds after adjustments, that are available to meet the consolidated group SCR but excluding the own funds from other financial sector and from the undertakings included via D&A and that meet the criteria to be included in Tier 1 restricted items.
               
            
                  R0520/C0040
               
               
                  Total available own funds to meet the consolidated group SCR (excluding the other financial sector and the undertakings included via D&A) — tier 2
               
               
                  This is the own funds of the undertaking, comprising basic own funds after adjustments plus ancillary own funds, that are available to meet the consolidated group SCR but excluding the own funds from other financial sector and from the undertakings included via D&A and that meet the criteria to be included in Tier 2.
               
            
                  R0520/C0050
               
               
                  Total available own funds to meet the consolidated group SCR (excluding the other financial sector and the undertakings included via D&A)– tier 3
               
               
                  This is the own funds of the undertaking, comprising basic own funds after adjustments plus ancillary own funds, that are available to meet the consolidated group SCR but excluding the own funds from other financial sector and from the undertakings included via D&A and that meet the criteria to be included in Tier 3.
               
            
                  R0530/C0010
               
               
                  Total available own funds to meet the minimum consolidated group SCR –total
               
               
                  This is the total own funds of the undertaking, comprising basic own funds after adjustments, that are available to meet the minimum consolidated group SCR, excluding the own funds from other financial sector and from the undertakings included via D&A.
               
            
                  R0530/C0020
               
               
                  Total available own funds to meet the minimum consolidated group SCR– tier 1 unrestricted
               
               
                  This is the own funds of the undertaking, comprising basic own funds after adjustments, that are available to meet the minimum SCR for a group and that meet the criteria to be included in Tier 1 unrestricted.
               
            
                  R0530/C0030
               
               
                  Total available own funds to meet the minimum consolidated group SCR — tier 1 restricted
               
               
                  This is the own funds of the group, comprising basic own funds after adjustments, that are available to meet the minimum SCR for a group and that meet the criteria to be included in Tier 1 restricted items.
               
            
                  R0530/C0040
               
               
                  Total available own funds to meet the minimum consolidated group SCR — tier 2
               
               
                  This is the own funds of the undertaking, comprising basic own funds after adjustments, that are available to meet the minimum SCR for a group and that meet the criteria to be included in Tier 2.
               
            
                  R0560/C0010
               
               
                  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) — total
               
               
                  This is the total group own funds which are eligible to cover the consolidated group SCR (excluding own funds from other financial sector and from the undertakings included via D&A ) under the limits
                  For the purpose of the eligibility of those own fund items the consolidated group SCR shall not include the capital requirements from other financial sectors (Article 336 (c) of the Delegated Regulation (EU) 2015/35) consistently.
               
            
                  R0560/C0020
               
               
                  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) — tier 1 unrestricted
               
               
                  This is the group own funds which are eligible under the limits set out to meet the consolidated group SCR (excluding own funds from other financial sector and from the undertakings included via D&A), that meet the criteria for Tier 1 unrestricted items.
               
            
                  R0560/C0030
               
               
                  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) — tier 1 Restricted
               
               
                  This is the own funds which are eligible under the limits set out to meet the consolidated group SCR (excluding own funds from other financial sector and from the undertakings included via D&A), that meet the criteria for Tier 1 restricted items.
               
            
                  R0560/C0040
               
               
                  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) — tier 2
               
               
                  This is the own funds which are eligible under the limits set out to meet the consolidated group SCR (excluding own funds from other financial sector and from the undertakings included via D&A), that meet the criteria for Tier 2.
               
            
                  R0560/C0050
               
               
                  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) — tier 3
               
               
                  This is the own funds which are eligible under the limits set out to meet the consolidated group SCR (excluding own funds from other financial sector and from the undertakings included via D&A), that meet the criteria for Tier 3.
               
            
                  R0570/C0010
               
               
                  Total eligible own funds to meet the minimum consolidated group SCR– total
               
               
                  This is the total eligible own funds to meet the minimum consolidated group SCR.
               
            
                  R0570/C0020
               
               
                  Total eligible own funds to meet the minimum consolidated group SCR — tier 1 unrestricted
               
               
                  This is the eligible own funds of the group, that are available to meet the minimum consolidated group SCR that meet the criteria to be included in Tier 1 unrestricted items.
               
            
                  R0570/C0030
               
               
                  Total eligible e own funds to meet the minimum consolidated group SCR — tier 1 restricted
               
               
                  This is the eligible own funds of the group, that are available to meet the minimum consolidated group SCR that meet the criteria to be included in Tier 1 restricted items.
               
            
                  R0570/C0040
               
               
                  Total eligible own funds to meet the minimum consolidated group SCR — tier 2
               
               
                  This is the eligible own funds of the group, that are available to meet the minimum consolidated group SCR that meet the criteria to be included in Tier 2.
               
            
                  R0590/C0010
               
               
                  Consolidated Group SCR
               
               
                  Consolidated group SCR calculated for the consolidated data in accordance with Article 336, (a), (b), (c) and (d) of Delegated Regulation (EU) 2015/35.
                  For quarterly reporting this is the latest SCR to be calculated and reported, either the annual one or a more recent one in case the SCR has been recalculated (e.g. due to a change in risk profile), including capital add on.
               
            
                  R0610/C0010
               
               
                  Minimum consolidated Group SCR
               
               
                  Minimum consolidated group SCR calculated for the consolidated data (method 1) as per Article 230 or 231 of the Solvency II Directive 2009/138/EC.
               
            
                  R0630/C0010
               
               
                  Ratio of Eligible own funds to the consolidated group SCR (excluding other financial sectors and the undertakings included via D&A)
               
               
                  This is the solvency ratio calculated as the total of eligible own funds to meet the consolidated group SCR divided by the consolidated group SCR, excluding capital requirements and own funds from other financial sectors and the undertakings included via D&A.
                  For the purpose of this ratio the consolidated group SCR shall not include the capital requirements from other financial sectors (Article 336 (c) of the Delegated Regulation (EU) 2015/35)).
               
            
                  R0650/C0010
               
               
                  Ratio of Eligible own funds to Minimum Consolidated Group SCR
               
               
                  This is the minimum solvency ratio calculated as the total of eligible own funds to meet the Minimum Consolidated group SCR divided by the Minimum Consolidated group SCR (excluding other financial sectors and the undertakings included via D&A).
               
            
                  R0660/C0010
               
               
                  Total eligible own funds to meet the group SCR (including own funds from other financial sector and from undertakings included via D&A)
               
               
                  This is the total eligible own funds, including the own funds from the other financial sectors and from the undertakings included via D&A, to meet the total group SCR.
               
            
                  R0660/C0020
               
               
                  Total eligible own funds to meet the group SCR (including own funds from other financial sector and from undertakings included via D&A) — tier 1 unrestricted
               
               
                  This is the eligible own funds, including the own funds from the other financial sectors and from the undertakings included via D&A, to meet the total group SCR that meet the criteria to be included in Tier 1 unrestricted
               
            
                  R0660/C0030
               
               
                  Total eligible own funds to meet the group SCR (including own funds from other financial sector and from undertakings included via D&A) — tier 1 restricted
               
               
                  This is the eligible own funds, including the own funds from the other financial sectors and from the undertakings included via D&A to meet the total group SCR that meet the criteria to be included in Tier 1 restricted
               
            
                  R0660/C0040
               
               
                  Total eligible own funds to meet the group SCR (including own funds from other financial sector and from undertakings included via D&A) — tier 2
               
               
                  This is the eligible own funds, including the own funds from the other financial sectors and from the undertakings included via D&A to meet the total group SCR that meet the criteria to be included in Tier 2
               
            
                  R0660/C0050
               
               
                  Total eligible own funds to meet the group SCR (including own funds from other financial sector and from undertakings included via D&A) — tier 3
               
               
                  This is the eligible available own funds, including the own funds from the other financial sectors and from the undertakings included via D&A to meet the total group SCR that meet the criteria to be included in Tier 3
               
            
                  R0670/C0010
               
               
                  SCR for entities included with D&A method
               
               
                  This is the total of solvency capital requirements for undertakings included with Deduction and Aggregation method. This cell shall include sum of the proportional share of the SCR for undertakings included in the group solvency calculation through D&A. It's only relevant in case of D&A and combination of methods.
               
            
                  R0680/C0010
               
               
                  Group SCR
               
               
                  The group SCR is the sum of the consolidated group SCR calculated in accordance with Article 336, (a), (b), (c) and (d) of Delegated Regulation (EU) 2015/35 (R0590/C0010) and the SCR for entities included with D&A (R0660/C0010).
               
            
                  R0690/C0010
               
               
                  Ratio of Eligible own funds to the group SCR including other financial sectors and D&A undertakings
               
               
                  This is solvency ratio calculated as the total of eligible own funds to meet the group SCR divided by the group SCR, including other financial sectors and D&A undertakings
               
            
                  
                     Reconciliation Reserve
                  
               
            
                  R0700/C0060
               
               
                  Excess of assets over liabilities
               
               
                  This is the excess of assets over liabilities as reported in the Solvency 2 balance sheet.
               
            
                  R0710/C0060
               
               
                  Own shares (held directly and indirectly)
               
               
                  This is the amount of own shares held by the participating insurance or reinsurance undertaking, the insurance holding company or the mixed financial holding company and the related undertakings, both directly and indirectly .
               
            
                  R0720/C0060
               
               
                  Foreseeable dividends, distributions and charges
               
               
                  These are the dividends, distributions and charges foreseeable by the undertaking.
               
            
                  R0730/C0060
               
               
                  Other basic own fund items
               
               
                  These are the basic own fund items included in points (a)(i) to (v) of Article 69, Article 72(a) and Article 76(a), as well as those basic own fund items approved by the supervisory authority in accordance with Article 79 of the Delegated Regulation (EU) 2015/35.
               
            
                  R0740/C0060
               
               
                  Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds
               
               
                  This is the total amount of the adjustment to the reconciliation reserve due to the existence of restricted own fund items in respect of ring–fenced funds and matching portfolios at group level.
               
            
                  R0750/C0060
               
               
                  Other non available own funds
               
               
                  These are other non available own funds of related undertakings according to Article 335 (1)(d) and (f) of Delegated Regulation (EU) 2015/35.
               
            
                  R0760/C0060
               
               
                  Reconciliation reserve — total
               
               
                  This is the reconciliation reserve of the undertaking, before deductions for participations.
               
            
                  R0770/C0060
               
               
                  Expected profits included in future premiums (EPIFP) — Life business
               
               
                  The reconciliation reserve includes an amount of the excess of assets over liabilities that corresponds to the expected profit in future premiums (EPIFP). This cell represents that amount for the life business of the undertaking.
               
            
                  R0780/C0060
               
               
                  Expected profits included in future premiums (EPIFP) — Non– life business
               
               
                  The reconciliation reserve includes an amount of the excess of assets over liabilities that corresponds to the expected profit in future premiums (EPIFP). This cell represents that amount for the non–life business of the undertaking.
               
            
                  R0790/C0060
               
               
                  Total Expected profits included in future premiums (EPIFP)
               
               
                  This is the total amount calculated as expected profits included in future premiums.
               
            
         S.23.02 — Detailed information by tiers on own funds
      
      
         General comments:
      
      This section relates to annual submission for groups when method 1 is used, either exclusively or in combination with method 2.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  R0010/C0010
               
               
                  Ordinary share capital –Paid in — total
               
               
                  This is the total of paid in ordinary share capital, including own shares.
               
            
                  R0010/C0020
               
               
                  Ordinary share capital — Paid in — tier 1
               
               
                  This is the total of paid in ordinary share capital that meets the criteria for Tier 1, including own shares.
               
            
                  R0020/C0010
               
               
                  Ordinary share capital –Called up but not yet paid in — total
               
               
                  This is the total amount of ordinary shares that have been called up but not yet paid in, including own shares.
               
            
                  R0020/C0040
               
               
                  Ordinary share capital –Called up but not yet paid in — tier 2
               
               
                  This is the amount of ordinary shares that have been called up but not yet paid in that meet the criteria for Tier 2, including own shares.
               
            
                  R0030/C0010
               
               
                  Own shares held — total
               
               
                  This is the total amount of own shares held by the undertaking.
               
            
                  R0030/C0020
               
               
                  Own shares held — tier 1
               
               
                  This is the total amount of own shares held by the undertaking, that meet the criteria for Tier 1.
               
            
                  R0100/C0010
               
               
                  Total ordinary share capital
               
               
                  This is the total of ordinary share capital. Note that own shares held will be included in either paid in or called up but not yet paid in.
               
            
                  R0100/C0020
               
               
                  Total ordinary share capital — tier 1
               
               
                  This is the total of ordinary share capital that meets the criteria for Tier 1. Note that own shares held will be included in either paid in or called up but not yet paid in.
               
            
                  R0100/C0040
               
               
                  Total ordinary share capital — tier 2
               
               
                  This is the total of ordinary share capital that meets the criteria for Tier 2.
               
            
                  R0110/C0010
               
               
                  Initial funds, members' contributions or the equivalent basic own–fund items for mutual and mutual–type undertaking –Paid in — total
               
               
                  This is the total of paid in initial funds, members' contributions or the equivalent basic own–fund item for mutual and mutual–type undertaking.
               
            
                  R0110/C0020
               
               
                  Initial funds, members' contributions or the equivalent basic own–fund items for mutual and mutual–type undertaking –Pain in — tier 1
               
               
                  This is the total of initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking that meets the criteria for Tier 1.
               
            
                  R0120/C0010
               
               
                  Initial funds, members' contributions or the equivalent basic own–fund items for mutual and mutual–type undertaking –Called up but not yet paid in — total
               
               
                  This is the total of called up but not yet paid in initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking
               
            
                  R0120/C0040
               
               
                  Initial funds, members' contributions or the equivalent basic own–fund items for mutual and mutual–type undertaking –Called up but not yet paid in — tier 2
               
               
                  This is the total of initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking that meets the criteria for Tier 2.
               
            
                  R0200/C0010
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking
               
               
                  This is the total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking.
               
            
                  R0200/C0020
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking — tier 1
               
               
                  This is the total of the initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking that meets the criteria for Tier 1.
               
            
                  R0200/C0040
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking — tier 2
               
               
                  This is the total of the initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertaking that meets the criteria for Tier 2.
               
            
                  R0210/C0010
               
               
                  Subordinated mutual member accounts — Dated subordinated — total
               
               
                  This is the total amount of dated subordinated mutual member accounts.
               
            
                  R0210/C0020
               
               
                  Subordinated mutual member accounts — Dated subordinated — tier 1
               
               
                  This is the total amount of dated subordinated mutual member accounts that meet the criteria for Tier 1.
               
            
                  R0210/C0030
               
               
                  Subordinated mutual member accounts — Dated subordinated — tier 1 of which counted under transitionals
               
               
                  This is the total amount of dated subordinated mutual member accounts that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0210/C0040
               
               
                  Subordinated mutual member accounts — Dated subordinated — tier 2
               
               
                  This is the total amount of dated subordinated mutual member accounts that meet the criteria for Tier 2.
               
            
                  R0210/C0050
               
               
                  Subordinated mutual member accounts — Dated subordinated — tier 2 of which counted under transitionals
               
               
                  This is the total amount of dated subordinated mutual member accounts that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0210/C0060
               
               
                  Subordinated mutual member accounts — Dated subordinated — tier 3
               
               
                  This is the total amount of dated subordinated mutual member accounts that meet the criteria for Tier 3.
               
            
                  R0220/C0010
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — total
               
               
                  This is the total of undated subordinated mutual member accounts with a call option.
               
            
                  R0220/C0020
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — tier 1
               
               
                  This is the total of undated subordinated mutual member accounts with a call option that meet the criteria for Tier 1.
               
            
                  R0220/C0030
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — tier 1 of which counted under transitionals
               
               
                  This is the total of undated subordinated mutual member accounts with a call option that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0220/C0040
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — tier 2
               
               
                  This is the total of undated subordinated mutual member accounts with a call option that meet the criteria for Tier 2.
               
            
                  R0220/C0050
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — tier 2 of which counted under transitionals
               
               
                  This is the total of undated subordinated mutual member accounts with a call option that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0220/C0060
               
               
                  Subordinated mutual member accounts — Undated subordinated with a call option — tier 3
               
               
                  This is the total of undated subordinated mutual member accounts with a call option that meet the criteria for Tier 3.
               
            
                  R0230/C0010
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — total
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem.
               
            
                  R0230/C0020
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — tier 1
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem that meet the criteria for Tier 1.
               
            
                  R0230/C0030
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — tier 1 of which counted under transitionals
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0230/C0040
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — tier 2
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem that meet the criteria for Tier 2.
               
            
                  R0230/C0050
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — tier 2 of which counted under transitionals
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0230/C0060
               
               
                  Subordinated mutual member accounts — Undated subordinated with no contractual opportunity to redeem — tier 3
               
               
                  This is the total of undated subordinated mutual member accounts with no contractual opportunity to redeem that meet the criteria for Tier 3.
               
            
                  R0300/C0010
               
               
                  Total subordinated mutual member accounts
               
               
                  This is the total subordinated mutual member accounts.
               
            
                  R0300/C0020
               
               
                  Total subordinated mutual member accounts — tier 1
               
               
                  This is the total of the subordinated mutual member accounts that meet the criteria for Tier 1.
               
            
                  R0300/C0030
               
               
                  Total subordinated mutual member accounts — tier 1 of which counted under transitionals
               
               
                  This is the total of the subordinated mutual member accounts that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0300/C0040
               
               
                  Total subordinated mutual member accounts — tier 2
               
               
                  This is the total of the subordinated mutual member accounts that meet the criteria for Tier 2.
               
            
                  R0300/C0050
               
               
                  Total subordinated mutual member accounts — tier 2 of which counted under transitionals
               
               
                  This is the total of the subordinated mutual member accounts that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0300/C0060
               
               
                  Total subordinated mutual member accounts — tier 3
               
               
                  This is the total of the subordinated mutual member accounts that meet the criteria for Tier 3.
               
            
                  R0310/C0010
               
               
                  Dated preference shares — total
               
               
                  This is the total dated preference shares.
               
            
                  R0310/C0020
               
               
                  Dated preference shares — tier 1
               
               
                  This is the total of dated preference shares that meet the criteria for Tier 1.
               
            
                  R0310/C0030
               
               
                  Dated preference shares — tier 1 of which counted under transitionals
               
               
                  This is the total of dated preference shares that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0310/C0040
               
               
                  Dated preference shares — tier 2
               
               
                  This is the total of dated preference shares that meet the criteria for Tier 2.
               
            
                  R0310/C0050
               
               
                  Dated preference shares — tier 2 of which counted under transitionals
               
               
                  This is the total of dated preference shares that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0310/C0060
               
               
                  Dated preference shares — tier 3
               
               
                  This is the total of dated preference shares that meet the criteria for Tier 3.
               
            
                  R0320/C0010
               
               
                  Undated preference shares with a call option — total
               
               
                  This is the total undated preference shares with a call option.
               
            
                  R0320/C0020
               
               
                  Undated preference shares with a call option — tier 1
               
               
                  This is the total of undated preference shares with a call option that meet the criteria for Tier 1.
               
            
                  R0320/C0030
               
               
                  Undated preference shares with a call option — tier 1 of which counted under transitionals
               
               
                  This is the total of undated preference shares with a call option that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0320/C0040
               
               
                  Undated preference shares with a call option — tier 2
               
               
                  This is the total of undated preference shares with a call option that meet the criteria for Tier 2.
               
            
                  R0320/C0050
               
               
                  Undated preference shares with a call option — tier 2 of which counted under transitionals
               
               
                  This is the total of undated preference shares with a call option that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0320/C0060
               
               
                  Undated preference shares with a call option — tier 3
               
               
                  This is the total of undated preference shares with a call option that meet the criteria for Tier 3.
               
            
                  R0330/C0010
               
               
                  Undated preference shares with no contractual opportunity to redeem — total
               
               
                  This is the total undated preference shares with no contractual opportunity to redeem.
               
            
                  R0330/C0020
               
               
                  Undated preference shares with no contractual opportunity to redeem — tier 1
               
               
                  This is the total of undated preference shares with no contractual opportunity to redeem that meet the criteria for Tier 1.
               
            
                  R0330/C0030
               
               
                  Undated preference shares with no contractual opportunity to redeem — tier 1 of which counted under transitionals
               
               
                  This is the total of undated preference shares with no contractual opportunity to redeem that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0330/C0040
               
               
                  Undated preference shares with no contractual opportunity to redeem — tier 2
               
               
                  This is the total of undated preference shares with no contractual opportunity to redeem that meet the criteria for Tier 2.
               
            
                  R0330/C0050
               
               
                  Undated preference shares with no contractual opportunity to redeem — tier 2 of which counted under transitionals
               
               
                  This is the total of undated preference shares with no contractual opportunity to redeem that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0330/C0060
               
               
                  Undated preference shares with no contractual opportunity to redeem — tier 3
               
               
                  This is the total of undated preference shares with no contractual opportunity to redeem that meet the criteria for Tier 3.
               
            
                  R0400/C0010
               
               
                  Total preference shares
               
               
                  This is the total preference shares.
               
            
                  R0400/C0020
               
               
                  Total preference shares — tier 1
               
               
                  This is the total of preference shares that meet the criteria for Tier 1.
               
            
                  R0400/C0030
               
               
                  Total preference shares — tier 1 of which counted under transitionals
               
               
                  This is the total of preference shares that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0400/C0040
               
               
                  Total preference shares — tier 2
               
               
                  This is the total of preference shares that meet the criteria for Tier 2.
               
            
                  R0400/C0050
               
               
                  Total preference shares — tier 2 of which counted under transitionals
               
               
                  This is the total of preference shares that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0400/C0060
               
               
                  Total preference shares — tier 3
               
               
                  This is the total of preference shares that meet the criteria for Tier 3.
               
            
                  R0410/C0010
               
               
                  Dated subordinated liabilities — total
               
               
                  This is the total of dated subordinated liabilities.
               
            
                  R0410/C0020
               
               
                  Dated subordinated liabilities– tier 1
               
               
                  This is the amount of dated subordinated liabilities that meet the criteria for Tier 1.
               
            
                  R0410/C0030
               
               
                  Dated subordinated liabilities — tier 1 of which counted under transitionals
               
               
                  This is the amount of dated subordinated liabilities that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0410/C0040
               
               
                  Dated subordinated liabilities– tier 2
               
               
                  This is the amount of dated subordinated liabilities that meet the criteria for Tier 2.
               
            
                  R0410/C0050
               
               
                  Dated subordinated liabilities– tier 2 of which counted under transitionals
               
               
                  This is the amount of dated subordinated liabilities that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0410/C0060
               
               
                  Dated subordinated liabilities– tier 3
               
               
                  This is the amount of dated subordinated liabilities that meet the criteria for Tier 3.
               
            
                  R0420/C0010
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — total
               
               
                  This is the total of undated subordinated liabilities that have a contractual opportunity to redeem.
               
            
                  R0420/C0020
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — tier 1
               
               
                  This is the amount of undated subordinated liabilities with contractual opportunity to redeem that meet the criteria for Tier 1.
               
            
                  R0420/C0030
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — tier 1 of which counted under transitionals
               
               
                  This is the amount of undated subordinated liabilities with a contractual opportunity to redeem that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0420/C0040
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — tier 2
               
               
                  This is the amount of undated subordinated liabilities with a contractual opportunity to redeem that meet the criteria for Tier 2.
               
            
                  R0420/C0050
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — tier 2 of which counted under transitionals
               
               
                  This is the amount of undated subordinated liabilities with contractual opportunity to redeem that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0420/C0060
               
               
                  Undated subordinated liabilities with a contractual opportunity to redeem — tier 3
               
               
                  This is the amount of undated subordinated liabilities with contractual opportunity to redeem that meet the criteria for Tier 3.
               
            
                  R0430/C0010
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — total
               
               
                  This is the total of undated subordinated liabilities with no contractual opportunity to redeem.
               
            
                  R0430/C0020
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — tier 1
               
               
                  This is the amount of undated subordinated liabilities with no contractual opportunity to redeem that meet the criteria for Tier 1.
               
            
                  R0430/C0030
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — tier 1 of which counted under transitionals
               
               
                  This is the amount of undated subordinated liabilities with no contractual opportunity to redeem that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0430/C0040
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — tier 2
               
               
                  This is the amount of undated subordinated liabilities with no contractual opportunity to redeem that meet the criteria for Tier 2.
               
            
                  R0430/C0050
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — tier 2 of which counted under transitionals
               
               
                  This is the amount of undated subordinated liabilities with no contractual opportunity to redeem that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0430/C0060
               
               
                  Undated subordinated liabilities with no contractual opportunity to redeem — tier 3
               
               
                  This is the amount of undated subordinated liabilities with no contractual opportunity to redeem that meet the criteria for Tier 3.
               
            
                  R0500/C0010
               
               
                  Total subordinated liabilities — total
               
               
                  This is the total of subordinated liabilities.
               
            
                  R0500/C0020
               
               
                  Total subordinated liabilities — tier 1
               
               
                  This is the total of subordinated liabilities that meet the criteria for Tier 1.
               
            
                  R0500/C0030
               
               
                  Total subordinated liabilities — tier 1 of which counted under transitionals
               
               
                  This is the total of subordinated liabilities that meet the criteria for Tier 1 that are counted under the transitional provisions.
               
            
                  R0500/C0040
               
               
                  Total subordinated liabilities — tier 2
               
               
                  This is the amount of subordinated liabilities that meet the criteria for Tier 2.
               
            
                  R0500/C0050
               
               
                  Total subordinated liabilities — tier 2 of which counted under transitionals
               
               
                  This is the amount of subordinated liabilities that meet the criteria for Tier 2 that are counted under the transitional provisions.
               
            
                  R0500/C0060
               
               
                  Total subordinated liabilities — tier 3
               
               
                  This is the amount of subordinated liabilities that meet the criteria for Tier 3.
               
            
                  R0510/C0070
               
               
                  Ancillary own fund items for which an amount was approved — tier 2 initial amounts approved
               
               
                  This the initial amount approved for ancillary own funds for which an amount was approved under Tier 2.
               
            
                  R0510/C0080
               
               
                  Ancillary own fund items for which an amount was approved — tier 2 current amounts
               
               
                  This is the current amount for ancillary own funds for which an amount was approved under Tier 2.
               
            
                  R0510/C0090
               
               
                  Ancillary own fund items for which an amount was approved — tier 3 initial amounts approved
               
               
                  This the initial amount approved for ancillary own funds for which an amount was approved under Tier 3.
               
            
                  R0510/C0100
               
               
                  Ancillary own fund items for which an amount was approved — tier 3 current amounts
               
               
                  This is the current amount for ancillary own funds for which an amount was approved under Tier 3.
               
            
                  R0520/C0080
               
               
                  Ancillary own fund items for which a method was approved — tier 2 current amounts
               
               
                  This is the current amount for ancillary own funds for which a method was approved under Tier 2.
               
            
                  R0520/C0100
               
               
                  Ancillary own fund items for which a method was approved — tier 3 current amounts
               
               
                  This is the current amount for ancillary own funds for which a method was approved under Tier 3.
               
            
                  R0600/C0110
               
               
                  Excess of assets over liabilities — attribution of valuation differences –Difference in the valuation of assets
               
               
                  This is the difference in the valuation of assets.
               
            
                  R0610/C0110
               
               
                  Excess of assets over liabilities — attribution of valuation differences — Difference in the valuation of technical provisions
               
               
                  This is the difference in the valuation of technical provisions.
               
            
                  R0620/C0110
               
               
                  Excess of assets over liabilities — attribution of valuation differences –Difference in the valuation of other liabilities
               
               
                  This is the difference in the valuation of other liabilities.
               
            
                  R0630/C0110
               
               
                  Total of reserves and retained earnings from financial statements
               
               
                  This is total reserves and retained earnings taken from the financial statements.
               
            
                  R0640/C0110
               
               
                  Other, please explain why you need to use this line.
               
               
                  This is the amount of any other items not already identified. When reporting a value in R0640/C0110, the value in R0640/C0120 shall provide an explanation and details of such items.
               
            
                  R0640/C0120
               
               
                  Other, please explain why you need to use this line
               
               
                  This is the explanation of other items reported in R0640/C0110.
               
            
                  R0650/C0110
               
               
                  Reserves from financial statements adjusted for Solvency II valuation differences
               
               
                  This is the total of reserves from the financial statements after adjustment for valuation differences.
                  This item shall include values from financial statement such as retained earnings, reserve capital, net profit, profits from previous years, revaluation capital (fund), other reserve capital.
               
            
                  R0660/C0110
               
               
                  Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve)
               
               
                  This is the excess of assets over liabilities attributable to basic own funds, excluding reconciliation reserve.
               
            
                  R0700/C0110
               
               
                  Excess of assets over liabilities
               
               
                  This is the amount of excess of assets over liabilities.
               
            
         S.23.03 — Annual movements on own funds
      
      
         General comments:
      
      This section relates to annual submission for groups when method 1 is used, either exclusively or in combination with method 2.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  
                     Ordinary share capital — movements in the reporting period
                  
               
            
                  R0010/C0010
               
               
                  Ordinary share capital –Paid in — balance brought forward
               
               
                  This is the balance of paid in ordinary share capital brought forward from the previous reporting period.
               
            
                  R0010/C0020
               
               
                  Ordinary share capital –Paid in — increase
               
               
                  This is the increase in paid in ordinary share capital over the reporting period.
               
            
                  R0010/C0030
               
               
                  Ordinary share capital –Paid in — reduction
               
               
                  This is the reduction in paid in ordinary share capital over the reporting period.
               
            
                  R0010/C0060
               
               
                  Ordinary share capital –Paid in — balance carried forward
               
               
                  This is the balance of paid in ordinary share capital carried forward to the next reporting period.
               
            
                  R0020/C0010
               
               
                  Ordinary share capital –Called up but not yet paid in — balance brought forward
               
               
                  This is the balance of called up but not yet paid in ordinary share capital brought forward from the previous reporting period.
               
            
                  R0020/C0020
               
               
                  Ordinary share capital –Called up but not yet paid in — increase
               
               
                  This is the increase in called up but not yet paid in ordinary share capital over the reporting period.
               
            
                  R0020/C0030
               
               
                  Ordinary share capital –Called up but not yet paid in — reduction
               
               
                  This is the reduction in called up but not yet paid in ordinary share capital over the reporting period.
               
            
                  R0020/C0060
               
               
                  Ordinary share capital –Called up but not yet paid in — balance carried forward
               
               
                  This is the balance of called up but not yet paid in ordinary share capital carried forward to the next reporting period.
               
            
                  R0030/C0010
               
               
                  Own shares held — balance brought forward
               
               
                  This is the balance of own shares held, brought forward from the previous reporting period.
               
            
                  R0030/C0020
               
               
                  Own shares held — increase
               
               
                  This is the increase in own shares held, brought over the reporting period.
               
            
                  R0030/C0030
               
               
                  Own shares held — reduction
               
               
                  This is the reduction in own shares held, brought over the reporting period.
               
            
                  R0030/C0060
               
               
                  Own shares held — balance carried forward
               
               
                  This is the balance of own shares held carried forward to the next reporting period.
               
            
                  R0100/C0010
               
               
                  Total ordinary share capital — balance brought forward
               
               
                  This is the balance of total ordinary share capital brought forward from the previous reporting period. R0100/C0010 includes own shares held.
               
            
                  R0100/C0020
               
               
                  Total ordinary share capital — increase
               
               
                  This is the increase in total ordinary share capital over the reporting period.
               
            
                  R0100/C0030
               
               
                  Total ordinary share capital — reduction
               
               
                  This is the reduction in total ordinary share capital over the reporting period.
               
            
                  R0100/C0060
               
               
                  Total ordinary share capital — balance carried forward
               
               
                  This is the balance of total ordinary share capital carried forward to the next reporting period.
               
            
                  
                     Share premium account related to ordinary share capital — movements in the reporting period
                  
               
            
                  R0110/C0010
               
               
                  Share premium account related to ordinary share capital –Tier 1 — balance brought forward
               
               
                  This is the balance of the share premium account related to ordinary share capital that is tier 1 brought forward from the previous reporting period.
               
            
                  R0110/C0020
               
               
                  Share premium account related to ordinary share capital –Tier 1 — increase
               
               
                  This is the increase in the share premium account related to ordinary share capital that is tier 1 over the reporting period.
               
            
                  R0110/C0030
               
               
                  Share premium account related to ordinary share capital –Tier 1 — reduction
               
               
                  This is the reduction in the share premium account related to ordinary share capital that is tier 1 over the reporting period.
               
            
                  R0110/C0060
               
               
                  Share premium account related to ordinary share capital –Tier 1 — balance carried forward
               
               
                  This is the balance of the share premium account related to ordinary share capital that is tier 1 carried forward to the next reporting period.
               
            
                  R0120/C0010
               
               
                  Share premium account related to ordinary share capital –Tier 2 — balance brought forward
               
               
                  This is the balance of the share premium account related to ordinary share capital that is tier 2 brought forward from the previous reporting period.
               
            
                  R0120/C0020
               
               
                  Share premium account related to ordinary share capital –Tier 2 — increase
               
               
                  This is the increase in the share premium account related to ordinary share capital that is tier 2 over the reporting period.
               
            
                  R0120/C0030
               
               
                  Share premium account related to ordinary share capital –Tier 2 — reduction
               
               
                  This is the reduction in the share premium account related to ordinary share capital that is tier 2 over the reporting period.
               
            
                  R0120/C0060
               
               
                  Share premium account related to ordinary share capital –Tier 2 — balance carried forward
               
               
                  This is the balance of the share premium account related to ordinary share capital that is tier 2 carried forward to the next reporting period.
               
            
                  R0200/C0010
               
               
                  Share premium account related to ordinary share capital –Total — balance brought forward
               
               
                  This is the total balance of the share premium account related to ordinary share capital brought forward from the previous reporting period.
               
            
                  R0200/C0020
               
               
                  Share premium account related to ordinary share capital –Total — increase
               
               
                  This is the increase in the total share premium account related to ordinary share capital over the reporting period.
               
            
                  R0200/C0030
               
               
                  Share premium account related to ordinary share capital –Total — reduction
               
               
                  This is the reduction in the total share premium account related to ordinary share capital over the reporting period.
               
            
                  R0200/C0060
               
               
                  Share premium account related to ordinary share capital –Total — balance carried forward
               
               
                  This is the balance of the share premium account related to ordinary share capital carried forward to the next reporting period.
               
            
                  
                     Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings — movements in the reporting period
                  
               
            
                  R0210/C0010
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings ––Paid in — balance brought forward
               
               
                  This is the balance of the paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings brought forward from the previous reporting period.
               
            
                  R0210/C0020
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Paid in — increase
               
               
                  This is the increase in the paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0210/C0030
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Paid in — reduction
               
               
                  This is the reduction in the paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0210/C0060
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Paid in — balance carried forward
               
               
                  This is the balance of the paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings carried forward to the next reporting period.
               
            
                  R0220/C0010
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Called up but not yet paid in — balance brought forward
               
               
                  This is the balance of the called up but not yet paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings brought forward from the previous reporting period.
               
            
                  R0220/C0020
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Called up but not yet paid in — increase
               
               
                  This is the increase in the called up but not yet paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0220/C0030
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Called up but not yet paid in — reduction
               
               
                  This is the reduction in the called up but not yet paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0220/C0060
               
               
                  Initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings –Called up but not yet paid in — balance carried forward
               
               
                  This is the balance of the called up but not yet paid in initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings carried forward to the next reporting period.
               
            
                  R0300/C0010
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings — balance brought forward
               
               
                  This is the balance of the total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings brought forward from the previous reporting period.
               
            
                  R0300/C0020
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings — increase
               
               
                  This is the increase in the total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0300/C0030
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings — reduction
               
               
                  This is the decrease in the total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings over the reporting period.
               
            
                  R0300/C0060
               
               
                  Total initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings — balance carried forward
               
               
                  This is the balance of the total initial funds, members' contributions or the equivalent basic own — fund item for mutual and mutual type undertakings carried forward to the next reporting period.
               
            
                  
                     Subordinated mutual member accounts — movements in the reporting period
                  
               
            
                  R0310/C0010
               
               
                  Subordinated mutual member accounts — Tier 1 — balance brought forward
               
               
                  This is the balance of tier 1 subordinated mutual member accounts brought forward from the previous reporting period.
               
            
                  R0310/C0070
               
               
                  Subordinated mutual member accounts –Tier 1 — issued
               
               
                  This is the amount of tier 1 subordinated mutual member accounts issued over the reporting period.
               
            
                  R0310/C0080
               
               
                  Subordinated mutual member accounts –Tier 1 — redeemed
               
               
                  This is the amount of tier 1 subordinated mutual member accounts redeemed over the reporting period.
               
            
                  R0310/C0090
               
               
                  Subordinated mutual member accounts –Tier 1 — movements in valuation
               
               
                  This is the amount reflecting movement in valuation tier 1 subordinated mutual member accounts over the reporting period.
               
            
                  R0310/C0100
               
               
                  Subordinated mutual member accounts –Tier 1 — regulatory action
               
               
                  This is the amount reflecting an increase/decrease in tier 1 subordinated mutual member accounts due to regulatory action over the reporting period.
               
            
                  R0310/C0060
               
               
                  Subordinated mutual member accounts –Tier 1 — balance carried forward
               
               
                  This is the balance of tier 1 subordinated mutual member accounts carried forward to the next reporting period.
               
            
                  R0320/C0010
               
               
                  Subordinated mutual member accounts –Tier 2 — balance brought forward
               
               
                  This is the balance of tier 2 subordinated mutual member accounts brought forward from the previous reporting period.
               
            
                  R0320/C0070
               
               
                  Subordinated mutual member accounts –Tier 2 — issued
               
               
                  This is the amount of tier 2 subordinated mutual member accounts issued over the reporting period.
               
            
                  R0320/C0080
               
               
                  Subordinated mutual member accounts –Tier 2 — redeemed
               
               
                  This is the amount of tier 2 subordinated mutual member accounts redeemed over the reporting period.
               
            
                  R0320/C0090
               
               
                  Subordinated mutual member accounts –Tier 2 — movements in valuation
               
               
                  This is the amount reflecting movement in valuation tier 2 subordinated mutual member accounts over the reporting period.
               
            
                  R0320/C0100
               
               
                  Subordinated mutual member accounts –Tier 2 — regulatory action
               
               
                  This is the amount reflecting an increase/decrease in tier 2 subordinated mutual member accounts due to regulatory action over the reporting period.
               
            
                  R0320/C0060
               
               
                  Subordinated mutual member accounts –Tier 2 — balance carried forward
               
               
                  This is the balance of tier 2 subordinated mutual member accounts carried forward to the next reporting period.
               
            
                  R0330/C0010
               
               
                  Subordinated mutual member accounts –Tier 3 — balance brought forward
               
               
                  This is the balance of tier 3 subordinated mutual member accounts brought forward from the previous reporting period.
               
            
                  R0330/C0070
               
               
                  Subordinated mutual member accounts –Tier 3 — issued
               
               
                  This is the amount of tier 3 subordinated mutual member accounts issued over the reporting period.
               
            
                  R0330/C0080
               
               
                  Subordinated mutual member accounts –Tier 3 — redeemed
               
               
                  This is the amount of tier 3 subordinated mutual member accounts redeemed over the reporting period.
               
            
                  R0330/C0090
               
               
                  Subordinated mutual member accounts –Tier 3 — movements in valuation
               
               
                  This is the amount reflecting movement in valuation tier 3 subordinated mutual member accounts over the reporting period.
               
            
                  R0330/C0100
               
               
                  Subordinated mutual member accounts –Tier 3 — regulatory action
               
               
                  This is the amount reflecting an increase/decrease in tier 3 subordinated mutual member accounts due to regulatory action over the reporting period.
               
            
                  R0330/C0060
               
               
                  Subordinated mutual member accounts –Tier 3 — balance carried forward
               
               
                  This is the balance of tier 3 subordinated mutual member accounts carried forward to the next reporting period.
               
            
                  R0400/C0010
               
               
                  Total subordinated mutual member accounts –– balance brought forward
               
               
                  This is the total balance of subordinated mutual member accounts brought forward from the previous reporting period.
               
            
                  R0400/C0070
               
               
                  Total subordinated mutual member accounts — issued
               
               
                  This is the total amount of subordinated mutual member accounts issued over the reporting period.
               
            
                  R0400/C0080
               
               
                  Total subordinated mutual member accounts — redeemed
               
               
                  This is the total amount of subordinated mutual member accounts redeemed over the reporting period.
               
            
                  R0400/C0090
               
               
                  Total subordinated mutual member accounts– movements in valuation
               
               
                  This is the amount reflecting the total movement in valuation subordinated mutual member accounts over the reporting period.
               
            
                  R0400/C0100
               
               
                  Total subordinated mutual member accounts — regulatory action
               
               
                  This is the amount reflecting the total increase/decrease in subordinated mutual member accounts due to regulatory action over the reporting period.
               
            
                  R0400/C0060
               
               
                  Total subordinated mutual member accounts — balance carried forward
               
               
                  This is the total balance of subordinated mutual member accounts carried forward to the next reporting period.
               
            
                  
                     Surplus funds
                  
               
            
                  R0500/C0010
               
               
                  Surplus funds –Balance brought forward
               
               
                  This is the balance of surplus funds brought forward from the previous reporting period.
               
            
                  R0500/C0060
               
               
                  Surplus funds –Balance carried forward
               
               
                  This is the balance of surplus funds carried forward to the next reporting period.
               
            
                  
                     Preference shares — movements in the reporting period
                  
               
            
                  R0510/C0010
               
               
                  Preference shares –Tier 1 — balance brought forward
               
               
                  This is the balance of Tier 1 preference shares brought forward from the previous reporting period.
               
            
                  R0510/C0020
               
               
                  Preference shares –Tier 1 — increase
               
               
                  This is the increase in Tier 1 preference shares over the reporting period.
               
            
                  R0510/C0030
               
               
                  Preference shares –Tier 1 — reduction
               
               
                  This is the reduction in Tier 1 preference shares over the reporting period.
               
            
                  R0510/C0060
               
               
                  Preference shares –Tier 1 — balance carried forward
               
               
                  This is the balance of Tier 1 preference shares carried forward to the next reporting period.
               
            
                  R0520/C0010
               
               
                  Preference shares –Tier 2 — balance brought forward
               
               
                  This is the balance of Tier 2 preference shares brought forward from the previous reporting period.
               
            
                  R0520/C0020
               
               
                  Preference shares –Tier 2 — increase
               
               
                  This is the increase in Tier 2 preference shares over the reporting period.
               
            
                  R0520/C0030
               
               
                  Preference shares –Tier 2 — reduction
               
               
                  This is the reduction in Tier 2 preference shares over the reporting period.
               
            
                  R0520/C0060
               
               
                  Preference shares –Tier 2 — balance carried forward
               
               
                  This is the balance of Tier 2 preference shares carried forward to the next reporting period.
               
            
                  R0530/C0010
               
               
                  Preference shares –Tier 3 — balance brought forward
               
               
                  This is the balance of Tier 3 preference shares brought forward from the previous reporting period.
               
            
                  R0530/C0020
               
               
                  Preference shares –Tier 3 — increase
               
               
                  This is the increase in Tier 3 preference shares over the reporting period.
               
            
                  R0530/C0030
               
               
                  Preference shares –Tier 3 — reduction
               
               
                  This is the reduction in Tier 3 preference shares over the reporting period.
               
            
                  R0530/C0060
               
               
                  Preference shares –Tier 3 — balance carried forward
               
               
                  This is the balance of Tier 3 preference shares carried forward to the next reporting period.
               
            
                  R0600/C0010
               
               
                  Total preference shares — balance brought forward
               
               
                  This is the balance of total preference shares brought forward from the previous reporting period.
               
            
                  R0600/C0020
               
               
                  Total preference shares — increase
               
               
                  This is the increase in total preference shares over the reporting period.
               
            
                  R0600/C0030
               
               
                  Total preference shares — reduction
               
               
                  This is the reduction in total preference shares over the reporting period.
               
            
                  R0600/C0060
               
               
                  Total preference shares — balance carried forward
               
               
                  This is the balance of total preference shares carried forward to the next reporting period.
               
            
                  
                     Share premium relating to preference shares
                  
               
            
                  R0610/C0010
               
               
                  Share premium relating to preference shares –Tier 1 — balance brought forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 1 brought forward from the previous reporting period.
               
            
                  R0610/C0020
               
               
                  Share premium relating to preference shares –Tier 1 — increase
               
               
                  This is the increase in the share premium account relating to preference shares that is tier 1 over the reporting period.
               
            
                  R0610/C0030
               
               
                  Share premium relating to preference shares –Tier 1 — reduction
               
               
                  This is the reduction in the share premium account relating to preference shares that is tier 1 over the reporting period.
               
            
                  R0610/C0060
               
               
                  Share premium relating to preference shares –Tier 1 — balance carried forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 1 carried forward to the next reporting period.
               
            
                  R0620/C0010
               
               
                  Share premium relating to preference shares –Tier 2 — balance brought forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 2 brought forward from the previous reporting period.
               
            
                  R0620/C0020
               
               
                  Share premium relating to preference shares –Tier 2– increase
               
               
                  This is the increase in the share premium account relating to preference shares that is tier 2 over the reporting period.
               
            
                  R0620/C0030
               
               
                  Share premium relating to preference shares –Tier 2 — reduction
               
               
                  This is the reduction in the share premium account relating to preference shares that is tier 2 over the reporting period.
               
            
                  R0620/C0060
               
               
                  Share premium relating to preference shares –Tier 2 — balance carried forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 2 carried forward to the next reporting period.
               
            
                  R0630/C0010
               
               
                  Share premium relating to preference shares –Tier 3 — balance brought forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 3 brought forward from the previous reporting period.
               
            
                  R0630/C0020
               
               
                  Share premium relating to preference shares –Tier 3 — increase
               
               
                  This is the increase in the share premium account relating to preference shares that is tier 3 over the reporting period.
               
            
                  R0630/C0030
               
               
                  Share premium relating to preference shares –Tier 3 — reduction
               
               
                  This is the reduction in the share premium account relating to preference shares that is tier 3 over the reporting period.
               
            
                  R0630/C0060
               
               
                  Share premium relating to preference shares –Tier 3 — balance carried forward
               
               
                  This is the balance of the share premium account relating to preference shares that is tier 3 carried forward to the next reporting period.
               
            
                  R0700/C0010
               
               
                  Share premium relating to preference shares –Total — balance brought forward
               
               
                  This is the balance of the total share premium account relating to preference shares that is brought forward from the previous reporting period.
               
            
                  R0700/C0020
               
               
                  Share premium relating to preference shares –Total — increase
               
               
                  This is the increase in the total share premium account relating to preference shares over the reporting period.
               
            
                  R0700/C0030
               
               
                  Share premium relating to preference shares –Total — reduction
               
               
                  This is the reduction in the total share premium account relating to preference shares over the reporting period.
               
            
                  R0700/C0060
               
               
                  Share premium relating to preference shares –Total — balance carried forward
               
               
                  This is the balance of the total share premium account relating to preference shares that is carried forward to the next reporting period.
               
            
                  
                     Subordinated liabilities — movements in the reporting period
                  
               
            
                  R0710/C0010
               
               
                  Subordinated liabilities –Tier 1 — balance brought forward
               
               
                  This is the balance of Tier 1 subordinated liabilities brought forward from the previous reporting period.
               
            
                  R0710/C0070
               
               
                  Subordinated liabilities –Tier 1 — issued
               
               
                  This is the amount of Tier 1 subordinated liabilities issued over the reporting period.
               
            
                  R0710/C0080
               
               
                  Subordinated liabilities –Tier 1 — redeemed
               
               
                  This is the amount of Tier 1 subordinated liabilities redeemed over the reporting period.
               
            
                  R0710/C0090
               
               
                  Subordinated liabilities –Tier 1 — movements in valuation
               
               
                  This is an amount reflecting the movements in valuation of Tier 1 subordinated liabilities over the reporting period.
               
            
                  R0710/C0100
               
               
                  Subordinated liabilities –Tier 1 — regulatory action
               
               
                  This is an amount reflecting change to Tier 1 subordinated liabilities due to regulatory action.
               
            
                  R0710/C0060
               
               
                  Subordinated liabilities –Tier 1 — balance carried forward
               
               
                  This is the balance of Tier 1 subordinated liabilities carried forward to the next reporting period.
               
            
                  R0720/C0010
               
               
                  Subordinated liabilities –Tier 2 — balance brought forward
               
               
                  This is the balance of Tier 2 subordinated liabilities brought forward from the previous reporting period.
               
            
                  R0720/C0070
               
               
                  Subordinated liabilities –Tier 2 — issued
               
               
                  This is the amount of Tier 2 subordinated liabilities issued over the reporting period.
               
            
                  R0720/C0080
               
               
                  Subordinated liabilities –Tier 2 — redeemed
               
               
                  This is the amount of Tier 2 subordinated liabilities redeemed over the reporting period.
               
            
                  R0720/C0090
               
               
                  Subordinated liabilities –Tier 2 — movements in valuation
               
               
                  This is an amount reflecting the movements in valuation of Tier 2 subordinated liabilities over the reporting period.
               
            
                  R0720/C0100
               
               
                  Subordinated liabilities –Tier 2 — regulatory action
               
               
                  This is an amount reflecting change to Tier 2 subordinated liabilities due to regulatory action.
               
            
                  R0720/C0060
               
               
                  Subordinated liabilities –Tier 2 — balance carried forward
               
               
                  This is the balance of Tier 2 subordinated liabilities carried forward to the next reporting period.
               
            
                  R0730/C0010
               
               
                  Subordinated liabilities –Tier 3– balance brought forward
               
               
                  This is the balance of Tier 3 subordinated liabilities brought forward from the previous reporting period.
               
            
                  R0730/C0070
               
               
                  Subordinated liabilities –Tier 3 — issued
               
               
                  This is the amount of Tier 3 subordinated liabilities issued over the reporting period.
               
            
                  R0730/C0080
               
               
                  Subordinated liabilities –Tier 3 — redeemed
               
               
                  This is the amount of Tier 3 subordinated liabilities redeemed over the reporting period.
               
            
                  R0730/C0090
               
               
                  Subordinated liabilities –Tier 3 — movements in valuation
               
               
                  This is an amount reflecting the movements in valuation of Tier 3 subordinated liabilities over the reporting period.
               
            
                  R0730/C0100
               
               
                  Subordinated liabilities –Tier 3 — regulatory action
               
               
                  This is an amount reflecting change to Tier 3 subordinated liabilities due to regulatory action.
               
            
                  R0730/C0060
               
               
                  Subordinated liabilities –Tier 3 — balance carried forward
               
               
                  This is the balance of Tier 3 subordinated liabilities carried forward to the next reporting period.
               
            
                  R0800/C0010
               
               
                  Total subordinated liabilities — balance brought forward
               
               
                  This is the balance of total subordinated liabilities brought forward from the previous reporting period.
               
            
                  R0800/C0070
               
               
                  Total subordinated liabilities — issued
               
               
                  This is the amount of total subordinated liabilities issued over the reporting period.
               
            
                  R0800/C0080
               
               
                  Total subordinated liabilities — redeemed
               
               
                  This is the amount of total subordinated liabilities redeemed over the reporting period.
               
            
                  R0800/C0090
               
               
                  Total subordinated liabilities — movements in valuation
               
               
                  This is an amount reflecting the movements in valuation of total subordinated liabilities over the reporting period.
               
            
                  R0800/C0100
               
               
                  Total subordinated liabilities — regulatory action
               
               
                  This is an amount reflecting change to total subordinated liabilities due to regulatory action.
               
            
                  R0800/C0060
               
               
                  Total subordinated liabilities — balance carried forward
               
               
                  This is the balance of total subordinated liabilities carried forward to the next reporting period.
               
            
                  
                     An amount equal to the value of deferred tax assets
                  
               
            
                  R0900/C0010
               
               
                  An amount equal to the value of net deferred tax assets –Balance brought forward
               
               
                  This is the balance of an amount equal to the value of deferred tax assets brought forward from the previous reporting period.
               
            
                  R0900/C0060
               
               
                  An amount equal to the value of net deferred tax assets –Balance carried forward
               
               
                  This is the balance of an amount equal to the value of deferred tax assets carried forward to the next reporting period.
               
            
                  
                     Other items approved by supervisory authority as basic own funds not specified above — movements in the reporting period
                  
               
            
                  R1000/C0010
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 unrestricted items — balance brought forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as unrestricted items brought forward from the previous reporting period.
               
            
                  R1000/C0070
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as unrestricted items — issued
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as unrestricted items issued over the reporting period.
               
            
                  R1000/C0080
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as unrestricted items — redeemed
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as unrestricted items redeemed over the reporting period
               
            
                  R1000/C0090
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as unrestricted items — movements in valuation
               
               
                  This is an amount reflecting movements in valuation of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as unrestricted items.
               
            
                  R1000/C0060
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as unrestricted items — balance carried forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as unrestricted items carried forward to the next reporting period.
               
            
                  R1010/C0010
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as restricted items –– balance brought forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as restricted items brought forward from the previous reporting period.
               
            
                  R1010/C0070
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as restricted items –– issued
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as restricted items issued over the reporting period.
               
            
                  R1010/C0080
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as restricted items –– redeemed
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as restricted items redeemed over the reporting period
               
            
                  R1010/C0090
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as restricted items –– movements in valuation
               
               
                  This is an amount reflecting movements in valuation of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as restricted items.
               
            
                  R1010/C0060
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1 to be treated as restricted items –– balance carried forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 1 to be treated as restricted items carried forward to the next reporting period.
               
            
                  R1020/C0010
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2 — balance brought forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 2 brought forward from the previous reporting period.
               
            
                  R1020/C0070
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2 — issued
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 2 issued over the reporting period.
               
            
                  R1020/C0080
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2 — redeemed
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 2 redeemed over the reporting period
               
            
                  R1020/C0090
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2 — movements in valuation
               
               
                  This is an amount reflecting movements in valuation of other items approved by supervisory authority as basic own funds not specified above that are Tier 2.
               
            
                  R1020/C0060
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2– balance carried forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 2 carried forward to the next reporting period.
               
            
                  R1030/C0010
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3 — balance brought forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 3 brought forward from the previous reporting period.
               
            
                  R1030/C0070
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3 — issued
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 3 issued over the reporting period.
               
            
                  R1030/C0080
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3 — redeemed
               
               
                  This is the amount of other items approved by supervisory authority as basic own funds not specified above that are Tier 3 redeemed over the reporting period.
               
            
                  R1030/C0090
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3 — movements in valuation
               
               
                  This is an amount reflecting movements in valuation of other items approved by supervisory authority as basic own funds not specified above that are Tier 3.
               
            
                  R1030/C0060
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3 — balance carried forward
               
               
                  This is the balance of other items approved by supervisory authority as basic own funds not specified above that are Tier 3 carried forward to the next reporting period.
               
            
                  R1100/C0010
               
               
                  Total of other items approved by supervisory authority as basic own fund items not specified above — balance brought forward
               
               
                  This is the balance of total other items approved by supervisory authority as basic own funds not specified above brought forward from the previous reporting period.
               
            
                  R1100/C0070
               
               
                  Total of other items approved by supervisory authority as basic own fund items not specified above — issued
               
               
                  This is the amount of total other items approved by supervisory authority as basic own funds not specified above issued over the reporting period.
               
            
                  R1100/C0080
               
               
                  Total of other items approved by supervisory authority as basic own fund items not specified above –redeemed
               
               
                  This is the amount of total other items approved by supervisory authority as basic own funds not specified above that are redeemed over the reporting period.
               
            
                  R1100/C0090
               
               
                  Total of other items approved by supervisory authority as basic own fund items not specified above — movements in valuation
               
               
                  This is an amount reflecting movements in valuation of total other items approved by supervisory authority as basic own funds not specified above.
               
            
                  R1100/C0060
               
               
                  Total of other items approved by supervisory authority as basic own fund items not specified above — balance carried forward
               
               
                  This is the balance of total other items approved by supervisory authority as basic own funds not specified above carried forward to the next reporting period.
               
            
                  
                     Ancillary own funds — movements in the reporting period
                  
               
            
                  R1110/C0010
               
               
                  Ancillary own funds –Tier 2 — balance brought forward
               
               
                  This is the balance of Tier 2 ancillary own funds brought forward from the previous reporting period.
               
            
                  R1110/C0110
               
               
                  Ancillary own funds –Tier 2 — new amount made available
               
               
                  This is the new amount of Tier 2 ancillary own funds to be made available over the reporting period.
               
            
                  R1110/C0120
               
               
                  Ancillary own funds –Tier 2 — reduction to amount available
               
               
                  This is the reduction to the amount available Tier 2 ancillary own funds over the reporting period.
               
            
                  R1110/C0130
               
               
                  Ancillary own funds –Tier 2 — called up to basic own fund
               
               
                  This is the amount of Tier 2 ancillary own funds that are called up to a basic own fund item over the reporting period.
               
            
                  R1110/C0060
               
               
                  Ancillary own funds –Tier 2 — balance carried forward
               
               
                  This is the balance of Tier 2 ancillary own funds carried forward to the next reporting period.
               
            
                  R1120/C0010
               
               
                  Ancillary own funds –Tier 3 — balance brought forward
               
               
                  This is the balance of Tier 3 ancillary own funds brought forward from the previous reporting period.
               
            
                  R1120/C0110
               
               
                  Ancillary own funds –Tier 3– new amount made available
               
               
                  This is the new amount of Tier 3 ancillary own funds to be made available over the reporting period.
               
            
                  R1120/C0120
               
               
                  Ancillary own funds –Tier 3 — reduction to amount available
               
               
                  This is the reduction to the amount available Tier 3 ancillary own funds over the reporting period.
               
            
                  R1120/C0130
               
               
                  Ancillary own funds –Tier 3 — called up to basic own fund
               
               
                  This is the amount of Tier 3 ancillary own funds that are called up to a basic own fund item over the reporting period.
               
            
                  R1120/C0060
               
               
                  Ancillary own funds –Tier 3– balance carried forward
               
               
                  This is the balance of Tier 3 ancillary own funds carried forward to the next reporting period.
               
            
                  R1200/C0010
               
               
                  Total ancillary own funds — balance brought forward
               
               
                  This is the balance of total ancillary own funds brought forward from the previous reporting period.
               
            
                  R1200/C0110
               
               
                  Total ancillary own funds — new amount made available
               
               
                  This is the new amount of Tier 2 ancillary own funds to be made available over the reporting period.
               
            
                  R1200/C0120
               
               
                  Total ancillary own funds — reduction to amount available
               
               
                  This is the reduction to the amount available total ancillary own funds over the reporting period.
               
            
                  R1200/C0130
               
               
                  Total ancillary own funds — called up to basic own fund
               
               
                  This is the amount of total ancillary own funds that are called up to a basic own fund item over the reporting period.
               
            
                  R1200/C0060
               
               
                  Total ancillary own funds — balance carried forward
               
               
                  This is the balance of total ancillary own funds carried forward to the next reporting period.
               
            
         S.23.04 — List of items on own funds
      
      
         General comments:
      
      This section relates to annual submission for groups regardless of the method used for the calculation of the group solvency.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Description of subordinated mutual member accounts
               
               
                  This shall list subordinated mutual member accounts for a group.
               
            
                  C0020
               
               
                  Subordinated mutual member accounts — Amount (in reporting currency)
               
               
                  This is the amount of individual subordinated mutual member accounts.
               
            
                  C0030
               
               
                  Subordinated mutual member accounts — Tier
               
               
                  This shall indicate the tier of the subordinated mutual member accounts.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Tier 1
                           
                        
                               
                           
                           
                              2 — Tier 1 — unrestricted
                           
                        
                               
                           
                           
                              3 — Tier 1 — restricted
                           
                        
                               
                           
                           
                              4 — Tier 2
                           
                        
                               
                           
                           
                              5 — Tier 3
                           
                        
            
                  C0040
               
               
                  Subordinated mutual member accounts — Currency Code
               
               
                  Identify the ISO 4217 alphabetic code of the currency. This is the original currency.
               
            
                  C0050
               
               
                  Subordinated mutual member accounts –issuing entity
               
               
                  This shall indicate whether the issuing entity of the subordinated mutual member accounts is within the group in the meaning of Article 212(1)(c) of Directive 2009/138/EC. The following close list shall be used:
                  
                               
                           
                           
                              1 — Belonging to the same group
                           
                        
                               
                           
                           
                              2 — Not belonging to the same group
                           
                        
            
                  C0060
               
               
                  Subordinated mutual member accounts — Lender (if specific)
               
               
                  Indicate the lender of the mutual member accounts.
               
            
                  C0070
               
               
                  Subordinated mutual member accounts — Counted under transitionals?
               
               
                  This shall indicate whether the subordinated mutual member accounts are counted under the transitional provisions.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1– Counted under transitionals
                           
                        
                               
                           
                           
                              2– Not counted under transitionals
                           
                        
            
                  C0080
               
               
                  Subordinated mutual member accounts — Counterparty (if specific)
               
               
                  This shall list the counterparty of the subordinated mutual member accounts
               
            
                  C0090
               
               
                  Subordinated mutual member accounts — Issue date
               
               
                  This is the issue date of the subordinated mutual member accounts. This shall be in ISO8601 format (yyyy–mm–dd).
               
            
                  C0100
               
               
                  Subordinated mutual member accounts — Maturity date
               
               
                  This is the maturity date of the subordinated mutual member accounts. This shall be in ISO8601 format (yyyy–mm–dd).
               
            
                  C0110
               
               
                  Subordinated mutual member accounts — First call date
               
               
                  This is the first call date of the subordinated mutual member accounts. This shall be in ISO8601 format (yyyy–mm–dd).
               
            
                  C0120
               
               
                  Subordinated mutual member accounts — Details of further call dates
               
               
                  These are the further call dates of the subordinated mutual member accounts.
               
            
                  C0130
               
               
                  Subordinated mutual member accounts — Details of incentives to redeem
               
               
                  These are the incentives to redeem the subordinated mutual member accounts.
               
            
                  C0140
               
               
                  Subordinated mutual member accounts — Notice period
               
               
                  This is the notice of the subordinated mutual member accounts. The date shall be entered here, using ISO8601 format (yyyy–mm–dd).
               
            
                  C0150
               
               
                  Subordinated mutual member account — Name of supervisory authority having given authorisation
               
               
                  This is the name of the supervisory authority which has issued the authorisation, with country in parenthesis.
               
            
                  C0160
               
               
                  Subordinated mutual member account — Buy back during the year
               
               
                  Explanation if the item has been bought back during the year.
               
            
                  C0170
               
               
                  Subordinated mutual member accounts — % of the issue held by entities in the group
               
               
                  This is the % of the issue of subordinated mutual member accounts held by entities within the group in the meaning of Article 212(1)(c) of Directive 2009/138/EC.
               
            
                  C0180
               
               
                  Subordinated mutual member accounts — Contribution to group subordinated mutual member accounts
               
               
                  This is the contribution of the mutual member accounts to total group subordinated mutual member accounts.
               
            
                  C0190
               
               
                  Description of preference shares
               
               
                  This shall list individual preference shares
               
            
                  C0200
               
               
                  Preference shares — Amount
               
               
                  This is the amount of the preference shares.
               
            
                  C0210
               
               
                  Preference shares — Counted under transitionals?
               
               
                  This shall indicate whether the preference shares are counted under the transitional provisions.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1– Counted under transitionals
                           
                        
                               
                           
                           
                              2– Not counted under transitionals
                           
                        
            
                  C0220
               
               
                  Preference shares — Counterparty (if specific)
               
               
                  This shall list the holder of the preference shares if limited to a single party. If the shares are broadly issued, no data is required.
               
            
                  C0230
               
               
                  Preference shares — Issue date
               
               
                  This is the issue date of the preference share. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0240
               
               
                  Preference shares — First call date
               
               
                  This is the first call date of the preference share. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0250
               
               
                  Preference shares — Details of further call dates
               
               
                  These are the further call dates of the preference shares.
               
            
                  C0260
               
               
                  Preference shares — Details of incentives to redeem
               
               
                  These are the incentives to redeem the preference share.
               
            
                  C0270
               
               
                  Description of subordinated liabilities
               
               
                  This shall list the individual subordinated liabilities for an individual undertaking.
               
            
                  C0280
               
               
                  Subordinated liabilities –Amount
               
               
                  This is the amount of individual subordinated liabilities.
               
            
                  C0290
               
               
                  Subordinated liabilities –Tier
               
               
                  This shall indicate the tier of the subordinated liabilities.
               
            
                  C0300
               
               
                  Subordinated liabilities — Currency Code
               
               
                  Identify the ISO 4217 alphabetic code of the currency.
               
            
                  C0310
               
               
                  Subordinated liabilities — Issuing entity
               
               
                  This shall indicate whether the issuing entity of the subordinated liabilities is within the group in the meaning of Article 212(1)(c) of Directive 2009/138/EC.
                  The following close list shall be used:
                  
                               
                           
                           
                              1 — Belonging to the same group
                           
                        
                               
                           
                           
                              2 — Not belonging to the same group
                           
                        
            
                  C0320
               
               
                  Subordinated liabilities — Lender (if specific)
               
               
                  This shall list the lender of the subordinated liabilities if specific. If not specific this item shall not be reported.
               
            
                  C0330
               
               
                  Subordinated liabilities — Counted under transitionals?
               
               
                  This shall indicate whether the subordinated liability is counted under the transitional provisions.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 – Counted under transitionals
                           
                        
                               
                           
                           
                              2 – Not counted under transitionals
                           
                        
            
                  C0340
               
               
                  Subordinated liabilities — Counterparty of subordinated liabilities — (if specific)
               
               
                  This shall list the counterparty of the subordinated liabilities.
               
            
                  C0350
               
               
                  Subordinated liabilities — Issue date
               
               
                  This is the issue date of the subordinated liabilities. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0360
               
               
                  Subordinated liabilities — Maturity date
               
               
                  This is the maturity date of the subordinated liabilities. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0370
               
               
                  Subordinated liabilities — First call date
               
               
                  This is the first call date of the subordinated liabilities. This shall be in ISO 8601 format (yyyy–mm–dd).
               
            
                  C0380
               
               
                  Subordinated liabilities — Further call dates
               
               
                  These are the further call dates of the subordinated liabilities.
               
            
                  C0390
               
               
                  Subordinated liabilities — Details of incentives to redeem
               
               
                  These are the details about the incentives to redeem the subordinated liabilities.
               
            
                  C0400
               
               
                  Subordinated liabilities — Notice period
               
               
                  This is the notice of the subordinated liabilities. The date shall be entered here, using ISO8601 format (yyyy–mm–dd).
               
            
                  C0410
               
               
                  Subordinated liabilities — Name of supervisory authority having given authorisation for subordinated liabilities
               
               
                  This is the name of the supervisory authority which has issued the authorisation, with country in parenthesis.
               
            
                  C0420
               
               
                  Subordinated liabilities — Buy back during the year of subordinated liabilities
               
               
                  Explanation if the item has been bought back.
               
            
                  C0430
               
               
                  Subordinated liabilities — % of the issue held by entities in the group
               
               
                  This is the % of the issue held by entities within the group in the meaning of Article 212(1)(c) of Directive 2009/138/EC.
               
            
                  C0440
               
               
                  Subordinated liabilities — Contribution to group subordinated liabilities
               
               
                  This is the contribution of the subordinated liabilities to total group subordinated liabilities.
               
            
                  C0450
               
               
                  Other items approved by supervisory authority as basic own funds not specified above
               
               
                  This shall list the other individual items approved by the supervisory authority for an individual undertaking.
               
            
                  C0460
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Amount
               
               
                  This is the amount of other individual items approved by the supervisory authority.
               
            
                  C0470
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Currency code
               
               
                  Identify the ISO 4217 alphabetic code of the currency.
               
            
                  C0480
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 1
               
               
                  This is the amount of other individual items approved by the supervisory authority that meet the criteria for Tier 1.
               
            
                  C0490
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 2
               
               
                  This is the amount of other individual items approved by the supervisory authority that meet the criteria for Tier 2.
               
            
                  C0500
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Tier 3
               
               
                  This is the amount of other individual items approved by the supervisory authority that meet the criteria for Tier 3.
               
            
                  C0510
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Date of authorisation
               
               
                  This is the date of authorisation of other individual items approved by the supervisory authority. It shall be in ISO8601 format (yyyy–mm–dd).
               
            
                  C0520
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Name of supervisory authority having given authorisation for other basic own fund items not specified above
               
               
                  This is the name of the supervisory authority which has issued the authorisation, with country in parenthesis.
               
            
                  C0530
               
               
                  Other items approved by supervisory authority as basic own funds not specified above — Name of entity concerned
               
               
                  This is the name of the entity concerned.
               
            
                  C0540
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Buy back during the year
               
               
                  Explanation if the item has been bought back.
               
            
                  C0550
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –% of the issue held by entities in the group
               
               
                  This is the % of the issue held by entities within the group in the meaning of Article 212(1)(c) of Directive 2009/138/EC.
               
            
                  C0560
               
               
                  Other items approved by supervisory authority as basic own funds not specified above –Contribution to group other basic own funds
               
               
                  This is the contribution of the other individual items approved by the supervisory authority to group other basic own funds.
               
            
                  C0570
               
               
                  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
               
               
                  This cell shall contain a description of the own fund items 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.
               
            
                  C0580
               
               
                  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 — Total amount
               
               
                  This is the total amount of the own fund items 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.
               
            
                  C0590
               
               
                  Ancillary own funds –Description
               
               
                  This is details of each ancillary own fund for an individual undertaking.
               
            
                  C0600
               
               
                  Ancillary own funds — Amount
               
               
                  This is the amount for each ancillary own fund.
               
            
                  C0610
               
               
                  Ancillary own funds — Counterpart
               
               
                  This is the counterpart of each ancillary own fund.
               
            
                  C0620
               
               
                  Ancillary own funds — Issue date
               
               
                  This is the issue date of each ancillary own fund. This shall be in ISO8601 format (yyyy–mm–dd).
               
            
                  C0630
               
               
                  Ancillary own fund — Date of authorisation
               
               
                  This is the date of authorisation of each ancillary own fund. This shall be in 1SO8601 format (yyyy–mm–dd).
               
            
                  C0640
               
               
                  Ancillary own fund — Name of supervisory authority having given authorisation
               
               
                  This is the name of the supervisory authority which has issued the authorisation, with country in parenthesis.
               
            
                  C0650
               
               
                  Ancillary own fund — Name of entity concerned
               
               
                  This is the name of the entity concerned by the ancillary own fund.
               
            
                  
                     Adjustment for ring fenced funds and matching adjustment portfolios
                  
               
            
                  C0660/R0020
               
               
                  Ring–fenced fund/ matching adjustment portfolio — Number
               
               
                  Identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
               
            
                  C0670/R0020
               
               
                  Ring–fenced fund/ matching adjustment portfolio — Notional SCR
               
               
                  This is the notional SCR of each ring–fenced fund/each matching adjustment portfolio.
               
            
                  C0680/R0020
               
               
                  Ring–fenced fund/ matching adjustment portfolio — Notional SCR (negative results set to zero)
               
               
                  This is the notional SCR. When the value is negative zero shall be reported.
               
            
                  C0690/R0020
               
               
                  Ring–fenced fund/ matching adjustment portfolio — Excess of assets over liabilities
               
               
                  This is the amount of excess of assets over liabilities of each ring–fenced fund/matching adjustment portfolio. This value shall reflect any deduction of future transfers attributable to shareholders.
               
            
                  C0700/R0020
               
               
                  Ring–fenced fund/ matching adjustment portfolio — Future transfers attributable to shareholders
               
               
                  Value of future transfers attributable to shareholders according to Article 80 (2) of Delegated Regulation (EU) 2015/35.
               
            
                  C0710/R0010
               
               
                  Ring fenced funds/matching adjustment portfolios — Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds
               
               
                  This is the total deduction for ring–fenced funds and matching adjustment portfolios.
               
            
                  C0710/R0020
               
               
                  Ring fenced funds/matching adjustment portfolio — Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds
               
               
                  This is the deduction for each ring–fenced fund/matching adjustment portfolio.
               
            
                  
                     Calculation of non available own funds at group level (such a calculation has to be done undertaking by undertaking)
                  
               
            
                  
                     Non available own funds at group level — exceeding the contribution of solo SCR to group SCR
                  
               
            
                  C0720
               
               
                  Related (Re)insurance undertakings, Insurance Holding Company, Mixed Financial Holding Company, ancillary entities and SVP included in the scope of the group calculation
               
               
                  Name of undertaking
               
            
                  C0730
               
               
                  Country
               
               
                  ISO 3166–1 alpha–2 code of the country where the entity has its head office
               
            
                  C0740
               
               
                  Contribution of solo SCR to Group SCR
               
               
                  Contribution of solo SCR to group SCR
                  If the method 1 is applied, the contribution of a subsidiary undertaking to the group shall be calculated according the formula:
                  
                     
                  Where:
                  
                              —
                           
                           
                              SCRi
                                 solo is the solo SCR of the parent undertaking and each insurance, reinsurance and intermediate insurance holding and mixed financial holding company over which a dominant influence is exercised and that are included in the SCR fully consolidated
                           
                        
                              —
                           
                           
                              SCRj is the solo SCR of the entity j
                           
                        
                              —
                           
                           
                              the ratio is the proportional adjustment due to the recognition of diversification effects in the part fully consolidated (in the case where the SCR diversified (numerator) calculated in accordance to Article 336(a) of the Delegated Regulation (EU) 2015/35 is greater than the sum of the individual SCR of the participating undertaking and each related insurance and reinsurance undertaking included in the calculation of the SCR diversified (denominator) the value of the ratio is capped to 1).
                           
                        The assessment of non available own funds shall be made also for own funds in non controlled undertakings taking into account the proportionality principle.
                  For method 2 the contribution of the related undertaking to the group SCR is the proportional share of the individual SCR.
               
            
                  C0750
               
               
                  Non available minority interests
               
               
                  Non available minority interests, when the method 1 is applied, that is any minority interests in the eligible own funds (after deducting other non available own funds) of (re) insurance subsidiary exceeding the contribution of the solo SCR to the group SCR.
               
            
                  C0760
               
               
                  Non available own funds related to other own fund items approved by supervisory authority
               
               
                  Total amount for non available own funds related to other own fund items approved by supervisory authority.
               
            
                  C0770
               
               
                  Non available surplus funds
               
               
                  Non available surplus funds at group level both in EEA and non–EEA entities (Article 222 (2) to (5) of Directive 2009/138/EC and Article 330 (4) of Delegated Regulation (EU) 2015/35)
               
            
                  C0780
               
               
                  Non available called up but not yet paid in capital
               
               
                  Non available called up but not yet paid in capital at group level both in EEA and non–EEA entities (Article 222 (2) to (5) of Directive 2009/138/EC and Article 330 (4) of Delegated Regulation (EU) 2015/35)
               
            
                  C0790
               
               
                  Non available ancillary own funds
               
               
                  Non available ancillary own funds at group level both in EEA and non–EEA entities (Article 222 (2) to (5) of Directive 2009/138/EC and Article 330 (4) of Delegated Regulation (EU) 2015/35)
               
            
                  C0800
               
               
                  Non available subordinated mutual member accounts
               
               
                  Non available subordinated mutual member accounts at group level both in EEA and non–EEA entities (Article 222 (2) to (5) of Directive 2009/138/EC and Article 330 (4) of Delegated Regulation (EU) 2015/35)
               
            
                  C0810
               
               
                  Non available preference shares
               
               
                  Non available preference shares at group level both in EEA and non–EEA entities (Article 222 (2) to (5) of Directive 2009/138/EC and Article 330 (4) of Delegated Regulation (EU) 2015/35)
               
            
                  C0820
               
               
                  Non available Subordinated Liabilities
               
               
                  Non available Subordinated Liabilities at group level both in EEA and non–EEA entities (Article 222 (2) to (5) of Directive 2009/138/EC and Article 330 (4) of Delegated Regulation (EU) 2015/35)
               
            
                  C0830
               
               
                  An amount equal to the value of non available net deferred tax assets at the group level
               
               
                  An amount equal to the value of non available net deferred tax assets at the group level both in EEA and non–EEA entities (Article 222 (2) to (5) of Directive 2009/138/EC and Article 330 (4) of Delegated Regulation (EU) 2015/35)
               
            
                  C0840
               
               
                  Non available share premium account related to preference shares at group level
               
               
                  Non available share premium account related to preference shares at group level.
               
            
                  C0850
               
               
                  Total non available excess own funds
               
               
                  Non available excess own funds at group level.
               
            
                  C0860
               
               
                  Non available minority interests
               
               
                  This is the overall total amount of non — available minority interests at group level.
               
            
                  C0870
               
               
                  Non available own funds related to other own fund items approved by supervisory authority
               
               
                  Total amount for non available own funds related to other own fund items approved by supervisory authority.
               
            
                  C0880
               
               
                  Non available surplus funds
               
               
                  This is the overall total amount of non available surplus funds at group level.
               
            
                  C0890
               
               
                  Non available called but not paid in capital
               
               
                  This is the total overall amount of non available called but not paid in capital at group level.
               
            
                  C0900
               
               
                  Non available ancillary own funds
               
               
                  This is the total overall amount of non available ancillary own funds at group level.
               
            
                  C0910
               
               
                  Non available subordinated mutual member accounts
               
               
                  This is the total overall amount of non available subordinated mutual member accounts
               
            
                  C0920
               
               
                  Non available preference shares
               
               
                  This is the total overall amount of non available preference shares at group level.
               
            
                  C0930
               
               
                  Non available Subordinated Liabilities
               
               
                  This is the total overall amount of non available subordinated liabilities at group level.
               
            
                  C0940
               
               
                  An amount equal to the value of non available net deferred tax assets at the group level
               
               
                  This is the total overall amount equal to the value of non available net deferred tax assets at the group level
               
            
                  C0950
               
               
                  Non available share premium account related to preference shares at group level
               
               
                  This is the total overall amount of non available share premium account related to preference shares at group level
               
            
                  C0960
               
               
                  Total non available excess own funds
               
               
                  This is the total overall amount of non available excess own funds.
                  According to Article 222(4) of the Directive 2009/138/EC, the total non available own funds is calculated, undertaking by undertaking, by adding up own funds indicated in Article 222(2) of the directive (i.e. surplus funds and any subscribed but not paid–up capital) and in Article330 of Delegated Regulation (EU) 2015/35 (i.e. ancillary own funds, preferences shares, subordinated mutual member account, subordinated liabilities and the value of net deferred tax assets).The part of such own funds that exceeds the contribution of the related undertaking to the group SCR cannot be considered as available for covering the group SCR.
                  If the total amount of such own funds does not exceed the contribution of the related undertaking to the group SCR, such limitation doesn't apply.
               
            
         S.25.01 — Solvency Capital Requirement — for groups on Standard Formula
      
      
         General comments:
      
      This section relates to opening and annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.25.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of template S.01.03.
      Template SR.25.01 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      Where the entity has MAP or RFF (except those under the scope of Article 304 of Directive 2009/138/EC) when reporting at the level of the whole undertaking, the notional Solvency Capital Requirement (‘nSCR’) at risk module level and the loss–absorbing capacity (LAC) of technical provisions and deferred taxes to be reported shall be calculated as follows:
      
                  —
               
               
                  Where the undertaking applies the full adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level the nSCR is calculated as if no loss of diversification exists and the LAC shall be calculated as the sum of the LAC across all RFF/MAP and remaining part;
               
            
                  —
               
               
                  Where the undertaking applies the Simplification at risk sub–module level to aggregate the nSCR of the RFF/MAP at entity level the nSCR is calculated considering a direct summation at sub–module level method and the LAC shall be calculated as the sum of the LAC across all RFF/MAP and remaining part,
               
            
                  —
               
               
                  Where the undertaking applies the simplification at risk module level to aggregate the nSCR of the RFF/MAP at entity level the nSCR is calculated considering a direct summation at module level method and the LAC shall be calculated as the sum of the LAC across all RFF/MAP and remaining part.
               
            The adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level shall be allocated (C0050) to the relevant risk modules (i.e. market risk, counterparty default risk, life underwriting risk, health underwriting risk and non–life underwriting risk). The amount to be allocated to each relevant risk module shall be calculated as follows:
      
                  —
               
               
                  
                     , where
                  —   
                        adjustment
                     = Adjustment calculated according to one of the three methods referred above
                  —   
                        BSCR′
                     = Basic solvency capital requirement calculated according to the information reported in this template (C0030/R0100)
                  —   
                        nSCRint
                        
                     = nSCR for intangible assets risk according to the information reported in this template (C0030/R0070)
               
            
                  —
               
               
                  Multiplication of this ‘q factor’ by the nSCR of each relevant risk module (i.e. market risk, counterparty default risk, life underwriting risk, health underwriting risk and non–life underwriting risk)
               
            For group reporting the following specific requirements shall be met:
      
                  a)
               
               
                  The information until R0460 is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
               
            
                  b)
               
               
                  When combination method is being used, the information until R0460 is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7) of Solvency II, to provide an estimate of the SCR using standard formula.
                  One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking within the scope of group supervision and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0010–R0050/C0030
               
               
                  Net solvency capital requirement
               
               
                  Amount of the net capital charge for each risk module, as calculated using the standard formula.
                  The difference between the net and the gross SCR is the consideration of the future discretionary benefits according to Article 205 of Delegated Regulation (EU) 2015/35.
                  This amount shall fully consider diversification effects according to Article 304 of Directive 2009/138/EC where applicable.
                  These cells do not include the allocation of the adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level. These figures represent the SCR as if there was no loss of diversification.
               
            
                  R0010–R0050/C0040
               
               
                  Gross solvency capital requirement
               
               
                  Amount of the gross capital charge for each risk module, as calculated using the standard formula.
                  The difference between the net and the gross SCR is the consideration of the future discretionary benefits according to Article 205 of Delegated Regulation (EU) 2015/35.
                  This amount shall fully consider diversification effects according to Article 304 of Directive 2009/138/EC where applicable.
                  These cells do not include the allocation of the adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level. These figures represent the SCR as if there was no loss of diversification.
               
            
                  R0010–R0050/C0050
               
               
                  Allocation of RFF adjustment due to RFF and Matching adjustments portfolios
               
               
                  Part of the adjustment allocated to each risk module according to the procedure described in the general comments.
                  This amount shall be positive.
               
            
                  R0060/C0030
               
               
                  Net solvency capital requirement Diversification
               
               
                  Amount of the diversification effects between Basic SCR of net risk modules due to the application of the correlation matrix defined in Annex IV of Directive 2009/138/EC.
                  This amount shall be reported as a negative value.
               
            
                  R0060/C0040
               
               
                  Gross solvency capital requirement Diversification
               
               
                  Amount of the diversification effects between Basic SCR of gross risk modules due to the application of the correlation matrix defined in Annex IV of Directive 2009/138/EC.
                  This amount shall be reported as a negative value.
               
            
                  R0070/C0030
               
               
                  Net solvency capital requirement Intangible asset risk
               
               
                  Amount of the capital charge, after the adjustment for the loss–absorbing capacity of technical provisions, for intangible assets risk, as calculated using the standard formula.
               
            
                  R0070/C0040
               
               
                  Gross solvency capital requirement Intangible assets risk
               
               
                  The future discretionary benefits according to Article 205 of Delegated Regulation (EU) 2015/35for intangible assets risk is zero under standard formula hence R0070/C0040 equals R0070/C0030.
               
            
                  R0100/C0030
               
               
                  Net solvency capital requirement — Basic Solvency Capital Requirement
               
               
                  Amount of the basic capital requirements, after the consideration of future discretionary benefits according to Article 205 of Delegated Regulation (EU) 2015/35, as calculated using the standard formula.
                  This amount shall fully consider diversification effects according to Article 304 of Directive 2009/138/EC where applicable.
                  This cell does not include the allocation of the adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level. These figures represent the SCR as if there was no loss of diversification.
                  This amount shall be calculated as a sum of the net capital charges for each risk module within the standard formula, including adjustment for diversification effect within standard formula.
               
            
                  R0100/C0040
               
               
                  Gross solvency capital requirement — Basic Solvency Capital Requirement
               
               
                  Amount of the basic capital requirements, before the consideration of future discretionary benefits according to Article 205 of Delegated Regulation (EU) 2015/35, as calculated using the standard formula.
                  This amount shall fully consider diversification effects according to Article 304 of Directive 2009/138/EC where applicable.
                  This cell does not include the allocation of the adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level. These figures represent the SCR as if there was no loss of diversification.
                  This amount shall be calculated as a sum of the gross capital charges for each risk module within the standard formula, including adjustment for diversification effect within standard formula
               
            
                  
                     Calculation of Solvency Capital Requirement
                  
               
            
                  R0120/C0100
               
               
                  Adjustment due to RFF/MAP nSCR aggregation
               
               
                  Adjustment to correct the bias on SCR calculation due to aggregation of RFF/MAP nSCR at risk module level.
                  This amount shall be positive.
               
            
                  R0130/C0100
               
               
                  Operational risk
               
               
                  Amount of the capital requirements for operational risk module as calculated using the standard formula.
               
            
                  R0140/C0100
               
               
                  Loss–absorbing capacity of technical provisions
               
               
                  Amount of the adjustment for loss–absorbing capacity of technical provisions calculated according to the standard formula.
                  This amount shall be reported as a negative value.
                  At RFF/MAP level and at entity level where there are no RFF (other than those under Article 304 of Directive 2009/138/EC) nor MAP it is the maximum between zero and the amount corresponding to the minimum between the amount of technical provisions without risk margin in relation to future discretionary benefits net of reinsurance and the difference between gross and net basic solvency capital requirement.
                  Where there are RFF (other than those under Article 304 of Directive 2009/138/EC) or MAP, this amount shall be calculated as the sum of the loss–absorbing capacity of technical provisions of each RFF/MAP and remaining part, taking into account the net future discretionary benefits as a top limit.
               
            
                  R0150/C0100
               
               
                  Loss–absorbing capacity of deferred taxes
               
               
                  Amount of the adjustment for loss–absorbing capacity of deferred taxes calculated according to the standard formula.
                  This amount shall be negative.
               
            
                  R0160/C0100
               
               
                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC
               
               
                  Amount of the capital requirement, calculated according to the rules stated in article 17 of Directive 2003/41/EC, for ring–fenced funds relating to pension business operated under article 4 of Directive 2003/41/EC to which transitional measures are applied. This item is to be reported only during the transitional period.
               
            
                  R0200/C0100
               
               
                  Solvency capital requirement excluding capital add–on
               
               
                  Amount of the total diversified SCR before any capital add–on.
               
            
                  R0210/C0100
               
               
                  Capital add–ons already set
               
               
                  Amount of capital add–on that had been set at the reporting reference date. It will not include capital add–ons set between that date and the submission of the data to the supervisory authority, nor any set after the submission of the data.
               
            
                  R0220/C0100
               
               
                  Solvency capital requirement for undertakings under consolidated method
               
               
                  Amount of the Solvency Capital Requirement for undertakings under method 1 as defined in Article 230 of Directive 2009/138/EC.
               
            
                  
                     Other information on SCR
                  
               
            
                  R0400/C0100
               
               
                  Capital requirement for duration–based equity risk sub–module
               
               
                  Amount of the capital requirement for duration–based equity risk sub–module.
               
            
                  R0410/C0100
               
               
                  Total amount of notional Solvency Capital Requirements for remaining part
               
               
                  Amount of the notional SCRs of remaining part when group has RFF.
               
            
                  R0420/C0100
               
               
                  Total amount of notional Solvency Capital Requirements for ring–fenced funds
               
               
                  Amount of the sum of notional SCRs of all ring–fenced funds when group has RFF (other than those related to business operated in accordance with article 4 of Directive 2003/41/EC (transitional)).
               
            
                  R0430/C0100
               
               
                  Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios
               
               
                  Amount of the sum of notional SCRs of all matching adjustment portfolios.
               
            
                  R0440/C0100
               
               
                  Diversification effects due to RFF nSCR aggregation for Article 304
               
               
                  Amount of the adjustment for a diversification effect between ring–fenced funds under Article 304 of Directive 2009/138/EC and the remaining part where applicable.
               
            
                  R0450/C0100
               
               
                  Method used to calculate the adjustment due to RFF/MAP nSCR aggregation
               
               
                  Method used to calculate the adjustment due to RFF nSCR aggregation. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Full recalculation
                           
                        
                               
                           
                           
                              2 — Simplification at risk sub–module level
                           
                        
                               
                           
                           
                              3 — Simplification at risk module level
                           
                        
                               
                           
                           
                              4 — No adjustment
                           
                        When the group has no RFF (or have only RFF under Article 304 of Directive 2009/138/EC) it shall select option 4.
               
            
                  R0460/C0100
               
               
                  Net future discretionary benefits
               
               
                  Amount of technical provisions without risk margin in relation to future discretionary benefits net of reinsurance.
               
            
                  R0470/C0100
               
               
                  Minimum consolidated group solvency capital requirement
               
               
                  Amount of the minimum consolidated group Solvency Capital Requirement as stated in article 230 of Directive 2009/138/EC. This item is applicable to group reporting only.
               
            
                  R0500/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements)
               
               
                  Amount of capital requirement for other financial sectors.
                  This item is only applicable to group reporting where the group includes an undertaking which is subject to non–insurance capital requirements, such as a bank, and is the capital requirement calculated in accordance with the appropriate requirements.
               
            
                  R0510/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements) — Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies
               
               
                  Amount of capital requirement for credit institutions, investment firms and financial institutions.
                  This item is only applicable to group reporting where the group includes undertakings which are credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies and they are subject to capital requirements, calculated in accordance with the relevant sectoral rules.
               
            
                  R0520/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements) — Institutions for occupational retirement provisions
               
               
                  Amount of capital requirement for institutions for occupational retirement provisions.
                  This item is only applicable to group reporting where the group includes undertaking which are institutions for occupational retirement provision and subject to non–insurance capital requirements calculated in accordance with the relevant sectoral rules.
               
            
                  R0530/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements) — Capital requirement for non–regulated entities carrying out financial activities
               
               
                  Amount of capital requirement for non–regulated entities carrying out financial activities. This figure represents a notional solvency requirement, calculated if the relevant sectoral rules were to be applied.
                  This item is only applicable to group reporting where the group includes undertakings which are non — regulated entities carrying out financial activities.
               
            
                  R0540/C0100
               
               
                  Capital requirement for non–controlled participation requirements
               
               
                  Amount of the proportional share of the Solvency Capital Requirements of the related insurance and reinsurance undertakings and insurance holding companies which are not subsidiaries.
                  This item is only applicable to group reporting and corresponds, for those entities which are not subsidiaries, to the capital requirement calculated in accordance with Solvency 2.
               
            
                  R0550/C0100
               
               
                  Capital requirement for residual undertakings
               
               
                  Amount determined in accordance with Article 336 (1) (d) of Delegated Regulation (EU) 2015/35.
               
            
                  R0560/C0100
               
               
                  SCR for undertakings included via D and A
               
               
                  Amount of the Solvency Capital Requirement for undertakings included under method 2 as defined in Article 233 of Directive 2009/138/EC when the combination of methods is used.
               
            
                  R0570/C0100
               
               
                  Solvency capital requirement
               
               
                  Overall SCR for all undertakings regardless of the method used.
               
            
         S.25.02 — Solvency Capital Requirement — for groups using the standard formula and partial internal model
      
      
         General comments:
      
      This section relates to opening and annual submission of information for groups, ring fenced–funds, matching adjustment portfolios and remaining part.
      The components to be reported shall be agreed between national supervisory authorities and groups.
      Template SR.25.02 shall be reported by ring–fenced fund, matching adjustment portfolio and the remaining part for every group under a partial internal model. This includes undertakings where a partial internal model is applied to a full ring–fenced fund and/or matching adjustment portfolio while the other ring–fenced funds and/or matching adjustment portfolios are under the standard formula. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03
      Template SR.25.02 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      For those undertakings under a partial internal model to which the adjustment due to the aggregation of the nSCR of RFF/MAP is applicable, where the entity has MAP or RFF (except those under the scope of Article 304 of Directive 2009/138/EC) when reporting at the level of the whole undertaking, the nSCR at risk module level and the loss–absorbing capacity (LAC) of technical provisions and deferred taxes to be reported shall be calculated as follows:
      
                  —
               
               
                  Where the undertaking applies the full adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level: the nSCR is calculated as if no RFF and the LAC shall be calculated as the sum of the LAC across all RFF/MAP and remaining part;
               
            
                  —
               
               
                  Where the undertaking applies the Simplification at risk sub–module level to aggregate the nSCR of the RFF/MAP at entity level the the nSCR and LAC are calculated considering a direct summation at sub–module level method,
               
            
                  —
               
               
                  Where the undertaking applies the Simplification at risk module level to aggregate the nSCR of the RFF/MAP at entity level the nSCR and LAC are calculated considering a direct summation at module level method.
               
            The adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level shall be allocated (C0060) to the relevant risk modules (i.e. market risk, counterparty default risk, life underwriting risk, health underwriting risk and non–life underwriting risk) when calculated according to the standard formula. The amount to be allocated to each relevant risk module shall be calculated as follows:
      
                  —
               
               
                  
                     , where
                  —   
                        adjustment
                     = Adjustment calculated according to one of the three methods referred above
                  —   
                        BSCR′
                     = Basic solvency capital requirement calculated according the information reported in this template
                  —   
                        nSCRint
                        
                     = nSCR for intangible assets risk according to the information reported in this template
               
            
                  —
               
               
                  Multiplication of this ‘q factor’ by the nSCR of each relevant risk module (i.e. market risk, counterparty default risk, life underwriting risk, health underwriting risk and non–life underwriting risk)
               
            For group reporting the following specific requirements shall be met:
      
                  c)
               
               
                  The information until R0470 is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
               
            
                  d)
               
               
                  When combination method is being used, the information until R0470 is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or Remaining Part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking within the scope of group supervision and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  C0010
               
               
                  Unique number of component
               
               
                  Unique number of each component agreed with their national supervisory authority to identify uniquely components from their model. This number shall always be used with the appropriate component description reported in each item. Where the partial internal model allow the same split by risk module as the one in the standard formula, the following numbers of components shall be used:
                  
                              —
                           
                           
                              1 — Market risk
                           
                        
                              —
                           
                           
                              2 — Counterparty default risk
                           
                        
                              —
                           
                           
                              3 — Life underwriting risk
                           
                        
                              —
                           
                           
                              4 — Health underwriting risk
                           
                        
                              —
                           
                           
                              5 — Non–life underwriting risk
                           
                        
                              —
                           
                           
                              6 — Intangible asset risk
                           
                        
                              —
                           
                           
                              7 — Operational risk
                           
                        
                              —
                           
                           
                              8 — LAC Technical Provisions (negative amount)
                           
                        
                              —
                           
                           
                              9 — LAC Deferred Taxes (negative amount)
                           
                        Where standard formula risk modules cannot be reported, groups shall attribute a number to each component different from 1 to 7.
                  This number shall always be used with the appropriate component description reported in each item C0020. The numbers of the components shall be kept consistent over time.
               
            
                  C0020
               
               
                  Components description
               
               
                  Identification, using free text, of each of the components that can be identified by the group. These components shall be aligned with standard formula risk modules if possible according to the partial internal model. Each component shall be identified using a separate entry. Groups shall identify and report components consistently across different reporting periods, unless there has been some change to the internal model affecting the categories.
                  Loss–absorbing capacity of technical provisions and/or deferred taxes not embedded within components shall be reported as separated components.
               
            
                  C0030
               
               
                  Calculation of the Solvency Capital Requirement
               
               
                  Amount of the capital charge for each component regardless of the method of calculation (either standard formula or partial internal model), after the adjustments for loss–absorbing capacity of technical provision and/or deferred taxes when they are embedded in the component calculation.
                  For the components Loss absorbing capacity of technical provisions and/or deferred taxes when reported as a separate component it shall be the amount of the loss–absorbing capacity (these amounts shall be reported as negative values)
                  For components calculated using the standard formula this cell represents the gross nSCR. For components calculated using the partial internal model, this represents the value considering the future management actions which are embedded in the calculation, but not those which are modelled as a separate component.
                  This amount shall fully consider diversification effects according to Article 304 of Directive 2009/138/EC where applicable where applicable.
                  When applicable, this cell does not include the allocation of the adjustment due to the aggregation of the nSCR of the RFF/MAP at entity level.
               
            
                  C0050
               
               
                  Allocation from adjustments due to RFF and Matching adjustment portfolios
               
               
                  Where applicable, part of the adjustment allocated to each risk module according to the procedure described in the general comments.
                  This amount shall be positive.
               
            
                  C0060
               
               
                  Consideration of the future management actions regarding technical provisions and/or deferred taxes
               
               
                  To identify if the future management actions relating to the loss absorbing capacity of technical provisions and/or deferred taxes are embedded in the calculation, the following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Future management actions regarding the loss–absorbing capacity of technical provisions embedded within the component
                           
                        
                               
                           
                           
                              2 — Future management actions regarding the loss–absorbing capacity of deferred taxes embedded within the component
                           
                        
                               
                           
                           
                              3 — Future management actions regarding the loss–absorbing capacity of technical provisions and deferred taxes embedded within the component
                           
                        
                               
                           
                           
                              4 — No embedded consideration of future management actions.
                           
                        
            
                  C0070
               
               
                  Amount modelled
               
               
                  For each component this cell represents the amount calculated according to the partial internal model. Therefore, the amount calculated with the Standard Formula shall be the difference between the amounts reported in C0040 and C0060.
               
            
                  R0110/C0100
               
               
                  Total of undiversified components
               
               
                  Sum of all components.
               
            
                  R0060/C0100
               
               
                  Diversification
               
               
                  The total amount of the diversification among components reported in C0030.
                  This amount does not include diversification effects inside each component, which shall be embedded in the values reported in C0030.
                  This amount shall be reported as negative value.
               
            
                  R0120/C0100
               
               
                  Adjustment due to RFF/MAP nSCR aggregation
               
               
                  When applicable, adjustment to correct the bias on SCR calculation due to aggregation of RFF/MAP nSCR at risk module level.
               
            
                  R0160/C0100
               
               
                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC
               
               
                  Amount of the capital requirement, calculated according to the rules stated in article 17 of Directive 2003/41/EC, for ring–fenced funds relating to pension business operated under article 4 of Directive 2003/41/EC to which transitional measures are applied. This item is to be reported only during the transitional period.
               
            
                  R0200/C00100
               
               
                  Solvency capital requirement, excluding capital add–ons
               
               
                  Amount of the total diversified SCR before any capital add–on.
               
            
                  R0210/C0100
               
               
                  Capital add–ons already set
               
               
                  Amount of capital add–ons that had been set at the reporting reference date. It will not include capital add–ons set between that date and the submission of the data to the supervisory authority, nor any set after the submission of the data.
               
            
                  R0220/C0100
               
               
                  Solvency capital requirement for undertakings under consolidated method
               
               
                  Amount of the Solvency Capital Requirement for undertakings under method 1 as defined in Article 230 of Directive 2009/138/EC.
               
            
                  R0220/C0100
               
               
                  Solvency Capital Requirement
               
               
                  Overall capital requirement including capital add–ons.
               
            
                  
                     Other information on SCR
                  
               
            
                  R0300/C0100
               
               
                  Amount/Estimate of the overall loss–absorbing capacity of technical provisions
               
               
                  Amount/Estimate of the overall adjustment for loss–absorbing capacity of technical provisions, including the part embedded in the components and the part reported as a single component.
                  This amount shall be positive.
               
            
                  R0310/C0100
               
               
                  Amount/Estimate of the loss absorbing capacity for deferred taxes
               
               
                  Amount/Estimate of the overall adjustment for loss–absorbing capacity for deferred taxes, including the part embedded in the components and the part reported as a single component.
               
            
                  R0400/C0100
               
               
                  Capital requirement for duration–based equity risk sub–module
               
               
                  Amount of the capital requirement for duration–based equity risk sub–module.
               
            
                  R0410/C0100
               
               
                  Total amount of notional Solvency Capital Requirements for remaining part
               
               
                  Amount of the notional SCRs of remaining part when group has RFF.
               
            
                  R0420/C0100
               
               
                  Total amount of Notional Solvency Capital Requirements for ring fenced funds
               
               
                  Amount of the sum of notional SCRs of all ring–fenced funds when group has RFF (other than those related to business operated in accordance with Article 4 of Directive 2003/41/EC (transitional)).
               
            
                  R0430/C0100
               
               
                  Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios
               
               
                  Amount of the sum of notional SCRs of all matching adjustment portfolios
                  This item does not have to be reported when reporting SCR calculation at RFF or matching adjustment portfolio level.
               
            
                  R0440/C0100
               
               
                  Diversification effects due to RFF nSCR aggregation for article 304
               
               
                  Amount of the adjustment for a diversification effect between ring fenced funds under Article 304 of Directive 2009/138/EC and the remaining part where applicable.
                  It shall be equal to the difference between the sum of the nSCR for each RFF/MAP/RP and the SCR reported in R0200/C0100.
               
            
                  R0450/C0100
               
               
                  Method used to calculate the adjustment due to RFF nSCR aggregation
               
               
                  Method used to calculate the adjustment due to RFF nSCR aggregation. One of the following option shall be used:
                  
                               
                           
                           
                              1 — Full recalculation
                           
                        
                               
                           
                           
                              2 — Simplification at risk sub–module level
                           
                        
                               
                           
                           
                              3 — Simplification at risk module level
                           
                        
                               
                           
                           
                              4 — No adjustment
                           
                        When the group has no RFF (or have only RFF under Article 304 of Directive 2009/138/EC) it shall select option 4.
               
            
                  R0460/C0100
               
               
                  Net future discretionary benefits
               
               
                  Amount of technical provisions without risk margin in relation to future discretionary benefits net of reinsurance
               
            
                  R0470/C0100
               
               
                  Minimum consolidated group solvency capital requirement
               
               
                  Amount of the minimum consolidated group Solvency Capital Requirement as stated in article 230 of Directive 2009/138/EC. This item is applicable to group reporting only.
               
            
                  R0500/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements)
               
               
                  Amount of capital requirement for other financial sectors.
                  This item is only applicable to group reporting where the group includes an undertaking which is subject to non–insurance capital requirements, such as a bank, and is the capital requirement calculated in accordance with the appropriate requirements.
               
            
                  R0510/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements) — Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies
               
               
                  Amount of capital requirement for credit institutions, investment firms and financial institutions.
                  This item is only applicable to group reporting where the group includes undertakings which are credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies and they are subject to capital requirements, calculated in accordance with the relevant sectoral rules.
               
            
                  R0520/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements) — Institutions for occupational retirement provisions
               
               
                  Amount of capital requirement for institutions for occupational retirement provisions.
                  This item is only applicable to group reporting where the group includes undertaking which are institutions for occupational retirement provision and subject to non–insurance capital requirements calculated in accordance with the relevant sectoral rules.
               
            
                  R0530/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements) — Capital requirement for non–regulated entities carrying out financial activities
               
               
                  Amount of capital requirement for non–regulated entities carrying out financial activities. This figure represents a notional solvency requirement, calculated if the relevant sectoral rules were to be applied.
                  This item is only applicable to group reporting where the group includes undertakings which are non–regulated entities carrying out financial activities.
               
            
                  R0540/C0100
               
               
                  Capital requirement for non–controlled participation requirements
               
               
                  Amount of the proportional share of the Solvency Capital Requirements of the related insurance and reinsurance undertakings and insurance holding companies which are not subsidiaries.
                  This item is only applicable to group reporting and corresponds, for those entities which are not subsidiaries, to the capital requirement calculated in accordance with Solvency 2.
               
            
                  R0550/C0100
               
               
                  Capital requirement for residual undertakings
               
               
                  Amount determined in accordance with Article 336 (1) (d) of Delegated Regulation (EU) 2015/35.
               
            
                  R0560/C0100
               
               
                  SCR for undertakings included via D and A
               
               
                  Amount of the Solvency Capital Requirement for undertakings included under method 2 as defined in Article 233 of Directive 2009/138/EC when the combination of methods is used.
               
            
                  R0570/C0100
               
               
                  Solvency capital requirement
               
               
                  Overall SCR for all undertakings regardless of the method used.
               
            
         S.25.03 — Solvency Capital Requirement — for groups using full internal model
      
      
         General comments:
      
      This section relates to opening and annual submission of information for groups, ring fenced–funds, matching adjustment portfolios and remaining part.
      The components to be reported shall be agreed between national supervisory authorities and groups.
      Template SR.25.03 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part for every group under a full internal model. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      Template SR.25.03 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      For group reporting the following specific requirements shall be met:
      
                  e)
               
               
                  The information until R0470 is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
               
            
                  f)
               
               
                  When combination method is being used, the information until R0470 is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or Remaining Part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the group and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  C0010
               
               
                  Unique number of component
               
               
                  Unique number of each component of the full internal model, agreed with their national supervisory authority to identify uniquely components from their model. This number shall always be used with the appropriate component description reported in each item C0020.
                  The numbers of the components shall be kept consistent over time.
               
            
                  C0020
               
               
                  Components description
               
               
                  Identification, using free text, of each of the components that can be identified by the undertaking within the full internal model. These components may not exactly align with the risks defined for the standard formula. Each component shall be identified using a separate entry. Groups shall identify and report components consistently across different reporting periods, unless there has been some change to internal model affecting the categories.
                  Loss–absorbing capacity of technical provisions and/or deferred taxes modelled but not within components shall be reported as separated components.
               
            
                  C0030
               
               
                  Calculation of the Solvency Capital Requirement
               
               
                  Amount of the net capital charge for each component, after the adjustments for the future management actions relating to technical provision and/or deferred taxes when applicable, calculated by the full internal model on an undiversified basis, to the extent that these adjustments are modelled within components.
                  Loss absorbing capacity of technical provisions and/or deferred taxes modelled but not within components shall be reported as negative values.
               
            
                  C0060
               
               
                  Consideration of the future management actions regarding technical provisions and/or deferred taxes
               
               
                  To identify if the future management actions relating to the loss absorbing capacity of technical provisions and/or deferred taxes are embedded in the calculation, the following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Future management actions regarding the loss–absorbing capacity of technical provisions embedded within the component
                           
                        
                               
                           
                           
                              2 — Future management actions regarding the loss–absorbing capacity of deferred taxes embedded within the component
                           
                        
                               
                           
                           
                              3 — Future management actions regarding the loss–absorbing capacity of technical provisions and deferred taxes embedded within the component
                           
                        
                               
                           
                           
                              4 — No embedded consideration of future management actions.
                           
                        
            
                  R0110/C0100
               
               
                  Total of undiversified components
               
               
                  Sum of all components.
               
            
                  R0060/C0100
               
               
                  Diversification
               
               
                  The total amount of the diversification among components reported in C0030 calculated using the full internal model.
                  This amount does not include diversification effects inside each component, which shall be embedded in the values reported in C0030.
                  This amount shall be negative.
               
            
                  R0160/C0100
               
               
                  Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC
               
               
                  Amount of the capital requirement, calculated according to the rules stated in article 17 of Directive 2003/41/EC, for ring–fenced funds relating to pension business operated under article 4 of Directive 2003/41/EC to which transitional measures are applied. This item is to be reported only during the transitional period.
               
            
                  R0200/C0100
               
               
                  Solvency capital requirement, excluding capital add–on
               
               
                  Amount of the total diversified SCR before any capital add–on.
               
            
                  R0210/C0100
               
               
                  Capital add–ons already set
               
               
                  Amount of capital add–on that had been set at the reporting reference date. It will not include capital add–ons set between that date and the submission of the data to the supervisory authority, nor any set after the submission of the data.
               
            
                  R0220/C0100
               
               
                  Solvency capital requirement
               
               
                  Amount of total SCR calculated using full internal model.
               
            
                  
                     Other information on SCR
                  
               
            
                  R0300/C0100
               
               
                  Amount/estimate of the overall loss–absorbing capacity of technical provisions
               
               
                  Amount/Estimate of the overall adjustment for loss–absorbing capacity of technical provisions, including the part embedded in each component and the part reported as a single component.
               
            
                  R0310/C0100
               
               
                  Amount/estimate of the overall loss–absorbing capacity of deferred taxes
               
               
                  Amount/Estimate of the overall adjustment for loss–absorbing capacity for deferred taxes, including the part embedded in each component and the part reported as a single component.
               
            
                  R0410/C0100
               
               
                  Total amount of notional Solvency Capital Requirements for remaining part
               
               
                  Amount of the notional SCRs of remaining part when group has RFF.
               
            
                  R0420/C0100
               
               
                  Total amount of Notional Solvency Capital Requirements for ring fenced funds
               
               
                  Amount of the sum of notional SCRs of all ring–fenced funds when group has RFF (other than those related to business operated in accordance with article 4 of Directive 2003/41/EC (transitional)).
               
            
                  R0430/C0100
               
               
                  Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios
               
               
                  Amount of the sum of notional SCRs of all matching adjustment portfolios.
               
            
                  R0440/C0100
               
               
                  Diversification effects due to RFF nSCR aggregation for Article 304
               
               
                  Amount of the adjustment for a diversification effect between ring fenced funds under Article 304 of Directive 2009/138/EC and remaining part where applicable.
               
            
                  R0460/C0100
               
               
                  Net future discretionary benefits
               
               
                  Amount of technical provisions without risk margin in relation to future discretionary benefits net of reinsurance
               
            
                  R0470/C0100
               
               
                  Minimum consolidated group solvency capital requirement
               
               
                  Amount of the minimum consolidated group Solvency Capital Requirement as stated in article 230 of Directive 2009/138/EC. This item is applicable to group reporting only.
               
            
                  R0500/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements)
               
               
                  Amount of capital requirement for other financial sectors.
                  This item is only applicable to group reporting where the group includes an undertaking which is subject to non–insurance capital requirements, such as a bank, and is the capital requirement calculated in accordance with the appropriate requirements.
               
            
                  R0510/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements) — Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies
               
               
                  Amount of capital requirement for credit institutions, investment firms and financial institutions.
                  This item is only applicable to group reporting where the group includes undertakings which are credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies and they are subject to capital requirements, calculated in accordance with the relevant sectoral rules.
               
            
                  R0520/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements) — Institutions for occupational retirement provisions
               
               
                  Amount of capital requirement for institutions for occupational retirement provisions.
                  This item is only applicable to group reporting where the group includes undertaking which are institutions for occupational retirement provision and subject to non–insurance capital requirements calculated in accordance with the relevant sectoral rules.
               
            
                  R0530/C0100
               
               
                  Capital requirement for other financial sectors (Non–insurance capital requirements) — Capital requirement for non–regulated entities carrying out financial activities
               
               
                  Amount of capital requirement for non–regulated entities carrying out financial activities. This figure represents a notional solvency requirement, calculated if the relevant sectoral rules were to be applied.
                  This item is only applicable to group reporting where the group includes undertakings which are non — regulated entities carrying out financial activities.
               
            
                  R0540/C0100
               
               
                  Capital requirement for non–controlled participation requirements
               
               
                  Amount of the proportional share of the Solvency Capital Requirements of the related insurance and reinsurance undertakings and insurance holding companies which are not subsidiaries.
                  This item is only applicable to group reporting and corresponds, for those entities which are not subsidiaries, to the capital requirement calculated in accordance with Solvency 2.
               
            
                  R0550/C0100
               
               
                  Capital requirement for residual undertakings
               
               
                  Amount determined in accordance with Article 336 (1) (d) of Delegated Regulation (EU) 2015/35.
               
            
         S.26.01 — Solvency Capital Requirement — Market risk
      
      
         General comments:
      
      This section relates to annual submission of information for groups, ring fenced–funds, matching adjustment portfolios and remaining part.
      The template SR.26.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      Template SR.26.01 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      Amounts before and after shock shall be filled in with the amount of assets and liabilities sensitive to that shock. For the liabilities the assessment shall be done at the most granular level available between contract and homogeneous risk group. This means that if a contract/HRG is sensitive to a shock the amount of liabilities associated to that contract/HRG shall be reported as amount sensitive to that shock.
      For group reporting the following specific requirements shall be met:
      
                  a)
               
               
                  This information is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
               
            
                  b)
               
               
                  When combination method is being used, this information is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC, and;
               
            
                  c)
               
               
                  This information does not apply to groups when method 2 as defined in Article 233 of Directive 2009/138/EC is being used exclusively.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112 (7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112 (7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking within the scope of group supervision and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0010/C0010
               
               
                  Simplifications spread risk — bonds and loans
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of spread risk with regard to bonds and loans. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0010/C0010 = 1, only C0060 and C0080 shall be filled in for R0410.
               
            
                  R0020/C0010
               
               
                  Captives simplifications — interest rate risk
               
               
                  Identify whether a captive undertaking within the scope of group supervision used simplifications for the calculation of interest rate risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0020/C0010 = 1, only C0060 and C0080 shall be filled in for R0100–R0120
               
            
                  R0030/C0010
               
               
                  Captives simplifications — spread risk on bonds and loans
               
               
                  Identify whether a captive undertaking within the scope of group supervision used simplifications for the calculation of spread risk with regard to bonds and loans. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        
            
                  R0040/C0010
               
               
                  Captives simplifications — market risk concentration
               
               
                  Identify whether a captive undertaking within the scope of group supervision used simplifications for the calculation of market risk concentration. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        
            
                  
                     Interest rate risk
                  
               
            
                  R0100/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — interest rate risk
               
               
                  This is the net capital charge for interest rate risk, i.e. after adjustment for the loss absorbing capacity of technical provisions.
                  If R0020/C0010=1, this item represents the net capital charge for interest rate risk calculated using simplified calculations for captive undertakings within the scope of group supervision.
               
            
                  R0100/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — interest rate risk
               
               
                  This is the gross capital charge for interest rate risk, i.e. before the loss absorbing capacity of technical provisions.
                  If R0020/C0010=1, this item represents the gross capital charge for interest rate risk calculated using simplified calculations for captive undertakings within the scope of group supervision.
               
            
                  R0110–R0120/C0020
               
               
                  Initial absolute values before shock — Assets — Interest rate risk — interest rate down/up shock
               
               
                  This is the total value of the assets sensitive to interest rate down/up risk, before shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0110–R0120/C0030
               
               
                  Initial absolute values before shock — Liabilities — Interest rate risk — interest rate down/up shock
               
               
                  This is the total value of the liabilities sensitive to interest rate down/up risk, before shock.
                  The amount of technical provisions (‘TP’) shall be net of reinsurance and SPV recoverables.
               
            
                  R0110–R0120/C0040
               
               
                  Absolute values after shock — Assets — Interest rate risk — interest rate down/up shock
               
               
                  This is the absolute value of assets sensitive to interest rate down/up risks after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0110–R0120/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Interest rate risk– interest rate down/up shock
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to interest rate down/up risks after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0110–R0120/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — interest rate risk– interest rate down/up shock
               
               
                  This is the net capital charge for interest rate down/up risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0020/C0010=1, this item represents the net capital charge for interest rate down/up risk calculated using simplifications.
               
            
                  R0110–R0120/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Interest rate risk — Interest rate down/up shock
               
               
                  This is the absolute value of liabilities (before the loss absorbing capacity of technical provisions) sensitive to interest rate down/up risks after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0110–R0120/C0080
               
               
                  Absolute value after shock — Gross solvency capital — interest rate risk — interest rate down/up shock
               
               
                  This is the gross capital charge for the interest rate down/up risk, i.e. before the loss absorbing capacity of Technical provisions
                  If R0020/C0010=1, this item represents the gross capital charge for interest rate down/up risk calculated using simplifications.
               
            
                  
                     Equity risk
                  
               
            
                  R0200/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — equity risk
               
               
                  This is the net capital charge for equity risk, i.e. after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0200/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — equity risk
               
               
                  This is the gross capital charge for equity risk, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0210/C0020
               
               
                  Initial absolute values before shock — Assets — equity risk — type 1 equities
               
               
                  This is the initial absolute value of the assets sensitive to the equity risk charge related to type 1 equities
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0210/C0030
               
               
                  Initial absolute values before shock — Liabilities — equity risk — type 1 equities
               
               
                  This is the initial absolute value of the liabilities sensitive to equity risk related to type 1 equities.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0210/C0040
               
               
                  Absolute values after shock — Assets — Equity risk — type 1 equities
               
               
                  This is the absolute value of the assets sensitive to the equity risk charge related to type 1 equities category, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0210/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Equity risk –type 1 equities
               
               
                  This is the absolute value of the liabilities sensitive to equity risk charge related to type 1 equities, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0210/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — equity risk –type 1 equities
               
               
                  This is the net capital charge for equity risk (for type 1 equities), after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0210/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — equity risk –type 1 equities
               
               
                  This is the absolute value of the liabilities sensitive to equity risk charge related to type 1 equities, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0210/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Equity risk –type 1 equities
               
               
                  This is the gross capital charge for equity risk for type 1 equities, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0220–R0240/C0020
               
               
                  Initial absolute values before shock — Assets — equity risk –type 1 equities
               
               
                  This is the initial absolute value of the assets sensitive to the equity risk (for each kind of type 1 equity).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0220–R0240/C0040
               
               
                  Absolute values after shock — Assets — equity risk –type 1 equities
               
               
                  This is the absolute value of the assets sensitive the equity risk charge, (for each kind of type 1 equity), after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0250/C0020
               
               
                  Initial absolute values before shock — Assets — equity risk –type 2 equities
               
               
                  This is the initial absolute value of the assets sensitive to the equity risk for type 2 equities
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0250/C0030
               
               
                  Initial absolute values before shock — Liabilities — equity risk –type 2 equities
               
               
                  This is the initial absolute value of liabilities sensitive to the equity risk for type 2 equities.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0250/C0040
               
               
                  Absolute values after shock — Assets — Equity risk — type 2 equities
               
               
                  This is the absolute value of the assets sensitive to equity risk charge for type 2 equities, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0250/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Equity risk –type 2 equities
               
               
                  This is the absolute value of liabilities sensitive to equity risk (for type 2 equities), after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0250/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — equity risk –type 2 equities
               
               
                  This is the net capital charge for equity risk (for type 2 equities) after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0250/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) equity risk –type 2 equities
               
               
                  This is the absolute value of the liabilities sensitive to equity risk (for type 2 equities), after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0250/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Equity risk — type 2 equities
               
               
                  This is the gross capital charge for equity risk for type 2 equities, i.e. before the loss absorbing capacity of technical provisions
               
            
                  R0260–R0280/C0020
               
               
                  Initial absolute values before shock — Assets — equity risk –type 2 equities
               
               
                  This is the value of the assets sensitive to the equity risk (for each kind of type 2 equities)
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0260–R0280/C0040
               
               
                  Absolute values after shock — Assets — equity risk –type 2 equities
               
               
                  This is the absolute value of the assets sensitive to equity risk (for each kind of type 2 equities), after the equity shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  
                     Property risk
                  
               
            
                  R0300/C0020
               
               
                  Initial absolute values before shock — Assets — Property risk
               
               
                  This is the absolute value of the assets sensitive to the property risk.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0300/C0030
               
               
                  Initial absolute values before shock — Liabilities — Property risk
               
               
                  This is the value of the liabilities sensitive to the property risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0040
               
               
                  Absolute values after shock — Assets — Property risk
               
               
                  This is the absolute value of the assets sensitive to property risk charge, after the property shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0300/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Property risk
               
               
                  This is the absolute value of the liabilities underlying property risk charge, after the property shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — property risk
               
               
                  This is the net capital charge for property risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0300/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — property risk
               
               
                  This is the absolute value of the liabilities underlying property risk charge, after the property shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Property risk
               
               
                  This is the gross capital charge for property risk, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  
                     Spread risk
                  
               
            
                  R0400/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk
               
               
                  This is the net capital charge for spread risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0400/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk
               
               
                  This is the gross capital charge for spread risk, before the loss absorbing capacity of technical provisions.
               
            
                  R0410/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — bonds and loans
               
               
                  This is the absolute value of the assets sensitive to the spread risk on bonds and loans.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — bonds and loans
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0040
               
               
                  Absolute values after shock — Assets — spread risk — bonds and loans
               
               
                  This is the absolute value of the assets sensitive to the spread risk on bonds and loans, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk — bonds and loans
               
               
                  This is the absolute value of the liabilities underlying the spread risk charge for bonds and loans, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — bonds and loans
               
               
                  This is the net capital charge for spread risk on bonds and loans, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0010/C0010 = 1, this item represents the net solvency capital requirement for spread risk — bonds and loans, calculated using simplifications
               
            
                  R0410/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions)– spread risk — bonds and loans
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — bonds and loans
               
               
                  This is the gross capital charge for spread risk on bonds and loans, i.e. before the loss absorbing capacity of technical provisions.
                  If R0010/C0010 = 1, this item represents gross solvency capital requirement for spread risk — bonds and loans calculated using simplifications.
               
            
                  R0420/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — credit derivatives
               
               
                  This is the net capital charge for spread risk on credit derivatives, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0420/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — credit derivatives
               
               
                  This is the gross capital charge for spread risk on credit derivatives, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0430–R0440/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the absolute value of assets sensitive to the downward/upward shock in respect to the spread risk on credit derivatives.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430–R0440/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the absolute value of the liabilities sensitive to the downward/upward shock in respect to spread risk on credit derivatives.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430–R0440/C0040
               
               
                  Absolute values after shock — Assets — spread risk — credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the absolute value of the assets sensitive the downward/upward shock for spread risk on credit derivatives, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430–R0440/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk –credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the absolute value of the liabilities sensitive to the downward/upward shock for spread risk on credit derivatives, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430–R0440/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the net capital charge for the downward/upward shock for spread risk on credit derivatives, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0430–R0440/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions)– spread risk –credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the absolute value of the liabilities sensitive to the downward/upward shock for spread risk on credit derivatives, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430–R0440/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — credit derivatives — downward/upward shock on credit derivatives
               
               
                  This is the gross capital charge for the downward/upward shock for spread risk on credit derivatives, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0450/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — securitisation positions
               
               
                  This is the absolute value of the assets sensitive to the spread risk on securitisation positions.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0450/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — securitisation positions
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on securitisation positions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0450/C0040
               
               
                  Absolute values after shock — Assets — spread risk — securitisation positions
               
               
                  This is the absolute value of the assets sensitive to the spread risk on securitisation positions, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0450/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk — securitisation positions
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on securitisation positions, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0450/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — securitisation positions
               
               
                  This is the net capital charge for spread risk on securitisation positions, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0450/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — spread risk — securitisation positions
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on securitisation positions, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0450/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — securitisation positions
               
               
                  This is the gross capital charge for spread risk on securitisation positions, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0460/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — securitisation positions — type 1
               
               
                  This is the absolute value of the assets sensitive to the spread risk on type 1 securitisation positions.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0460/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — securitisation positions — type 1
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 1 securitisation positions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0460/C0040
               
               
                  Absolute values after shock — Assets — spread risk — securitisation positions — type 1
               
               
                  This is the absolute value of the assets sensitive to the spread risk on type 1 securitisation positions, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0460/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk — securitisation positions — type 1)
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 1 securitisation positions, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0460/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — securitisation positions — type 1
               
               
                  This is the net capital charge for spread risk on type 1 securitisation positions, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0460/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — spread risk — securitisation positions — type 1
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 1 securitisation positions, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0460/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — securitisation positions — type 1
               
               
                  This is the gross capital charge for spread risk on type 1 securitisation positions, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0470/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — securitisation positions — type 2
               
               
                  This is the absolute value of the assets sensitive to the spread risk on type 2 securitisation positions.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0470/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — securitisation positions — type 2
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 2 securitisation positions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0470/C0040
               
               
                  Absolute values after shock — Assets — spread risk — securitisation positions — type 2
               
               
                  This is the absolute value of the assets sensitive to the spread risk on type 2 securitisation positions, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0470/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk — securitisation positions — type 2)
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 2 securitisation positions, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0470/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — securitisation positions — type 2
               
               
                  This is the net capital charge for spread risk on type 2 securitisation positions, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0470/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — spread risk — securitisation positions — type 2
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on type 2 securitisation positions, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0470/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — securitisation positions — type 2
               
               
                  This is the gross capital charge for spread risk on type 2 securitisation positions, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  R0480/C0020
               
               
                  Initial absolute values before shock — Assets — spread risk — securitisation positions — resecuritisation
               
               
                  This is the absolute value of the assets sensitive to the spread risk on resecuritisation positions.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0480/C0030
               
               
                  Initial absolute values before shock — Liabilities — spread risk — securitisation positions — resecuritisation
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on resecuritisation positions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0480/C0040
               
               
                  Absolute values after shock — Assets — spread risk — securitisation positions — resecuritisation
               
               
                  This is the absolute value of the assets sensitive to the spread risk on resecuritisation positions, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0480/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — spread risk — securitisation positions — resecuritisation)
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on resecuritisation positions, after the shock and after the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0480/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — spread risk — securitisation positions — resecuritisation
               
               
                  This is the net capital charge for spread risk on resecuritisation positions, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0480/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — spread risk — securitisation positions — resecuritisation
               
               
                  This is the absolute value of the liabilities sensitive to the spread risk on resecuritisation positions, after the shock but before the loss absorbing capacity of technical provisions.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0480/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — spread risk — securitisation positions — resecuritisation
               
               
                  This is the gross capital charge for spread risk on resecuritisation positions, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  
                     Concentration risk
                  
               
            
                  R0500/C0020
               
               
                  Initial absolute values before shock — Assets — market risk concentrations
               
               
                  This is the absolute value of the asset sensitive to the market risk concentrations
                  For captive undertakings within the scope of group supervision, if R0040/C0010=1, this item represents the absolute value of the assets sensitive to the market risk concentration, after taking into account simplifications allowed for captives.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0500/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — market risk concentrations
               
               
                  This is the net capital charge for market risk concentrations, after adjustment for the loss absorbing capacity of technical provisions, aggregated for each single name exposure.
                  For captive undertakings within the scope of group supervision, if cell R0040/C0010=1, this item represents net capital charge for market risk concentration, calculated using simplified calculation.
               
            
                  R0500/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — market risk concentrations
               
               
                  This is the gross capital charge for market risk concentrations, aggregated for each single name exposure, i.e. before the loss absorbing capacity of technical provisions.
               
            
                  
                     Currency risk
                  
               
            
                  R0600/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement (after the loss absorbing capacity of technical provisions) — currency risk
               
               
                  This is the sum for the different currencies of:
                  
                              —
                           
                           
                              the capital requirement (including after the loss absorbing capacity of technical provisions) for an increase in value of the foreign currency against the local currency;
                           
                        
                              —
                           
                           
                              the capital requirement (including after the loss absorbing capacity of technical provisions) for a decrease in value of the foreign currency against the local currency.
                           
                        
            
                  R0600/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — currency risk
               
               
                  This is the sum for the different currencies of:
                  
                              —
                           
                           
                              the capital requirement (before the loss absorbing capacity of technical provisions) for an increase in value of the foreign currency against the local currency;
                           
                        
                              —
                           
                           
                              the capital requirement (before the loss absorbing capacity of technical provisions) for a decrease in value of the foreign currency against the local currency.
                           
                        
            
                  R0610–R0620/C0020
               
               
                  Initial absolute values before shock — Assets — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the total value of the assets sensitive to currency increase/decrease risk, before shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0610–R0620/C0030
               
               
                  Initial absolute values before shock — Liabilities — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the total value of the liabilities sensitive to currency increase/decrease risk, before shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0610–R0620/C0040
               
               
                  Absolute values after shock — Assets — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the absolute value of assets sensitive to currency increase/decrease risk after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0610–R0620/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to currency increase/decrease risk after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0610–R0620/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement (after the loss absorbing capacity of technical provisions) — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the net capital charge for currency increase/decrease risk, after adjustment for the loss absorbing capacity of technical provisions. In R0610 only the currencies where the increase shock is the largest shall be reported and in R0620 only the currencies where the decrease shock is the largest shall be reported.
               
            
                  R0610–R0620/C0070
               
               
                  Absolute values after shock (before the loss–absorbing capacity of technical provisions) — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the absolute value of liabilities (before the loss absorbing capacity of technical provisions) sensitive to currency increase/decrease risk after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0610–R0620/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement (excluding the loss–absorbing capacity of technical provisions) — Currency risk — increase/ decrease in the value of the foreign currency
               
               
                  This is the gross capital charge for the currency increase/decrease risk, i.e. excluding before the loss absorbing capacity of Technical provisions. In R0610 only the currencies where the increase shock is the largest shall be reported and in R0620 only the currencies where the decrease shock is the largest shall be reported.
               
            
                  
                     Diversification within market risk module
                  
               
            
                  R0700/C0060
               
               
                  Diversification within market risk module –net
               
               
                  This is the diversification effect within the market risk module as a result of the aggregation of the net capital requirements (after loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value when it reduces the capital requirement.
               
            
                  R0700/C0080
               
               
                  Diversification within market risk module — gross
               
               
                  This is the diversification effect within the market risk module as a result of the aggregation of the gross capital requirements (before loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value when it reduces the capital requirement.
               
            
                  
                     Total solvency capital requirement for market risk
                  
               
            
                  R0800/C0060
               
               
                  Total net solvency capital requirements for market risk
               
               
                  This is the total net capital charge for all market risks, after loss absorbing capacity of technical provisions, calculated using the standard formula.
               
            
                  R0800/C0080
               
               
                  Gross solvency capital for market risk
               
               
                  This is the total gross capital charge for all market risks, excluding loss absorbing capacity of technical provisions, calculated using the standard formula.
               
            
         S.26.02 — Solvency Capital Requirement — Counterparty default risk
      
      
         General comments
      
      This section relates to annual submission of information for groups, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.02 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      Template SR.26.02 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      For group reporting the following specific requirements shall be met:
      
                  a)
               
               
                  This information is applicable when method 1 as defined in Article 230 of Solvency II Directive is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
               
            
                  b)
               
               
                  When combination method is being used, this information is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC, and;
               
            
                  c)
               
               
                  This information does not apply to groups when method 2 as defined in Article 233 of Directive 2009/138/EC is being used exclusively.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112 (7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112 (7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring Fenced Fund/Matching adjustment portfolios/Remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking within the scope of group supervision and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0010/C0010
               
               
                  Simplifications
               
               
                  Identify whether an undertakings within the scope of group supervision used simplifications for the calculation of counter party default risk. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        
            
                  R0100/C0080
               
               
                  Type 1 exposures — Gross solvency capital requirement
               
               
                  This is the gross capital charge (before the loss–absorbency capacity of technical provisions) for counterparty default risk arising from all Type 1 exposures as defined for Solvency II purposes.
               
            
                  R0110–R0200/C0020
               
               
                  Name of single name exposure
               
               
                  Describe the name of the 10 largest single exposures.
               
            
                  R0110–R0200/C0030
               
               
                  Code of single name exposure
               
               
                  Identification code using the Legal Entity Identifier (LEI) if available.
                  If not available this item shall not be reported
               
            
                  R0110–R0200/C0040
               
               
                  Type of code of the single name exposure
               
               
                  Identification of the code used in item ‘Code of single name exposure’. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  R0110–R0200/C0050
               
               
                  Type 1 exposures — Single name exposure X — Loss Given Default
               
               
                  The value of the Loss Given Default for each of the 10 largest single name exposure.
               
            
                  R0110–R0200/C0060
               
               
                  Type 1 exposures — Single name exposure X — Probability of Default
               
               
                  The Probability of Default for each of the 10 largest single name exposure.
               
            
                  R0300/C0080
               
               
                  Type 2 exposures — Gross solvency capital requirement
               
               
                  This is the gross capital charge (before the loss–absorbency capacity of technical provisions) for counterparty default risk arising from all Type 2 exposures, as defined for Solvency II purposes
               
            
                  R0310/C0050
               
               
                  Type 2 exposures — Receivables from Intermediaries due for more than 3 months — Loss Given Default
               
               
                  This is the value of Loss Given Default for Type 2 counterparty risk arising from intermediaries due for more than 3 months.
               
            
                  R0320/C0050
               
               
                  Type 2 exposures — All type 2 exposures other than receivables from Intermediaries due for more than 3 months — Loss Given Default
               
               
                  This is the value of Loss Given Default for Type 2 counterparty risk arising from all type 2 exposures other than receivables from Intermediaries due for more than 3 months.
               
            
                  R0330/C0080
               
               
                  Diversification within counterparty default risk module — gross solvency capital requirement
               
               
                  This is the amount of gross diversification effects allowed in aggregation of capital requirements for counterparty default risk for Type 1 and Type 2 exposures.
               
            
                  R0400/C0070
               
               
                  Total net solvency capital requirement for counterparty default risk
               
               
                  This is the total amount of the net capital charge (after the loss–absorbency capacity of technical provisions) for counterparty default risk.
               
            
                  R0400/C0080
               
               
                  Total gross solvency capital requirement for counterparty default risk
               
               
                  This is the total amount of the gross capital charge (before the loss–absorbency capacity of technical provisions) for counterparty default risk.
               
            
                  
                     Further details on mortgages
                  
               
            
                  R0500/C0090
               
               
                  Losses stemming from type 2 mortgage loans
               
               
                  Amount of the overall losses stemming from mortgage loans that has been classified as type 2 exposures according to Article 191 (13) of Delegated Regulation (EU) 2015/35.
               
            
                  R0510/C0090
               
               
                  Overall losses stemming from mortgage loans
               
               
                  Amount of the overall losses stemming from mortgage loans according to Article 191 (13) of Delegated Regulation (EU) 2015/35.
               
            
         S.26.03 — Solvency Capital Requirements — Life underwriting risk
      
      
         General comments:
      
      This section relates to annual submission of information for groups, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.03 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      Template SR.26.03 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      All values shall be reported net of reinsurance and other risk mitigating techniques.
      Amounts before and after shock shall be filled in with the amount of assets and liabilities sensitive to that shock. For the liabilities the assessment shall be done at the most granular level available between contract and homogeneous risk group. This means that if a contract/HRG is sensitive to a shock the amount of liabilities associated to that contract/HRG shall be reported as amount sensitive to that shock.
      For group reporting the following specific requirements shall be met:
      
                  a)
               
               
                  This information is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
               
            
                  b)
               
               
                  When combination method is being used, this information is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC, and;
               
            
                  c)
               
               
                  This information does not apply to groups when method 2 as defined in Article 233 of Directive 2009/138/EC is being used exclusively.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking within the scope of group supervision and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0010/C0010
               
               
                  Simplifications used: mortality risk
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for a calculation of mortality risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0010/C0010 = 1, only C0060 and C0080 shall be filled in for R0100.
               
            
                  R0020/C0010
               
               
                  Simplifications used — longevity
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of longevity risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0020/C0010 = 1, only C0060 and C0080 shall be filled in for R0200.
               
            
                  R0030/C0010
               
               
                  Simplifications used: disability– morbidity risk —
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of disability — morbidity risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0030/C0010 = 1, only C0060 and C0080 shall be filled in for R0300.
               
            
                  R0040/C0010
               
               
                  Simplifications used: lapse risk
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of lapse risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0040/C0010 = 1, only C0060 and C0080 shall be filled in for R0400 to R0420.
                  R0430 shall be fully completed in any case.
               
            
                  R0050/C0010
               
               
                  Simplifications used: life expense risk —
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of life expense risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0050/C0010 = 1, only C0060 and C0080 shall be filled in for R0500.
               
            
                  R0060/C0010
               
               
                  Simplifications used: life catastrophe risk
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of life catastrophe risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0060/C0010 = 1, only C0060 and C0080 shall be filled in for R0700.
               
            
                  
                     Life underwriting risk
                  
               
            
                  R0100/C0020
               
               
                  Initial absolute values before shock — Assets — Mortality risk
               
               
                  This is the absolute value of the assets sensitive to mortality risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0100/C0030
               
               
                  Initial absolute values before shock — Liabilities — Mortality risk
               
               
                  This is the absolute value of liabilities sensitive to mortality risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0040
               
               
                  Absolute values after shock — Assets — Mortality risk
               
               
                  This is the absolute value of the assets sensitive to mortality risk after the shock (i.e. permanent increase in mortality rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0100/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Mortality risk
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to risk, after the shock (i.e. permanent increase in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Mortality risk
               
               
                  This is the net capital charge for mortality risk after the shock (after adjustment for the loss absorbing capacity of technical provisions).
                  If R0010/C0010=1, this item represents net capital charge for mortality risk calculated using simplifications.
               
            
                  R0100/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Mortality risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to mortality risk, after the shock (permanent increase in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Mortality risk
               
               
                  This is the gross capital charge for mortality risk. (before the loss absorbing capacity of technical provisions)
                  If R0010/C0010=1, this item represents gross capital charge for mortality risk calculated using simplifications.
               
            
                  R0200/C0020
               
               
                  Initial absolute values before shock — Assets — Longevity risk
               
               
                  This is the absolute value of the assets sensitive to longevity risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0200/C0030
               
               
                  Initial absolute values before shock — Liabilities — Longevity risk
               
               
                  This is the absolute value of liabilities sensitive to longevity risk charge, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0040
               
               
                  Absolute values after shock — Assets — Longevity risk
               
               
                  This is the absolute value of the assets sensitive to longevity risk, after the shock (i.e. permanent decrease in mortality rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0200/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Longevity risk
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions sensitive to longevity risk, after the shock (i.e. permanent decrease in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Longevity risk
               
               
                  This is the net capital charge for longevity risk after the shock (after adjustment for the loss absorbing capacity of technical provisions).
                  If R0020/C0010=1, this item represents net capital charge for longevity risk calculated using simplifications
               
            
                  R0200/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Longevity risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to longevity risk charge, after the shock (permanent decrease in mortality rates.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Longevity risk
               
               
                  This is the gross capital charge for longevity risk (before the loss absorbing capacity of technical provisions).
                  If R0020/C0010=1, this item represents gross capital charge for longevity risk calculated using simplifications.
               
            
                  R0300/C0020
               
               
                  Initial absolute values before shock — Assets — Disability — morbidity risk
               
               
                  This is the absolute value of the assets sensitive to disability — morbidity risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0300/C0030
               
               
                  Initial absolute values before shock — Liabilities — Disability– morbidity risk
               
               
                  This is the absolute value of liabilities sensitive to disability — morbidity risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0040
               
               
                  Absolute values after shock — Assets — Disability — morbidity risk
               
               
                  This is the absolute value of the assets sensitive to disability — morbidity risk, after the shock (i.e. as prescribed by standard formula: an increase in disability and morbidity rates which are used in calculation of technical provisions to reflect the disability and morbidity experience in the next following 12 months, and for all months after the following 12 months and a decrease in the disability and morbidity rates recovery rates used in the calculation of technical provisions in respect of next 12 months and for all year thereafter.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0300/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Disability — morbidity risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to disability — morbidity risk, after the shock (i.e. as prescribed by standard formula, see description provided in definition to cell R0300/C0040).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Disability — morbidity risk
               
               
                  This is the net capital charge for disability — morbidity risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0030/C0010=1, this item represents net capital charge for disability and morbidity risk calculated using simplifications.
               
            
                  R0300/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Disability — morbidity risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to disability — morbidity risk, after the shock (i.e. as prescribed by standard formula, see description provided in definition to cell R0300/C0040).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0300/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Disability — morbidity risk
               
               
                  This is the gross capital charge for disability — morbidity risk (before the loss absorbing capacity of technical provisions).
                  If R0030/C0010=1, this item represents gross capital charge for disability and morbidity risk calculated using simplifications.
               
            
                  R0400/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Lapse risk
               
               
                  This is the overall net capital charge for lapse risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0040/C0010=1, this item represents net capital charge for lapse risk calculated using simplifications.
               
            
                  R0400/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Lapse risk
               
               
                  This is the overall gross capital charge (before the loss–absorbing capacity of technical provisions) for lapse risk.
                  If R0040/C0010=1, this item represents gross capital charge for lapse risk calculated using simplifications.
               
            
                  R0410/C0020
               
               
                  Initial absolute values before shock — Assets — Lapse risk– risk of increase in lapse rates
               
               
                  This is the absolute value of the assets sensitive to the risk of an increase in lapse rates, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0030
               
               
                  Initial absolute values before shock — Liabilities — Lapse risk — risk of increase in lapse rates
               
               
                  This is the absolute value of liabilities sensitive to the risk of an increase in lapse rates, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0040
               
               
                  Absolute values after shock — Assets — Lapse risk –risk of increase in lapse rates
               
               
                  This is the absolute value of the assets sensitive to the risk of an increase in lapse rates, after the shock (i.e. permanent increase in the lapse rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Lapse risk — risk of increase in lapse rates
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to the risk of an increase in lapse rates, after the shock (i.e. permanent increase in the lapse rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Lapse risk — risk of increase in lapse rates
               
               
                  This is the net capital charge for the risk of a permanent increase in lapse rates, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0040/C0010=1, this item represents net capital charge for a permanent increase in lapse rates, calculated using simplified calculation for lapse rate.
               
            
                  R0410/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions — Lapse risk — risk of increase in lapse rates)
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent increase in lapse rates, after the shock (permanent increase in lapse rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Lapse risk — risk of increase lapse rates
               
               
                  This is the gross capital charge (before the loss–absorbing capacity of technical provisions) for the risk of a permanent increase in lapse rates.
                  If R0040/C0010=1, this item represents gross capital charge for a permanent increase in lapse rates, calculated using simplified calculation for lapse rate.
               
            
                  R0420/C0020
               
               
                  Initial absolute values before shock — Assets — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the absolute value of the assets sensitive to the risk of a permanent decrease in lapse rates, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0420/C0030
               
               
                  Initial absolute values before shock — Liabilities — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the absolute value of liabilities sensitive to the risk of a permanent decrease in lapse rates, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0040
               
               
                  Absolute values after shock — Assets — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the absolute value of the assets sensitive to the risk of a permanent decrease in lapse rates, after the shock (i.e. permanent decrease in the rates of lapse rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0420/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent decrease in lapse rates, after the shock (i.e. permanent decrease of the rates of lapse rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the net capital charge for the risk of a permanent decrease in lapse rates, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0040/C0010=1, this item represents net capital charge for a permanent decrease in lapse rates, calculated using simplified calculation for lapse rate.
               
            
                  R0420/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions)– Lapse risk — risk of decrease in lapse rates
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent decrease in lapse rates, after the shock (permanent decrease in lapse rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Lapse risk — risk of decrease in lapse rates
               
               
                  This is the gross capital charge for the risk of a decrease in lapse rates as used to compute the risk (before the loss absorbing capacity of technical provisions).
                  If R0040/C0010=1, this item represents gross capital charge for a permanent decrease in lapse rates, calculated using simplified calculation for lapse rate
               
            
                  R0430/C0020
               
               
                  Initial absolute values before shock — Assets — Lapse risk– mass lapse risk
               
               
                  This is the absolute value of the assets sensitive to mass lapse risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430/C0030
               
               
                  Initial absolute values before shock — Liabilities — Lapse risk –mass lapse risk
               
               
                  This is the absolute value of liabilities sensitive to mass lapse risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0040
               
               
                  Absolute values after shock — Assets — Lapse risk — mass lapse risk
               
               
                  This is the absolute value of the assets sensitive to mass lapse risk charge, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Lapse risk — mass lapse risk
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to mass lapse risk charge, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Lapse risk — mass lapse risk
               
               
                  This is the net capital charge for mass lapse risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0430/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Lapse risk — mass lapse risk
               
               
                  This is the absolute value of the liabilities sensitive to mass lapse risk charge, after the shock (before the loss absorbing capacity of technical provisions).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Lapse risk — mass lapse risk
               
               
                  This is the gross capital charge for mass lapse risk, after the shock (before the loss absorbing capacity of technical provisions).
               
            
                  R0500/C0020
               
               
                  Initial absolute values before shock — Assets — Life — expense risk
               
               
                  This is the absolute value of the assets sensitive to life — expense risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0500/C0030
               
               
                  Initial absolute values before shock — Liabilities — Life — expense risk
               
               
                  This is the absolute value of liabilities sensitive to life –expense risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0040
               
               
                  Absolute values after shock — Assets — Life — expense risk
               
               
                  This is the absolute value of the assets sensitive to life expense risk, after the shock (i.e. shock as prescribed by standard formula: a 10 % increase the amount of expenses taken into account in the calculation of technical provisions and increase in 1 percentage point to the expense inflation rate (expressed as a percentage) used for the calculation of technical provision).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0500/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Life — expense risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to expense risk, after the shock (i.e. a shock. as prescribed by standard formula, refer to description provided within definition to cell R0500/C0040).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Life expense risk
               
               
                  This is the net capital charge for expense risk, including adjustment for the loss absorbing capacity of technical provisions.
                  If R0050=1, this cell represents net capital charge for life expense risk calculated using simplified calculation.
               
            
                  R0500/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Life — expense risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to expense risk, after the shock (i.e. shock as prescribed by standard formula, refer to description provided within definition to cell R0500/C0040).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Life –expense risk
               
               
                  This is the gross capital charge for expense risk (before the loss absorbing capacity of technical provisions).
                  If R0050/C0010=1, this cell represents gross capital charge for life expense risk calculated using simplified calculations.
               
            
                  R0600/C0020
               
               
                  Initial absolute values before shock — Assets — Revision risk
               
               
                  This is the absolute value of the assets sensitive to revision risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0600/C0030
               
               
                  Initial absolute values before shock — Liabilities — Revision risk
               
               
                  This is the absolute value of liabilities sensitive to revision risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0040
               
               
                  Absolute values after shock — Assets — Revision risk
               
               
                  This is the absolute value of the assets sensitive to revision risk, after the shock (i.e. shock as prescribed by standard formula: a % increase in the amount of annuity benefits taken into account in the calculation of technical provisions.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0600/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Revision risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to revision risk charge, after the shock (i.e. as prescribed by standard formula, refer to a definition in item R0600/C0040).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Revision risk
               
               
                  This is the net capital charge for revision risk after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0600/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — Revision risk
               
               
                  This is the absolute value of the liabilities (excluding the loss–absorbing capacity of technical provisions) underlying revision risk charge, after the shock ((i.e. shock as prescribed by standard formula, refer to a definition provided in item R0600/C0040), as used to compute the risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Revision risk
               
               
                  This is the gross capital charge (before the loss–absorbing capacity of technical provisions) for revision risk.
               
            
                  R0700/C0020
               
               
                  Initial absolute values before shock — Assets — Life Catastrophe risk
               
               
                  This is the absolute value of the assets sensitive to life catastrophe risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0700/C0030
               
               
                  Initial absolute values before shock — Liabilities — Life Catastrophe risk
               
               
                  This is the absolute value of liabilities sensitive to life catastrophe risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0700/C0040
               
               
                  Absolute values after shock — Assets — Life Catastrophe risk
               
               
                  This is the absolute value of the assets sensitive to life catastrophe risk, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0700/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Life catastrophe risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to life catastrophe risk charge, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0700/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — life catastrophe risk
               
               
                  This is the net capital charge for life catastrophe risk after adjustment for the loss absorbing capacity of technical provisions.
                  If R0060/C0010=1, this item represents net capital charge for life catastrophe risk calculated using simplified calculations.
               
            
                  R0700/C0070
               
               
                  Absolute values after shock — Liabilities (before the loss–absorbing capacity of technical provisions) — life catastrophe risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to life catastrophe risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0700/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — life catastrophe risk
               
               
                  This is the gross capital charge for life catastrophe risk (before the loss absorbing capacity of technical provisions).
                  If R0060/C0010=1, this item represents gross capital charge for life catastrophe risk calculated using simplified calculations.
               
            
                  R0800/C0060
               
               
                  Diversification within life underwriting risk module — Net
               
               
                  This is the diversification effect within the life underwriting risk module as a result of the aggregation of the net capital requirements (after adjustment for the loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R0800/C0080
               
               
                  Diversification within life underwriting risk module — Gross
               
               
                  This is the diversification effect within the life underwriting risk module as a result of the aggregation of the gross capital requirements (before the loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R0900/C0060
               
               
                  Total net solvency capital requirement for life underwriting risk
               
               
                  This is the total net capital charge for life underwriting risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0900/C0080
               
               
                  Total gross solvency capital requirement for life underwriting risk
               
               
                  This is the total gross capital charge for life underwriting risk, before the loss absorbing capacity of technical provisions.
               
            
                  
                     Further details on revision risk
                  
               
            
                  R1000/C0090
               
               
                  USP — Factors applied for the revision risk shock
               
               
                  Revision shock — group specific parameter (‘USP’) as calculated by the group and approved by the supervisory authority.
                  This item is not reported where no group specific parameter is used.
               
            
         S.26.04 — Solvency Capital Requirement — Health underwriting risk
      
      
         General Comments:
      
      This section relates to annual submission of information for groups, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.04 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      Template SR.26.04 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      All values shall be reported net of reinsurance and other risk mitigating techniques.
      Amounts before and after shock shall be filled in with the amount of assets and liabilities sensitive to that shock. For the liabilities the assessment shall be done at the most granular level available between contract and homogeneous risk group. This means that if a contract/HRG is sensitive to a shock the amount of liabilities associated to that contract/HRG shall be reported as amount sensitive to that shock.
      For group reporting the following specific requirements shall be met:
      
                  a)
               
               
                  This information is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
               
            
                  b)
               
               
                  When combination method is being used, this information is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC, and;
               
            
                  c)
               
               
                  This information does not apply to groups when method 2 as defined in Article 233 of Directive 2009/138/EC is being used exclusively.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112 (7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112 (7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking within the scope of group supervision and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0010/C0010
               
               
                  Simplifications used — health mortality risk
               
               
                  Identify whether an undertakings within the scope of group supervision used simplifications for the calculation of health mortality risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0010/C0010 = 1, only C0060 and C0080 shall be filled in for R0100.
               
            
                  R0020/C0010
               
               
                  Simplifications used — health longevity risk
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of health longevity risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0020/C0010 = 1, only C0060 and C0080 shall be filled in for R0200.
               
            
                  R0030/C0010
               
               
                  Simplifications used: health disability– morbidity risk — Medical expense
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of health disability morbidity risk — Medical expense. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0030/C0010 = 1, only C0060/R0310 and C0080/R0310 shall not be filled in.
               
            
                  R0040/C0010
               
               
                  Simplifications used: health disability– morbidity risk — Income protection
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of health disability morbidity risk — Income protection. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0040/C0010 = 1, only C0060 and C0080 shall be filled in for R0340.
               
            
                  R0050/C0010
               
               
                  Simplifications used: SLT lapse risk
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of NSLT lapse risk, referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0050/C0010 = 1, only C0060 and C0080 shall be filled in for R0400 to R0420.
                  R0430 shall be fully completed in any case
               
            
                  R0060/C0010
               
               
                  Simplifications used: health expense risk
               
               
                  Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of health expense risk. The following options shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0060/C0010 = 1, only C0060 and C0080 shall be filled in for R0500.
               
            
                  
                     SLT health underwriting risk
                  
               
            
                  R0100/C0020
               
               
                  Initial absolute values before shock — Assets — Health mortality risk
               
               
                  This is the absolute value of the assets sensitive to health mortality risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0100/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health mortality risk
               
               
                  This is the absolute value of liabilities sensitive to health mortality risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0040
               
               
                  Absolute values after shock — Assets — Health mortality risk
               
               
                  This is the absolute value of the assets sensitive to health mortality risk charge, after the shock (i.e. permanent increase in mortality rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0100/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health mortality risk
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to health mortality risk charge, after the shock (i.e. permanent increase in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Health mortality risk
               
               
                  This is the net capital charge for health mortality risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0010/C0010=1, this item represents net capital charge for health mortality risk calculated using simplifications.
               
            
                  R0100/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health mortality risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to health mortality risk charge, after the shock (permanent increase in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0100/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health mortality risk
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health mortality risk.
                  If R0010/C0010=1, this item represents gross capital charge for health mortality risk calculated using simplifications.
               
            
                  R0200/C0020
               
               
                  Initial absolute values before shock — Assets — Health longevity risk
               
               
                  This is the absolute value of the assets sensitive to health longevity risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0200/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health longevity risk
               
               
                  This is the absolute value of liabilities sensitive to health longevity risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0040
               
               
                  Absolute values after shock — Assets — Health longevity risk
               
               
                  This is the absolute value of the assets sensitive to health longevity risk after the shock (i.e. permanent decrease in mortality rates).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0200/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health longevity risk
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to health longevity risk, after the shock (i.e. permanent decrease in mortality rates.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Health longevity risk
               
               
                  This is the net capital charge for health longevity risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0020/C0010=1, this item represents net capital charge for health longevity risk calculated using simplifications.
               
            
                  R0200/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health longevity risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to health longevity risk, after the shock (permanent decrease in mortality rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0200/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health longevity risk
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health longevity risk.
                  If R0020/C0010=1, this item represents gross capital charge for health longevity risk calculated using simplifications.
               
            
                  R0300/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk
               
               
                  This is the net capital charge for health disability — morbidity risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0300/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk.
               
            
                  R0310/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Medical expense
               
               
                  This is the net capital charge for health disability — morbidity risk — Medical expense, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0030/C0010=1, this item represents net capital charge for health disability — morbidity risk — Medical expense calculated using simplifications.
               
            
                  R0310/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Medical expense
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Medical expense.
                  If R0030/C0010=1, this item represents gross capital charge for health disability — morbidity risk — Medical expense calculated using simplifications.
               
            
                  R0320/C0020
               
               
                  Initial absolute values before shock — Assets — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the absolute value of liabilities sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0040
               
               
                  Absolute values after shock — Assets — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, after the shock (i.e. as prescribed by standard formula).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, after the shock (i.e. as prescribed by standard formula).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the net capital charge for health disability — morbidity risk — Medical expense — increase of medical payments, after adjustment for the loss absorbing capacity of technical provisions. If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying health disability — morbidity risk — Medical expense charge expenses — increase of medical payments, after the shock (i.e. as prescribed by standard formula) as used to compute the risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0320/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Medical expense — increase of medical payments.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0020
               
               
                  Initial absolute values before shock — Assets — Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the absolute value of liabilities sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0040
               
               
                  Absolute values after shock — Assets — Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, after the shock (i.e. as prescribed by standard formula).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, after the shock (i.e. as prescribed by standard formula).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the net capital charge for health disability — morbidity risk — Medical expense — decrease of medical payments, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — decrease of medical payments
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying health disability — morbidity risk — Medical expense charge — decrease of medical payments, after the shock (i.e. as prescribed by standard formula) as used to compute the risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0330/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Medical expense — increase of medical payments
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Medical expense — decrease of medical payments.
                  If R0030/C0010=1, this row shall not be filled in.
               
            
                  R0340/C0020
               
               
                  Initial absolute values before shock — Assets — Health disability — morbidity risk — Income protection
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Income protection, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0340/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health disability — morbidity risk — Income protection
               
               
                  This is the absolute value of liabilities sensitive to health disability — morbidity risk — Income protection charge, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0340/C0040
               
               
                  Absolute values after shock — Assets — Health disability — morbidity risk — Income protection
               
               
                  This is the absolute value of the assets sensitive to health disability — morbidity risk — Income protection charge, after the shock (i.e. as prescribed by standard formula).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0340/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Income protection
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health disability — morbidity risk — Income protection, after the shock (i.e. as prescribed by standard formula).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0340/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Income protection
               
               
                  This is the net capital charge for health disability — morbidity risk — Income protection, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0040/C0010=1, this item represents net capital charge for health disability — morbidity risk — Income protection calculated using simplifications.
               
            
                  R0340/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Income protection
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying health disability — morbidity risk — Income protection charge, after the shock (i.e. as prescribed by standard formula) as used to compute the risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0340/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Income protection
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Income protection.
                  If R0040/C0010=1, this item represents gross capital charge for health disability — morbidity risk — Income protection calculated using simplifications.
               
            
                  R0400/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — SLT Health lapse risk
               
               
                  This is the overall net capital charge for SLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0400/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — SLT Health lapse risk
               
               
                  This is the overall gross capital charge (before the loss absorbing capacity for technical provisions) for SLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
               
            
                  R0410/C0020
               
               
                  Initial absolute values before shock — Assets — SLT health lapse risk– risk of increase in lapse
               
               
                  This is the absolute value of the assets sensitive to the risk of an increase in lapse rates, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0030
               
               
                  Initial absolute values before shock — Liabilities — SLT health lapse risk — risk of increase in lapse
               
               
                  This is the absolute value of liabilities sensitive to the risk of an increase in lapse rates, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0040
               
               
                  Absolute values after shock — Assets — SLT health lapse risk –risk of increase in lapse
               
               
                  This is the absolute value of the assets sensitive to the risk of an increase in lapse rates after the shock (i.e. permanent increase in the rates of lapse).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0410/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — SLT health lapse risk –risk of increase in lapse
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to the risk of an increase in lapse rates, after the shock (i.e. permanent increase of the rates of lapse).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — SLT health lapse risk –risk of increase in lapse
               
               
                  This is the net capital charge for the risk of a permanent increase in lapse rates, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0050/C0010=1, this item represents net capital charge for a permanent increase in SLT health lapse rates referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated using simplified calculation for SLT health lapse rate
               
            
                  R0410/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — SLT health lapse risk — risk of increase in lapse
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying the risk of a permanent increase in lapse rates, after the shock (permanent increase in lapse rates) as used to compute the risk.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0410/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — SLT health lapse risk –risk of increase in lapse
               
               
                  This is the gross capital charge (excluding the loss absorbing capacity for technical provisions) for the risk of a permanent increase in lapse rates.
                  If R0050/C0010=1, this item represents gross capital charge for a permanent increase in lapse rates, calculated using simplified calculation for SLT health lapse rate referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
               
            
                  R0420/C0020
               
               
                  Initial absolute values before shock — Assets — SLT health lapse risk– risk of decrease in lapse
               
               
                  This is the absolute value of the assets sensitive to the risk of a permanent decrease in lapse rates, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0420/C0030
               
               
                  Initial absolute values before shock — Liabilities — SLT health lapse risk — risk of decrease in lapse
               
               
                  This is the absolute value of liabilities sensitive to the risk of a permanent decrease in lapse rates, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0040
               
               
                  Absolute values after shock — Assets — SLT health lapse risk –risk of decrease in lapse
               
               
                  This is the absolute value of the assets sensitive to the risk of a permanent decrease in lapse rates, after the shock (i.e. permanent decrease in the rates of lapse).
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0420/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — SLT health lapse risk –risk of decrease in lapse
               
               
                  This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent decrease in lapse rates, after the shock (i.e. permanent decrease of the rates of lapse).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — SLT health lapse risk –risk of decrease in lapse
               
               
                  This is the net capital charge for the risk of a permanent decrease in lapse rates, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0050/C0010=1, this item represents net capital charge for a permanent decrease in SLT health rates referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated using simplified calculation for SLT health lapse rate
               
            
                  R0420/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — SLT health lapse risk –risk of decrease in lapse
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent decrease in lapse rates, after the shock (permanent decrease in lapse rates).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0420/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — SLT health lapse risk –risk of decrease in lapse
               
               
                  This is the gross capital charge (before the loss absorbing capacity for technical provisions) for the risk of a permanent decrease in lapse rates
                  If R0050/C0010=1, this item represents gross capital charge for a permanent decrease in SLT health rates referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated using simplified calculation for SLT health lapse rate.
               
            
                  R0430/C0020
               
               
                  Initial absolute values before shock — Assets — SLT health lapse risk– mass lapse risk
               
               
                  This is the absolute value of the assets sensitive to mass lapse risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430/C0030
               
               
                  Initial absolute values before shock — Liabilities — SLT health lapse risk –mass lapse risk
               
               
                  This is the absolute value of liabilities sensitive to mass lapse risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0040
               
               
                  Absolute values after shock — Assets — SLT health lapse risk — mass lapse risk
               
               
                  This is the absolute value of the assets sensitive to mass lapse risk, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0430/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — SLT health lapse risk — mass lapse risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to mass lapse risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — SLT health lapse risk — mass lapse risk
               
               
                  This is the net capital charge for SLT health lapse risk — mass lapse risk, referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0430/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health lapse risk — mass lapse risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to mass lapse risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0430/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — SLT health lapse risk — mass lapse risk
               
               
                  This is the gross capital charge (excluding the loss absorbing capacity for technical provisions) for SLT health lapse risk — mass lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
               
            
                  R0500/C0020
               
               
                  Initial absolute values before shock — Assets — Health expense risk
               
               
                  This is the absolute value of the assets sensitive to expense risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0500/C0030
               
               
                  Initial absolute values before shock — Liabilities — Health expense risk
               
               
                  This is the absolute value of liabilities sensitive to expense risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0040
               
               
                  Absolute values after shock — Assets — Health expense risk
               
               
                  This is the absolute value of the assets sensitive to health expense risk, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0500/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health expense risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health expense risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Health expense risk
               
               
                  This is the net capital charge for health expense risk, after adjustment for the loss absorbing capacity of technical provisions.
                  If R0060/C0010=1, this item represents net capital charge for health expense risk calculated using simplified calculations.
               
            
                  R0500/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health expense risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to expense risk charge, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0500/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health expense risk
               
               
                  This is the gross capital charge (excluding the loss absorbing capacity of technical provisions) for health expense risk.
                  If R0060/C0010=1, this item represents gross capital charge for health expense risk calculated using simplified calculations.
               
            
                  R0600/C0020
               
               
                  Initial absolute values before shock — Assets — Health revision risk
               
               
                  This is the absolute value of the assets sensitive to health revision risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0600/C0030
               
               
                  Initial absolute values before shock — Liabilities –Health revision risk
               
               
                  This is the absolute value of liabilities sensitive to health revision risk charge, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0040
               
               
                  Absolute values after shock — Assets — Health revision risk
               
               
                  This is the absolute value of the assets sensitive to health revision risk, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0600/C0050
               
               
                  Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health revision risk
               
               
                  This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health revision risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0060
               
               
                  Absolute value after shock — Net solvency capital requirement — Health revision risk
               
               
                  This is the net capital charge for health revision risk, after adjustment for the loss absorbing capacity of technical provisions.
               
            
                  R0600/C0070
               
               
                  Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health revision risk
               
               
                  This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to health revision risk charge, after the shock (i.e. as prescribed by standard formula, a % increase in the annual amount payable for annuities exposed to revision risk).
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0600/C0080
               
               
                  Absolute value after shock — Gross solvency capital requirement — Health revision risk
               
               
                  This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health revision risk.
               
            
                  R0700/C0060
               
               
                  Diversification within SLT health underwriting risk module — Net
               
               
                  This is the diversification effect within the SLT health underwriting risk module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, as a result of the aggregation of the net capital requirements (after adjustment for the loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R0700/C0080
               
               
                  Diversification within SLT health underwriting risk module — Gross
               
               
                  This is the diversification effect within the SLT health underwriting risk module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, as a result of the aggregation of the gross capital requirements (before the loss absorbing capacity of technical provisions) of the single risk sub–modules.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R0800/C0060
               
               
                  Net solvency capital requirements — SLT health underwriting risk
               
               
                  This is the total net capital charge for SLT health underwriting risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, after adjustment of the loss absorbing capacity of technical provisions.
               
            
                  R0800/C0080
               
               
                  Gross solvency capital — SLT health underwriting risk
               
               
                  This is the total gross capital charge for SLT health underwriting risk, before adjustment of the loss absorbing capacity of technical provisions.
               
            
                  
                     Further details on revision risk
                  
               
            
                  R0900/C0090
               
               
                  Revision shock USP
               
               
                  Revision shock — group specific parameter as calculated by the group and approved by the supervisory authority.
                  This item is not reported where no group specific parameter is used.
               
            
                  
                     NSLT health premium and reserve risk
                  
               
            
                  R1000–R1030/C0100
               
               
                  Standard deviation for premium risk — USP
               
               
                  This is the group specific standard deviation for premium risk for each lines of business and its proportional reinsurance as calculated by the group and approved or prescribed by the supervisory authority.
                  This item is not reported where no group specific parameter is used.
               
            
                  R1000–R1030/C0110
               
               
                  USP Standard Deviation gross/net
               
               
                  Identify if the USP standard Deviation was applied gross or net. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — USP gross
                           
                        
                               
                           
                           
                              2 — USP net
                           
                        
            
                  R1000–R1030/C0120
               
               
                  Standard deviation for premium risk — USP — Adjustment factor for non — proportional reinsurance
               
               
                  This is the group specific adjustment factor for non–proportional reinsurance of each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, which allows groups to take into account the risk–mitigating effect of particular per risk excess of loss reinsurance — as calculated by the group and approved or prescribed by the supervisory authority
                  Where no group specific parameter is used, this cell shall be left blank.
               
            
                  R1000–R1030/C0130
               
               
                  Standard deviation for reserve risk — USP
               
               
                  This is the group specific standard deviation for reserve risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance as calculated by the group and approved or prescribed by the supervisory authority.
                  This item is not reported where no group specific parameter is used.
               
            
                  R1000–R1030/C0140
               
               
                  Volume measure for premium and reserve risk — volume measure for premium risk: Vprem
               
               
                  The volume measure for premium risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance
               
            
                  R1000–R1030/C0150
               
               
                  Volume measure for premium and reserve risk –Volume measure reserve risk: Vres
               
               
                  The volume measure for reserve risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance
               
            
                  R1000–R1030/C0160
               
               
                  Volume measure for premium and reserve risk — Geographical Diversification
               
               
                  This represents the geographical diversification to be used for the volume measure for premium and reserve risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance.
                  If the factor for geographical diversification is not calculated, then this item is set to the default value of 1.
               
            
                  R1000–R1030/C0170
               
               
                  Volume measure for premium and reserve risk — V
               
               
                  The volume measure for NSLT health premium and reserve risk referred to in Title I Chapter V Sections 4 and 12 of Delegated Regulation (EU) 2015/35, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance.
               
            
                  R1040/C0170
               
               
                  Total Volume measure for premium and reserve risk
               
               
                  The total volume measure for premium and reserve risk, equal to the sum of the volume measures for premium and reserve risk for all lines of business.
               
            
                  R1050/C0100
               
               
                  Combined standard deviation
               
               
                  This is the combined standard deviation for premium and reserve risk for all segments.
               
            
                  R1100/C0180
               
               
                  Solvency capital requirement — NSLT health premium and reserve risk
               
               
                  This is the total capital charge for the NSLT health premium and reserve risk sub module referred to in Title I Chapter V Sections 4 and 12 of Delegated Regulation (EU) 2015/35.
               
            
                  R1200/C0190
               
               
                  Initial absolute values before shock — Assets — Lapse risk
               
               
                  This is the absolute value of the assets sensitive to the NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R1200/C0200
               
               
                  Initial absolute values before shock — Liabilities — Lapse risk
               
               
                  This is the absolute value of liabilities sensitive to the NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R1200/C0210
               
               
                  Absolute values after shock — Assets — Lapse risk
               
               
                  This is the absolute value of the assets sensitive to the NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R1200/C0220
               
               
                  Absolute values after shock Liabilities — Lapse risk
               
               
                  This is the absolute value of the liabilities sensitive to lapse risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R1200/C0230
               
               
                  Absolute value after shock– Solvency capital requirement — Lapse risk
               
               
                  This is the capital charge for NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
               
            
                  R1300/C0240
               
               
                  Diversification within NSLT health underwriting risk — gross
               
               
                  This is the diversification effect within the NSLT health underwriting risk sub–module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, as a result of the aggregation of the capital requirements for NSLT health premium and reserve risk and NSLT health lapse risk.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R1400/C0240
               
               
                  Total solvency capital requirement for NSLT health underwriting
               
               
                  This is the total capital charge for the NSLT health underwriting risk sub module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
               
            
                  
                     Health catastrophe risk
                  
               
            
                  R1500/C0250
               
               
                  Net solvency capital requirement for health catastrophe risks — Mass accident risk sub module
               
               
                  The net solvency capital requirement for the mass risk sub–module calculated after loss absorbing capacity of technical provisions
               
            
                  R1500/C0260
               
               
                  Gross solvency capital requirement for health catastrophe risks — Mass accident risk sub module
               
               
                  The gross solvency capital requirement for the mass risk sub–module, calculated before loss absorbing capacity of technical provisions.
               
            
                  R1510/C0250
               
               
                  Net solvency capital requirement for health catastrophe risks — Accident concentration risk
               
               
                  The net solvency capital requirement for the accident concentration risk sub–module, calculated after loss absorbing capacity of technical provisions
               
            
                  R1510/C0260
               
               
                  Gross solvency capital requirement for health catastrophe risks– Accident concentration risk
               
               
                  The gross solvency capital requirement for the accident concentration risk sub–module calculated before loss absorbing capacity of technical provisions.
               
            
                  R1520/C0250
               
               
                  Net solvency capital requirement for health catastrophe risks — Pandemic risk
               
               
                  The net solvency capital requirement for the pandemic risk sub–module, calculated after loss absorbing capacity of technical provisions.
               
            
                  R1520/C0260
               
               
                  Gross solvency capital requirement for health catastrophe risks — Pandemic risk
               
               
                  The gross solvency capital requirement for the pandemic risk sub–module is calculated before loss absorbing capacity of technical provisions.
               
            
                  R1530/C0250
               
               
                  Diversification within health catastrophe risk — Net
               
               
                  This is the diversification effect within the health catastrophe risk sub–module as a result of the aggregation of the capital requirements for the risks of a mass accident, accident concentration and pandemic risk, calculated after loss absorbing capacity of technical provisions
               
            
                  R1530/C0260
               
               
                  Diversification within health catastrophe risk — Gross
               
               
                  This is the diversification effect within the health catastrophe risk sub–module as a result of the aggregation of the capital requirements for the risks of a mass accident, accident concentration and pandemic risk, calculated after loss absorbing capacity of technical provisions.
               
            
                  R1540/C0250
               
               
                  Total net solvency capital requirement for health catastrophe risk
               
               
                  This is the total net capital charge (after loss absorbing capacity of technical provisions) for the health catastrophe risk sub–module
               
            
                  R1540/C0260
               
               
                  Total gross solvency capital requirement for health catastrophe risk
               
               
                  This is the total gross capital charge for the health catastrophe risk sub — module (before loss absorbing capacity of technical provisions)
               
            
                  
                     Total health underwriting risk
                  
               
            
                  R1600/C0270
               
               
                  Diversification within health underwriting risk module — Net
               
               
                  This is the diversification effect within the health underwriting risk sub–module as a result of the aggregation of the capital requirements SLT health underwriting risk sub–module, NSLT health underwriting risk sub–module and health catastrophe risk sub–module, referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated after loss absorbing capacity of technical provision.
               
            
                  R1600/C0280
               
               
                  Diversification within health underwriting risk module — Gross
               
               
                  This is the diversification effect within the health underwriting risk sub–module as a result of the aggregation of the capital requirements SLT health underwriting risk sub–module, NSLT health underwriting risk sub–module and health catastrophe risk sub–module, referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated before loss absorbing capacity of technical provisions.
               
            
                  R1700/C0270
               
               
                  Total net solvency capital requirement for health underwriting risk
               
               
                  This is the total net solvency capital requirement for the health underwriting risk module.
               
            
                  R1700/C0280
               
               
                  Total gross solvency capital requirement for health underwriting risk
               
               
                  This is the total gross solvency capital requirement for the health underwriting risk module.
               
            
         S.26.05 — Solvency Capital Requirement — Non–Life underwriting risk
      
      
         General comments:
      
      This section relates to annual submission of information for groups, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.05 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      Template SR.26.05 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      All values shall be reported net of reinsurance and other risk mitigating techniques.
      Amounts before and after shock shall be filled in with the amount of assets and liabilities sensitive to that shock. For the liabilities the assessment shall be done at the most granular level available between contract and homogeneous risk group. This means that if a contract/HRG is sensitive to a shock the amount of liabilities associated to that contract/HRG shall be reported as amount sensitive to that shock.
      For group reporting the following specific requirements shall be met:
      
                  a)
               
               
                  This information is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
               
            
                  b)
               
               
                  When combination method is being used, this information is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC, and;
               
            
                  c)
               
               
                  This information does not apply to groups when method 2 as defined in Article 233 of Directive 2009/138/EC is being used exclusively.
               
            
                   
               
               
                  ITEM
               
               
                  INSTRUCTIONS
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112 (7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112 (7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking within the scope of group supervision and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0010/C0010
               
               
                  Captives simplifications — non life premium and reserve risk
               
               
                  Identify whether a captive undertaking within the scope of group supervision used simplifications for the calculation of non–life premium and reserve risk. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Simplifications used
                           
                        
                               
                           
                           
                              2 — Simplifications not used
                           
                        If R0010/C0010 = 1, only C0060, C0070 and C0090 shall be filled in for R0100 — R0230.
               
            
                  
                     Non–life premium and Reserve Risk
                  
               
            
                  R0100–R0210/ C0020
               
               
                  Standard deviation for premium risk — USP Standard Deviation
               
               
                  This is the group specific standard deviation for premium risk for each segment as calculated by the group and approved or prescribed by the supervisory authority.
                  This item is not reported where no group specific parameter is used.
               
            
                  R0100–R0210/ C0030
               
               
                  USP Standard Deviation gross/net
               
               
                  Identify if the USP standard Deviation was applied gross or net. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — USP gross
                           
                        
                               
                           
                           
                              2 — USP net
                           
                        
            
                  R0100–R0210/C0040
               
               
                  Standard deviation for premium risk — USP — Adjustment factor for non — proportional reinsurance
               
               
                  This is the group specific adjustment factor for non — proportional reinsurance of each segment allows groups to take into account the risk — mitigating effect of particular per risk excess of loss reinsurance — as calculated by the group and approved or prescribed by the supervisory authority.
                  This item is not reported where no group specific parameter is used.
               
            
                  R0100–R0210/ C0050
               
               
                  Standard deviation for reserve risk — USP
               
               
                  This is the group specific standard deviation for reserve risk each segment as calculated by the group and approved or prescribed by the supervisory authority.
                  This item is not reported where no group specific parameter is used.
               
            
                  R0100–R0210/ C0060
               
               
                  Volume measure for premium and reserve risk — volume measure for premium risk: Vprem
               
               
                  The volume measure for premium risk for each line of business as defined in Annex I to Delegated Regulation (EU) 2015/35.
               
            
                  R0100–R0210/ C0070
               
               
                  Volume measure for premium and reserve risk –Volume measure reserve risk: Vres
               
               
                  The volume measure for reserve risk for each segment, equal to the best estimate for the provisions for claims outstanding for the segment, after deduction of the amount recoverable from reinsurance contracts and special purpose vehicles.
               
            
                  R0100–R0210/ C0080
               
               
                  Volume measure for premium and reserve risk — Geographical Diversification —
               
               
                  Geographical diversification used for the volume measure for each segment
                  If the factor for geographical diversification is not calculated, then this item is set to the default value of 1.
               
            
                  R0100–R0210/ C0090
               
               
                  Volume measure for premium and reserve risk — V
               
               
                  The volume measure for non — life premium and reserve risk for each segment
                  If R0010/C0010 = 1, this item shall represent the capital requirement for non — life premium and reserve risk of particular segment calculated using simplifications
               
            
                  R0220/C0090
               
               
                  Total Volume measure for premium and reserve risk
               
               
                  The total volume measure for premium and reserve risk, equal to the sum of the volume measures for premium and reserve risk for all segments.
               
            
                  R0230/C0020
               
               
                  Combined standard deviation
               
               
                  This is the combined standard deviation for premium and reserve risk for all segments.
                  If R0010/C0010=1, this item represents total capital charge for non–life premium and reserve risk sub module calculated using simplified calculation.
               
            
                  R0300/C0100
               
               
                  Total capital requirement for non — life premium and reserve risk
               
               
                  This is the total capital charge for the non–life premium and reserve risk sub module.
               
            
                  
                     Non–life lapse risk
                  
               
            
                  R0400/C0110
               
               
                  Initial absolute values before shock — Assets — Non–life underwriting risk — Lapse risk
               
               
                  This is the absolute value of the assets sensitive to the non–life lapse risk, before the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0400/C0120
               
               
                  Initial absolute values before shock — Liabilities — Non–life underwriting risk — Lapse risk
               
               
                  This is the absolute value of liabilities sensitive to the non–life lapse risk, before the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0400/C0130
               
               
                  Absolute values after shock — Assets — Non–life underwriting risk — Lapse risk
               
               
                  This is the absolute value of the assets sensitive to non–life lapse risk, after the shock.
                  Recoverables from reinsurance and SPVs shall not be included in this cell.
               
            
                  R0400/C0140
               
               
                  Absolute values after shock — Liabilities — Non–life underwriting risk — Lapse risk
               
               
                  This is the absolute value of the liabilities sensitive to non–life lapse risk, after the shock.
                  The amount of TP shall be net of reinsurance and SPV recoverables.
               
            
                  R0400/C0150
               
               
                  Solvency capital requirement — Non–life underwriting risk — Lapse risk
               
               
                  This is the capital charge for non–life underwriting lapse risk.
               
            
                  
                     Non–life catastrophe risk
                  
               
            
                  R0500/C0160
               
               
                  Capital requirement for non–life catastrophe risk
               
               
                  This is the total non–life catastrophe risk capital requirement.
               
            
                  
                     Total non–life underwriting risk
                  
               
            
                  R0600/C0160
               
               
                  Diversification within non–life underwriting risk module
               
               
                  This is the diversification effect within the non–life underwriting risk sub–module as a result of the aggregation of the capital requirements premium and reserve risk, catastrophe risk and lapse risk.
                  Diversification shall be reported as a negative value if they reduce the capital requirement.
               
            
                  R0700/C0160
               
               
                  Total capital requirement for non–life underwriting risk
               
               
                  This is the solvency capital requirement for non–life underwriting risk sub module.
               
            
         S.26.06 — Solvency Capital Requirements — Operational risk
      
      
         General comments:
      
      This section relates to annual submission of information for groups, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.06 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      Template SR.26.06 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      For group reporting the following specific requirements shall be met:
      
                  a)
               
               
                  This information is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
               
            
                  b)
               
               
                  When combination method is being used, this information is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC, and;
               
            
                  c)
               
               
                  This information does not apply to groups when method 2 as defined in Article 233 of Directive 2009/138/EC is being used exclusively.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112 (7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112 (7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking within the scope of group supervision and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  R0100/C0020
               
               
                  Life gross technical provisions (excluding risk margin)
               
               
                  This is technical provisions for life insurance obligations. For these purposes, technical provisions shall not include the risk margin, and shall be without deduction of recoverables from reinsurance contracts and special purpose vehicles.
               
            
                  R0110/C0020
               
               
                  Life gross technical provisions unit–linked (excluding risk margin)
               
               
                  This is technical provisions for life insurance obligations where the investment risk is borne by the policyholders. For these purposes, technical provisions shall not include the risk margin, and shall be without deduction of recoverables from reinsurance contracts and special purpose vehicles.
               
            
                  R0120/C0020
               
               
                  Non–life gross technical provisions (excluding risk margin)
               
               
                  This is technical provisions for non–life insurance obligations. For these purposes, technical provisions shall not include the risk margin, and shall be without deduction of recoverables from reinsurance contracts and special purpose vehicles.
               
            
                  R0130/C0020
               
               
                  Capital requirement for operational risk based on technical provisions
               
               
                  This is the capital requirement for operational risk based on technical provisions
               
            
                  R0200/C0020
               
               
                  Earned life gross premiums (previous 12 months)
               
               
                  Premium earned during the previous 12 months for life insurance obligations, without deducting premium ceded to reinsurance
               
            
                  R0210/C0020
               
               
                  Earned life gross premiums unit–linked (previous 12 months)
               
               
                  Premium earned during the previous 12 months for life insurance obligations where the investment risk is borne by the policyholders without deducting premium ceded to reinsurance
               
            
                  R0220/C0020
               
               
                  Earned non–life gross premiums (previous 12 months)
               
               
                  Premium earned during the previous 12 months for non–life insurance obligations, without deducting premiums ceded to reinsurance
               
            
                  R0230/C0020
               
               
                  Earned life gross premiums (12 months prior to the previous 12 months)
               
               
                  Premium earned during the 12 months prior to the previous 12 months for life insurance obligations, without deducting premium ceded to reinsurance
               
            
                  R0240/C0020
               
               
                  Earned life gross premiums unit–linked (12 months prior to the previous 12 months)
               
               
                  Premium earned during the 12 months prior to the previous 12 months for life insurance obligations where the investment risk is borne by the policy holders without deducting premium ceded to reinsurance.
               
            
                  R0250/C0020
               
               
                  Earned non–life gross premiums (12 months prior to the previous 12 months)
               
               
                  Premium earned during the 12 months prior to the previous 12 months for non–life insurance obligations, without deducting premiums ceded to reinsurance
               
            
                  R0260/C0020
               
               
                  Capital requirement for operational risk based on earned premiums
               
               
                  This is the capital requirement for operational risks based on earned premiums.
               
            
                  R0300/C0020
               
               
                  Capital requirement for operational risk before capping
               
               
                  This is the capital requirement for operational risk before capping adjustment
               
            
                  R0310/C0020
               
               
                  Cap based on Basic Solvency Capital Requirement
               
               
                  This is the result of the cap percentage applied to the Basic SCR.
               
            
                  R0320/C0020
               
               
                  Capital requirement for operational risk after capping
               
               
                  This is the capital requirement for operational risk after capping adjustment.
               
            
                  R0330/C0020
               
               
                  Expenses incurred in respect of unit linked business (previous 12 months)
               
               
                  This is the amount of expenses incurred in the previous 12 months in respect of life insurance where the investment risk is borne by the policyholders.
               
            
                  R0340/C0020
               
               
                  Total capital requirement for operational risk
               
               
                  This is the capital charge for operational risk.
               
            
         S.26.07 — Solvency Capital Requirement — Simplifications
      
      
         General comments:
      
      This section relates to annual submission of information for groups, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template SR.26.07 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      Template SR.26.07 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      For group reporting the following specific requirements shall be met:
      
                  a)
               
               
                  This information is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
               
            
                  b)
               
               
                  When combination method is being used, this information is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC, and;
               
            
                  c)
               
               
                  This information does not apply to groups when method 2 as defined in Article 233 of Directive 2009/138/EC is being used exclusively.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking within the scope of group supervision and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  Z0040
               
               
                  Currency for interest rate risk (captives)
               
               
                  Identify the ISO 4217 alphabetic code of the currency of issue. Each currency shall be reported in a different line.
               
            
                  
                     Market risk (including captives)
                  
               
            
                  R0010/C0010–C0070
               
               
                  Spread risk (bonds and loans) — Market value — by credit quality step
               
               
                  Market value of the assets subject to a capital requirement for spread risk on bonds and loans for each credit quality step where a credit assessment by a nominated ECAI is available.
               
            
                  R0010/C0080
               
               
                  Spread risk (bonds and loans) — Market value — No rating available
               
               
                  Market value of the assets subject to a capital requirement for spread risk on bonds and loans where no credit assessment by a nominated ECAI is available.
               
            
                  R0020/C0010–C0070
               
               
                  Spread risk (bonds and loans) — Modified duration — by credit quality step
               
               
                  Modified duration in years of the assets subject to a capital requirement for spread risk on bonds and loans for each credit quality step where a credit assessment by a nominated ECAI is available.
               
            
                  R0020/C0080
               
               
                  Spread risk (bonds and loans) — Modified duration — No rating available
               
               
                  Modified duration in years of the assets subject to a capital requirement for spread risk on bonds and loans where no credit assessment by a nominated ECAI is available.
               
            
                  R0030/C0090
               
               
                  Spread risk (bonds and loans) — Increase in unit–linked and index–linked technical provisions
               
               
                  Increase in the technical provisions less risk margin for policies where the policyholders bear the investment risk with embedded options and guarantees that would result from an instantaneous decrease in the value of the assets subject to the capital requirement for spread risk on bonds according to the simplified calculation.
               
            
                  
                     Interest rate risk (captives)
                  
               
            
                  R0040/C0100
               
               
                  Interest rate risk (captives) — Capital requirement — Interest rate up — by currency
               
               
                  Capital requirement for the risk of an increase in the term structure of interest rates according to the captive simplified calculation for each currency reported.
               
            
                  R0040/C0110
               
               
                  Interest rate risk (Captives) — Capital requirement — Interest rate down — by currency
               
               
                  Capital requirement for the risk of a decrease in the term structure of interest rates according to the captive simplified calculation for each currency reported.
               
            
                  
                     Life underwriting risk
                  
               
            
                  R0100/C0120
               
               
                  Mortality risk — Capital at risk
               
               
                  Sum of positive capitals at risk as defined in Article 91 of Delegated Regulation (EU) 2015/35 for all obligations subject to mortality risk.
               
            
                  R0100/C0160
               
               
                  Mortality risk — Average rate (t+1)
               
               
                  Average mortality rate during the following 12 (t + 1) months weighted by sum insured for policies with a positive capital at risk.
               
            
                  R0100/C0180
               
               
                  Mortality risk — Modified duration
               
               
                  Modified duration in years of all payments payable on death included in the best estimate for policies with a positive capital at risk.
               
            
                  R0110/C0150
               
               
                  Longevity risk — Best estimate
               
               
                  Best estimate of obligations subject to longevity risk.
               
            
                  R0110/C0160
               
               
                  Longevity risk — Average rate (t+1)
               
               
                  Average mortality rate during the following 12 months (t+1) weighted by sum insured for policies where a decrease in the mortality rate leads to an increase in technical provisions.
               
            
                  R0110/C0190
               
               
                  Longevity risk — Modified duration
               
               
                  Modified duration in years of all payments to beneficiaries included in the best estimate for policies where a decrease in the mortality rate leads to an increase in technical provisions.
               
            
                  R0120/C0120
               
               
                  Disability–morbidity risk — Capital at risk
               
               
                  Sum of positive capitals at risk as defined in Article 93 of Delegated Regulation (EU) 2015/35 for all obligations subject to disability–morbidity risk.
               
            
                  R0120/C0130
               
               
                  Disability–morbidity risk — Capital at risk t+1
               
               
                  Capital at risk as defined in R0120/C0120 after 12 months.
               
            
                  R0120/C0150
               
               
                  Disability–morbidity risk — Best estimate
               
               
                  Best estimate of obligations subject to disability–morbidity risk.
               
            
                  R0120/C0160
               
               
                  Disability–morbidity risk — Average rate (t+1)
               
               
                  Average disability–morbidity rate during the following 12 months (t+1) weighted by sum insured for policies with a positive capital at risk.
               
            
                  R0120/C0170
               
               
                  Disability–morbidity risk — Average rate t+2
               
               
                  Average disability–morbidity rate during the 12 months after the following 12 months (t+2) weighted by sum insured for policies with a positive capital at risk.
               
            
                  R0120/C0180
               
               
                  Disability–morbidity risk — Modified duration
               
               
                  Modified duration in years of all payments on disability–morbidity included in the best estimate for policies with a positive capital at risk.
               
            
                  R0120/C0200
               
               
                  Disability–morbidity risk — Termination rates
               
               
                  Expected termination rates during the following 12 months (t+1) for policies with a positive capital at risk.
               
            
                  R0130/C0140
               
               
                  Lapse risk (up) — Surrender strain
               
               
                  Sum of all positive surrender strains as defined in Article 95 of Delegated Regulation (EU) 2015/35.
               
            
                  R0130/C0160
               
               
                  Lapse risk (up) — Average rate (t+1)
               
               
                  Average lapse rate for policies with positive surrender strains.
               
            
                  R0130/C0190
               
               
                  Lapse risk (up) — Average run off period
               
               
                  Average period in years over which the policies with a positive surrender strain run off.
               
            
                  R0140/C0140
               
               
                  Lapse risk (down) — Surrender strain
               
               
                  Sum of all negative surrender strains as defined in Article 95 of Delegated Regulation (EU) 2015/35.
               
            
                  R0140/C0160
               
               
                  Lapse risk (down) — Average rate (t+1)
               
               
                  Average lapse rate for policies with negative surrender strains.
               
            
                  R0140/C0190
               
               
                  Lapse risk (down) — Average run off period
               
               
                  Average period in years over which the policies with a negative surrender strain run off.
               
            
                  R0150/C0180
               
               
                  Life expense risk — Modified duration
               
               
                  Modified duration in years of the cash flows included in the best estimate of life insurance and reinsurance obligations.
               
            
                  R0150/C0210
               
               
                  Life expense risk — Payments
               
               
                  Expenses paid related to life insurance and reinsurance during the last 12 months.
               
            
                  R0150/C0220
               
               
                  Life expense risk — Average inflation rate
               
               
                  Weighted average inflation rate included in the calculation of the best estimate of those obligations, where the weights are based on the present value of expenses included in the calculation of the best estimate for servicing existing life obligations.
               
            
                  R0160/C0230
               
               
                  Life catastrophe risk — Capital at risk
               
               
                  Sum of positive capitals at risk as defined in Article 96 of Delegated Regulation (EU) 2015/35.
               
            
                  
                     Health underwriting risk
                  
               
            
                  R0200/C0120
               
               
                  Health mortality risk — Capital at risk
               
               
                  Sum of positive capitals at risk as defined in Article 97 of Delegated Regulation (EU) 2015/35 for all obligations subject to health mortality risk.
               
            
                  R0200/C0160
               
               
                  Health mortality risk — Average rate (t+1)
               
               
                  Average mortality rate during the following 12 months (t+1) weighted by sum insured for policies with a positive capital at risk.
               
            
                  R0200/C0180
               
               
                  Health mortality risk — Modified duration
               
               
                  Modified duration in years of all payments payable on death included in the best estimate for policies with a positive capital at risk.
               
            
                  R0210/C0150
               
               
                  Health longevity risk — Best estimate
               
               
                  Best estimate of obligations subject to health longevity risk.
               
            
                  R0210/C0160
               
               
                  Health longevity risk — Average rate (t+1)
               
               
                  Average mortality rate during the following 12 months (t+1) weighted by sum insured for policies where a decrease in the mortality rate leads to an increase in technical provisions.
               
            
                  R0210/C0180
               
               
                  Health longevity risk — Modified duration
               
               
                  Modified duration in years of all payments to beneficiaries included in the best estimate for policies where a decrease in the mortality rate leads to an increase in technical provisions.
               
            
                  R0220/C0180
               
               
                  Health disability–morbidity risk (medical expense) — Modified duration
               
               
                  Modified duration in years of the cash flows included in the best estimate of medical expense insurance and reinsurance obligations.
               
            
                  R0220/C0210
               
               
                  Health disability–morbidity risk (medical expense) — Payments
               
               
                  Expenses paid related to medical expense insurance and reinsurance during the last 12 months.
               
            
                  R0220/C0220
               
               
                  Health disability–morbidity risk (medical expense) — Average inflation rate
               
               
                  Weighted average rate of inflation on medical payments included in the calculation of the best estimate of those obligations, where the weights are based on the present value of medical payments included in the calculation of the best estimate of those obligations.
               
            
                  R0230/C0120
               
               
                  Health disability–morbidity risk (income protection) — Capital at risk
               
               
                  Sum of positive capitals at risk as defined in Article 100 of Delegated Regulation (EU) 2015/35 for all obligations subject to disability–morbidity risk (income protection).
               
            
                  R0230/C0130
               
               
                  Health disability–morbidity risk (income protection) — Capital at risk t+1
               
               
                  Capital at risk as defined in R0230/C0120 after 12 months.
               
            
                  R0230/C0150
               
               
                  Health disability–morbidity risk (income protection) — Best estimate
               
               
                  Best estimate of obligations subject to disability–morbidity risk.
               
            
                  R0230/C0160
               
               
                  Health disability–morbidity risk (income protection) — Average rate (t+1)
               
               
                  Average disability–morbidity rate during the following 12 months (t+1) weighted by sum insured for policies with a positive capital at risk.
               
            
                  R0230/C0170
               
               
                  Health disability–morbidity risk (income protection) — Average rate t+2
               
               
                  Average disability–morbidity rate during the 12 months after the following 12 months (t+2) weighted by sum insured for policies with a positive capital at risk.
               
            
                  R0230/C0180
               
               
                  Health disability–morbidity risk (income protection) — Modified duration
               
               
                  Modified duration in years of all payments on disability–morbidity included in the best estimate for policies with a positive capital at risk.
               
            
                  R0230/C0200
               
               
                  Health disability–morbidity risk (income protection) — Termination rates
               
               
                  Expected termination rates during the following 12 months for policies with a positive capital at risk.
               
            
                  R0240/C0140
               
               
                  Health SLT lapse risk (up) — Surrender strain
               
               
                  Sum of all positive surrender strains as defined in Article 102 of Delegated Regulation (EU) 2015/35.
               
            
                  R0240/C0160
               
               
                  Health SLT lapse risk (up) — Average rate (t+1)
               
               
                  Average lapse rate for policies with positive surrender strains.
               
            
                  R0240/C0190
               
               
                  Health SLT lapse risk (up) — Average run off period
               
               
                  Average period in years over which the policies with a positive surrender strain run off.
               
            
                  R0250/C0140
               
               
                  Health SLT lapse risk (down) — Surrender strain
               
               
                  Sum of all negative surrender strains as defined in Article 102 of Delegated Regulation (EU) 2015/35.
               
            
                  R0250/C0160
               
               
                  Health SLT lapse risk (down) — Average rate (t+1)
               
               
                  Average lapse rate for policies with negative surrender strains.
               
            
                  R0250/C0190
               
               
                  Health SLT lapse risk (down) — Average run off period
               
               
                  Average period in years over which the policies with a negative surrender strain run off.
               
            
                  R0260/C0180
               
               
                  Health expense risk — Modified duration
               
               
                  Modified duration in years of the cash flows included in the best estimate of health insurance and reinsurance obligations.
               
            
                  R0260/C0210
               
               
                  Health expense risk — Payments
               
               
                  Expenses paid related to health insurance and reinsurance during the last 12 months.
               
            
                  R0260/C0220
               
               
                  Health expense risk — Average inflation rate
               
               
                  Weighted average inflation rate included in the calculation of the best estimate of these obligations, weighted by the present value of expenses included in the calculation of the best estimate for servicing existing health obligations.
               
            
         S.27.01 — Solvency Capital Requirement — Non–life and health catastrophe risk
      
      
         General comments:
      
      This section relates to annual submission of information for groups, ring fenced–funds, matching adjustment portfolios and remaining part.
      Template S.27.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.
      Template SR.27.01 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).
      This template is designed to allow an understanding of how the catastrophe risk module of the SCR has been calculated and what are the main drivers.
      For every type of catastrophe risk the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles must be determined. This calculation is prospective and must be based on the reinsurance program of the next reporting year as described in the reinsurance templates for Facultative covers (S.30.01 and S.30.02 of Annex II) and Outgoing reinsurance program in the next reporting year (S.30.03 and S.30.04 of Annex II).
      Undertakings need to estimate their recoveries from risk mitigation in line with the Directive 2009/138/EC, Delegated Regulation (EU) 2015/35 and any relevant technical standard. Undertakings shall complete the catastrophe reporting template only to the granularity required to perform this calculation.
      Under the non–life and health underwriting risk modules, catastrophe risk is defined as the risk of loss, or of adverse change in the value of insurance liabilities, resulting from significant uncertainty of pricing and provisioning assumptions related to extreme or exceptional events as set out in Article 105(2)(b) and (4)(c) of the Directive 2009/138/EC.
      The reported capital requirements reflects the capital requirements before and after risk mitigation which is the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles. The reported capital requirement after risk mitigation is before the loss absorbing capacity of technical provisions. The default value of the risk mitigation shall be reported as a positive value in order to be deducted.
      In case the diversification effect reduces the capital requirement the default value of the diversification shall be reported as a negative value.
      For group reporting the following specific requirements shall be met:
      
                  d)
               
               
                  This information is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
               
            
                  e)
               
               
                  When combination method is being used, this information is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC, and;
               
            
                  f)
               
               
                  This information does not apply to groups when method 2 as defined in Article 233 of Directive 2009/138/EC is being used exclusively.
               
            
                  Z0010
               
               
                  Article 112
               
               
                  Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Article 112(7) reporting
                           
                        
                               
                           
                           
                              2 — Regular reporting
                           
                        
            
                  Z0020
               
               
                  Ring–fenced fund, matching adjustment portfolio or remaining part
               
               
                  Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — RFF/MAP
                           
                        
                               
                           
                           
                              2 — Remaining part
                           
                        
            
                  Z0030
               
               
                  Fund/Portfolio number
               
               
                  When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking within the scope of group supervision and must be consistent over time and with the fund/portfolio number reported in other templates.
                  When item Z0020 = 2, then report ‘0’
               
            
                  
                     Non–life catastrophe risk — Summary
                  
               
            
                  C0010/R0010
               
               
                  SCR before risk mitigation — Natural catastrophe risk
               
               
                  This is the total catastrophe risk before risk mitigation arising from all natural catastrophe perils and taking into consideration the diversification effect between the perils given in C0010/R0070.
               
            
                  C0010/R0020–R0060
               
               
                  SCR before risk mitigation — Natural catastrophe risk perils
               
               
                  This is the total capital requirement before risk mitigation per natural catastrophe peril, taking into consideration the diversification effect between zones and regions.
                  Per natural peril this amount is equal to the Catastrophe Risk Charge before risk mitigation.
               
            
                  C0010/R0070
               
               
                  SCR before risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different natural catastrophe perils.
               
            
                  C0020/R0010
               
               
                  Total risk mitigation — Natural catastrophe risk
               
               
                  This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all natural catastrophe perils and taking into consideration the diversification effect between the perils given in C0020/R0070.
               
            
                  C0020/R0020–R0060
               
               
                  Total risk mitigation — Natural catastrophe risk perils
               
               
                  This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles per natural catastrophe peril.
               
            
                  C0020/R0070
               
               
                  Total risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to different natural catastrophe perils.
               
            
                  C0030/R0010
               
               
                  SCR after risk mitigation — Natural catastrophe risk
               
               
                  This is the total catastrophe risk after risk mitigation arising from all natural catastrophe perils and taking into consideration the diversification effect between the perils given in C0030/R0070.
               
            
                  C0030/R0020–R0060
               
               
                  SCR after risk mitigation — Natural catastrophe risk perils
               
               
                  This is the total capital requirement after risk mitigation per natural catastrophe peril, taking into consideration the diversification effect between zones and regions.
                  Per natural peril this amount is equal to the Catastrophe Risk Charge after risk mitigation.
               
            
                  C0030/R0070
               
               
                  SCR after risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different natural catastrophe perils.
               
            
                  C0010/R0080
               
               
                  SCR before risk mitigation — Catastrophe risk non–proportional property reinsurance
               
               
                  This is the total catastrophe risk before risk mitigation arising from non–proportional property reinsurance.
               
            
                  C0020/R0080
               
               
                  Total risk mitigation — Catastrophe risk non–proportional property reinsurance
               
               
                  This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles for non–proportional property reinsurance.
               
            
                  C0030/R0080
               
               
                  SCR after risk mitigation — Catastrophe risk non–proportional property reinsurance
               
               
                  This is the total catastrophe risk after risk mitigation arising from non–proportional property reinsurance.
               
            
                  C0010/R0090
               
               
                  SCR before risk mitigation — Man–made catastrophe risk
               
               
                  This is the total catastrophe risk before risk mitigation arising from all man–made perils and taking into consideration the diversification effect between the perils given in C0010/R0160.
               
            
                  C0010/R0100–R0150
               
               
                  SCR before risk mitigation — Man–made catastrophe risk perils
               
               
                  This is the total capital requirement before risk mitigation per man–made peril, taking into consideration the diversification effect between sub–perils.
                  Per man–made peril this amount is equal to the Catastrophe Risk Charge before risk mitigation.
               
            
                  C0010/R0160
               
               
                  SCR before risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different man–made perils.
               
            
                  C0020/R0090
               
               
                  Total risk mitigation — Man–made catastrophe risk
               
               
                  This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all man–made perils and taking into consideration the diversification effect between the perils given in C0020/R0160.
               
            
                  C0020/R0100–R0150
               
               
                  Total risk mitigation — Man–made catastrophe risk perils
               
               
                  This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles per man–made catastrophe peril.
               
            
                  C0020/R0160
               
               
                  Total risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to different man–made perils.
               
            
                  C0030/R0090
               
               
                  SCR after risk mitigation — Man–made catastrophe risk
               
               
                  This is the total catastrophe risk after risk mitigation arising from all man–made catastrophe perils and taking into consideration the diversification effect between the perils given in C0030/R0160.
               
            
                  C0030/R0100–R0150
               
               
                  SCR after risk mitigation — Man–made catastrophe risk perils
               
               
                  This is the total capital requirement after risk mitigation per man–made catastrophe peril, taking into consideration the diversification effect between sub–perils.
                  Per man–made peril this amount is equal to the Catastrophe Risk Charge after risk mitigation.
               
            
                  C0030/R0160
               
               
                  SCR after risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different man–made catastrophe perils.
               
            
                  C0010/R0170
               
               
                  SCR before risk mitigation — Other non–life catastrophe risk
               
               
                  This is the total catastrophe risk before risk mitigation arising from all ‘other non–life’ perils and taking into consideration the diversification effect between the perils given in C0010/R0180.
               
            
                  C0010/R0180
               
               
                  SCR before risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different ‘other non–life’ perils.
               
            
                  C0020/R0170
               
               
                  Total risk mitigation — Other non–life catastrophe risk
               
               
                  This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all ‘other non–life’ perils and taking into consideration the diversification effect between the perils given in C0020/R0180.
               
            
                  C0020/R0180
               
               
                  Total risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to different ‘other non–life’ perils.
               
            
                  C0030/R0170
               
               
                  SCR after risk mitigation — Other non–life catastrophe risk
               
               
                  This is the total catastrophe risk after risk mitigation arising from all ‘other non–life’ catastrophe perils and taking into consideration the diversification effect between the perils given in C0030/R0180.
               
            
                  C0030/R0180
               
               
                  SCR after risk mitigation — Diversification between perils
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different ‘other non–life’ catastrophe perils.
               
            
                  C0010/R0190
               
               
                  SCR before risk mitigation — Total Non–life catastrophe risk before diversification
               
               
                  This is the total catastrophe risk before risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks) before the diversification effect between the sub–modules.
               
            
                  C0010/R0200
               
               
                  SCR before risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks).
               
            
                  C0010/R0210
               
               
                  SCR before risk mitigation — Total Non–life catastrophe risk after diversification
               
               
                  This is the total catastrophe risk before risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), taking into consideration the diversification effect between the sub–modules given in C0010/R0200.
               
            
                  C0020/R0190
               
               
                  Total risk mitigation — Total Non–life catastrophe risk before diversification
               
               
                  This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), before the diversification effect between the sub–modules.
               
            
                  C0020/R0200
               
               
                  Total risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to different sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks).
               
            
                  C0020/R0210
               
               
                  Total risk mitigation — Total Non–life catastrophe risk after diversification
               
               
                  This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), taking into consideration the diversification effect between the sub–modules given in C0020/R0200.
               
            
                  C0030/R0190
               
               
                  SCR after risk mitigation — Total Non–life catastrophe risk before diversification
               
               
                  This is the total catastrophe risk after risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), before the diversification effect between the sub–modules.
               
            
                  C0030/R0200
               
               
                  SCR after risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks).
               
            
                  C0030/R0210
               
               
                  SCR after risk mitigation — Total Non–life catastrophe risk after diversification
               
               
                  This is the total catastrophe risk after risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), taking into consideration the diversification effect between the sub–modules given in item C0030/R0200.
               
            
                  
                     Health catastrophe risk — Summary
                  
               
            
                  C0010/R0300
               
               
                  SCR before risk mitigation — Health catastrophe risk
               
               
                  This is the total catastrophe risk before risk mitigation arising from all Health catastrophe risk sub–modules and taking into consideration the diversification effect between the sub–modules given in C0010/R0340.
               
            
                  C0010/R0310–R0330
               
               
                  SCR before risk mitigation — Health catastrophe risk sub–modules
               
               
                  This is the total capital requirement before risk mitigation per Health catastrophe risk sub–modules, taking into consideration the diversification effect between the countries.
                  Per Health catastrophe risk sub–module this amount is equal to the Catastrophe Risk Charge before risk mitigation.
               
            
                  C0010/R0340
               
               
                  SCR before risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different Health catastrophe risk sub–modules.
               
            
                  C0020/R0300
               
               
                  Total risk mitigation — Health catastrophe risk
               
               
                  This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all Health catastrophe risk sub–modules and taking into consideration the diversification effect between the sub–modules given in C0020/R0340.
               
            
                  C0020/R0310–R0330
               
               
                  Total risk mitigation — Health catastrophe risk sub–modules
               
               
                  This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles per Health catastrophe risk sub–module.
               
            
                  C0020/R0340
               
               
                  Total risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to different Health catastrophe risk sub–modules.
               
            
                  C0030/R0300
               
               
                  SCR after risk mitigation — Health catastrophe risk
               
               
                  This is the total catastrophe risk after risk mitigation arising from all Health catastrophe risk sub–modules and taking into consideration the diversification effect between the sub–modules given in C0030/R0340.
               
            
                  C0030/R0310–R0330
               
               
                  SCR after risk mitigation — Health catastrophe risk sub–modules
               
               
                  This is the total capital requirement after risk mitigation per Health catastrophe risk sub–module, taking into consideration the diversification effect between countries.
                  Per Health catastrophe risk sub–module this amount is equal to the Catastrophe Risk Charge after risk mitigation.
               
            
                  C0030/R0340
               
               
                  SCR after risk mitigation — Diversification between sub–modules
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different Health catastrophe risk sub–modules.
               
            
                  
                     Non–life catastrophe risk
                  
               
            
                  
                     Natural catastrophe risk — Windstorm
                  
               
            
                  C0040/R0610–R0780
               
               
                  Estimation of the gross premium to be earned — Other Regions
               
               
                  An estimate of the premiums to be earned by the insurance or reinsurance group, during the following year in relation to the 14 regions other than the EEA regions(include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business fire and other damage covering windstorm risk, including the proportional reinsurance obligations and marine, aviation and transport insurance covering onshore property damage by windstorm, including the proportional reinsurance obligations.
                  Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0040/R0790
               
               
                  Estimation of the gross premium to be earned — Total Windstorm Other Regions before diversifications
               
               
                  Total of the estimate of the premiums to be earned by the insurance or reinsurance group before diversification, during the following year for the other 14 regions other than the EEA regions.
               
            
                  C0050/R0400–R0590
               
               
                  Exposure — EEA Region
               
               
                  The sum of the total insured per each of the 20 EEA regions for lines of business:
                  Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover windstorm risk and where the risk is situated in this particular EEA region; and
                  Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Windstorm and where the risk is situated in this particular EEA region.
               
            
                  C0050/R0600
               
               
                  Exposure — Total Windstorm EEA Regions before diversification
               
               
                  Total of the exposure before diversification for the 20 EEA regions.
               
            
                  C0060/R0400–R0590
               
               
                  Specified Gross Loss — EEA Region
               
               
                  Specified gross windstorm loss per each of the 20 EEA regions, taking into consideration the effect of diversification effect between zones.
               
            
                  C0060/R0600
               
               
                  Specified Gross Loss — Total Windstorm EEA Regions before diversification
               
               
                  Total of the specified gross loss before diversification for the 20 EEA regions.
               
            
                  C0070/R0400–R0590
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — EEA Region
               
               
                  The risk charge factor per each of the 20 EEA regions for Windstorm, taking into consideration the effect of diversification effect between zones.
               
            
                  C0070/R0600
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — Total Windstorm EEA Regions before diversification
               
               
                  Ratio between total specified gross loss and total exposure.
               
            
                  C0080/R0400–R0590
               
               
                  Scenario A or B — EEA Region
               
               
                  The larger of the capital requirement for Windstorm risk for each of the 20 EEA regions according to scenario A or scenario B.
                  When determining the largest amount of scenario A and B, the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, shall be taken into account.
               
            
                  C0090/R0400–R0590
               
               
                  Catastrophe Risk Charge before risk mitigation — EEA Region
               
               
                  Capital requirement before risk mitigation arising from Windstorm for each of the 20 EEA Regions corresponding to the larger of scenario A or B.
               
            
                  C0090/R0600
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Windstorm EEA Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Windstorm for the 20 EEA regions.
               
            
                  C0090/R0790
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Windstorm Other Regions before diversifications
               
               
                  The capital requirement before risk mitigation for Windstorm risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0090/R0800
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Windstorm all Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Windstorm for all regions.
               
            
                  C0090/R0810
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the Windstorm risks relating to the different regions (both EEA Regions and ‘other regions’)
               
            
                  C0090/R0820
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Windstorm after diversification
               
               
                  This is the total capital requirement before risk mitigation for Windstorm risk, taking into consideration the diversification effect reported in item C0090/R0810.
               
            
                  C0100/R0400–R0590
               
               
                  Estimated Risk Mitigation — EEA Region
               
               
                  Per each of the 20 EEA Regions, the estimated risk mitigation effect, corresponding to the selected scenario, of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0100/R0600
               
               
                  Estimated Risk Mitigation — Total Windstorm EEA Regions before diversification
               
               
                  Total of the estimated risk mitigation arising from Windstorm for the 20 EEA regions.
               
            
                  C0100/R0790
               
               
                  Estimated Risk Mitigation — Total Windstorm Other Regions before diversifications
               
               
                  For all the regions other the EEA Regions, the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0100/R0800
               
               
                  Estimated Risk Mitigation — Total Windstorm all Regions before diversification
               
               
                  Total of the estimated risk mitigation arising from Windstorm for all regions.
               
            
                  C0110/R0400–R0590
               
               
                  Estimated Reinstatement Premiums — EEA Region
               
               
                  For each of the 20 EEA Regions, the estimated reinstatement premiums, corresponding to the selected scenario, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0110/R0600
               
               
                  Estimated Reinstatement Premiums — Total Windstorm EEA Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for the 20 EEA regions.
               
            
                  C0110/R0790
               
               
                  Estimated Reinstatement Premiums — Total Windstorm Other Regions before diversifications
               
               
                  For all the regions other than the EEA Regions, the estimated reinstatement premiums, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0110/R0800
               
               
                  Estimated Reinstatement Premiums — Total Windstorm all Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for all regions.
               
            
                  C0120/R0400–R0590
               
               
                  Catastrophe Risk Charge after risk mitigation — EEA Region
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Windstorms in each of the EEA regions, corresponding to the selected scenario.
               
            
                  C0120/R0600
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Windstorm EEA Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles for the 20 EEA regions.
               
            
                  C0120/R0790
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Windstorm Other Regions before diversifications
               
               
                  Capital requirement after risk mitigation for Windstorm risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0120/R0800
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Windstorm all Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles for all regions.
               
            
                  C0120/R0810
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Windstorm risks relating to the different regions (both EEA Regions and ‘other regions’).
               
            
                  C0120/R0820
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Windstorm after diversification
               
               
                  This is the total capital requirement after risk mitigation for Windstorm risk, taking into consideration the diversification effect given in item C0120/R0810.
               
            
                  
                     Natural catastrophe risk — Earthquake
                  
               
            
                  C0130/R1040–R1210
               
               
                  Estimation of the gross premium to be earned — Other Regions
               
               
                  An estimate of the premiums to be earned by the insurance or reinsurance group, during the following year in relation to each of the 14 regions other than the EEA Regions(include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business:
                  Fire and other damage covering earthquake risk, including the proportional reinsurance obligations; and
                  Marine, aviation and transport insurance covering onshore property damage by earthquake, including the proportional reinsurance obligations.
                  Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0130/R1220
               
               
                  Estimation of the gross premium to be earned — Total Earthquake Other Regions before diversification
               
               
                  Total of the estimate of the premiums to be earned, by the insurance or reinsurance group, during the following year for the other regions.
               
            
                  C0140/R0830–R1020
               
               
                  Exposure — EEA Region
               
               
                  The sum of the total insured per each of the 20 EEA regions for the lines of business:
                  Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover Earthquake risk and where the risk is situated in this particular EEA region; and
                  For lines of business Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Earthquake and where the risk is situated in this particular EEA region.
               
            
                  C0140/R1030
               
               
                  Exposure — Total Earthquake EEA Regions before diversification
               
               
                  Total of the exposure for the 20 EEA regions.
               
            
                  C0150/R0830–R1020
               
               
                  Specified Gross Loss — EEA Region
               
               
                  Specified gross Earthquake loss for each of the 20 EEA regions, taking into consideration the effect of diversification effect between zones.
               
            
                  C0150/R1030
               
               
                  Specified Gross Loss — Total Earthquake EEA Regions before diversification
               
               
                  Total of the specified gross Earthquake loss for the 20 EEA regions.
               
            
                  C0160/R0830–R1020
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — EEA Region
               
               
                  The Risk Charge Factor per each of the 20 EEA regions for Earthquake according to the Standard Formula, taking into consideration the effect of diversification effect between zones.
               
            
                  C0160/R1030
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — Total Earthquake EEA Regions before diversification
               
               
                  Ratio between total specified gross loss and total exposure.
               
            
                  C0170/R0830–R1020
               
               
                  Catastrophe Risk Charge before risk mitigation — EEA Region
               
               
                  Capital requirement before risk mitigation arising from Earthquakes in each of the 20 EEA Regions.
               
            
                  C0170/R1030
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Earthquake EEA Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Earthquakes for the 20 EEA regions.
               
            
                  C0170/R1220
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Earthquake Other Regions before diversification
               
               
                  The capital requirement before risk mitigation for Earthquake risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0170/R1230
               
               
                  Catastrophe Risk Charge before risk mitigation Total Earthquake — All Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Earthquakes for all regions.
               
            
                  C0170/R1240
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the Earthquake risks relating to the different regions (both EEA Regions and Other regions).
               
            
                  C0170/R1250
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Earthquake after diversification
               
               
                  This is the total capital requirement before risk mitigation for Earthquake risk, taking into consideration the diversification effect given in C0170/R1240.
               
            
                  C0180/R0830–R1020
               
               
                  Estimated Risk Mitigation — EEA Region
               
               
                  Per each of the 20 EEA Regions the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0180/R1030
               
               
                  Estimated Risk Mitigation — Total Earthquake EEA Regions before diversification
               
               
                  Total of the estimated Risk Mitigation for the 20 EEA regions.
               
            
                  C0180/R1220
               
               
                  Estimated Risk Mitigation — Total Earthquake — Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0180/R1230
               
               
                  Estimated Risk Mitigation — Total Earthquake — All Regions before diversification
               
               
                  Total of the estimated Risk Mitigation for all regions.
               
            
                  C0190/R0830–R1020
               
               
                  Estimated Reinstatement Premiums — EEA Region
               
               
                  Per each of the 20 EEA Regions the estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0190/R1030
               
               
                  Estimated Reinstatement Premiums — Total Earthquake EEA Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for the 20 EEA regions.
               
            
                  C0190/R1220
               
               
                  Estimated Reinstatement Premiums — Total Earthquake — Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated reinstatement premiums, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0190/R1230
               
               
                  Estimated Reinstatement Premiums — Total Earthquake — All Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for all regions.
               
            
                  C0200/R0830–R1020
               
               
                  Catastrophe Risk Charge after risk mitigation — EEA Region
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Earthquake in each of the 20 EEA regions.
               
            
                  C0200/R1030
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Earthquake EEA Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Earthquake for the 20 EEA regions.
               
            
                  C0200/R1220
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Earthquake — Other Regions before diversification
               
               
                  Capital requirement after risk mitigation for Earthquake risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0200/R1230
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Earthquake — All Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Earthquake for all regions.
               
            
                  C0200/R1240
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Earthquake risks relating to the different regions (both EEA Regions and Other regions).
               
            
                  C0200/R1250
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Earthquake after diversification
               
               
                  This is the total capital requirement after risk mitigation for Earthquake risk, taking into consideration the diversification effect given in C0200/R1240
               
            
                  
                     Natural catastrophe risk — Flood
                  
               
            
                  C0210/R1410–R1580
               
               
                  Estimation of the gross premiums to be earned — Other Regions
               
               
                  An estimate of the premiums to be earned by the insurance or reinsurance group, during the following year in relation to each of the 14 regions other than the EEA Regions(include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business:
                  Fire and other damage covering flood risk, including the proportional reinsurance obligations;
                  Marine, aviation and transport insurance covering onshore property damage by flood, including the proportional reinsurance obligations;
                  Other motor insurance, including the proportional reinsurance obligations.
                  Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0210/R1590
               
               
                  Estimation of the gross premium to be earned — Total Flood Other Regions before diversification
               
               
                  Total of the estimate of the premiums to be earned, by the insurance or reinsurance group, during the following year for the other regions.
               
            
                  C0220/R1260–R1390
               
               
                  Exposure — EEA Region
               
               
                  The sum of the total insured per each of the 14 EEA regions of lines of business:
                  Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover Flood risk and where the risk is situated in this particular EEA region;
                  Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Flood and where the risk is situated in this particular EEA region; and
                  Other motor insurance, including the proportional reinsurance obligations, multiplied by 1.5, in relation to contracts that cover onshore property damage by Flood and where the risk is situated in this particular EEA region.
               
            
                  C0220/R1400
               
               
                  Exposure — Total Flood EEA Regions before diversification
               
               
                  Total of the exposure for the 14 EEA regions.
               
            
                  C0230/R1260–R1390
               
               
                  Specified Gross Loss — EEA Region
               
               
                  Specified gross Flood loss in each of the 14 EEA regions, taking into consideration the effect of diversification effect between zones.
               
            
                  C0230/R1400
               
               
                  Specified Gross Loss — Total Flood EEA Regions before diversification
               
               
                  Total of the specified gross Flood loss for the 14 EEA regions.
               
            
                  C0240/R1260–R1390
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — EEA Region
               
               
                  The Risk Charge Factor per each of the 14 EEA regions for Flood according to the Standard Formula, taking into consideration the effect of diversification effect between zones.
               
            
                  C0240/R1400
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — Total Flood EEA Regions before diversification
               
               
                  Ratio between total specified gross loss and total exposure.
               
            
                  C0250/R1260–R1390
               
               
                  Scenario A or B — EEA Region
               
               
                  The larger of the capital requirement for Flood risk in each of the 14 EEA regions according to scenario A or scenario B.
                  When determining the largest amount of scenario A and B, the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, must be taken into account.
               
            
                  C0260/R1260–R1390
               
               
                  Catastrophe Risk Charge before risk mitigation — EEA Region
               
               
                  Capital requirement before risk mitigation arising from Floods in each of the 14 EEA Regions, corresponding to the larger of scenario A or B.
               
            
                  C0260/1400
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Flood EEA Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Floods for the 14 EEA regions.
               
            
                  C0260/R1590
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Flood Other Regions before diversification
               
               
                  The capital requirement before risk mitigation for Flood risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0260/R1600
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Flood All Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Floods for all regions.
               
            
                  C0260/R1610
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the Flood risks relating to the different regions (both EEA Regions and Other regions).
               
            
                  C0260/R1620
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Flood after diversification
               
               
                  This is the total capital requirement before risk mitigation for Flood risk, taking into consideration the diversification effect given in C0260/R1610.
               
            
                  C0270/R1260–R1390
               
               
                  Estimated Risk Mitigation — EEA Region
               
               
                  Per each of the 14 EEA Regions the estimated risk mitigation effect, corresponding to the selected scenario, of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0270/R1400
               
               
                  Estimated Risk Mitigation — Total Flood EEA Regions before diversification
               
               
                  Total of the estimated Risk Mitigation for the 14 EEA regions.
               
            
                  C0270/R1590
               
               
                  Estimated Risk Mitigation — Total Flood Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0270/R1600
               
               
                  Estimated Risk Mitigation — Total Flood All Regions before diversification
               
               
                  Total of the estimated Risk Mitigation for all regions.
               
            
                  C0280/R1260–R1390
               
               
                  Estimated Reinstatement Premiums — EEA Region
               
               
                  Per each of the 14 EEA Regions the estimated reinstatement premiums, corresponding to the selected scenario, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0280/R1400
               
               
                  Estimated Reinstatement Premiums — Total Flood — EEA Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for the 14 EEA regions.
               
            
                  C0280/R1590
               
               
                  Estimated Reinstatement Premiums — Total Flood — Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated reinstatement premiums, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0280/R1600
               
               
                  Estimated Reinstatement Premiums — Total Flood — All Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for all regions.
               
            
                  C0290/R1260–R1390
               
               
                  Catastrophe Risk Charge after risk mitigation — EEA Region
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Flood in each of the 14 EEA regions, corresponding to the selected scenario.
               
            
                  C0290/R1400
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Flood — EEA Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles for the 14 EEA regions.
               
            
                  C0290/R1590
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Flood — Other Regions before diversification
               
               
                  Capital requirement after risk mitigation for Flood risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0290/R1600
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Flood — All Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles all regions.
               
            
                  C0290/R1610
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Flood risks relating to the different regions (both EEA Regions and Other regions).
               
            
                  C0290/R1620
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Flood after diversification
               
               
                  This is the total capital requirement after risk mitigation for Flood risk, taking into consideration the diversification effect given in C0290/R1610.
               
            
                  
                     Natural catastrophe risk — Hail
                  
               
            
                  C0300/R1730–R1900
               
               
                  Estimation of the gross premium to be earned — Other Regions
               
               
                  An estimate of the premiums to be earned by the insurance or reinsurance group, during the following year and in relation to each of the 9 regions other than the EEA Regions(include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business:
                  Fire and other damage covering hail risk, including the proportional reinsurance obligations;
                  Marine, aviation and transport insurance covering onshore property damage by hail, including the proportional reinsurance obligations; and
                  Other motor insurance, including the proportional reinsurance obligations.
                  Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0300/R1910
               
               
                  Estimation of the gross premium to be earned — Total Hail Other Regions before diversification
               
               
                  Total of the estimate of the premiums to be earned, by the insurance or reinsurance group, during the following year for the other regions.
               
            
                  C0310/R1630–R1710
               
               
                  Exposure — EEA Region
               
               
                  The sum of the total insured per each of the 9 EEA regions for lines of business:
                  Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover Hail risk and where the risk is situated in this particular EEA region;
                  Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Hail and where the risk is situated in this particular EEA region; and
                  Other motor insurance, including the proportional reinsurance obligations, multiplied by 5, in relation to contracts that cover onshore property damage by Hail and where the risk is situated in this particular EEA region.
               
            
                  C0310/R1720
               
               
                  Exposure — Total Hail EEA Regions before diversification
               
               
                  Total of the exposure for the 9 EEA regions.
               
            
                  C0320/R1630–R1710
               
               
                  Specified Gross Loss — EEA Region
               
               
                  Specified gross Hail loss in each of the 9 EEA regions, taking into consideration the effect of diversification effect between zones.
               
            
                  C0320/R1720
               
               
                  Specified Gross Loss — Total Hail EEA Regions before diversification
               
               
                  Total of the specified gross Hail loss for the 9 EEA regions.
               
            
                  C0330/R1630–R1710
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — EEA Region
               
               
                  The Risk Charge Factor per each of the 9 EEA regions for Hail according to the Standard Formula, taking into consideration the effect of diversification effect between zones.
               
            
                  C0330/R1720
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — Total Hail EEA Regions before diversification
               
               
                  Ratio between total specified gross loss and total exposure.
               
            
                  C0340/R1630–R1710
               
               
                  Scenario A or B — EEA Region
               
               
                  The larger of the capital requirement for Hail risk in each of the 9 EEA regions according to scenario A or scenario B.
                  When determining the largest amount of scenario A and B, the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, must be taken into account.
               
            
                  C0350/R1630–R1710
               
               
                  Catastrophe Risk Charge before risk mitigation — EEA Region
               
               
                  Capital requirement before risk mitigation arising from Hails in each of the 9 EEA Regions corresponding to the larger of scenario A or B.
               
            
                  C0350/R1720
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Hail EEA Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Hails for the 9 EEA regions.
               
            
                  C0350/R1910
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Hail Other Regions before diversification
               
               
                  The capital requirement before risk mitigation for Hail risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0350/R1920
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Hail All Regions before diversification
               
               
                  Total of the capital requirement before risk mitigation arising from Hails for all regions.
               
            
                  C0350/R1930
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the Hail risks relating to the different regions (both EEA Regions and other regions).
               
            
                  C0350/R1940
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Hail after diversification
               
               
                  This is the total capital requirement before risk mitigation for Hail risk, taking into consideration the diversification effect given in C0350/R1930.
               
            
                  C0360/R1630–R1710
               
               
                  Estimated Risk Mitigation — EEA Region
               
               
                  Per each of the 9 EEA Regions the estimated risk mitigation effect, corresponding to the selected scenario, of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0360/R1720
               
               
                  Estimated Risk Mitigation — Total Hail EEA Region before diversification
               
               
                  Total of the estimated risk mitigation for the 9 EEA regions.
               
            
                  C0360/R1910
               
               
                  Estimated Risk Mitigation — Total Hail Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0360/R1820
               
               
                  Estimated Risk Mitigation — Total Hail All Regions before diversification
               
               
                  Total of the estimated risk mitigation for all regions.
               
            
                  C0370/R1630–R1710
               
               
                  Estimated Reinstatement Premiums — EEA Region
               
               
                  Per each of the 9 EEA Regions the estimated reinstatement premiums, corresponding to the selected scenario, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0370/R1720
               
               
                  Estimated Reinstatement Premiums — Total Hail EEA Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for the 9 EEA regions.
               
            
                  C0370/R1910
               
               
                  Estimated Reinstatement Premiums — Total Hail Other Regions before diversification
               
               
                  For all the regions other than the EEA Regions, the estimated reinstatement premiums, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0370/R1920
               
               
                  Estimated Reinstatement Premiums — Total Hail All Regions before diversification
               
               
                  Total of the estimated reinstatement premiums for all regions.
               
            
                  C0380/R1630–R1710
               
               
                  Catastrophe Risk Charge after risk mitigation — EEA Region
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Hail in each of the 9 EEA Regions, corresponding to the selected scenario.
               
            
                  C0380/R1720
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Hail EEA Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles for the 9 EEA regions.
               
            
                  C0380/R1910
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Hail Other Regions before diversification
               
               
                  Capital requirement after risk mitigation for Hail risk in regions other than the EEA Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0380/R1920
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Hail All Regions before diversification
               
               
                  Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles for all regions.
               
            
                  C0380/R1930
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between regions
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Hail risks relating to the different regions (both EEA Regions and Other regions).
               
            
                  C0380/R1940
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Hail after diversification
               
               
                  This is the total capital requirement after risk mitigation for Hail risk, taking into consideration the diversification effect given in C0380/R1930.
               
            
                  
                     Natural catastrophe risk — Subsidence
                  
               
            
                  C0390/R1950
               
               
                  Estimation of the gross premium to be earned — Total Subsidence before diversification
               
               
                  An estimate of the premiums to be earned, by the insurance or reinsurance group, during the following year, for the contract in relation to the obligations of fire and other damage, including the proportional reinsurance obligations.
                  Premiums shall be gross, without deduction of premiums for reinsurance contracts, and in relation to the territory of France.
               
            
                  C0400/R1950
               
               
                  Exposure — Total Subsidence before diversification
               
               
                  The sum of the total insured made up of the geographical divisions of the territory of France for fire and other damage, including the proportional reinsurance obligations, which are sufficiently homogeneous in relation to the subsidence risk that the insurance and reinsurance groups are exposed to in relation to the territory. Together the zones shall comprise the whole territory.
               
            
                  C0410/R1950
               
               
                  Specified Gross Loss — Total Subsidence before diversification
               
               
                  Specified gross subsidence loss, taking into consideration the effect of diversification effect between zones.
               
            
                  C0420/R1950
               
               
                  Catastrophe Risk Charge Factor before risk mitigation — Total Subsidence before diversification
               
               
                  The Risk Charge Factor of the territory of France for subsidence, taking into consideration the effect of diversification effect between zones.
               
            
                  C0430/R1950
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Subsidence before diversification
               
               
                  The capital requirement before risk mitigation for Subsidence risk in the territory of France. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles, which for subsidence is equal to the Specified Gross Loss (item C0410/R1950).
               
            
                  C0430/R1960
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between zones — Total Subsidence before diversification
               
               
                  Diversification effect arising from the aggregation of the Subsidence risks relating to the different zones of the territory of France.
               
            
                  C0430/R1970
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Subsidence — Total Subsidence before diversification
               
               
                  This is the total capital requirement before risk mitigation for subsidence risk, taking into consideration the diversification effect given in item C0430/R1960.
               
            
                  C0440/R1950
               
               
                  Estimated Risk Mitigation — Total Subsidence before diversification
               
               
                  The estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C0450/R1950
               
               
                  Estimated Reinstatement Premiums — Total Subsidence before diversification
               
               
                  The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C0460/R1950
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Subsidence before diversification
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from subsidence.
               
            
                  C0460/R1960
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between zones
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Subsidence risks relating to the different zones of the territory of France.
               
            
                  C0460/R1970
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Subsidence after diversification
               
               
                  This is the total capital requirement after risk mitigation for subsidence risk, taking into consideration the diversification effect given in item C0460/R1960.
               
            
                  
                     Natural catastrophe risk — Non–proportional property reinsurance
                  
               
            
                  C0470/R2000
               
               
                  Estimation of the gross premium to be earned
               
               
                  An estimate of the premiums to be earned, by the insurance or reinsurance group, during the following year, for the contract in relation to the obligations of the line of business non–proportional property reinsurance, as defined in Annex I to Delegated Regulation (EU) 2015/35.
                  Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0480/R2000
               
               
                  Catastrophe Risk Charge before risk mitigation
               
               
                  The capital requirement before risk mitigation for non–proportional property reinsurance. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
               
            
                  C0490/R2000
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from accepted non–proportional property reinsurance, excluding the estimated reinstatement premiums.
               
            
                  C0500/R2000
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from accepted non–proportional property reinsurance.
               
            
                  C0510/R2000
               
               
                  Catastrophe Risk Charge after risk mitigation
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from accepted non–proportional property reinsurance.
               
            
                  
                     Man–made catastrophe risk — Motor Vehicle Liability
                  
               
            
                  C0520/R2100
               
               
                  Number of vehicles policy limit above 24M EUR
               
               
                  Number of vehicles insured by the insurance or reinsurance group in lines of business Motor vehicle liability insurance, including proportional reinsurance obligations, with a deemed policy limit above 24,000,000 Euro.
               
            
                  C0530/R2100
               
               
                  Number of vehicles policy limit below or equal to 24M EUR
               
               
                  Number of vehicles insured by the insurance or reinsurance group in lines of business lines of business Motor vehicle liability insurance, including proportional reinsurance obligations, with a deemed policy limit below or equal to 24,000,000 Euro.
               
            
                  C0540/R2100
               
               
                  Catastrophe Risk Charge Motor Vehicle Liability before risk mitigation
               
               
                  This is the total capital requirement before risk mitigation for Motor Vehicle Liability risk.
               
            
                  C0550/R2100
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from Motor Vehicle Liability, excluding the estimated reinstatement premiums.
               
            
                  C0560/R2100
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Motor Vehicle Liability.
               
            
                  C0570/R2100
               
               
                  Catastrophe Risk Charge Motor Vehicle Liability after risk mitigation
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Motor Vehicle Liability.
               
            
                  
                     Man–made catastrophe risk — Marine Tanker Collision
                  
               
            
                  C0580/R2200
               
               
                  Type of cover Catastrophe Risk Charge Share marine hull in tanker t before risk mitigation
               
               
                  This is the capital requirement before risk mitigation, per each marine hull cover, for risks arising from Marine Tanker Collision.
                  The maximum relates to all oil and gas tankers insured by the insurance or reinsurance group in respect of tanker collision in lines of business:
                  Marine, aviation and transport, including proportional reinsurance obligations; and
                  Non–proportional marine, aviation and transport reinsurance.
                  The amount for this cover is equal to the sum insured accepted by the insurance or reinsurance group for marine insurance and reinsurance in relation to each tanker.
               
            
                  C0590/R2200
               
               
                  Catastrophe Risk Charge Share marine liability in tanker t before risk mitigation
               
               
                  This is the capital requirement before risk mitigation, per marine liability cover, for risks arising from Marine Tanker Collision.
                  The maximum relates to all oil and gas tankers insured by the insurance or reinsurance group in respect of tanker collision in lines of business:
                  Marine, aviation and transport, including proportional reinsurance obligations; and
                  Non–proportional marine, aviation and transport reinsurance.
                  The amount for this cover is equal to the sum insured accepted by the insurance or reinsurance group for marine insurance and reinsurance in relation to each tanker.
               
            
                  C0600/R2200
               
               
                  Catastrophe Risk Charge Share marine oil pollution liability in tanker t before risk mitigation
               
               
                  This is the capital requirement before risk mitigation, per marine oil polution liability cover, for risks arising from Marine Tanker Collision.
                  The maximum relates to all oil and gas tankers insured by the insurance or reinsurance group in respect of tanker collision in lines of business:
                  Marine, aviation and transport, including proportional reinsurance obligations; and
                  Non–proportional marine, aviation and transport reinsurance.
                  The amount for this cover is equal to the sum insured accepted by the insurance or reinsurance group for marine insurance and reinsurance in relation to each tanker.
               
            
                  C0610/R2200
               
               
                  Catastrophe Risk Charge Marine Tanker Collision before risk mitigation
               
               
                  This is the total capital requirement before risk mitigation for risks arising from Marine Tanker Collision.
               
            
                  C0620/R2200
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Tanker Collision, excluding the estimated reinstatement premiums.
               
            
                  C0630/R2200
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Tanker Collision.
               
            
                  C0640/R2200
               
               
                  Catastrophe Risk Charge Marine Tanker Collision after risk mitigation
               
               
                  The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Marine Tanker Collision.
               
            
                  C0650/R2200
               
               
                  Name vessel
               
               
                  Name of the corresponding vessel.
               
            
                  
                     Man–made catastrophe risk — Marine Platform Explosion
                  
               
            
                  C0660–C0700/R2300
               
               
                  Catastrophe Risk Charge Marine Platform Explosion — Type of cover — before risk mitigation
               
               
                  This is the capital requirement before risk mitigation, per type of cover (Property damage, Removal of wreckage, Loss of production income, Capping of the well or making the well secure, Liability insurance and reinsurance obligations), for risks arising from Marine Platform Explosion.
                  The maximum relates to all oil and gas offshore platforms insured by the insurance or reinsurance group in respect of platform explosion in lines of business:
                  Marine, aviation and transport, including proportional reinsurance obligations; and
                  Non–proportional marine, aviation and transport reinsurance.
                  The amount per type of cover is equal to the sum insured for the specific type of cover accepted by the insurance or reinsurance group in relation to the selected platform.
               
            
                  C0710/R2300
               
               
                  Catastrophe Risk Charge Marine Platform Explosion before risk mitigation
               
               
                  This is the total capital requirement before risk mitigation for risks arising from Marine Platform Explosion.
               
            
                  C0720/R2300
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Platform Explosion, excluding the estimated reinstatement premiums.
               
            
                  C0730/R2300
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Platform Explosion.
               
            
                  C0740/R2300
               
               
                  Catastrophe Risk Charge Marine Platform Explosion after risk mitigation
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Marine Platform Explosion.
               
            
                  C0750/R2300
               
               
                  Name platform
               
               
                  Name of the corresponding platform.
               
            
                  
                     Man–made catastrophe risk — Marine
                  
               
            
                  C0760/R2400
               
               
                  Catastrophe Risk Charge Marine before risk mitigation — Total before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between types of events, for marine risks.
               
            
                  C0760/R2410
               
               
                  Catastrophe Risk Charge Marine before risk mitigation — Diversification between type of event
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different type of events for marine risks.
               
            
                  C0760/R2420
               
               
                  Catastrophe Risk Charge Marine before risk mitigation — Total after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between the types of events, for marine risks.
               
            
                  C0770/R2400
               
               
                  Estimated Total Risk Mitigation — Total before diversification
               
               
                  This is the total risk mitigation effect, before diversification effect between types of events, of the group's specific reinsurance contracts and special purpose vehicles arising from the marine risks.
               
            
                  C0780/R2400
               
               
                  Catastrophe Risk Charge Marine after risk mitigation — Total before diversification
               
               
                  This is the total capital requirement after risk mitigation, before diversification effect between types of events, for marine risks.
               
            
                  C0780/R2410
               
               
                  Catastrophe Risk Charge Marine after risk mitigation — Diversification between type of event
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different type of events for marine risks.
               
            
                  C0780/R2420
               
               
                  Catastrophe Risk Charge Marine after risk mitigation — Total after diversification
               
               
                  This is the total capital requirement after risk mitigation, after diversification effect between the types of events, for marine risks.
               
            
                  
                     Man–made catastrophe risk — Aviation
                  
               
            
                  C0790–C0800/R2500
               
               
                  Catastrophe Risk Charge Aviation before risk mitigation — Type of cover– before risk mitigation
               
               
                  This is the capital requirement before risk mitigation, per type of cover (Aviation hull and Aviation liability), for risks arising from Aviation.
                  The maximum relates to all aircrafts insured by the insurance or reinsurance group in lines of business:
                  Marine, aviation and transport, including proportional reinsurance obligations; and
                  Non–proportional marine, aviation and transport reinsurance.
                  The amount per type of cover is equal to the sum insured for the specific type of cover accepted by the insurance or reinsurance group for aviation insurance and reinsurance and in relation to the selected aircraft.
               
            
                  C0810/R2500
               
               
                  Catastrophe Risk Charge Aviation before risk mitigation
               
               
                  This is the total capital requirement before risk mitigation for risks arising from Aviation.
               
            
                  C0820/R2500
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Aviation, excluding the estimated reinstatement premiums.
               
            
                  C0830/R2500
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Aviation.
               
            
                  C0840/R2500
               
               
                  Catastrophe Risk Charge Aviation after risk mitigation — Total (row)
               
               
                  The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Aviation.
               
            
                  
                     Man–made catastrophe risk — Fire
                  
               
            
                  C0850/R2600
               
               
                  Catastrophe Risk Charge Fire before risk mitigation
               
               
                  This is the total capital requirement before risk mitigation for Fire risks.
                  Amount is equal to the largest fire risk concentration of an insurance or reinsurance group being the set of buildings with the largest sum insured that meets the following conditions:
                  The insurance or reinsurance group has insurance or reinsurance obligations in lines of business Fire and other damage to property insurance, including proportional reinsurance obligations, in relation to each building which cover damage due to fire or explosion, including as a result of terrorist attacks.
                  All buildings are partly or fully located within a radius of 200 meters.
               
            
                  C0860/R2600
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from Fire, excluding the estimated reinstatement premiums.
               
            
                  C0870/R2600
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Fire.
               
            
                  C0880/R2600
               
               
                  Catastrophe Risk Charge after risk mitigation Fire
               
               
                  The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Fire.
               
            
                  
                     Man–made catastrophe risk — Liability
                  
               
            
                  C0890/R2700–R2740
               
               
                  Earned premium following 12 months –Type of cover
               
               
                  Premiums earned, per type of cover, by the insurance or reinsurance group, during the following 12 months, in relation to insurance and reinsurance obligations in liability risks, for the following type of covers:
                  Professional malpractice liability insurance and proportional reinsurance obligations other than professional malpractice liability insurance and reinsurance for self–employed crafts persons or artisans;
                  Employers liability insurance and proportional reinsurance obligations;
                  Directors and officers liability insurance and proportional reinsurance obligations;
                  Liability insurance and reinsurance obligations included in lines of business General liability insurance, including proportional reinsurance obligations, other than obligations included in liability risk groups 1 to 3 and other than personal liability insurance and proportional reinsurance and other than professional malpractice liability insurance and reinsurance for self–employed crafts persons or artisans;
                  Non–proportional reinsurance.
                  For this purpose premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C0890/R2750
               
               
                  Earned premium following 12 months — Total
               
               
                  Total for all types of covers of premiums earned by the insurance or reinsurance group, during the following 12 months.
               
            
                  C0900/R2700–R2740
               
               
                  Largest liability limit provided –Type of cover
               
               
                  The largest liability limit, per type of cover, provided by the insurance or reinsurance group in liability risks.
               
            
                  C0910/R2700–R2740
               
               
                  Number of claims –Type of cover
               
               
                  The number of claims, per type of cover, which is equal to the lowest integer that exceeds the amount according to the provided formula.
               
            
                  C0920/R2700–R2740
               
               
                  Catastrophe Risk Charge Liability before risk mitigation –Type of cover
               
               
                  This is the capital requirement before risk mitigation, per type of cover, for liability risks.
               
            
                  C0920/R2750
               
               
                  Catastrophe Risk Charge Liability before risk mitigation — Total
               
               
                  Total for all types of cover of the capital requirement before risk mitigation for liability risks.
               
            
                  C0930/R2700–R2740
               
               
                  Estimated Risk Mitigation — Type of cover
               
               
                  The estimated risk mitigation effect, per type of cover, of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Liability, excluding the estimated reinstatement premiums.
               
            
                  C0930/R2750
               
               
                  Estimated Risk Mitigation — Total
               
               
                  Total for all types of cover of the estimated risk mitigation.
               
            
                  C0940/R2700–R2740
               
               
                  Estimated Reinstatement Premiums — Type of cover
               
               
                  The estimated reinstatement premiums, per type of cover, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Liability.
               
            
                  C0940/R2750
               
               
                  Estimated Reinstatement Premiums — Total
               
               
                  Total for all types of cover of the estimated reinstatement premiums.
               
            
                  C0950/R2700–R2740
               
               
                  Catastrophe Risk Charge Liability after risk mitigation — Type of cover
               
               
                  Capital requirement, per type of cover, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Liability.
               
            
                  C0950/R2750
               
               
                  Catastrophe Risk Charge Liability after risk mitigation — Total
               
               
                  Total for all types of cover of the capital requirement, per type of cover, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Liability.
               
            
                  C0960/R2800
               
               
                  Catastrophe Risk Charge Liability before risk mitigation — Total before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between types of cover, for liability risks.
               
            
                  C0960/R2810
               
               
                  Catastrophe Risk Charge Liability before risk mitigation — Diversification between type of cover
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different type of covers for liability risks.
               
            
                  C0960/R2820
               
               
                  Catastrophe Risk Charge Liability before risk mitigation — Total after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between the types of covers, for liability risks.
               
            
                  C0970/R2800
               
               
                  Estimated Total Risk Mitigation — Total before diversification
               
               
                  This is the estimated total risk mitigation, before diversification effect between types of cover, for liability risks.
               
            
                  C0980/R2800
               
               
                  Catastrophe Risk Charge Liability after risk mitigation — Total before diversification
               
               
                  This is the total capital requirement after risk mitigation, before diversification effect between types of cover, for liability risks.
               
            
                  C0980/R2810
               
               
                  Catastrophe Risk Charge Liability after risk mitigation — Diversification between type of cover
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different type of covers for liability risks.
               
            
                  C0980/R2820
               
               
                  Catastrophe Risk Charge Liability after risk mitigation — Total after diversification
               
               
                  This is the total capital requirement after risk mitigation, after diversification effect between the types of covers, for liability risks.
               
            
                  
                     Man–made catastrophe risk — Credit & Suretyship
                  
               
            
                  C0990/R2900–R2910
               
               
                  Exposure (individual or group) — Largest exposure
               
               
                  Two largest gross credit insurance exposures of the insurance or reinsurance group based on a comparison of the net loss–given–default of the credit insurance exposures, being the loss–given–default after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles.
               
            
                  C0990/R2920
               
               
                  Exposure (individual or group) — Total
               
               
                  Total of the two largest gross credit insurance exposures of the insurance or reinsurance group based on a comparison of the net loss–given–default of the credit insurance exposures, being the loss–given–default after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles.
               
            
                  C1000/R2900–R2910
               
               
                  Proportion of damage caused by scenario — Largest exposure
               
               
                  Percentage representing the loss given default of the gross credit exposure without deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles, for each of the two largest gross credit insurance exposures of the insurance or reinsurance group.
               
            
                  C1000/R2920
               
               
                  Proportion of damage caused by scenario — Total
               
               
                  Average loss given default of the two largest gross credit exposures without deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles.
               
            
                  C1010/R2900–R2910
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Large Credit Default –Largest exposure
               
               
                  This is the capital requirement before risk mitigation, per largest exposure, arising from the Large Credit Default scenario of Credit & Suretyship risks.
               
            
                  C1010/R2920
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Large Credit Default — Total
               
               
                  This is the total capital requirement before risk mitigation arising from the Large Credit Default scenario of Credit & Suretyship risks.
               
            
                  C1020/R2900–R2910
               
               
                  Estimated Risk Mitigation — Largest exposure
               
               
                  The estimated risk mitigation effect, per largest exposure, of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship, excluding the estimated reinstatement premiums.
               
            
                  C1020/R2920
               
               
                  Estimated Risk Mitigation — Total
               
               
                  The estimated risk mitigation effect, for the two largest exposures, of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship, excluding the estimated reinstatement premiums.
               
            
                  C1030/R2900–R2910
               
               
                  Estimated Reinstatement Premiums — Largest exposure
               
               
                  The estimated reinstatement premiums, per largest exposure, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
               
            
                  C1030/R2920
               
               
                  Estimated Reinstatement Premiums — Total
               
               
                  The estimated reinstatement premiums, for the two largest exposures, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
               
            
                  C1040/R2900–R2910
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Large Credit Default — Largest exposure
               
               
                  Net capital requirement, per largest exposure, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
               
            
                  C1040/R2920
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Large Credit Default — Total
               
               
                  The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
               
            
                  C1050/R3000
               
               
                  Earned premium following 12 months
               
               
                  Gross premiums earned by the insurance or reinsurance group, during the following 12 months, in lines of business Credit and Suretyship insurance including proportional reinsurance obligations.
               
            
                  C1060/R3000
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Recession Risk
               
               
                  This is the total capital requirement before risk mitigation for the Recession scenario of Credit & Suretyship risks.
               
            
                  C1070/R3000
               
               
                  Estimated Risk Mitigation
               
               
                  The estimated risk mitigation effect of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from the Recession scenario of Credit & Suretyship, excluding the estimated reinstatement premiums.
               
            
                  C1080/R3000
               
               
                  Estimated Reinstatement Premiums
               
               
                  The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Recession scenario of Credit & Suretyship.
               
            
                  C1090/R3000
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Recession Risk
               
               
                  The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from the Recession scenario of Credit & Suretyship.
               
            
                  C1100/R3100
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Total before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between types of events, for Credit & Suretyship risks.
               
            
                  C1100/R3110
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Diversification between type of event
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different type of events for Credit & Suretyship risks.
               
            
                  C1100/R3120
               
               
                  Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Total after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between the types of events, for Credit & Suretyship risks.
               
            
                  C1110/R3100
               
               
                  Estimated Total Risk Mitigation — Total before diversification
               
               
                  This is the total risk mitigation effect, before diversification effect between types of events, of the group's specific reinsurance contracts and special purpose vehicles arising from the Credit & Suretyship risks.
               
            
                  C1120/R3100
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Total before diversification
               
               
                  This is the total capital requirement after risk mitigation, before diversification effect between types of events, for Credit & Suretyship risks.
               
            
                  C1120/R3110
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Diversification between type of event
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different type of events for Credit & Suretyship risks.
               
            
                  C1120/R3120
               
               
                  Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Total after diversification
               
               
                  This is the total capital requirement after risk mitigation, after diversification effect between the types of events, for Credit & Suretyship risks.
               
            
                  
                     Man–made catastrophe risk — Other non–life catastrophe risk
                  
               
            
                  C1130/R3200–R3240
               
               
                  Estimation of the gross premium to be earned — Group of obligations
               
               
                  An estimate of the premiums to be earned by the insurance or reinsurance group, during the following year, for the contracts in relation to the following group of obligations:
                  Insurance and reinsurance obligations included in lines of business Marine, aviation and transport insurance, including proportional reinsurance obligations, other than marine insurance and reinsurance and aviation insurance and reinsurance;
                  Reinsurance obligations included in line of business Non–proportional marine, aviation and transport reinsurance, other than marine reinsurance and aviation reinsurance, as defined in Annex I to Delegated Regulation (EU) 2015/35;
                  Insurance and reinsurance obligations included in lines of business Miscellaneous financial loss, including proportional reinsurance obligations other than extended warranty insurance and reinsurance obligations provided that the portfolio of these obligations is highly diversified and these obligation do not cover the costs of product recalls;
                  Reinsurance obligations included in line of business Non–proportional casualty reinsurance, other than general liability reinsurance, as defined in Annex I to Delegated Regulation (EU) 2015/35;
                  Non–proportional reinsurance obligations relating to insurance obligations included in lines of business Credit and Suretyship insurance, including proportional reinsurance obligations.
                  Premiums shall be gross, without deduction of premiums for reinsurance contracts.
               
            
                  C1140/R3200–R3240
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Group of obligations
               
               
                  This is the capital requirement before risk mitigation, per group of obligations, for Other non–life catastrophe risks.
               
            
                  C1140/R3250
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Total before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between groups of obligations, for Other non–life catastrophe risks.
               
            
                  C1140/R3260
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Diversification between groups of obligations
               
               
                  Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different groups of obligations for Other non–life catastrophe risks.
               
            
                  C1140/R3270
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Total after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between groups of obligations, for Other non–life catastrophe risks.
               
            
                  C1150/R3250
               
               
                  Estimated Total Risk Mitigation — Total before diversification
               
               
                  This is the estimated total risk mitigation, before diversification effect between groups of obligations, for Other non–life catastrophe risks.
               
            
                  C1160/R3250
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk after risk mitigation — Total before diversification
               
               
                  This is the total capital requirement after risk mitigation, before diversification effect between groups of obligations, for Other non–life catastrophe risks.
               
            
                  C1160/R3260
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk after risk mitigation — Diversification between groups of obligations
               
               
                  Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different groups of obligations for Other non–life catastrophe risks.
               
            
                  C1160/R3270
               
               
                  Catastrophe Risk Charge Other non–life catastrophe risk after risk mitigation — Total after diversification
               
               
                  This is the total capital requirement after risk mitigation, after diversification effect between groups of obligations, for Other non–life catastrophe risks.
               
            
                  
                     Health catastrophe risk
                  
               
            
                  
                     Health catastrophe risk — Mass accident
                  
               
            
                  C1170/R3300–R3600,
                  C1190/R3300–R3600,
                  C1210/R3300–R3600,
                  C1230/R3300–R3600,
                  C1250/R3300–R3600
               
               
                  Policyholders — per type of event
               
               
                  All insured persons of the insurance or reinsurance group who are inhabitants of each of the countries and are insured against the following types of event:
                  Death caused by an accident;
                  Permanent disability caused by an accident;
                  Disability that lasts 10 years caused by an accident;
                  Disability that lasts 12 months caused by an accident;
                  Medical treatment caused by an accident.
               
            
                  C1180/R3300– /R3600,
                  C1200/R3300–R3600,
                  C1220/R3300–R3600,
                  C1240/R3300–R3600,
                  C1260/R3300–R3600
               
               
                  Value of benefits payable — per type of event
               
               
                  The value of the benefits shall be the sum insured or where the insurance contract provides for recurring benefit payments the best estimate of the benefit payments, using the cash–flow projection, per event type.
                  Where the benefits of an insurance contract depend on the nature or extent of any injury resulting from event types, the calculation of the value of the benefits shall be based on the maximum benefits obtainable under the contract which are consistent with the event.
                  For medical expense insurance and reinsurance obligations the value of the benefits shall be based on an estimate of the average amounts paid in case of event types taking into account the specific guarantees the obligations include.
               
            
                  C1270/R3300–R3600
               
               
                  Catastrophe Risk Charge before risk mitigation
               
               
                  Capital requirement before risk mitigation, for each of the countries, arising from the mass accident risk sub–module to health insurance and reinsurance obligations.
               
            
                  C1270/R3610
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Mass accident all countries before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between countries, for the mass accident risk sub–module to health insurance and reinsurance obligations.
               
            
                  C1270/R3620
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between countries
               
               
                  Diversification effect arising from the aggregation of the mass accident risk sub–module to health insurance and reinsurance obligations relating to the different countries.
               
            
                  C1270/R3630
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Mass accident all countries after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between countries, for the mass accident risk sub–module to health insurance and reinsurance obligations.
               
            
                  C1280/R3300–R3600
               
               
                  Estimated Risk Mitigation
               
               
                  For each country the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C1280/R3610
               
               
                  Estimated Risk Mitigation — Total Mass accident all countries before diversification
               
               
                  Total amount of estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles for all countries.
               
            
                  C1290/R3300–R3600
               
               
                  Estimated Reinstatement Premiums
               
               
                  For each country the estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C1290/R3610
               
               
                  Estimated Reinstatement Premiums — Total
               
               
                  Total amount of estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles for all countries.
               
            
                  C1300/R3300–R3600
               
               
                  Catastrophe Risk Charge after risk mitigation
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from the mass accident risk sub–module to health insurance and reinsurance obligations, for each country.
               
            
                  C1300/R3610
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Mass accident all countries before diversification
               
               
                  This is the total capital requirement after risk mitigation, before diversification effect between countries, for the mass accident risk sub–module to health insurance and reinsurance obligations.
               
            
                  C1300/R3620
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between countries
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for the mass accident risk sub–module to health insurance and reinsurance obligations relating to the different countries.
               
            
                  C1300/R3630
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Mass accident all countries after diversification
               
               
                  This is the total capital requirement after risk mitigation for the mass accident risk sub–module to health insurance and reinsurance obligations, taking into consideration the diversification effect given in C1300/R3620.
               
            
                  
                     Health catastrophe risk — Concentration accident
                  
               
            
                  C1310/R3700–R4010
               
               
                  Largest known accident risk concentration — Countries
               
               
                  The largest accident risk concentration of an insurance or reinsurance group, for each country, shall be equal to the largest number of persons for which the following conditions are met:
                  The insurance or reinsurance group has a workers' compensation insurance or reinsurance obligation or a group income protection insurance or reinsurance obligation in relation to each of the persons;
                  The obligations in relation to each of the persons cover at least one of the events set out in the next item;
                  The persons are working in the same building which is situated in this particular country.
                  These persons are insured against the following types of event:
                  Death caused by an accident;
                  Permanent disability caused by an accident;
                  Disability that lasts 10 years caused by an accident;
                  Disability that lasts 12 months caused by an accident;
                  Medical treatment caused by an accident.
               
            
                  C1320/R3700–R4010,
                  C1330/R3700–R4010,
                  C1340/R3700–R4010,
                  C1350/R3700–R4010,
                  C1360/R3700–R4010
               
               
                  Average sum insured per type of event
               
               
                  The value of the benefits shall be the sum insured or where the insurance contract provides for recurring benefit payments the best estimate of the benefit payments in case of event types.
                  Where the benefits of an insurance contract depend on the nature or extent of any injury resulting from event types, the calculation of the value of the benefits shall be based on the maximum benefits obtainable under the contract which are consistent with the event.
                  For medical expense insurance and reinsurance obligations the value of the benefits shall be based on an estimate of the average amounts paid in case of event types, taking into account the specific guarantees the obligations include.
               
            
                  C1370/R3700–R4010
               
               
                  Catastrophe Risk Charge before risk mitigation
               
               
                  Capital requirement before risk mitigation, for each country, arising from the health sub–module concentration accident.
               
            
                  C1410
               
               
                  Other countries to be considered in the Concentration accident
               
               
                  Identify the ISO code of other countries to be considered in the Concentration accident.
               
            
                  C1370/R4020
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Concentration accident all countries before diversification
               
               
                  This is the total capital requirement before risk mitigation, before diversification effect between countries, for the health sub–module concentration accident.
               
            
                  C1370/R4030
               
               
                  Catastrophe Risk Charge before risk mitigation — Diversification effect between countries
               
               
                  Diversification effect arising from the aggregation of the health sub–module concentration accident relating to the different countries.
               
            
                  C1370/R4040
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Concentration accident all countries after diversification
               
               
                  This is the total capital requirement before risk mitigation, after diversification effect between countries, for the health sub–module concentration accident.
               
            
                  C1380/R3700–R4010
               
               
                  Estimated Risk Mitigation — Countries
               
               
                  For each of the countries identified the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
               
            
                  C1380/R4020
               
               
                  Estimated Risk Mitigation — Total Concentration accident all countries before diversification
               
               
                  Total of estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles for all countries.
               
            
                  C1390/R3700–R4010
               
               
                  Estimated Reinstatement Premiums — Countries
               
               
                  For each of the countries identified the estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
               
            
                  C1390/R4020
               
               
                  Estimated Reinstatement Premiums — Total Concentration accident all countries before diversification
               
               
                  Total of the estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles for all countries.
               
            
                  C1400/R3700–R4010
               
               
                  Catastrophe Risk Charge after risk mitigation — Countries
               
               
                  Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from the health sub–module concentration accident for each of the countries identified.
               
            
                  C1400/R4020
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Concentration accident all countries before diversification
               
               
                  The total capital requirement after risk mitigation, before diversification effect between countries, for the health sub–module concentration accident.
               
            
                  C1400/R4030
               
               
                  Catastrophe Risk Charge after risk mitigation — Diversification effect between countries
               
               
                  Diversification effect arising from the aggregation of the capital requirement after risk mitigations for the health sub–module concentration accident risks relating to the different countries.
               
            
                  C1400/R4040
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Concentration accident all countries after diversification
               
               
                  This is the total capital requirement after risk mitigation for the health sub–module concentration accident risk, taking into consideration the diversification effect given in C1400/R4020.
               
            
                  
                     Health catastrophe risk — Pandemic
                  
               
            
                  C1440/R4100–R4410
               
               
                  Medical expense — Number of insured persons — Countries
               
               
                  The number of insured persons of insurance and reinsurance groups, for each of the countries identified, which meet the following conditions:
                  The insured persons are inhabitants of this particular country;
                  The insured persons are covered by medical expense insurance or reinsurance obligations, other than workers' compensation insurance or reinsurance obligations that cover medical expense resulting from an infectious disease.
                  These insured persons may claim benefits for the following healthcare utilisation:
                  Hospitalisation;
                  Consultation with a medical practitioner;
                  No formal medical care sought.
               
            
                  C1450/R4100–R4410,
                  C1470/R4100–R4410,
                  C1490/R4100–R4410
               
               
                  Medical expense — Unit claim cost per type of healthcare — Countries
               
               
                  Best estimate of the amounts payable, using the cash–flow projection, by insurance and reinsurance groups for an insured person in relation to medical expense insurance or reinsurance obligations, other than workers' compensation insurance or reinsurance obligations per healthcare utilisation type, in the event of a pandemic, for each of the countries identified.
               
            
                  C1460/R4100–R4410,
                  C1480/R4100–R4410,
                  C1500/R4100–R4410
               
               
                  Medical expense — Ratio of insured persons per type of healthcare — Countries
               
               
                  The ratio of insured persons with clinical symptoms utilising healthcare type, for each of the countries identified.
               
            
                  C1510/R4100–R4410
               
               
                  Catastrophe Risk Charge before risk mitigation — Countries
               
               
                  Capital requirement before risk mitigation, for each of the countries identified, arising from the health sub–module pandemic.
               
            
                  C1550
               
               
                  Other countries to be considered in the Pandemic
               
               
                  Identify the ISO code of other countries to be considered in the Concentration accident.
               
            
                  C1420/R4420
               
               
                  Income protection — Number of insured persons — Total Pandemic all countries
               
               
                  Total number of insured persons for all countries identified covered by the income protection insurance or reinsurance obligations other than workers' compensation insurance or reinsurance obligations.
               
            
                  C1430/R4420
               
               
                  Income protection — Total pandemic exposure — Total Pandemic all countries
               
               
                  The total of all income protection pandemic exposure for all countries identified of insurance and reinsurance groups.
                  The value of the benefits payable for the insured person shall be the sum insured or where the insurance contract provides for recurring benefit payments the best estimate of the benefit payments assuming that the insured person is permanently disabled and will not recover.
               
            
                  C1510/R4420
               
               
                  Catastrophe Risk Charge before risk mitigation — Total Pandemic all countries
               
               
                  This is the total capital requirement before risk mitigation for the health sub–module pandemic for all countries identified.
               
            
                  C1520/R4420
               
               
                  Estimated Risk Mitigation — Total Pandemic all countries
               
               
                  The total estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums for all countries identified.
               
            
                  C1530/R4420
               
               
                  Estimated Reinstatement Premiums — Total Pandemic all countries
               
               
                  The total estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril for all countries identified.
               
            
                  C1540/R4420
               
               
                  Catastrophe Risk Charge after risk mitigation — Total Pandemic all countries
               
               
                  The total capital requirement after risk mitigation for the health sub–module pandemic for all countries identified.
               
            
         S.31.01 — Share of reinsurers (including Finite Reinsurance and SPV's)
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template shall be filled by the insurance and reinsurance groups where a recoverable is recognised by related insurance undertakings in relation to the EEA or Non–EEA–reinsurer which is not in the scope of the group (even if all contracts with that reinsurer have terminated) and whose reinsurer is reducing the gross technical provisions as per end of the reporting year.
      The template collects information on reinsurers and not on separate treaties. All ceded technical provisions, including those ceded under Finite reinsurance (as defined in S.30.03 Column C0060 of Annex II), shall be completed. This also means that if an SPV or a syndicate of Lloyd's acts as a reinsurer the SPV or the syndicate must be listed.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Legal name of reinsured undertaking
               
               
                  Name of reinsured entity, identifying the cedent (re)insurance undertaking. This item is only applicable to groups.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code of the undertaking, using the following priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI)
                           
                        
                              —
                           
                           
                              Specific code
                           
                        When the undertaking uses the option ‘Specific code’ the following shall be considered:
                  
                              —
                           
                           
                              For EEA (re) insurance undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's supervisory authority
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code provided will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, it should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Code reinsurer
               
               
                  Identification code of the reinsurer by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        
            
                  C0050
               
               
                  Type of code Reinsurer
               
               
                  Identification of the code used in item ‘Code reinsurer’. The following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0060
               
               
                  Reinsurance recoverables — Premium provision Non–life including Non–SLT Health
               
               
                  The amount of share of the reinsurer in the recoverables from reinsurance (including Finite Re and SPV) before the adjustment for expected losses due to the counterparty default, in the best estimate of the premium provisions calculated as the expected present value of future incoming and outgoing cash flows.
               
            
                  C0070
               
               
                  Reinsurance recoverables — Claims provisions Non–life including Non–SLT Health
               
               
                  The amount of share of the reinsurer in the recoverables from reinsurance (including Finite Re and SPV) before the adjustment for expected losses due to the counterparty default, in the best estimate of the claims provisions.
               
            
                  C0080
               
               
                  Reinsurance recoverables — Technical provisions Life including SLT Health
               
               
                  The amount of share of the reinsurer in the recoverables from reinsurance (including Finite Re and SPV) before the adjustment for expected losses due to the counterparty default, in the best estimate of the technical provisions.
               
            
                  C0090
               
               
                  Adjustment for expected losses due to counterparty default
               
               
                  Per reinsurer the adjustment for expected losses due to counterparty default. The adjustment shall be calculated separately and must be in line with Delegated Regulation (EU) 2015/35.
                  This value shall be reported as negative value.
               
            
                  C0100
               
               
                  Reinsurance recoverables: Total reinsurance recoverables
               
               
                  The result of ceded technical provisions (i.e. claims + premiums provisions), including the adjustment for expected losses due to counterparty default.
               
            
                  C0110
               
               
                  Net receivables
               
               
                  The amounts past due resulting from: claims paid by the insurer but not yet reimbursed by the reinsurer plus commissions to be paid by the reinsurer and other receivables minus debts to the reinsurer. Cash deposits are excluded and are to be considered as guarantees received.
               
            
                  C0120
               
               
                  Assets pledged by reinsurer
               
               
                  Amount of assets pledged by the reinsurer to mitigate the counterparty default risk of the reinsurer.
               
            
                  C0130
               
               
                  Financial guarantees
               
               
                  Amount of guarantees received by the undertaking from the reinsurer to guarantee the payment of the liabilities due by the undertaking (includes letter of credit, undrawn committed borrowing facilities).
               
            
                  C0140
               
               
                  Cash deposits
               
               
                  Amount of cash deposits received by the reinsurer.
               
            
                  C0150
               
               
                  Total guarantees received
               
               
                  Total amount of types of guarantees.
               
            
                  
                     Information on reinsurers
                  
               
            
                  C0160
               
               
                  Code reinsurer
               
               
                  Identification code of the reinsurer by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code attributed by the undertaking
                           
                        
            
                  C0170
               
               
                  Type of code
                  Reinsurer
               
               
                  Identification of the code used in item ‘Code reinsurer’. The following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0180
               
               
                  Legal name reinsurer
               
               
                  Legal name of the reinsurer to whom the underwriting risk has been transferred. The official name of the risk–carrier reinsurer is stated in the reinsurance contract. It is not permitted to fill in the name of a reinsurance broker. Nor is it permitted to state a general or incomplete name as international reinsurers have several operating companies that may be based in different countries.
                  In case of pooling arrangements, the name of the Pool (or Pool manager) can be filled only if the Pool is a legal entity.
               
            
                  C0190
               
               
                  Type of reinsurer
               
               
                  Type of reinsurer to whom the underwriting risk has been transferred.
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Direct Life insurer
                           
                        
                               
                           
                           
                              2 — Direct Non–life insurer
                           
                        
                               
                           
                           
                              3 — Direct Composite insurer
                           
                        
                               
                           
                           
                              4 — Captive insurance undertaking
                           
                        
                               
                           
                           
                              5 — Internal reinsurer (reinsurance undertaking which primary focus is to take risk from other insurance undertakings within the scope of group supervision)
                           
                        
                               
                           
                           
                              6 — External reinsurer (reinsurance undertaking that takes risks from undertakings other than from insurance undertakings within the scope of group supervision)
                           
                        
                               
                           
                           
                              7 — Captive reinsurance undertaking
                           
                        
                               
                           
                           
                              8 — Special purpose vehicle
                           
                        
                               
                           
                           
                              9 — Pool entity (where more than one insurance or reinsurance undertakings are involved)
                           
                        
                               
                           
                           
                              10 — State pool
                           
                        
            
                  C0200
               
               
                  Country of residency
               
               
                  Identify the ISO 3166–1 alpha–2 code for the country where the reinsurer is legally authorised/licensed.
               
            
                  C0210
               
               
                  External rating assessment by nominated ECAI
               
               
                  The actual/current rating that is considered by the group.
               
            
                  C0220
               
               
                  Nominated ECAI
               
               
                  The agency that rates the reinsurer that is considered by the undertaking.
               
            
                  C0230
               
               
                  Credit quality step
               
               
                  Identify the credit quality step attributed to the reinsurer. The credit quality step shall reflect any readjustments to the credit quality made internally by the group that use the standard formula.
               
            
                  C0240
               
               
                  Internal rating
               
               
                  Internal rating of the reinsurer for groups using internal model to the extent that the internal ratings are used in their internal modelling. If an internal model undertaking is using solely external ratings this item shall not be reported.
               
            
         S.31.02 — Special Purpose Vehicles
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template is relevant for each group transferring risk(s) to a Special Purpose Vehicle (SPV), to ensure sufficient disclosure has been made where SPVs are used as alternative risk transfer methods to traditional reinsurance treaties.
      The template applies to the use of:
      
                  e)
               
               
                  SPVs defined under Article 13 (26) and authorised under Article 211 (1) of Directive 2009/138/EC;
               
            
                  f)
               
               
                  SPVs meeting conditions of Article 211 (3) of Directive 2009/138/EC;
               
            
                  g)
               
               
                  SPVs regulated by third country supervisors where these meet equivalent measures to the conditions set out in Article 211 (2) of Directive 2009/138/EC;
               
            
                  h)
               
               
                  Other SPVs, not meeting the definitions above, where risks are transferred under arrangements with the economic substance of a reinsurance contract.
               
            The template covers risk mitigation techniques (recognised or not) carried out by the (re)insurance undertaking within the scope of group supervision whereby a SPV assumes risks from the undertaking within the scope of group supervision through a reinsurance contract; or assume insurance risks from the undertaking within the scope of group supervision transferred through a similar arrangement that is ‘reinsurance like’.
      This template shall include data of special purpose vehicles to which the participating insurance or reinsurance undertaking or one of its insurance or reinsurance subsidiaries has transferred risk.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Name of reinsured undertaking
               
               
                  Identify the legal name of the reinsured undertaking, identifying the cedent (re)insurance undertaking within the scope of group supervision.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Internal code of SPV
               
               
                  Internal code attributed to the SPV by the undertaking by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits.
                           
                        This code shall be unique to each SPV and remain constant over subsequent reports.
               
            
                  C0040
               
               
                  ID Code of SPV notes or other financing mechanism issued
               
               
                  For the notes or other financing mechanism issued by the SPV and hold by the insurance and reinsurance undertaking within the scope of group supervision identify the ID code by this order of priority if existent:
                  
                              —
                           
                           
                              ISO 6166 ISIN when available;
                           
                        
                              —
                           
                           
                              Other ‘recognised’ codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC);
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking within the scope of group supervision, when the options above are not available, and must be consistent over time.
                           
                        
            
                  C0050
               
               
                  ID Code Type of SPV notes or other financing mechanism issued
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking within the scope of group supervision
                           
                        
            
                  C0060
               
               
                  Lines of Business SPV securitisation relates
               
               
                  Identification of the line of business as defined in Annex I to Delegated Regulation (EU) 2015/35 reported. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
                               
                           
                           
                              13 — Proportional medical expense reinsurance
                           
                        
                               
                           
                           
                              14 — Proportional income protection reinsurance
                           
                        
                               
                           
                           
                              15 — Proportional workers' compensation reinsurance
                           
                        
                               
                           
                           
                              16 — Proportional motor vehicle liability reinsurance
                           
                        
                               
                           
                           
                              17 — Proportional other motor reinsurance
                           
                        
                               
                           
                           
                              18 — Proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              19 — Proportional fire and other damage to property reinsurance
                           
                        
                               
                           
                           
                              20 — Proportional general liability reinsurance
                           
                        
                               
                           
                           
                              21 — Proportional credit and suretyship reinsurance
                           
                        
                               
                           
                           
                              22 — Proportional legal expenses reinsurance
                           
                        
                               
                           
                           
                              23 — Proportional assistance reinsurance
                           
                        
                               
                           
                           
                              24 — Proportional miscellaneous financial loss reinsurance
                           
                        
                               
                           
                           
                              25 — Non–proportional health reinsurance
                           
                        
                               
                           
                           
                              26 — Non–proportional casualty reinsurance
                           
                        
                               
                           
                           
                              27 — Non–proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              28 — Non–proportional property reinsurance
                           
                        
                               
                           
                           
                              29 — Health insurance
                           
                        
                               
                           
                           
                              30 — Insurance with profit participation
                           
                        
                               
                           
                           
                              31 — Index–linked and unit–linked insurance
                           
                        
                               
                           
                           
                              32 — Other life insurance
                           
                        
                               
                           
                           
                              33 — Annuities stemming from non–life insurance contracts and relating to health insurance obligations
                           
                        
                               
                           
                           
                              34 — Annuities stemming from non–life insurance contracts and relating to insurance obligations other than health insurance obligations
                           
                        
                               
                           
                           
                              35 — Health reinsurance
                           
                        
                               
                           
                           
                              36 — Life reinsurance
                           
                        
                               
                           
                           
                              37 — Multiline (as defined hereunder)
                           
                        Where the reinsurance treaty or a similar arrangement provides cover for more than one line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and the terms of cover differ between lines of business then the treaty needs to be specified over multiple rows. The first row entry for the treaty needs to be entered as ‘Multiline’ that provides details of the overall terms of the treaty, with the subsequent rows providing details of the individual terms of the reinsurance treaty to each relevant line of business. Where the term of the cover do not differ by line of business only the dominant line of business is required.
               
            
                  C0070
               
               
                  Type of Trigger(s) in the SPV
               
               
                  Identify the trigger mechanisms used by the SPV as trigger events that would oblige the SPV to make payment to the ceding (re)insurance undertaking within the scope of group supervision. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Indemnity
                           
                        
                               
                           
                           
                              2 — Model Loss
                           
                        
                               
                           
                           
                              3 — Index or Parametric
                           
                        
                               
                           
                           
                              4 — Hybrids (including components from the above–mentioned techniques)
                           
                        
                               
                           
                           
                              5 — Other
                           
                        
            
                  C0080
               
               
                  Contractual Trigger Event
               
               
                  Description of the specific trigger that would oblige the SPV to make payment to the ceding (re)insurance undertaking within the scope of group supervision. This information should be complementary to the information on ‘Type of Trigger(s) in the SPV’ and should be descriptive enough to allow supervisors to identify the concrete trigger, e.g. specific weather/storm indices for cat risks or general mortality tables for longevity risks.
               
            
                  C0090
               
               
                  Same trigger as in underlying cedant's portfolio
               
               
                  Identify if the trigger defined in the underlying (re)insurance policy with the pay–out trigger defined in the treaty is the same as the one defined in the SPV. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Same trigger
                           
                        
                               
                           
                           
                              2 — Different trigger
                           
                        
            
                  C0100
               
               
                  Basis risk arising from risk–transfer structure
               
               
                  Identify the causes of basis risk (i.e. that the exposure covered by the risk–mitigation technique does not correspond to the risk exposure of the insurance or reinsurance undertaking within the scope of group supervision). The following close list shall be used:
                  
                               
                           
                           
                              1 — No basis risk
                           
                        
                               
                           
                           
                              2 — Insufficient subordination for note holders,
                           
                        
                               
                           
                           
                              3 — Investors' additional recourse against cedant,
                           
                        
                               
                           
                           
                              4 — Additional risks were securitised subsequent to authorisation,
                           
                        
                               
                           
                           
                              5 — Cedants hold exposure to notes issued,
                           
                        
                               
                           
                           
                              9 — Other
                           
                        
            
                  C0110
               
               
                  Basis risk arising from contractual terms
               
               
                  Identify the basis risk arising from contractual terms.
                  
                               
                           
                           
                              1 — No basis risk
                           
                        
                               
                           
                           
                              2 — Substantial part of risks insured not transferred
                           
                        
                               
                           
                           
                              3 — Insufficient trigger to match risk exposure of cedant
                           
                        
            
                  C0120
               
               
                  SPV assets ring–fenced to settle cedant–specific obligations
               
               
                  The amount of SPV assets ring–fenced for the reporting cedant, which are available to settle the contractual liabilities reinsured by the SPV for that specific cedant only (collateral assets specifically recognised on balance sheet of the SPV in relation to the obligation assumed).
               
            
                  C0130
               
               
                  Other non cedant–specific SPV Assets for which recourse may exist
               
               
                  The amount of SPV assets (recognised on balance sheet of the SPV), not directly related to the reporting cedant but for which recourse exists. This would include any ‘free assets’ of the SPV, which may be available to settle the reporting cedant's liabilities.
               
            
                  C0140
               
               
                  Other recourse arising from securitisation
               
               
                  The amount of contingent assets of the SPV (held off balance sheet), not directly related to the reporting cedant but for which recourse exists. This includes recourse against other counterparties of the SPV, including guarantees, reinsurance contracts and derivative commitments to SPV made by the SPV sponsor, note holders, or other third parties.
               
            
                  C0150
               
               
                  Total maximum possible obligations from SPV under reinsurance policy
               
               
                  Amount of total maximum possible obligations from reinsurance contract (cedant–specific).
               
            
                  C0160
               
               
                  SPV fully funded in relation to cedant obligations throughout the reporting period
               
               
                  Identify if the protection offered by the risk–mitigation technique may only be partially recognised where counterparty to a reinsurance contract ceases to be able to provide effective and continuing risk–transfer. The following closed list shall be used:
                  
                               
                           
                           
                              1 — SPV fully funded in relation to cedant obligations
                           
                        
                               
                           
                           
                              2 — SPV not fully funded in relation to cedant obligations
                           
                        
            
                  C0170
               
               
                  Current recoverables from SPV
               
               
                  Amount of SPV Recoverables recognised on the Solvency II balance sheet of the undertaking within the scope of group supervision (prior to adjustments made for expected losses due to counterparty default). This should be calculated in accordance with the requirements of Article 41of Delegated Regulation (EU) 2015/35.
               
            
                  C0180
               
               
                  Identification of material investments held by cedant in SPV
               
               
                  Identify whether material investments held by the cedant in the SPV exist, according to Article 210 of Delegated Regulation (EU) 2015/35.
                  
                               
                           
                           
                              1 — Not applicable
                           
                        
                               
                           
                           
                              2 — Investments of SPV controlled by cedant and/or sponsor (where it differs from cedant);
                           
                        
                               
                           
                           
                              3 — Investments of SPV held by cedant (equity, notes or other subordinated debt of the SPV);
                           
                        
                               
                           
                           
                              4 — Cedant sells reinsurance or other risk mitigation protection to the SPV;
                           
                        
                               
                           
                           
                              5 — Cedant has provided guarantee or other credit enhancement to SPV or note holders;
                           
                        
                               
                           
                           
                              6 — Sufficient basis risk retained by cedant;
                           
                        
                               
                           
                           
                              9 — Other.
                           
                        If this is reported then cells C0030 and C0040 needs to identify the instrument.
               
            
                  C0190
               
               
                  Securitisation assets related to cedant held in trust with other third party than cedant / sponsor
               
               
                  Identify if there are securitisation assets related to cedant held in trust with other third party than cedant / sponsor, considering the provisions of Articles 214(2) and 326 of Delegated Regulation (EU) 2015/35. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — Held in trust with other third party than cedant / sponsor
                           
                        
                               
                           
                           
                              2 — Not held in trust with other third party than cedant / sponsor
                           
                        
            
                  
                     Information on SPV
                  
               
            
                  C0200
               
               
                  Internal code of SPV
               
               
                  Internal code attributed to the SPV by the undertaking within the scope of group supervision by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        This code shall be unique to each SPV and remain constant over subsequent reports.
               
            
                  C0210
               
               
                  Type of code SPV
               
               
                  Identification of the code used in item ‘internal code of SPV’. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0220
               
               
                  Legal nature of SPV
               
               
                  Identify the legal nature of the SPV securitisation, according to Article 13(26) of Directive 2009/138/EC.
                  Closed list
                  
                               
                           
                           
                              1 — Trusts
                           
                        
                               
                           
                           
                              2 — Partnerships
                           
                        
                               
                           
                           
                              3 — Limited liability companies
                           
                        
                               
                           
                           
                              4 — Other legal entity form not referred above
                           
                        
                               
                           
                           
                              5 — Not incorporated
                           
                        
            
                  C0230
               
               
                  Name of SPV
               
               
                  Identify the name of the SPV
               
            
                  C0240
               
               
                  Incorporation no. of SPV
               
               
                  Registration number received at incorporation of the SPV. For un–incorporated SPVs, the groups shall report the regulatory number or equivalent number obtained from the supervisory authority at the time of authorisation.
                  If the SPV is not incorporated this cell doesn't apply.
               
            
                  C0250
               
               
                  SPV country of authorisation
               
               
                  Identify the ISO 3166–1 alpha–2 code for the country where the SPV is established and has received authorisation, where applicable.
               
            
                  C0260
               
               
                  SPV authorisation conditions
               
               
                  Identify authorisation conditions of the SPV according to Article 211 of Directive 2009/138/EC or equivalent legal instrument. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — SPV authorised under Article 211(1) of the Directive 2009/138/EC
                           
                        
                               
                           
                           
                              2 — SPV authorised under Article 211(3) of the Directive 2009/138/EC (grandfathered)
                           
                        
                               
                           
                           
                              3 — SPV regulated by a third country supervisory authority where requirements equivalent to those set out in Article 211(2) of Directive 2009/138/EC are met by the special purpose vehicle
                           
                        
                               
                           
                           
                              4 — SPV not covered above
                           
                        
            
                  C0270
               
               
                  External rating assessment by nominated ECAI
               
               
                  Rating of the SPV (if any) that is considered by the group and given by an external rating agency.
               
            
                  C0280
               
               
                  Nominated ECAI
               
               
                  Rating agency giving the external rating of the SPV, as reported in item C0260.
               
            
                  C0290
               
               
                  Credit quality step
               
               
                  Identify the credit quality step attributed to the SPV. The credit quality step shall reflect any readjustments to the credit quality made internally by the group.
               
            
                  C0300
               
               
                  Internal rating
               
               
                  Internal rating of the SPV for groups using internal model to the extent that the internal ratings are used in their internal modelling. If an internal model group is using solely external ratings this item shall not be reported.
               
            
         S.32.01 — Undertakings in the scope of the group
      
      
         General comments:
      
      This section relates to opening and annual submission of information for groups.
      This template is relevant under method 1 as defined in Article 230 of Directive 2009/138/EC, method 2 as defined in Article 233 of the Directive 2009/138/EC and a combination of methods. It is a list of all undertakings in the scope of the group in the meaning of Article 212(1)(c) of Directive 2009/138/EC, including the participating insurance and reinsurance undertakings, insurance holding companies, mixed financial holding companies or mixed activity insurance holding company.
      
                  —
               
               
                  Cells C0010 to C0080 are related to the identification of the undertaking;
               
            
                  —
               
               
                  Cells C0090 to C0170 are related to ranking criteria (in the group reporting currency);
               
            
                  —
               
               
                  Cells C0180 to C0230 are related to criteria of influence;
               
            
                  —
               
               
                  Cells C0240 and C0250 are related to the inclusion in the scope of group supervision;
               
            
                  —
               
               
                  Cell C0260 is related to group solvency calculation.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Country
               
               
                  Identify the ISO 3166–1 alpha–2 code of the country in which the registered head office of each undertaking within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, is located
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Identification of the code used in item ‘Identification code of the undertaking’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Legal name of the undertaking
               
               
                  Legal name of the undertaking
               
            
                  C0050
               
               
                  Type of undertaking
               
               
                  Identify the type of undertaking giving information on the type of activity of the undertaking. This is applicable to both EEA and third–country undertakings. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Life insurance undertaking
                           
                        
                               
                           
                           
                              2 — Non life insurance undertaking
                           
                        
                               
                           
                           
                              3 — Reinsurance undertaking
                           
                        
                               
                           
                           
                              4 — Composite undertaking
                           
                        
                               
                           
                           
                              5 — Insurance holding company as defined in Article 212(1) (f) of Directive 2009/138/EC
                           
                        
                               
                           
                           
                              6 — Mixed–activity insurance holding company as defined in Article 212(1) (g) of Directive 2009/138/EC
                           
                        
                               
                           
                           
                              7 –Mixed financial holding company as defined in Article 212 (1)(h) of Directive 2009/138/EC
                           
                        
                               
                           
                           
                              8 — Credit institution, investment firm and financial institution
                           
                        
                               
                           
                           
                              9 — Institution for occupational retirement provision
                           
                        
                               
                           
                           
                              10 — Ancillary services undertaking as defined in Article 1 (53) of Delegated Regulation (EU) 2015/35
                           
                        
                               
                           
                           
                              11 — Non–regulated undertaking carrying out financial activities as defined in Article 1 (52) of Delegated Regulation (EU) 2015/35
                           
                        
                               
                           
                           
                              12 — Special purpose vehicle authorised in accordance with Article 211 of Directive 2009/138/EC
                           
                        
                               
                           
                           
                              13 — Special purpose vehicle other than special purpose vehicle authorised in accordance with article 211 of Directive 2009/138/EC
                           
                        
                               
                           
                           
                              14 — UCITS management companies as defined in Article 1 (54) of Delegated Regulation (EU) 2015/35
                           
                        
                               
                           
                           
                              15 — Alternative investment funds managers as defined in Article 1 (55) of Delegated Regulation (EU) 2015/35
                           
                        
                               
                           
                           
                              99 — Other
                           
                        
            
                  C0060
               
               
                  Legal form
               
               
                  Identify the form of the undertaking.
                  For categories 1 to 4 in cell ‘Type of undertaking’, the legal form shall be consistent with Annex III of Directive 2009/138/EC.
               
            
                  C0070
               
               
                  Category (mutual/non mutual)
               
               
                  Indicate high level information on the legal form, i.e. whether the undertaking is a mutual or not.
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Mutual
                           
                        
                               
                           
                           
                              2 — Non–mutual
                           
                        
            
                  C0080
               
               
                  Supervisory Authority
               
               
                  Name of the Supervisory Authority responsible for the supervision of the individual undertaking which category falls under categories 1 to 4, 8, 9 and 12 in the cell ‘Type of undertaking’, where applicable.
                  Please use the full name of the authority.
               
            
                  
                     Ranking criteria (in the group reporting currency)
                  
               
            
                  C0090
               
               
                  Total Balance Sheet (for (re)insurance undertakings)
               
               
                  For EEA (re)insurance undertakings, total amount of Solvency II balance sheet as reported in item C0010/R0500 in S.02.01. For non EEA (re)insurance undertakings, total amount of balance–sheet according to the relevant sectoral rules.
                  The currency used shall be the group reporting currency.
               
            
                  C0100
               
               
                  Total Balance Sheet (for other regulated undertakings)
               
               
                  For other regulated undertakings, total amount of balance sheet according to the relevant sectoral rules. The currency used shall be the group reporting currency.
               
            
                  C0110
               
               
                  Total Balance Sheet (non–regulated undertakings)
               
               
                  For non–regulated undertakings, total amount of balance sheet used for IFRS or local GAAP. The currency used shall be the group reporting currency.
               
            
                  C0120
               
               
                  Written premiums net of reinsurance ceded under IFRS or local GAAP for (re)insurance undertakings
               
               
                  For insurance and reinsurance undertakings written premiums net of reinsurance ceded under IFRS or local GAAP. The currency used shall be the group currency.
               
            
                  C0130
               
               
                  Turn over defined as the gross revenue under IFRS or local GAAP for other types of undertakings or insurance holding companies
               
               
                  For other types of undertakings turn over defined as the gross revenue under IFRS or local GAAP.
                  For insurance holding companies or mixed financial holding companies where appropriate turnover defined as the gross revenue under IFRS or local GAAP will be used as a ranking criteria.
                  The currency used shall be the group reporting currency.
               
            
                  C0140
               
               
                  Underwriting performance
               
               
                  (Re)insurance undertakings shall report their underwriting performance in accordance with their financial statements. An absolute amount shall be reported. The currency used shall be the group reporting currency.
               
            
                  C0150
               
               
                  Investment performance
               
               
                  (Re)insurance undertakings shall report their investment performance in accordance with their financial statements. An absolute amount shall be reported. The currency used shall be the group reporting currency.
                  This value shall not include any value already reported in C0140.
               
            
                  C0160
               
               
                  Total performance
               
               
                  All the related undertakings within the scope of group supervision, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, shall report their total performance in accordance with their financial statements. An absolute amount shall be reported. The currency used shall be the group reporting currency.
               
            
                  C0170
               
               
                  Accounting standard
               
               
                  Identification of the accounting standard used for reporting items in cells C0100 to C0160. All items shall be reported consistently on the same accounting standard. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — IFRS
                           
                        
                               
                           
                           
                              2 — Local GAAP
                           
                        
            
                  
                     Criteria of influence
                  
               
            
                  C0180
               
               
                  % capital share
               
               
                  Proportion of the subscribed capital that is held, directly or indirectly, by the participating undertaking in the undertaking (as referred to in Article 221 of Directive 2009/138/EC).
                  This cell is not applicable for the ultimate parent undertaking.
               
            
                  C0190
               
               
                  % used for establishment of consolidated accounts
               
               
                  Percentage as defined by IFRS or local GAAP for the integration of consolidated undertakings into the consolidation which may differ from item C0180. For full integration, minority interests shall also be reported in this item.
                  This cell is not applicable for the ultimate parent undertaking.
               
            
                  C0200
               
               
                  % voting rights
               
               
                  Proportion of voting rights that is held, directly or indirectly, by the participating undertaking in the undertaking
                  This cell is not applicable for the ultimate parent undertaking.
               
            
                  C0210
               
               
                  Other criteria
               
               
                  Other criteria useful to assess the level of influence exercised by the participating undertaking, e.g centralised risk management.
                  This cell is not applicable for the ultimate parent undertaking.
               
            
                  C0220
               
               
                  Level of influence
               
               
                  Influence can be either dominant or significant, depending on former criteria mentioned; the group is responsible for assessing the level of influence exercised by the participating undertaking over any undertaking but as stated in Article 212(2) of Directive 2009/138/EC the group supervisor may have a differing view from the group's assessment and if so the group shall take into account any decision made by the group supervisor.
                  This cell is not applicable for the ultimate parent undertaking.
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Dominant
                           
                        
                               
                           
                           
                              2 — Significant
                           
                        
            
                  C0230
               
               
                  Proportional share used for the group solvency calculation
               
               
                  Proportional share is the proportion that will be used to calculate the group solvency.
                  This cell is not applicable for the ultimate parent undertaking.
               
            
                  
                     Inclusion in the scope of Group supervision
                  
               
            
                  C0240
               
               
                  Inclusion in the scope of group supervision — Yes/No
               
               
                  Indicate if the undertaking is included or not in the scope of group supervision as referred in Article 214 of Directive 2009/138/EC; if an undertaking is not included in the scope of group supervision as provided for in Article 214, then it shall be indicated which paragraph from Article 214(2) is the reason.
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Included in the scope
                           
                        
                               
                           
                           
                              2 — Not included in the scope (article 214 (a)
                           
                        
                               
                           
                           
                              3 — Not included in the scope (article 214 (b)
                           
                        
                               
                           
                           
                              4 — Not included in the scope (article 214 (c)
                           
                        
            
                  C0250
               
               
                  Inclusion in the scope of group supervision — Date of decision if art.214 is applied
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date where the decision of exclusion has been taken.
               
            
                  
                     Group solvency calculation
                  
               
            
                  C0260
               
               
                  Method used and under method 1, treatment of the undertaking
               
               
                  The item gathers information on the method used for group solvency calculation and the treatment of each undertaking.
                  The following closed list shall be used:
                  
                               
                           
                           
                              1 — Method 1: Full consolidation
                           
                        
                               
                           
                           
                              2 — Method 1: Proportional consolidation
                           
                        
                               
                           
                           
                              3 — Method 1: Adjusted equity method
                           
                        
                               
                           
                           
                              4 — Method 1: Sectoral rules
                           
                        
                               
                           
                           
                              5 — Method 2: Solvency II
                           
                        
                               
                           
                           
                              6 — Method 2: Other sectoral Rules
                           
                        
                               
                           
                           
                              7 — Method 2: Local rules
                           
                        
                               
                           
                           
                              8 — Deduction of the participation in relation to Article 229 of Directive 2009/138/EC
                           
                        
                               
                           
                           
                              9 — No inclusion in the scope of group supervision as defined in article 214 Directive 2009/138/EC
                           
                        
                               
                           
                           
                              10 — Other method
                           
                        
            
         S.33.01 — Insurance and reinsurance individual requirements
      
      
         General comments:
      
      This section relates to opening and annual submission of information for groups.
      This template is relevant under method 1 as defined in Article 230 of Directive 2009/138/EC, method 2 as defined in Article 233 of the Directive 2009/138/EC and a combination of methods, in the following way:
      
                  —
               
               
                  The first part of it (Cells C0060 to C0230) collects the information on all insurance and reinsurance undertakings of the group from EEA and non–EEA countries applying Directive 2009/138/EC reported in accordance with the rules therein when the method 2 as defined in Article 233 of Directive 2009/138/EC or a combination of methods is used;
               
            
                  —
               
               
                  The second part of it (Cells C0240 to C0260) collects information on the local capital requirements, local Minimum Capital Requirements and eligible own funds of all non–EEA insurance and reinsurance undertakings of the group shall be reported in accordance with local rules, regardless of the method used for the calculation of the group solvency.
               
            
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Legal name of each undertaking
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking code
               
               
                  Identification of the code used in item ‘Identification code of the undertaking’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Entity Level/RFF or MAP /Remaining Part
               
               
                  Identify to which the information is related to. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Entity level
                           
                        
                               
                           
                           
                              2 — Material Ring fenced fund or Matching Adjustment Portfolio
                           
                        
                               
                           
                           
                              3 — Remaining part
                           
                        
            
                  C0050
               
               
                  Fund Number
               
               
                  When C0040 = 2, this is the unique number of each material ring–fenced fund or matching adjustment portfolio as attributed by the group. It shall remain unvarying over time. It shall not be re–used for other funds or portfolios). The number shall be used consistently across all templates, where relevant, to identify the fund/portfolio.
                  When C0040=1 or 3, it shall be reported ‘0’.
               
            
                  
                     EEA and non EEA insurance and reinsurance undertakings (using Solvency II rules) included only via D&A
                  
               
            
                  C0060
               
               
                  SCR Market Risk
               
               
                  Individual (gross) SCR Market Risk for each undertaking.
               
            
                  C0070
               
               
                  SCR Counterparty Default Risk
               
               
                  Individual (gross) SCR Counterparty Default Risk for each undertaking.
               
            
                  C0080
               
               
                  SCR Life Underwriting Risk
               
               
                  Individual (gross) SCR Life Underwriting Risk for each undertaking.
               
            
                  C0090
               
               
                  SCR Health Underwriting Risk
               
               
                  Individual (gross) SCR Health Underwriting Risk for each undertaking.
               
            
                  C0100
               
               
                  SCR Non–life Underwriting Risk
               
               
                  Individual (gross) SCR Non–life Underwriting Risk for each undertaking.
               
            
                  C0110
               
               
                  SCR Operational Risk
               
               
                  Individual SCR Operational Risk for each undertaking.
               
            
                  C0120
               
               
                  Individual SCR
               
               
                  Individual SCR for each undertaking (including any capital add–on).
               
            
                  C0130
               
               
                  Individual MCR
               
               
                  Individual MCR for each undertaking.
               
            
                  C0140
               
               
                  Eligible Individual Own Funds to cover the SCR
               
               
                  Eligible Individual Own Funds to cover the SCR. Total own funds are to be reported in this item. No restrictions on availability for the group apply.
               
            
                  C0150
               
               
                  Use of undertaking specific parameters
               
               
                  When an undertaking uses undertaking specific parameters for calculating individual SCR, report the area(s) for which these parameters are used. The following closed list shall be used:
                  1 — Life underwriting risk / revision risk
                  
                               
                           
                           
                              2 — Health SLT underwriting risk / revision risk
                           
                        
                               
                           
                           
                              3 — Health NSLT premium and reserve risk,
                           
                        
                               
                           
                           
                              4 — Non Life premium and reserve risk,
                           
                        
                               
                           
                           
                              Include as many options as needed, separated by a ‘,’.
                           
                        
            
                  C0160
               
               
                  Use of simplifications
               
               
                  When an undertaking uses simplifications for calculating individual SCR, report the area(s) for which these simplifications are used. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Market risk / spread risk (bonds and loans)
                           
                        
                               
                           
                           
                              2 — Market risk / interest rate risk (captives)
                           
                        
                               
                           
                           
                              3 — Market risk / spread risk (bonds and loans) (captives)
                           
                        
                               
                           
                           
                              4 — Market risk / market risk concentration (captives)
                           
                        
                               
                           
                           
                              5 — Counterparty default risk
                           
                        
                               
                           
                           
                              6 — Life underwriting risk / mortality risk
                           
                        
                               
                           
                           
                              7 — Life underwriting risk / longevity risk
                           
                        
                               
                           
                           
                              8 — Life underwriting risk / disability–morbidity risk
                           
                        
                               
                           
                           
                              9 — Life underwriting risk / lapse risk
                           
                        
                               
                           
                           
                              10 — Life underwriting risk / life expense risk
                           
                        
                               
                           
                           
                              11 — Life underwriting risk / life catastrophe risk
                           
                        
                               
                           
                           
                              12 — Health underwriting risk / mortality risk
                           
                        
                               
                           
                           
                              13 — Health underwriting risk / longevity risk
                           
                        
                               
                           
                           
                              14 — Health underwriting risk / disability–morbidity risk (medical expense)
                           
                        
                               
                           
                           
                              15 — Health underwriting risk / disability–morbidity risk (income protection)
                           
                        
                               
                           
                           
                              16 — Health SLT underwriting risk / lapse risk
                           
                        
                               
                           
                           
                              17 — Health underwriting risk / life expense risk
                           
                        
                               
                           
                           
                              18 — Non–Life underwriting risk / premium and reserve risk (captives)
                           
                        Include as many options as needed, separated by a ‘,’.
               
            
                  C0170
               
               
                  Use of Partial Internal Model
               
               
                  When an undertaking uses a partial internal model(s) for calculating individual SCR, report the area(s) for which this/these are used.
               
            
                  C0180
               
               
                  Group or individual internal model
               
               
                  When an undertaking uses a full internal model for calculating individual SCR, it has to be stated whether this regards a individual internal model or group internal model. The following close list shall be used:
                  
                               
                           
                           
                              1 — Individual Internal Model
                           
                        
                               
                           
                           
                              2 — Group Internal Model
                           
                        
            
                  C0190
               
               
                  Date of initial approval of IM
               
               
                  In case a group or individual internal model is approved by individual supervisor, identify the ISO 8601 (yyyy–mm–dd) code of the date of this approval.
               
            
                  C0200
               
               
                  Date of approval of latest major change of IM
               
               
                  In case a major change of group or individual internal model is approved by individual supervisor (article115), identify the ISO 8601 (yyyy–mm–dd) code of the date of this approval.
               
            
                  C0210
               
               
                  Date of decision of capital add–on
               
               
                  In case a capital add–on applies to any of the undertakings listed here (article 37 of Directive 2009/138/EC), identify the ISO 8601 (yyyy–mm–dd) code of the date of the decision.
               
            
                  C0220
               
               
                  Amount of capital add–on
               
               
                  In case a capital add–on applies to any of the entities listed here (article 37 of Directive 2009/138/EC), report the exact amount.
               
            
                  C0230
               
               
                  Reason of capital add–on
               
               
                  In case a capital add–on applies to any of the undertakings listed here (article 37 of Directive 2009/138/EC), report the reason(s) stated by the supervisor in its decision.
               
            
                  
                     Non EEA insurance and reinsurance undertakings (both using Solvency II rules and not using Solvency II rules) regardless of the method used
                  
               
            
                  C0240
               
               
                  Local capital requirement
               
               
                  Local individual capital requirement that triggers first intervention by local supervisor.
               
            
                  C0250
               
               
                  Local minimum capital requirement
               
               
                  Local individual minimum capital requirement that triggers final intervention — withdrawal of the authorisation — by local supervisor. This figure is needed to calculate the minimum consolidated group SCR.
               
            
                  C0260
               
               
                  Eligible own funds in accordance with local rules
               
               
                  Eligible Individual Own Funds to cover the local capital requirement, as calculated according to local rules, without applying restrictions on availability for the group.
               
            
         S.34.01 — Other regulated and non–regulated financial undertakings including insurance holding companies and mixed financial holding companies individual requirements
      
      
         General comments:
      
      This section relates to opening and annual submission of information for groups.
      This template is relevant under method 1 as defined in Article 230 of Directive 2009/138/EC, method 2 as defined in Article 233 of the Directive 2009/138/EC and a combination of methods and covers the individual requirements of financial undertakings other than insurance and reinsurance undertakings, and of non-regulated undertakings carrying out financial activities as defined in Article 1(52) of Delegated Regulation (EU) 2015/35, such as credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies, institutions for occupational retirement provisions, non–regulated undertakings carrying out financial activities, insurance holding companies and mixed financial holding companies.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Legal name of each undertaking.
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Identification of the code used in item ‘Identification code of the undertaking’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Aggregated or not
               
               
                  When the entities of other financial sectors form a group with a specific capital requirement, this consolidated capital requirement can be accepted instead of the list of each individual requirement. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Aggregated
                           
                        
                               
                           
                           
                              2 — Not aggregated
                           
                        
            
                  C0050
               
               
                  Type of capital requirement
               
               
                  Identify the type of capital requirement. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Sectoral (for credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies, institutions for occupational retirement provisions)
                           
                        
                               
                           
                           
                              2 — Notional (for non–regulated undertakings)
                           
                        
                               
                           
                           
                              3 — No capital requirement
                           
                        
            
                  C0060
               
               
                  Notional SCR or Sectoral capital requirement
               
               
                  The capital requirement, either sectoral or notional, that triggers first intervention by individual supervisor, assuming a so–called intervention ladder.
               
            
                  C0070
               
               
                  Notional MCR or Sectoral minimum capital requirement
               
               
                  Minimum capital requirement, either sectoral or notional, that triggers final intervention, assuming a so–called intervention ladder where available.
                  This item is not requested for entities for which a final trigger level is not set.
               
            
                  C0080
               
               
                  Notional or Sectoral Eligible Own Funds
               
               
                  Total own funds to cover the (notional or sectoral) capital requirement. No restrictions on availability for the group apply.
               
            
         S.35.01 — Contribution to group Technical Provisions
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      The information to be reported between C0050 to C0210 shall be after the volatility adjustment, the matching adjustment and interest rate transitional is applied. The transitional deduction to technical provisions is reported separately in C0220 and C0230.
      This template is relevant under method 1 as defined in Article 230 of Directive 2009/138/EC, method 2 as defined in Article 233 of the Directive 2009/138/EC and a combination of methods.
      Related insurance and reinsurance undertakings which are not subsidiaries are excluded from the scope of this template since they are assessed through the adjusted equity method.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Legal name of the undertaking
               
               
                  Legal name of each undertaking
               
            
                  C0020
               
               
                  Identification code of the undertaking
               
               
                  Identification code by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0030
               
               
                  Type of code of the ID of the undertaking
               
               
                  Identification of the code used in item ‘Identification code of the undertaking’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0040
               
               
                  Method of group solvency calculation
               
               
                  Identify the method of the group calculation. The following closed list of options shall be used:
                  
                               
                           
                           
                              1 — Method 1
                           
                        
                               
                           
                           
                              2 — Method 2
                           
                        
            
                  C0050
               
               
                  Total amount of TP — Amount of TP gross of IGT
               
               
                  Total amount of technical provisions gross of IGT.
                  This item equals the sum of items C0070, C0100, C0130, C0160, C0190 and C0220, except for (re)insurance undertakings situated in equivalent non–EEA countries under method 2.
                  For (re)insurance undertakings situated in equivalent non–EEA countries under method 2 only item C0050 is mandatory.
                  The cell shall be filled in with amounts gross of reinsurance and of IGT.
                  When method 1 as defined under Article 230 of Directive 2009/138/EC is used for the (re)insurance undertaking, the total amount of technical provisions in cell C0050 accounts for its contribution gross of reinsurance ceded within the scope of group supervision to the group technical provisions.
                  When method 2 is used for the (re)insurance undertaking, the total amount of technical provisions in cell C0050 cannot be reconciled with the amount of group technical provisions in the group balance sheet.
               
            
                  C0060
               
               
                  Total amount of TP — Amount of TP net of IGT
               
               
                  Total amount of technical provisions net of IGT.
                  This item equals the sum of items C0080, C0110, C0140, C0170, C0200 and C0230, except for (re)insurance undertakings situated in equivalent non–EEA countries under method 2.
                  For (re)insurance undertakings situated in equivalent non–EEA countries and allowed to use the local rules under method 2, only item C0060 is mandatory and this shall be filled on the basis of the local solvency regime.
                  The cell shall be filled in with amounts gross of reinsurance but net of IGT, including intra–group reinsurance (the risk margin should not be net of IGT).
                  When method 1 as defined under Article 230 of Directive 2009/138/EC is used for the (re)insurance undertaking, the total amount of technical provisions in cell C0060 accounts for its contribution net of reinsurance ceded within the scope of group supervision to the group technical provisions. The total amount of technical provisions in cell C0060 for all (re)insurance undertakings under method 1 can be reconciled with the amount of group technical provisions in the group balance sheet.
                  When method 2 is used for the (re)insurance undertaking, the total amount of technical provisions in cell C0060 cannot be reconciled with the amount of group technical provisions in the group balance sheet.
               
            
                  C0070, C0100, C0130, C0160, C0190
               
               
                  Amount of TP gross of IGT
               
               
                  Amount of technical provisions (TP calculated as a whole or the sum of the best estimate and the risk margin), split by respective main categories (Life excluding health and unit linked index–linked, Unit–linked and index linked, Health — SLT and non–SLT, Non–life excluding health) of the EEA or non–EEA undertaking calculated according to Solvency II rules.
                  The cell shall be filled in with amounts gross of reinsurance and of IGT.
                  The currency used shall be the group currency.
                  This item is reported for the (re)insurance undertakings under method 1 and method 2, except for the (re)insurance undertakings under method 2 situated in equivalent non–EEA countries.
               
            
                  C0080, C0110, C0140, C0170, C0200
               
               
                  Amount of TP net of IGT
               
               
                  Amount of technical provisions (TP calculated as a whole or the sum of the best estimate and the risk margin), split by respective main categories (Life excluding health and unit linked index–linked, Unit–linked and index linked, Health — SLT and non–SLT, Non–life excluding health) of the EEA or non–EEA undertaking calculated according to Solvency II rules.
                  The cell shall be filled in with amounts gross of reinsurance but net of IGT, including intra–group reinsurance.
                  The currency used shall be the group currency.
                  This item is reported for the (re)insurance undertakings under method 1 and method 2, except for the (re)insurance undertakings under method 2 situated in equivalent non–EEA countries.
               
            
                  C0090, C0120, C0150, C0180, C0210
               
               
                  Net Contribution to Group TP (%)
               
               
                  The percentage share of TP (TP calculated as a whole or the sum of the best estimate and the risk margin) of the (re) insurance undertaking to the group TP under method 1 net of IGT but gross of reinsurance ceded outside the group, split by respective main categories (Life excluding health and unit linked index–linked, Unit–linked and index linked, Health — SLT and non–SLT, Non–life excluding health).
                  This item is not reported for undertakings under method 2.
               
            
                  C0220
               
               
                  Transitional on TP — Amount of TP gross of IGT
               
               
                  Amount of the transitional deduction to technical provisions. This value is not included in the previous items.
                  The cell shall be filled in with amounts gross of reinsurance and IGT.
                  This value shall be reported as a negative value.
               
            
                  C0230
               
               
                  Transitional on TP — Amount of TP net of IGT
               
               
                  Amount of the transitional deduction to technical provisions. This value is not included in the previous items.
                  The cell shall be filled in with amounts gross of reinsurance but net of IGT, including intra–group reinsurance.
                  This value shall be reported as a negative value.
               
            
                  C0240
               
               
                  LTG measures — TP subject to Transitional on RFR — Amount of TP gross of IGT
               
               
                  Indicate the amount of Total amount of TP gross of IGT (C0050) subject to the transitional adjustment to the relevant risk-free interest rate term structure.
                  The cell shall be filled in with amounts gross of reinsurance and IGT.
               
            
                  C0250
               
               
                  LTG measures — TP subject to VA — Amount of TP gross of IGT
               
               
                  Indicate the amount of Total amount of TP gross of IGT (C0050) subject to volatility adjustment.
                  The cell shall be filled in with amounts gross of reinsurance and IGT, including intra–group reinsurance.
               
            
                  C0260
               
               
                  LTG measures — TP subject to MA — Amount of TP gross of IGT
               
               
                  Indicate the amount of Total amount of TP gross of IGT (C0050) subject to matching adjustment.
                  The cell shall be filled in with amounts gross of reinsurance and IGT, including intra–group reinsurance.
               
            
         S.36.01 — IGT — Equity–type transactions, debt and asset transfer
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      The purpose of this template is to collect information on all (significant, very significant and transactions required to be reported in all circumstances) IGTs related to equity, debt, reciprocal financing and asset transfers related transactions within a group identified according to Article 213(2)(a) to (c) of Directive 2009/138/EC. These include, but are not limited to:
      
                  —
               
               
                  equity and other capital items including participations in related entities and transfer shares of related entities of the group;
               
            
                  —
               
               
                  debt including bonds, loans, collateralised debt, and other transactions of similar nature e.g. with periodic pre–determined interest or coupon or premium payments for a pre–determined period of time.
               
            
                  —
               
               
                  other asset transfer such as transfer of properties and transfer of shares of other companies unrelated (i.e. outside) to the group.
               
            Groups are expected to complete this template for all significant, very significant and transactions required to be reported in all circumstances for IGTs between the individual undertaking and the mixed–activity insurance holding company and its related undertakings.
      This template shall include IGTs that were:
      
                  —
               
               
                  in–force at the start of the reporting period.
               
            
                  —
               
               
                  incepted during the reporting period and outstanding at the reporting date.
               
            
                  —
               
               
                  incepted and expired/matured during the reporting period.
               
            Where similar transactions with a related entity may be excluded from IGT reporting when considered individually against the thresholds for significant and very significant, these transactions must nevertheless be individually reported where collectively they are at or above the corresponding threshold values for significant or very significant IGTs.
      Each transaction shall be reported separately.
      Any additions / top–ups to significant IGTs shall be reported as a separate IGT, even if the top–up in its own right falls below the significant threshold limit. For example, if an undertaking increases the initial loan amount to another related undertaking the addition to the loan should be recorded as a separate item with its issue date as the date of the top–up.
      Where the transaction value is different for two transacting parties (e.g. a EUR 10 m transaction between A and B where A records EUR 10 m but B only receive EUR 9,5 m because of transactions costs, of say EUR 0,5 m has been expensed) the template shall record the maximum amount as the transaction amount, in this case EUR 10 m.
      Where there is a chain of related IGTs (say A invests in B and B invests in C), each link of the chain needs to be reported as a separate IGT.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  ID of intragroup transaction
               
               
                  Unique internal identification code for each intragroup transaction. Shall be consistent over time.
               
            
                  C0020
               
               
                  Investor/ lender name
               
               
                  Name of the entity that is buying the equity or lending to a related undertaking within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, i.e. the entity that recognises the transaction as an asset on their balance sheet (debit — balance sheet).
               
            
                  C0030
               
               
                  Identification code for investor / lender
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0040
               
               
                  ID code type of code of the investor/lender
               
               
                  Identification of the code used in item ‘Identification code for the investor/lender’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0050
               
               
                  Issuer/ borrower name
               
               
                  Name of the entity that is issuing the equity/capital item, or borrowing money (issuing debt). I.e. the entity that recognises the transaction as a liability or capital on their balance sheet (credit — balance sheet).
               
            
                  C0060
               
               
                  Identification code for issuer / borrower
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0070
               
               
                  ID code type of code of the issuer / borrower
               
               
                  Identification of the code used in item ‘Identification code for the issuer/borrower’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0080
               
               
                  ID Code of the instrument
               
               
                  This is the identification code of the instrument (capital, debt etc.) between the two counterparties identified using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be consistent over time.
                           
                        This may be different from the intragroup transaction code provided in cell C0010.
               
            
                  C0090
               
               
                  ID Code Type of the instrument
               
               
                  Type of ID Code used for the ‘ID Code of the instrument’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0100
               
               
                  Transaction type
               
               
                  Identify the transaction type. The following close list shall be used:
                  
                               
                           
                           
                              1 — Bonds / Debt — collateralised
                           
                        
                               
                           
                           
                              2 — Bonds / Debt — uncollateralised
                           
                        
                               
                           
                           
                              3 — Equity type — shares / participations
                           
                        
                               
                           
                           
                              4 — Equity type — others
                           
                        
                               
                           
                           
                              5 — Other asset transfer — properties
                           
                        
                               
                           
                           
                              6 — Other asset transfer — others
                           
                        
            
                  C0110
               
               
                  Transaction Issue date
               
               
                  This is the earlier of the transaction/debt issue date or the date the IGT is effective from if different from the issue date.
                  The date should follow the ISO 8601 (yyyy–mm–dd) format.
               
            
                  C0120
               
               
                  Maturity date of transaction
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date when the transaction expires/reaches maturity if applicable.
                  
                              —
                           
                           
                              For IGTs with no maturity date use ‘9999–12–31’.
                           
                        
                              —
                           
                           
                              For perpetual securities use ‘9999–12–31’
                           
                        
            
                  C0130
               
               
                  Currency of transaction
               
               
                  Identify the ISO 4217 alphabetic code of the currency in which the transaction took place.
               
            
                  C0140
               
               
                  Contractual amount of transaction/ Transaction price
               
               
                  Amount of the transaction or price as per agreement/contract, reported in the reporting currency of the group.
               
            
                  C0150
               
               
                  Value of collateral/ asset
               
               
                  The value of collateral for collaterised debt or asset value for IGT involving asset transfer, reported in the reporting currency of the group.
                  If either one of the counterparties involved in the IGTs is valued in accordance with the Solvency II valuations rules as part of the group solvency calculation then the Solvency II value shall be used to value the collateral. At minimum (not an exhaustive list), collateral between the following entities is expected to be valued in accordance with the Solvency II valuation principles:
                  
                              —
                           
                           
                              EEA insurance and reinsurance undertakings
                           
                        
                              —
                           
                           
                              EEA Insurance holding companies and mixed financial holding companies
                           
                        
                              —
                           
                           
                              Third country insurance, reinsurance, insurance holding companies and mixed financial holding companies included in the group solvency calculation through method 1
                           
                        
                              —
                           
                           
                              Third country insurance, reinsurance, insurance holding companies and mixed financial holding companies included in the group solvency calculation through method 2 based in non–equivalent regimes
                           
                        Collateral arrangement between other types of undertakings, e.g. IGTs between two credit institutions within a group, may be valued in accordance with the sectoral rules.
               
            
                  C0160
               
               
                  Amount of redemption/ prepayments/ paybacks during reporting period
               
               
                  Amount of total redemptions/prepayments/paybacks during the reporting period if applicable, reported in the reporting currency of the group.
               
            
                  C0170
               
               
                  Amount of dividends/ interest/ coupon and other payments made during reporting period
               
               
                  This cell shall capture any payments made in relation to the IGTs recorded in this template for the reporting period (12 months up to the reporting date).
                  This includes, but not limited to:
                  
                              —
                           
                           
                              Dividends for the current year including paid or declared but unpaid dividends.
                           
                        
                              —
                           
                           
                              Any deferred dividends from previous years paid during the reporting period (i.e. any deferred dividends paid that impacted the P&L for the reporting period).
                           
                        
                              —
                           
                           
                              Interest payments made in relation to debt instruments.
                           
                        
                              —
                           
                           
                              Any other payments made in relation to the IGTs that are reported in this template, e.g. charges on asset transfers.
                           
                        
                              —
                           
                           
                              Amount of total tops–ups if applicable, i.e. total additional money invested during the reporting period such as a additional payments on partly paid shares or increasing loan amount during the period (when reporting tops–ups as a separate item).
                           
                        This amount shall be reported in the reporting currency of the group.
               
            
                  C0180
               
               
                  Balance of contractual amount of transaction at reporting date
               
               
                  Outstanding amount of the transaction at the reporting date if applicable e.g. for debt issue, reported in the reporting currency of the group. If there has been a full early settlement/prepayment, the balance of contractual amount will be zero.
               
            
                  C0190
               
               
                  Coupon/ Interest rate
               
               
                  The interest or coupon rate as a percentage, if applicable. For variable interest rate, this shall include the reference rate and the interest rate above it.
               
            
         S.36.02 — IGT — Derivatives
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template shall report all IGTs between entities in scope of group supervision according to Article 213 (2) (a) to (c) of Directive 2009/138/EC, irrespective of the choice of calculation method or whether sectoral solvency rules have been used for the purposes of the group solvency calculation.
      Groups are expected to complete this template for all significant, very significant and transactions required to be reported in all circumstances for IGTs between the individual undertaking and the mixed–activity insurance holding company and its related undertakings.
      This template shall include IGTs that were:
      
                  —
               
               
                  in–force at the start of the reporting period.
               
            
                  —
               
               
                  incepted during the reporting period and outstanding at the reporting date.
               
            
                  —
               
               
                  incepted and expired/matured during the reporting period.
               
            Where similar transactions with a related entity may be excluded from IGT reporting when considered individually against the thresholds for significant and very significant, these transactions must nevertheless be reported individually where collectively, they are at or above the corresponding threshold values for significant or very significant IGTs.
      Each transaction shall be reported separately.
      Any additions / top–ups to significant IGTs shall be reported as a separate IGT, even if the top–up in its own right falls below the significant threshold limit. For example, if an undertaking increases the initial loan amount to another related undertaking the addition to the loan should be recorded as a separate item with its issue date as the date of the top–up.
      Where the transaction value is different for two transacting parties (e.g. a EUR 10 m transaction between A and B where A records EUR 10 m but B only receive EUR 9,5 m because of transactions costs, of say EUR 0,5m has been expensed) the template should record the maximum amount as the transaction amount, in this case EUR 10 m.
      Where there is a chain of related IGTs (say A invests in B and B invests in C), each link of the chain needs to be reported as a separate IGT.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  ID of intragroup transaction
               
               
                  Unique internal identification code for each intragroup transaction. Must be consistent over time.
               
            
                  C0020
               
               
                  Investor/ Buyer name
               
               
                  Name of the entity that is investing/buying the derivative, or the counterparty with the long position. For swaps the payer is the payer of the fixed rate that receives the floating rate.
               
            
                  C0030
               
               
                  Identification code of the investor / buyer
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0040
               
               
                  ID code type of code of the investor/buyer
               
               
                  Identification of the code used in item ‘Identification code for the investor/buyer’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0050
               
               
                  Issuer/ Seller name
               
               
                  Name of the entity that is issuing/selling the derivative, or the counterparty with the short position. For swaps the receiver, receives the fixed rates and pays the floating rate.
               
            
                  C0060
               
               
                  Identification code of the issuer / seller
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0070
               
               
                  ID code type of code of the issuer / seller
               
               
                  Identification of the code used in item ‘Identification code for the issuer / seller’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0080
               
               
                  ID Code of the instrument
               
               
                  This is the identification code of the instrument (derivative) between the two counterparties identified using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be consistent over time.
                           
                        This may be different from the intragroup transaction code provided in cell C0010.
               
            
                  C0090
               
               
                  ID Code Type of the instrument
               
               
                  Type of ID Code used for the ‘ID Code of the instrument’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0100
               
               
                  Transaction type
               
               
                  Identify the transaction type. The following close list shall be used:
                  
                               
                           
                           
                              1 — Derivatives — futures
                           
                        
                               
                           
                           
                              2 — Derivatives — forwards
                           
                        
                               
                           
                           
                              3 — Derivatives — options
                           
                        
                               
                           
                           
                              4 — Derivatives — others
                           
                        
                               
                           
                           
                              5 — Guarantees — credit protection
                           
                        
                               
                           
                           
                              6 — Guarantees — others
                           
                        
                               
                           
                           
                              7 — Swaps — credit default
                           
                        
                               
                           
                           
                              8 — Swaps — interest rate
                           
                        
                               
                           
                           
                              9 — Swaps — currency
                           
                        
                               
                           
                           
                              10 — Swaps — others
                           
                        A repurchase agreement should be considered as cash transaction plus forward contract.
               
            
                  C0110
               
               
                  Transaction Trade date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date of the transaction/trade of the derivative contract. For rolled contracts use the initial trade date.
               
            
                  C0120
               
               
                  Maturity date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the contractually defined date of close of the derivative contract, whether at maturity date, expiring date for options (European or American), etc.
               
            
                  C0130
               
               
                  Currency
               
               
                  Where applicable, identify the ISO 4217 alphabetic code of the currency of the derivative, i.e. currency of the notional amount of the derivative (e.g.: option having as underlying an amount in USD). This item is not applicable for currency swap.
               
            
                  C0140
               
               
                  Notional amount at transaction date
               
               
                  The amount covered or exposed to the derivative at the transaction date, reported in the reporting currency of the group.
                  For futures and options, corresponds to contract size multiplied by the number of contracts. For swaps and forwards, corresponds to the contract amount.
               
            
                  C0150
               
               
                  Notional amount at reporting date
               
               
                  The amount covered or exposed to the derivative at the reporting date, i.e. the closing balance, reported in the reporting currency of the group.
                  For futures and options, corresponds to contract size multiplied by the number of contracts. For swaps and forwards, corresponds to the contract amount. Where a transaction has matured/expired during the reporting period before the reporting date, the notional amount at the reporting date will be zero.
               
            
                  C0160
               
               
                  Value of collateral
               
               
                  Value of the collateral pledged on reporting date (zero if derivative has been closed) if applicable, reported in the reporting currency of the group.
                  If either one of the counter–parties involved in the IGTs is valued in accordance with the Solvency II valuations rules as part of the group solvency calculation then the Solvency II value should be used to value the collateral. At minimum (not an exhaustive list), collateral between the following entities is expected to be valued in accordance with the Solvency II valuation principles:
                  
                              —
                           
                           
                              EEA insurance and reinsurance undertakings
                           
                        
                              —
                           
                           
                              EEA Insurance holding companies and mixed financial holding companies.
                           
                        
                              —
                           
                           
                              Third country insurance, reinsurance, insurance holding companies and mixed financial holding companies included in the group solvency calculation through method 1.
                           
                        
                              —
                           
                           
                              Third country insurance, reinsurance, insurance holding companies and mixed financial holding companies included in the group solvency calculation through method 2 based in non–equivalent regimes.
                           
                        Collateral arrangement between other types of undertakings, e.g. IGTs between two credit institutions within a group, may be valued in accordance with the sectoral rules.
               
            
                  C0170
               
               
                  Options, futures, forwards and other derivatives — Use of derivatives (by buyer)
               
               
                  Describe use of derivative (micro / macro hedge, efficient portfolio management). Micro hedge refers to derivatives covering a single financial instrument, forecasted transaction or liability. Macro hedge refers to derivatives covering a set of financial instruments, forecasted transactions or liabilities. The following closed list shall be used:
                  
                               
                           
                           
                              1 — Micro hedge
                           
                        
                               
                           
                           
                              2 — Macro hedge
                           
                        
                               
                           
                           
                              3 — Matching assets and liabilities cash–flows
                           
                        
                               
                           
                           
                              4 — Efficient portfolio management, other than ‘Matching assets and liabilities cash–flows’.
                           
                        
            
                  C0180
               
               
                  Options, futures, forwards and other derivatives — Identification code Asset / liability underlying the derivative
               
               
                  ID Code of the asset or liability underlying the derivative contract. This item is to be provided for derivatives that have a single underlying instrument or index in the undertaking's portfolio.
                  An index is considered a single instrument and shall be reported.
                  Identification code of the instrument underlying the derivative using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available, and must be consistent over time
                           
                        
                              —
                           
                           
                              ‘Multiple assets/liabilities’, if the underlying assets or liabilities are more than one
                           
                        If the underlying is an index then the code of the index shall be reported.
               
            
                  C0190
               
               
                  ID Code Type of the Asset / liability underlying the derivative
               
               
                  Type of ID Code used for the ‘ID Code of the instrument’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        
            
                  C0200
               
               
                  Credit protection –CDS and Guarantees — Counterparty name for which credit protection is purchased
               
               
                  Name of the counterparty for which protection has been purchased for its default
               
            
                  C0210
               
               
                  Swaps — Swap delivered interest rate (for buyer)
               
               
                  Interest rate delivered under the swap contract (only for Interest rate swaps).
               
            
                  C0220
               
               
                  Swaps — Swap received interest rate (for buyer)
               
               
                  Interest rate received under the swap contract (only for Interest rate swaps).
               
            
                  C0230
               
               
                  Swaps — Swap delivered currency (for buyer)
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap price (only for currency swaps).
               
            
                  C0240
               
               
                  Swaps — Swap received currency (for buyer)
               
               
                  Identify the ISO 4217 alphabetic code of the currency of the swap notional amount (only for currency swaps).
               
            
         S.36.03 — IGT — Internal reinsurance
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      The purpose of this template is to collect information on all IGTs (significant, very significant and transactions required to be reported in all circumstances) related to internal reinsurance within a group identified according to Article 213(2)(a) to (c) of Directive 2009/138/EC. These include, but not limited to:
      
                  —
               
               
                  reinsurance treaties between related undertakings of a group;
               
            
                  —
               
               
                  facultative reinsurance between related undertakings of a group; and
               
            
                  —
               
               
                  any other transaction that results in transferring underwriting risk (insurance risk) between related undertakings of a group..
               
            Groups are expected to complete this template for all significant, very significant and transactions required to be reported in all circumstances for IGTs between the individual undertaking and the mixed–activity insurance holding company and its related undertakings.
      This template shall include IGTs that were:
      
                  —
               
               
                  in–force at the start of the reporting period.
               
            
                  —
               
               
                  incepted during the reporting period and outstanding at the reporting date.
               
            
                  —
               
               
                  incepted and expired/matured during the reporting period.
               
            Where similar transactions with a related entity may be excluded from IGT reporting when considered individually against the thresholds for significant and very significant, these transactions must nevertheless be individually reported where collectively they are at or above the corresponding threshold values for significant or very significant IGTs.
      Each transaction shall be reported separately. Undertakings shall report as many rows as needed to properly identify the transaction, including if different types of reinsurance contracts/ treaties are used.
      Any additions / top–ups to significant IGTs shall be reported as a separate IGT, even if the top–up in its own right falls below the significant threshold limit. For example, if an undertaking increases the initial loan amount to another related undertaking the addition to the loan should be recorded as a separate item with its issue date as the date of the top–up.
      Where the transaction value is different for two transacting parties (e.g. a EUR 10 m transaction between A and B where A records EUR 10 m but B only receive EUR 9,5 m because of transactions costs, of say EUR 0,5 m has been expensed) the template should record the maximum amount as the transaction amount, in this case EUR 10 m.
      Where there is a chain of related IGTs (say A invests in B and B invests in C), each link of the chain needs to be reported as a separate IGT.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  ID of intragroup transaction
               
               
                  Unique internal identification code for each intragroup transaction. Must be consistent over time.
               
            
                  C0020
               
               
                  Name of cedent
               
               
                  Legal name of the entity that has transferred the underwriting risk to another insurer or reinsurer within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC
               
            
                  C0030
               
               
                  Identification code of cedent
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0040
               
               
                  ID code type of code of the cedant
               
               
                  Identification of the code used in item ‘Identification code for the cedant’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0050
               
               
                  Name of reinsurer
               
               
                  Legal name of the reinsurer to whom the underwriting risk has been transferred.
                  This shall be the same as reported in S.30.02.
               
            
                  C0060
               
               
                  Identification code of reinsurer
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0070
               
               
                  ID code type of code of the reinsurer
               
               
                  Identification of the code used in item ‘Identification code for the reinsurer’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0080
               
               
                  Validity period (start date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date of commencement of the specific reinsurance contract/treaty.
               
            
                  C0090
               
               
                  Validity period (expiry date)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the expiry date of the specific reinsurance contract/treaty (i.e. the last date the specific reinsurance contract/treaty is in force). This item is not reported if there is no expiry date (for example, contract is continuous and ends by one of the parties giving notice).
               
            
                  C0100
               
               
                  Currency of contract/treaty
               
               
                  Identify the ISO 4217 alphabetic code of the currency of payments for the specific reinsurance contract/treaty.
               
            
                  C0110
               
               
                  Type of reinsurance contract/ treaty
               
               
                  Identify the type of reinsurance contract/treaty. The following close list shall be used:
                  
                               
                           
                           
                              1 — quota share
                           
                        
                               
                           
                           
                              2 — variable quota share
                           
                        
                               
                           
                           
                              3 — surplus
                           
                        
                               
                           
                           
                              4 — excess of loss (per event and per risk)
                           
                        
                               
                           
                           
                              5 — excess of loss (per risk)
                           
                        
                               
                           
                           
                              6 — excess of loss (per event)
                           
                        
                               
                           
                           
                              7 — excess of loss ‘back–up’ (protection against follow–on events which certain catastrophes can cause such as flooding or fire)
                           
                        
                               
                           
                           
                              8 — excess of loss with basis risk
                           
                        
                               
                           
                           
                              9 — reinstatement cover
                           
                        
                               
                           
                           
                              10 — aggregate excess of loss
                           
                        
                               
                           
                           
                              11 — unlimited excess of loss
                           
                        
                               
                           
                           
                              12 — stop loss
                           
                        
                               
                           
                           
                              13 — other proportional treaties
                           
                        
                               
                           
                           
                              14 — other non–proportional treaties
                           
                        
                               
                           
                           
                              15 — Financial reinsurance
                           
                        
                               
                           
                           
                              16 — Facultative proportional
                           
                        
                               
                           
                           
                              17 — Facultative non–proportional
                           
                        Other proportional treaties (code 13) and Other non–proportional treaties (code 14) can be used for hybrid types of reinsurance treaties.
               
            
                  C0120
               
               
                  Maximum cover by reinsurer under contract/treaty
               
               
                  For quota share or a surplus treaty, 100 % of the maximum amount that has been set for the entire contract/treaty is stated here (e.g. £10million). In case of unlimited cover ‘–1’ must be filled in here. For excess of loss or stop loss treaties enter the initial capacity.
                  This item has to be reported in the currency of the transaction.
               
            
                  C0130
               
               
                  Net Receivables
               
               
                  The amount resulting from: claims paid by the insurer but not yet reimbursed by the reinsurer + commissions to be paid by the reinsurer + other receivables minus debts to the reinsurer. Cash deposits are excluded and are to be considered as guarantees received. Total amount must be equal to the sum of the balance sheet items: Reinsurance receivables and Reinsurance payables.
                  This item has to be reported in the currency of the group.
               
            
                  C0140
               
               
                  Total reinsurance recoverable
               
               
                  Total amount due from the reinsurer at the reporting date which include:
                  
                              —
                           
                           
                              Premium provision for part of the future reinsurance premium which has already been paid to the reinsurer;
                           
                        
                              —
                           
                           
                              Claims provision for claims outstanding for insurer which have to be paid by the reinsurer; and/or
                           
                        
                              —
                           
                           
                              Technical provisions for the amount reflecting the share of the reinsurer in the gross technical provisions.
                           
                        This item has to be reported in the reporting currency of the group.
               
            
                  C0150
               
               
                  Reinsurance result (for reinsured entity)
               
               
                  The reinsurance result for the reinsured entity should be calculated as follows:
                  
                               
                           
                           
                              Total reinsurance commissions received by reinsured entity
                              less
                           
                        
                               
                           
                           
                              Gross reinsurance premiums paid by reinsured entity
                              plus
                           
                        
                               
                           
                           
                              Claims paid by reinsurer during the reporting period
                              plus
                           
                        
                               
                           
                           
                              Total reinsurance recoverables at the end of the reporting period
                              less
                           
                        
                               
                           
                           
                              Total reinsurance recoverables at the start of the reporting period.
                           
                        This item has to be reported in the reporting currency of the group.
               
            
                  C0160
               
               
                  Line of business
               
               
                  Identify the line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, being reinsured. The following close list shall be used:
                  
                               
                           
                           
                              1 — Medical expense insurance
                           
                        
                               
                           
                           
                              2 — Income protection insurance
                           
                        
                               
                           
                           
                              3 — Workers' compensation insurance
                           
                        
                               
                           
                           
                              4 — Motor vehicle liability insurance
                           
                        
                               
                           
                           
                              5 — Other motor insurance
                           
                        
                               
                           
                           
                              6 — Marine, aviation and transport insurance
                           
                        
                               
                           
                           
                              7 — Fire and other damage to property insurance
                           
                        
                               
                           
                           
                              8 — General liability insurance
                           
                        
                               
                           
                           
                              9 — Credit and suretyship insurance
                           
                        
                               
                           
                           
                              10 — Legal expenses insurance
                           
                        
                               
                           
                           
                              11 — Assistance
                           
                        
                               
                           
                           
                              12 — Miscellaneous financial loss
                           
                        
                               
                           
                           
                              13 — Proportional medical expense reinsurance
                           
                        
                               
                           
                           
                              14 — Proportional income protection reinsurance
                           
                        
                               
                           
                           
                              15 — Proportional workers' compensation reinsurance
                           
                        
                               
                           
                           
                              16 — Proportional motor vehicle liability reinsurance
                           
                        
                               
                           
                           
                              17 — Proportional other motor reinsurance
                           
                        
                               
                           
                           
                              18 — Proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              19 — Proportional fire and other damage to property reinsurance
                           
                        
                               
                           
                           
                              20 — Proportional general liability reinsurance
                           
                        
                               
                           
                           
                              21 — Proportional credit and suretyship reinsurance
                           
                        
                               
                           
                           
                              22 — Proportional legal expenses reinsurance
                           
                        
                               
                           
                           
                              23 — Proportional assistance reinsurance
                           
                        
                               
                           
                           
                              24 — Proportional miscellaneous financial loss reinsurance
                           
                        
                               
                           
                           
                              25 — Non–proportional health reinsurance
                           
                        
                               
                           
                           
                              26 — Non–proportional casualty reinsurance
                           
                        
                               
                           
                           
                              27 — Non–proportional marine, aviation and transport reinsurance
                           
                        
                               
                           
                           
                              28 — Non–proportional property reinsurance
                           
                        
                               
                           
                           
                              29 — Insurance with profit participation
                           
                        
                               
                           
                           
                              30 — Index–linked and unit–linked insurance
                           
                        
                               
                           
                           
                              31 — Other life insurance
                           
                        
                               
                           
                           
                              32 — Annuities stemming from non–life insurance contracts and relating to health insurance obligations
                           
                        
                               
                           
                           
                              33 — Annuities stemming from non–life insurance contracts and relating to insurance obligations other than health insurance obligations
                           
                        
                               
                           
                           
                              34 — Life reinsurance
                           
                        
                               
                           
                           
                              35 — Health insurance
                           
                        
                               
                           
                           
                              36 — Health reinsurance
                           
                        If a reinsurance arrangement covers more than one line of business, then select the most significant line of business from the list above.
               
            
         S.36.04 — IGT — Cost Sharing, contingent liabilities, off BS and other items
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      The purpose of this template is to collect information on all other IGTs (significant, very significant and transactions required to be reported in all circumstances) which have not been captured in 36.01 to 36.03 templates within a group identified according to Article 213(2)(a) to (c) of Directive 2009/138/EC. These include, but not limited to:
      
                  —
               
               
                  Internal cost sharing;
               
            
                  —
               
               
                  Contingent liabilities (other than derivatives);
               
            
                  —
               
               
                  Off balance sheet guarantees;
               
            
                  —
               
               
                  Any other transactions between related undertakings or natural persons in scope of the group supervision.
               
            Groups are expected to complete this template for all significant, very significant and transactions required to be reported in all circumstances for IGTs between the individual undertaking and the mixed–activity insurance holding company and its related undertakings.
      This template shall include IGTs that were:
      
                  —
               
               
                  in–force at the start of the reporting period.
               
            
                  —
               
               
                  incepted during the reporting period and outstanding at the reporting date.
               
            
                  —
               
               
                  incepted and expired/matured during the reporting period.
               
            Where similar transactions with a related entity may be excluded from IGT reporting when considered individually against the thresholds for significant and very significant, these transactions must nevertheless be individually reported where collectively they are at or above the corresponding threshold values for significant or very significant IGTs.
      Each transaction shall be reported separately.
      Any additions / top–ups to significant IGTs shall be reported as a separate IGT, even if the top–up in its own right falls below the significant threshold limit. For example, if an undertaking increases the initial loan amount to another related undertaking the addition to the loan should be recorded as a separate item with its issue date as the date of the top–up.
      Where the transaction value is different for two transacting parties (e.g. a EUR 10 m transaction between A and B where A records EUR 10 m but B only receive EUR 9,5 m because of transactions costs, of say EUR 0,5 m has been expensed) the template should record the maximum amount as the transaction amount, in this case EUR 10 m.
      Where there is a chain of related IGTs (say A invests in B and B invests in C), each link of the chain needs to be reported as a separate IGT.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  ID of intragroup transaction
               
               
                  Unique internal identification code for each intragroup transaction. Must be consistent over time.
               
            
                  C0020
               
               
                  Investor/ Buyer/ Beneficiary name
               
               
                  Legal name of the entity that is purchasing/investing in the asset/investment or receiving the service/guarantee.
               
            
                  C0030
               
               
                  Identification code of the Investor/ Buyer/ Beneficiary
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0040
               
               
                  ID code type of code of the Investor/ Buyer/ Beneficiary
               
               
                  Identification of the code used in item ‘Identification code for the Investor/ Buyer/ Beneficiary’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0050
               
               
                  Issuer/ Seller/ Provider name
               
               
                  Legal name of the entity that is selling/transferring the asset/investment or providing the service/guarantee.
               
            
                  C0060
               
               
                  Identification code of the Issuer/ Seller/ Provider
               
               
                  The unique identification code attached to the investor/buyer/transferee by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of the group, in the meaning of Article 212(1)(c) of Directive 2009/138/EC, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0070
               
               
                  ID code type of code of the Issuer/ Seller/ Provider
               
               
                  Identification of the code used in item ‘Identification code for the Issuer/ Seller/ Provider’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0080
               
               
                  Transaction type
               
               
                  Identify the type of transaction. The following close list shall be used:
                  
                               
                           
                           
                              1 — Contingent liabilities
                           
                        
                               
                           
                           
                              2 — Off balance sheet items
                           
                        
                               
                           
                           
                              3 — Internal cost sharing
                           
                        
                               
                           
                           
                              4 — Others
                           
                        
            
                  C0090
               
               
                  Transaction Issue date
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the date when the transaction/issue takes effect.
               
            
                  C0100
               
               
                  Effective date of agreement/ contract underlying transaction
               
               
                  Where applicable, Identify the ISO 8601 (yyyy–mm–dd) code of the date when the transaction or contract underlying the transactions takes effect if different from the transaction date. If same as the transaction date, the transaction date is to be reported.
               
            
                  C0110
               
               
                  Expiry date of agreement / contract underlying transaction
               
               
                  Where applicable, identify the ISO 8601 (yyyy–mm–dd) code of the date when the agreement/contract ceases. If the expiry date is perpetual use ‘9999–12–31’.
               
            
                  C0120
               
               
                  Currency of transaction
               
               
                  Identify the ISO 4217 alphabetic code of the currency in which the transaction took place.
               
            
                  C0130
               
               
                  Trigger event
               
               
                  Where applicable, brief description of event that would trigger the transaction/payment/liability/none e.g. event that would result in a contingent liability occurring.
               
            
                  C0140
               
               
                  Value of transaction/ collateral /Guarantee
               
               
                  Value of the transaction, collateral pledged or contingent liability recognised on the Solvency II balance sheet.
                  This item is to be reported in the reporting currency of the group.
                  All items shall be reported on Solvency II value. However where Solvency II value is not available (e.g. non–EEA operations under method 2 in equivalent regimes or banks and credit institutions) then the local or sectoral valuation rules should be used.
               
            
                  C0150
               
               
                  Maximum possible value of contingent liabilities
               
               
                  Maximum possible value, if possible, regardless of their probability (i.e. future cash flows required to settle the contingent liability over the lifetime of that contingent liability, discounted at the relevant risk–free interest rate term structure) of contingent liabilities included in Solvency II Balance Sheet.
               
            
                  C0160
               
               
                  Maximum possible value of contingent liabilities not included in Solvency II Balance Sheet
               
               
                  Enter the maximum amount of the contingent liability, for those not included in the Solvency II Balance Sheet, that could be due from the Provider.
                  This item is to be reported in the reporting currency of the group.
               
            
                  C0170
               
               
                  Maximum value of letters of credit/guarantees
               
               
                  Sum of all possible cash flows if events triggering guarantees were all to happen in relation to guarantees provided by the ‘provider’ (cell C0050) to the ‘beneficiary’ (Cell C0020) to guarantee the payment of the liabilities due by the undertaking (includes letter of credit, undrawn committed borrowing facilities). This item shall not include amounts already reported under C0150 and C0160.
               
            
                  C0180
               
               
                  Value of guaranteed assets
               
               
                  Value of the guaranteed asset for which the guarantees are received.
                  Other local/sectoral valuation principles than Solvency II ones may be relevant in this case.
               
            
         S.37.01 — Risk concentration
      
      
         General comments:
      
      This section relates to annual submission of information for groups.
      This template shall include all significant risk concentrations between entities in scope of group supervision and third parties, irrespective of the choice of calculation method or whether sectoral solvency rules have been used for the purposes of the group solvency calculation.
      The aim is to list the most important exposure (value of the exposure) by counterparty and by type of exposure (group or/and entity) outside the scope of the re/insurance group (maximum exposure per contract and if a reinsurer fails; off balance sheet risk concentration). It can be understood as the maximum possible exposure on a contractual basis and not necessarily be reflected on the balance sheet, but not taking into account any risk mitigation instruments or techniques. Thresholds can be fixed by the group supervisor after consulting the group itself and the college.
      
                   
               
               
                  
                     ITEM
                  
               
               
                  
                     INSTRUCTIONS
                  
               
            
                  C0010
               
               
                  Name of the external counterparty
               
               
                  This is the name of the external counterparty of the group.
               
            
                  C0020
               
               
                  Identification code of the counterparty of the Group
               
               
                  The Legal Entity Identifier (LEI) attached to the investor/buyer/transferee if existent.
                  If none is available this item shall not be reported.
               
            
                  C0030
               
               
                  ID code type of the counterparty of the Group
               
               
                  Identification of the code used in item ‘Identification code of the counterparty of the Group’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              9 — None
                           
                        
            
                  C0040
               
               
                  Country of the exposure
               
               
                  Identify the ISO Code (3166–1 alpha–2) of country from which the exposure comes from. If there is an issuer of for example a bond, this is the country where the headquarter of the entity issuing the bond is located.
               
            
                  C0050
               
               
                  Nature of exposure
               
               
                  Description of the type of exposure. Derivatives and collaterals are also to be included as well as exposures to sovereign counterparties. If there is more than one type of exposure per counterparty, separate entries have to be reported in separate rows. The following closed list shall be used::
                  
                               
                           
                           
                              1 — Assets — bonds
                           
                        
                               
                           
                           
                              2 — Assets — equity
                           
                        
                               
                           
                           
                              3 — Assets — reinsurance
                           
                        
                               
                           
                           
                              4 — Assets — others
                           
                        
                               
                           
                           
                              5 — Liabilities — insurance
                           
                        
                               
                           
                           
                              6 — Liabilities — loans
                           
                        
                               
                           
                           
                              7 — Liabilities — debts
                           
                        
                               
                           
                           
                              8 — Liabilities — others
                           
                        
                               
                           
                           
                              9 — Off–balance–sheet (contingent asset)
                           
                        
                               
                           
                           
                              10 — Off–balance–sheet (contingent liability)
                           
                        Derivatives shall be reported net of collateral.
               
            
                  C0060
               
               
                  Identification code of the exposure
               
               
                  Exposure ID code using the following priority:
                  
                              —
                           
                           
                              ISO 6166 code of ISIN when available
                           
                        
                              —
                           
                           
                              Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
                           
                        
                              —
                           
                           
                              Code attributed by the undertaking, when the options above are not available. This code must be consistent over time.
                           
                        For exposures types 3 and 5 of C0050 reporting should be done by the counterparty and this cell should not be reported.
               
            
                  C0070
               
               
                  Identification code type of the exposure
               
               
                  Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used:
                  
                               
                           
                           
                              1 — ISO 6166 for ISIN code
                           
                        
                               
                           
                           
                              2 — CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
                           
                        
                               
                           
                           
                              3 — SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
                           
                        
                               
                           
                           
                              4 — WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
                           
                        
                               
                           
                           
                              5 — Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
                           
                        
                               
                           
                           
                              6 — BBGID (The Bloomberg Global ID)
                           
                        
                               
                           
                           
                              7 — Reuters RIC (Reuters instrument code)
                           
                        
                               
                           
                           
                              8 — FIGI (Financial Instrument Global Identifier)
                           
                        
                               
                           
                           
                              9 — Other code by members of the Association of National Numbering Agencies
                           
                        
                               
                           
                           
                              99 — Code attributed by the undertaking
                           
                        For exposures types 3 and 5 of C0050 reporting should be done by counterparty and this cell should not be reported.
                  If a particular exposure consists of more than one code, each code shall be listed in a separate line.
               
            
                  C0080
               
               
                  External rating
               
               
                  Rating of the exposure at the reporting reference date issued by the nominated credit assessment institution (ECAI).
               
            
                  C0090
               
               
                  Nominated ECAI
               
               
                  Identify the credit assessment institution (ECAI) giving the external rating.
               
            
                  C0100
               
               
                  Sector
               
               
                  Identify the economic sector of issuer based on the latest version of NACE code. The letter reference of the NACE code identifying the Section should be used as a minimum for identifying sectors (e.g. ‘A’ or ‘A0111’ would be acceptable) except for the NACE relating to Financial and Insurance activities, for which the letter identifying the Section followed by the 4 digits code for the class should be used (e.g. ‘K6411’).
               
            
                  C0110
               
               
                  Group entity subject to the exposure
               
               
                  List of all involved entities of the group in the exposure. It concerns all entities and for each entity a separate entry has to be reported. If more than one entity of the group is involved, for each entity a separate row is necessary.
               
            
                  C0120
               
               
                  Identification code of the group entity
               
               
                  The unique identification code as reported in S.32.01.
                  Identification code by this order of priority:
                  
                              —
                           
                           
                              Legal Entity Identifier (LEI);
                           
                        
                              —
                           
                           
                              Specific code
                           
                        Specific code:
                  
                              —
                           
                           
                              For EEA insurance and reinsurance undertakings and other EEA regulated undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking's competent supervisory authority;
                           
                        
                              —
                           
                           
                              For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner:
                              identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits
                           
                        
            
                  C0130
               
               
                  ID code type of the group entity
               
               
                  Identification of the code used in item ‘Identification code of the group entity’:
                  
                               
                           
                           
                              1 — LEI
                           
                        
                               
                           
                           
                              2 — Specific code
                           
                        
            
                  C0140
               
               
                  Maturity (asset side) / Validity (liability side)
               
               
                  Identify the ISO 8601 (yyyy–mm–dd) code of the maturity date of assets and the validity date of liabilities. A fixed date should be indicated for the maturity date of assets and for the validity date of liabilities which should be understood as a contractual termination date or the last projected cash flow point depending on which is the earlier of both.
                  If more than one maturity date is applicable, each maturity date shall be listed in a separate line.
               
            
                  C0150
               
               
                  Value of the exposure
               
               
                  Solvency II value of the exposure as of the reporting date for the balance–sheet type of exposures (code 1 to 8 from C0050) and maximum possible value, if possible, regardless of their probability for off–balance sheet items (code 9 to 10 from C0050).
                  It is also applicable for reinsurance contracts:
                  
                              —
                           
                           
                              For reinsurance ceded the amount of the reinsurance recoverables shall be reported;
                           
                        
                              —
                           
                           
                              For reinsurance accepted the amount of technical provisions shall be reported.
                           
                        
            
                  C0160
               
               
                  Currency
               
               
                  Identify the ISO 4217 alphabetic code of the original currency of the exposure.
               
            
                  C0170
               
               
                  Maximum amount to be paid by the reinsurer
               
               
                  Only applicable if the exposure is ‘Assets — Reinsurance’: In the case the reinsurer has to pay resulting from a reinsurance contract, this is the maximum amount to be payable to the contract party by the reinsurer taking into account the specificities of the reinsurance contract.
               
            
   
      ANNEX IV
      
         Asset categories
      
      
                  Category
               
               
                  Definition
               
            
                  1
               
               
                  Government bonds
               
               
                  Bonds issued by public authorities, whether by central governments supra-national government institutions, regional governments or local authorities and bonds that are fully, unconditionally and irrevocably guaranteed by the European Central Bank, Member States' central government and central banks denominated and funded in the domestic currency of that central government and the central bank, multilateral development banks referred to in paragraph 2 of Article 117 of Regulation (EU) No 575/2013 or international organisations referred to in Article 118 of Regulation (EU) No 575/2013, where the guarantee meets the requirements set out in Article 215 of Delegated Regulation 2015/35.
               
            
                  2
               
               
                  Corporate bonds
               
               
                  Bonds issued by corporations
               
            
                  3
               
               
                  Equity
               
               
                  Shares and other securities equivalent to shares representing corporations' capital, i.e., representing ownership in a corporation
               
            
                  4
               
               
                  Collective Investment Undertakings
               
               
                  Collective investment undertaking' means an undertaking for collective investment in transferable securities (UCITS) as defined in Article 1(2) of Directive 2009/65/EC of the European Parliament and of the Council or an alternative investment fund (AIF) as defined in Article 4(1)(a) of Directive 2011/61/EU of the European Parliament and of the Council.
               
            
                  5
               
               
                  Structured notes
               
               
                  Hybrid securities, combining a fixed income (return in the form of fixed payments) instrument with a series of derivative components. Excluded from this category are fixed income securities that are issued by sovereign governments. Concerns securities that have embedded one or a combination of categories of derivatives, including Credit Default Swaps (CDS), Constant Maturity Swaps (CMS), Credit Default Options (CDOp). Assets under this category are not subject to unbundling
               
            
                  6
               
               
                  Collateralised securities
               
               
                  Securities whose value and payments are derived from a portfolio of underlying assets. Includes Asset Backed Securities (ABS), Mortgage Backed securities (MBS), Commercial Mortgage Backed securities (CMBS), Collateralised Debt Obligations (CDO), Collateralised Loan Obligations (CLO), Collateralised Mortgage Obligations (CMO). Assets under this category are not subject to unbundling
               
            
                  7
               
               
                  Cash and deposits
               
               
                  Money in the physical form, bank deposits and other money deposits
               
            
                  8
               
               
                  Mortgages and loans
               
               
                  Financial assets created when creditors lend funds to debtors, with collateral or not, including cash pools.
               
            
                  9
               
               
                  Property
               
               
                  Buildings, land, other constructions that are immovable and equipment
               
            
                  0
               
               
                  Other investments
               
               
                  Other assets reported in ‘Any other assets, not elsewhere shown’
               
            
                  A
               
               
                  Futures
               
               
                  Standardised contract between two parties to buy or sell a specified asset of standardised quantity and quality at a specified future date at a price agreed today
               
            
                  B
               
               
                  Call Options
               
               
                  Contract between two parties concerning the buying of an asset at a reference price during a specified time frame, where the buyer of the call option gains the right, but not the obligation, to buy the underlying asset
               
            
                  C
               
               
                  Put Options
               
               
                  Contract between two parties concerning the selling of an asset at a reference price during a specified time frame, where the buyer of the put option gains the right, but not the obligation, to sell the underlying asset
               
            
                  D
               
               
                  Swaps
               
               
                  Contract in which counterparties exchange certain benefits of one party's financial instrument for those of the other party's financial instrument, and the benefits in question depend on the type of financial instruments involved
               
            
                  E
               
               
                  Forwards
               
               
                  Non-standardised contract between two parties to buy or sell an asset at a specified future time at a price agreed today
               
            
                  F
               
               
                  Credit derivatives
               
               
                  Derivative whose value is derived from the credit risk on an underlying bond, loan or any other financial asset
               
            
   
      ANNEX V
      
         Complementary Identification Code (CIC) Table
      
      
                  
                     First 2 positions
                  
               
               
                  Asset listed in
               
               
                  ISO 3166-1-alpha-2 country code, XV, XL or XT
               
            
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  
                     Third position
                  
               
               
                  Category
               
               
                  1
               
               
                  2
               
               
                  3
               
               
                  4
               
               
                  5
               
               
                  6
               
               
                  7
               
               
                  8
               
               
                  9
               
               
                  0
               
            
                  Government bonds
               
               
                  Corporate bonds
               
               
                  Equity
               
               
                  Investment funds Collective Investment Undertakings
               
               
                  Structured notes
               
               
                  Collateralised securities
               
               
                  Cash and deposits
               
               
                  Mortgages and loans
               
               
                  Property
               
               
                  Other investments
               
            
                  
                     Fourth position
                  
               
               
                  Sub-category or main risk
               
               
                  1
               
               
                  1
               
               
                  1
               
               
                  1
               
               
                  1
               
               
                  1
               
               
                  1
               
               
                  1
               
               
                  1
               
               
                   
               
            
                  Central Government bonds
               
               
                  Corporate bonds
               
               
                  Common equity
               
               
                  Equity funds
               
               
                  Equity risk
               
               
                  Equity risk
               
               
                  Cash
               
               
                  Uncollateralised loans made
               
               
                  Property (office and commercial)
               
               
                   
               
            
                  2
               
               
                  2
               
               
                  2
               
               
                  2
               
               
                  2
               
               
                  2
               
               
                  2
               
               
                  2
               
               
                  2
               
               
                   
               
            
                  Supra-national bonds
               
               
                  Convertible bonds
               
               
                  Equity of real estate related corporation
               
               
                  Debt funds
               
               
                  Interest rate risk
               
               
                  Interest rate risk
               
               
                  Transferable deposits (cash equivalents)
               
               
                  Loans made collateralised with securities
               
               
                  Property (residential)
               
               
                   
               
            
                  3
               
               
                  3
               
               
                  3
               
               
                  3
               
               
                  3
               
               
                  3
               
               
                  3
               
               
                   
               
               
                  3
               
               
                   
               
            
                  Regional government bonds
               
               
                  Commercial paper
               
               
                  Equity rights
               
               
                  Money market funds
               
               
                  Currency risk
               
               
                  Currency risk
               
               
                  Other deposits short term (less than or equal to one year)
               
               
                   
               
               
                  Property (for own use)
               
               
                   
               
            
                  4
               
               
                  4
               
               
                  4
               
               
                  4
               
               
                  4
               
               
                  4
               
               
                  4
               
               
                  4
               
               
                  4
               
               
                   
               
            
                  Local authorities bonds
               
               
                  Money market instruments
               
               
                  Preferred equity
               
               
                  Asset allocation funds
               
               
                  Credit risk
               
               
                  Credit risk
               
               
                  Other deposits with term longer than one year
               
               
                  Mortgages
               
               
                  Property (under construction for investment)
               
               
                   
               
            
                  5
               
               
                  5
               
               
                   
               
               
                  5
               
               
                  5
               
               
                  5
               
               
                  5
               
               
                  5
               
               
                  5
               
               
                   
               
            
                  Treasury bonds
               
               
                  Hybrid bonds
               
               
                   
               
               
                  Real estate funds
               
               
                  Real estate risk
               
               
                  Real estate risk
               
               
                  Deposits to cedants
               
               
                  Other collateralized loans made
               
               
                  Plant and equipment (for own use)
               
               
                   
               
            
                  6
               
               
                  6
               
               
                   
               
               
                  6
               
               
                  6
               
               
                  6
               
               
                   
               
               
                  6
               
               
                  6
               
               
                   
               
            
                  Covered bond
               
               
                  Common covered bonds
               
               
                   
               
               
                  Alternative funds
               
               
                  Commodity risk
               
               
                  Commodity risk
               
               
                   
               
               
                  Loans on policies
               
               
                  Property (under construction for own use)
               
               
                   
               
            
                  7
               
               
                  7
               
               
                   
               
               
                  7
               
               
                  7
               
               
                  7
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  National Central Banks
               
               
                  Covered bonds subject to specific law
               
               
                   
               
               
                  Private equity funds
               
               
                  Catastrophe and Weather risk
               
               
                  Catastrophe and Weather risk
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                  8
               
               
                   
               
               
                  8
               
               
                  8
               
               
                  8
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                  Subordinated bonds
               
               
                   
               
               
                  Infrastructure funds
               
               
                  Mortality risk
               
               
                  Mortality risk
               
               
                   
               
               
                   
               
               
                   
               
               
                   
               
            
                  9
               
               
                  9
               
               
                  9
               
               
                  9
               
               
                  9
               
               
                  9
               
               
                  9
               
               
                  9
               
               
                  9
               
               
                  9
               
            
                  Other
               
               
                  Other
               
               
                  Other
               
               
                  Other
               
               
                  Other
               
               
                  Other
               
               
                  Other
               
               
                  Other
               
               
                  Other
               
               
                  Other
               
            
         
      
                  
                     Third position
                  
               
               
                  Category
               
               
                  A
               
               
                  B
               
               
                  C
               
               
                  D
               
               
                  E
               
               
                  F
               
            
                  Futures
               
               
                  Call Options
               
               
                  Put Options
               
               
                  Swaps
               
               
                  Forwards
               
               
                  Credit derivatives
               
            
                  
                     Fourth position
                  
               
               
                  Sub-category or main risk
               
               
                  1
               
               
                  1
               
               
                  1
               
               
                  1
               
               
                  1
               
               
                  1
               
            
                  Equity and index futures
               
               
                  Equity and index options
               
               
                  Equity and index options
               
               
                  Interest rate swaps
               
               
                  Forward interest rate agreement
               
               
                  Credit default swap
               
            
                  2
               
               
                  2
               
               
                  2
               
               
                  2
               
               
                  2
               
               
                  2
               
            
                  Interest rate futures
               
               
                  Bond options
               
               
                  Bond options
               
               
                  Currency swaps
               
               
                  Forward exchange rate agreement
               
               
                  Credit spread option
               
            
                  3
               
               
                  3
               
               
                  3
               
               
                  3
               
               
                   
               
               
                  3
               
            
                  Currency futures
               
               
                  Currency options
               
               
                  Currency options
               
               
                  Interest rate and currency swaps
               
               
                   
               
               
                  Credit spread swap
               
            
                   
               
               
                  4
               
               
                  4
               
               
                  4
               
               
                   
               
               
                  4
               
            
                   
               
               
                  Warrants
               
               
                  Warrants
               
               
                  Total return swap
               
               
                   
               
               
                  Total return swap
               
            
                  5
               
               
                  5
               
               
                  5
               
               
                  5
               
               
                   
               
               
                   
               
            
                  Commodity futures
               
               
                  Commodity options
               
               
                  Commodity options
               
               
                  Security swaps
               
               
                   
               
               
                   
               
            
                   
               
               
                  6
               
               
                  6
               
               
                   
               
               
                   
               
               
                   
               
            
                   
               
               
                  Swaptions
               
               
                  Swaptions
               
               
                   
               
               
                   
               
               
                   
               
            
                  7
               
               
                  7
               
               
                  7
               
               
                  7
               
               
                  7
               
               
                   
               
            
                  Catastrophe and Weather risk
               
               
                  Catastrophe and Weather risk
               
               
                  Catastrophe and Weather risk
               
               
                  Catastrophe and Weather risk
               
               
                  Catastrophe and Weather risk
               
               
                   
               
            
                  8
               
               
                  8
               
               
                  8
               
               
                  8
               
               
                  8
               
               
                   
               
            
                  Mortality risk
               
               
                  Mortality risk
               
               
                  Mortality risk
               
               
                  Mortality risk
               
               
                  Mortality risk
               
               
                   
               
            
                  9
               
               
                  9
               
               
                  9
               
               
                  9
               
               
                  9
               
               
                  9
               
            
                  Other
               
               
                  Other
               
               
                  Other
               
               
                  Other
               
               
                  Other
               
               
                  Other
               
            
   
      ANNEX VI
      
         Definitions of the CIC Table
      
      
                  
                     First 2 positions — Assets listed in
                  
               
               
                  
                     Definition
                  
               
            
                  Country
               
               
                  ISO 3166-1-alpha-2 country code
               
               
                  Identify the ISO 3166-1-alpha-2 country code where the asset is listed in. An asset is considered as being listed if it is negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/EC. If the asset is listed in more than one country or the undertaking uses for valuation purposes a price provider which is one of the regulated markets or multilateral trading facility where the asset is listed in, the country shall be the one of that regulated market or multilateral trading facilty used as the reference for valuation purposes.
               
            
                  XV
               
               
                  Assets listed in more than one country
               
               
                  Identify assets that are listed in one or more countries but when the undertaking uses for valuation purposes a price provider which is not one of the regulated markets or multilateral trading facility where the asset is listed in.
               
            
                  XL
               
               
                  Assets that are not listed in a stock exchange
               
               
                  Identify assets that are not negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/EC.
               
            
                  XT
               
               
                  Assets that are not exchange tradable
               
               
                  Identify assets that by their nature are not subject to negotiation on a regulated market or on a multilateral trading facility, as defined by Directive 2004/39/CE.
               
            
                  
                     Third and fourth position — Category
                  
               
               
                  
                     Definition
                  
               
            
                  
                     1
                  
               
               
                  
                     Government bonds
                  
               
               
                  
                     Bonds issued by public authorities, whether by central governments supra-national government institutions, regional governments or local authorities local authorities and bonds that are fully, unconditionally and irrevocably guaranteed by the European Central Bank, Member States' central government and central banks denominated and funded in the domestic currency of that central government and the central bank, multilateral development banks referred to in paragraph 2 of Article 117 of Regulation (EU) No 575/2013 or international organisations referred to in Article 118 of Regulation (EU) No 575/2013, where the guarantee meets the requirements set out in Article 215 of Delegated Regulation 2015/35.
                  
                  
                     Regarding bonds with a qualifying guarantee, the third and fourth position shall be attributed by reference to the entity providing the guarantee.
                  
               
            
                  11
               
               
                  Central Government bonds
               
               
                  Bonds issued by central governments
               
            
                  12
               
               
                  Supra-national bonds
               
               
                  Bonds issued by public institutions established by a commitment between national states, e.g. issued by a multilateral development bank as listed in Annex VI, Part 1, Number 4 of the Capital Requirements Directive (2013/36/EU) or issued by an international organisation listed in Annex VI, Part 1, Number 5 of the Capital Requirements Directive (2013/36/EU)
               
            
                  13
               
               
                  Regional government bonds
               
               
                  Regional government or autonomous communities debt instruments offered to the public in a public offering on the capital market
               
            
                  14
               
               
                  Local authorities bonds
               
               
                  Bonds issued by local authorities, including cities, provinces, districts and other municipal authorities
               
            
                  15
               
               
                  Treasury bonds
               
               
                  Short term government bonds, issued by central governments (issued with a maturity term up to 1 year)
               
            
                  16
               
               
                  Covered bonds
               
               
                  Government bonds which have a pool of assets that secures or ‘covers’ the bond. Those assets remain on the issuer balance sheet.
               
            
                  17
               
               
                  National Central banks
               
               
                  Bonds issued by national central banks
               
            
                  19
               
               
                  Other
               
               
                  Other government bonds, not classified under the above categories
               
            
                  
                     2
                  
               
               
                  
                     Corporate bonds
                  
               
               
                  
                     Bonds issued by corporations
                  
               
            
                  21
               
               
                  Corporate bonds
               
               
                  Bonds issued by corporations, with simple characteristics, usually covering the ones referred to as ‘plain vanilla’, and that don't have any special feature described in the categories 22 to 28
               
            
                  22
               
               
                  Convertible bonds
               
               
                  Corporate bonds that the holder can convert into shares of common stock in the issuing company or cash of equal value, having debt and equity-like features
               
            
                  23
               
               
                  Commercial paper
               
               
                  Unsecured, short-term debt instrument issued by a corporation, typically for the financing of accounts receivable, inventories and meeting short-term liabilities, usualy with original maturity lesser than 270 days.
               
            
                  24
               
               
                  Money market instruments
               
               
                  Very short term debt securities (usualy with maturities ranging form 1 day up to 1 year), consisting mainly of negotiable certificates of deposit (CDs), bankers acceptances, repurchase agreements (repos) and other highly liquid instruments. Commercial Paper is excluded from this category
               
            
                  25
               
               
                  Hybrid bonds
               
               
                  Corporate bonds that have debt and equity-like features, but are not convertible.
               
            
                  26
               
               
                  Common covered bonds
               
               
                  Corporate bonds which have a pool of assets that secures or ‘covers’ the bond. Those assets remain on the issuer balance sheet. Covered bonds subject to specific law are excluded from this category
               
            
                  27
               
               
                  Covered bonds subject to specific law
               
               
                  Corporate bonds which have a pool of assets that secures or ‘covers’ the bond if the originator becomes insolvent and are subject by law to special public supervision designed to protect bond-holders, as definid in Article 22(4) of Directive 2009/65/CE.
                  An example of this category is Pfandbrief: ‘Covered bonds which are issued on the basis of the Pfandbrief Act. They are used to refinance loans for which collateral is furnished in the form of loans secured by real estate liens (Mortgage Pfandbriefe), public-sector loans (Public Pfandbriefe), ship mortgages (Ship Pfandbriefe) or aircraft mortgages (Aircraft Pfandbriefe). Thus, the distinction made between these Pfandbrief types refers to the cover pool created for each type of Pfandbrief.’
               
            
                  28
               
               
                  Subordinated bonds
               
               
                  Corporate bonds which have a lower priority than other bonds of the issuer in case of liquidation.
               
            
                  29
               
               
                  Other
               
               
                  Other corporate bonds, with other characteristics than the ones identified in the above categories
               
            
                  
                     3
                  
               
               
                  
                     Equity
                  
               
               
                  
                     Shares and other securities equivalent to shares representing corporations' capital, i.e., representing ownership in a corporation
                  
               
            
                  31
               
               
                  Common equity
               
               
                  Equity that represents basic property rights on corporations
               
            
                  32
               
               
                  Equity of real estate related corporation
               
               
                  Equity representing capital from real estate related corporations
               
            
                  33
               
               
                  Equity rights
               
               
                  Rights to subscribe to additional shares of equity at a set price
               
            
                  34
               
               
                  Preferred equity
               
               
                  Equity security that is senior to common equity, having a higher claim on the assets and earnings than common equity, but is subordinate to bonds
               
            
                  39
               
               
                  Other
               
               
                  Other equity, not classified under the above categories
               
            
                  
                     4
                  
               
               
                  
                     Collective Investment Undertakings
                  
               
               
                  
                     Collective investment undertaking' means an undertaking for collective investment in transferable securities (UCITS) as defined in Article 1(2) of Directive 2009/65/EC of the European Parliament and of the Council or an alternative investment fund (AIF) as defined in Article 4(1)(a) of Directive 2011/61/EU of the European Parliament and of the Council.
                  
               
            
                  41
               
               
                  Equity funds
               
               
                  Collective investment undertakings mainly invested in equity
               
            
                  42
               
               
                  Debt funds
               
               
                  Collective investment undertakings mainly invested in bonds
               
            
                  43
               
               
                  Money market funds
               
               
                  Collective investment undertakings under the definition provided by ESMA (CESR/10-049)
               
            
                  44
               
               
                  Asset allocation funds
               
               
                  Collective investment undertakings which invests its assets pursuing a specific asset allocation objective, e.g. primarily investing in the securities of companies in countries with nascent stock markets or small economies, specific sectors or group of sectors, specific countries or other specific investment objective
               
            
                  45
               
               
                  Real estate funds
               
               
                  Collective investment undertakings mainly invested in real estate
               
            
                  46
               
               
                  Alternative funds
               
               
                  Collective investment undertakings whose investment strategies include such as hedging, event driven, fixed income directional and relative value, managed futures, commodities etc.
               
            
                  47
               
               
                  Private equity funds
               
               
                  Collective investment undertakings used for making investments in equity securities following strategies associated with private equity.
               
            
                  48
               
               
                  Infrastructure funds
               
               
                  Collective investment undertakings that invest in utilities such as toll roads, bridges, tunnels, ports and airports, oil and gas distribution, electricity distribution and social infrastructure such as healthcare and educational facilities
               
            
                  49
               
               
                  Other
               
               
                  Other Collective investment undertakings, not classified under the above categories
               
            
                  
                     5
                  
               
               
                  
                     Structured notes
                  
               
               
                  
                     Hybrid securities, combining a fixed income (return in the form of fixed payments) instrument with a series of derivative components. Excluded from this category are fixed income securities that are issued by sovereign governments. Concerns securities that have embedded one or a combination of categories of derivatives, including Credit Default Swaps (CDS), Constant Maturity Swaps (CMS), Credit Default Options (CDOp). Assets under this category are not subject to unbundling
                  
               
            
                  51
               
               
                  Equity risk
               
               
                  Structured notes mainly exposed to equity risk
               
            
                  52
               
               
                  Interest rate risk
               
               
                  Structured notes mainly exposed to interest rate risk
               
            
                  53
               
               
                  Currency risk
               
               
                  Structured notes mainly exposed to currency risk
               
            
                  54
               
               
                  Credit risk
               
               
                  Structured notes mainly exposed to credit risk
               
            
                  55
               
               
                  Real estate risk
               
               
                  Structured notes mainly exposed to real estate risk
               
            
                  56
               
               
                  Commodity risk
               
               
                  Structured notes mainly exposed to commodity risk
               
            
                  57
               
               
                  Catastrophe and Weather risk
               
               
                  Structured notes mainly exposed to catastrophe or weather risk
               
            
                  58
               
               
                  Mortality risk
               
               
                  Structured notes mainly exposed to mortality risk
               
            
                  59
               
               
                  Other
               
               
                  Other structured notes, not classified under the above categories
               
            
                  
                     6
                  
               
               
                  
                     Collateralised securities
                  
               
               
                  
                     Securities whose value and payments are derived from a portfolio of underlying assets. Includes Asset Backed Securities (ABS), Mortgage Backed securities (MBS), Commercial Mortgage Backed securities (CMBS), Collateralised Debt Obligations (CDO), Collateralised Loan Obligations (CLO), Collateralised Mortgage Obligations (CMO). Assets under this category are not subject to unbundling
                  
               
            
                  61
               
               
                  Equity risk
               
               
                  Collateralised securities mainly exposed to equity risk
               
            
                  62
               
               
                  Interest rate risk
               
               
                  Collateralised securities mainly exposed to interest rate risk
               
            
                  63
               
               
                  Currency risk
               
               
                  Collateralised securities mainly exposed to currency risk
               
            
                  64
               
               
                  Credit risk
               
               
                  Collateralised securities mainly exposed to credit risk
               
            
                  65
               
               
                  Real estate risk
               
               
                  Collateralised securities mainly exposed to real estate risk
               
            
                  66
               
               
                  Commodity risk
               
               
                  Collateralised securities mainly exposed to commodity risk
               
            
                  67
               
               
                  Catastrophe and Weather risk
               
               
                  Collateralised securities mainly exposed to catastrophe or weather risk
               
            
                  68
               
               
                  Mortality risk
               
               
                  Collateralised securities mainly exposed to mortality risk
               
            
                  69
               
               
                  Other
               
               
                  Other collateralised securities, not classified under the above categories
               
            
                  
                     7
                  
               
               
                  
                     Cash and deposits
                  
               
               
                  
                     Money in the physical form, cash equivalent, bank deposits and other money deposits
                  
               
            
                  71
               
               
                  Cash
               
               
                  Notes and coins in circulation that are commonly used to make payments
               
            
                  72
               
               
                  Transferable deposits (cash equivalents)
               
               
                  Deposits exchangeable for currency on demand at par and which are directly usable for making payments by cheque, draft, giro order, direct debit/credit, or other direct payment facility, without penalty or restriction
               
            
                  73
               
               
                  Other deposits short term (less than or equal to one year)
               
               
                  Deposits other than transferable deposits, with remaining maturity inferior or equal to 1 year, that cannot be used to make payments at any time and that are not exchangeable for currency or transferable deposits without any kind of significant restriction or penalty
               
            
                  74
               
               
                  Other deposits with term longer than one year
               
               
                  Deposits other than transferable deposits, with remaining maturity superior to 1 year, that cannot be used to make payments at any time and that are not exchangeable for currency or transferable deposits without any kind of significant restriction or penalty
               
            
                  75
               
               
                  Deposits to cedants
               
               
                  Deposits relating to reinsurance accepted
               
            
                  79
               
               
                  Other
               
               
                  Other cash and deposits, not classified under the above categories
               
            
                  
                     8
                  
               
               
                  
                     Mortgages and loans
                  
               
               
                  
                     Financial assets created when creditors lend funds to debtors, with collateral or not, including cash pools.
                  
               
            
                  81
               
               
                  Uncollateralized loans made
               
               
                  Loans made without collateral
               
            
                  82
               
               
                  Loans made collateralized with securities
               
               
                  Loans made with collateral in the form of financial securities
               
            
                  84
               
               
                  Mortgages
               
               
                  Loans made with collateral in the form of real estate
               
            
                  85
               
               
                  Other collateralized loans made
               
               
                  Loans made with collateral in any other form
               
            
                  86
               
               
                  Loans on policies
               
               
                  Loans made with insurance policies as collateral
               
            
                  89
               
               
                  Other
               
               
                  Other mortgages and loans, not classified under the above categories
               
            
                  
                     9
                  
               
               
                  
                     Property
                  
               
               
                  
                     Buildings, land, other constructions that are immovable and equipment
                  
               
            
                  91
               
               
                  Property (office and commercial)
               
               
                  Office and commercial building used for investment
               
            
                  92
               
               
                  Property (residential)
               
               
                  Residential buildings used for investment
               
            
                  93
               
               
                  Property (for own use)
               
               
                  Real estate for the own use of the undertaking
               
            
                  94
               
               
                  Property (under construction for investment)
               
               
                  Real estate that is under construction, for future usage as investment
               
            
                  95
               
               
                  Plant and equipment (for own use)
               
               
                  Plant and equipment for the own use of the undertaking
               
            
                  96
               
               
                  Property (under construction for own use)
               
               
                  Real estate that is under construction, for future own usage
               
            
                  99
               
               
                  Other
               
               
                  Other real estate, not classified under the above categories
               
            
                  0
               
               
                  Other investments
               
               
                  Other assets reported in ‘Other investments’
               
            
                  
                     A
                  
               
               
                  
                     Futures
                  
               
               
                  
                     Standardised contract between two parties to buy or sell a specified asset of standardised quantity and quality at a specified future date at a price agreed today
                  
               
            
                  A1
               
               
                  Equity and index futures
               
               
                  Futures with equity or stock exchange indices as underlying
               
            
                  A2
               
               
                  Interest rate futures
               
               
                  Futures with bonds or other interest rate dependent security as underlying
               
            
                  A3
               
               
                  Currency futures
               
               
                  Futures with currencies or other currencies dependent security as underlying
               
            
                  A5
               
               
                  Commodity futures
               
               
                  Futures with commodities or other commodities dependent security as underlying
               
            
                  A7
               
               
                  Catastrophe and Weather risk
               
               
                  Futures mainly exposed to catastrophe or weather risk
               
            
                  A8
               
               
                  Mortality risk
               
               
                  Futures mainly exposed to mortality risk
               
            
                  A9
               
               
                  Other
               
               
                  Other futures, not classified under the above categories
               
            
                  
                     B
                  
               
               
                  
                     Call Options
                  
               
               
                  
                     Contract between two parties concerning the buying of an asset at a reference price during a specified time frame, where the buyer of the call option gains the right, but not the obligation, to buy the underlying asset
                  
               
            
                  B1
               
               
                  Equity and index options
               
               
                  Call options with equity or stock exchange indices as underlying
               
            
                  B2
               
               
                  Bond options
               
               
                  Call options with bonds or other interest rate dependent security as underlying
               
            
                  B3
               
               
                  Currency options
               
               
                  Call options with currencies or other currencies dependent security as underlying
               
            
                  B4
               
               
                  Warrants
               
               
                  Call options that entitles the holder to buy stock of the issuing company at a specified price
               
            
                  B5
               
               
                  Commodity options
               
               
                  Call options with commodities or other commodities dependent security as underlying
               
            
                  B6
               
               
                  Swaptions
               
               
                  Call options granting its owner the right but not the obligation to enter into a long position in an underlying swap, i.e., enter into a swap where the owner pays the fixed leg and receive the floating leg
               
            
                  B7
               
               
                  Catastrophe and Weather risk
               
               
                  Call options mainly exposed to catastrophe or weather risk
               
            
                  B8
               
               
                  Mortality risk
               
               
                  Call options mainly exposed to mortality risk
               
            
                  B9
               
               
                  Other
               
               
                  Other call options, not classified under the above categories
               
            
                  
                     C
                  
               
               
                  
                     Put Options
                  
               
               
                  
                     Contract between two parties concerning the selling of an asset at a reference price during a specified time frame, where the buyer of the put option gains the right, but not the obligation, to sell the underlying asset
                  
               
            
                  C1
               
               
                  Equity and index options
               
               
                  Put options with equity or stock exchange indices as underlying
               
            
                  C2
               
               
                  Bond options
               
               
                  Put options with bonds or other interest rate dependent security as underlying
               
            
                  C3
               
               
                  Currency options
               
               
                  Put options with currencies or other currencies dependent security as underlying
               
            
                  C4
               
               
                  Warrants
               
               
                  Put options that entitles the holder to sell stock of the issuing company at a specified price
               
            
                  C5
               
               
                  Commodity options
               
               
                  Put options with commodities or other commodities dependent security as underlying
               
            
                  C6
               
               
                  Swaptions
               
               
                  Put options granting its owner the right but not the obligation to enter into a short position in an underlying swap, i.e., enter into a swap in which the owner will receive the fixed leg, and pay the floating leg
               
            
                  C7
               
               
                  Catastrophe and Weather risk
               
               
                  Put options mainly exposed to catastrophe or weather risk
               
            
                  C8
               
               
                  Mortality risk
               
               
                  Put options mainly exposed to mortality risk
               
            
                  C9
               
               
                  Other
               
               
                  Other put options, not classified under the above categories
               
            
                  
                     D
                  
               
               
                  
                     Swaps
                  
               
               
                  
                     Contract in which counterparties exchange certain benefits of one party's financial instrument for those of the other party's financial instrument, and the benefits in question depend on the type of financial instruments involved
                  
               
            
                  D1
               
               
                  Interest rate swaps
               
               
                  Swap that exchange interest flows
               
            
                  D2
               
               
                  Currency swaps
               
               
                  Swap that exchange currency
               
            
                  D3
               
               
                  Interest rate and currency swaps
               
               
                  Swap that exchange interest and currency flows
               
            
                  D4
               
               
                  Total return swap
               
               
                  A swap in which the non-floating rate side is based on the total return of an equity or fixed income instrument with the life longer that the swap
               
            
                  D5
               
               
                  Security swaps
               
               
                  Swap that exchange securities
               
            
                  D7
               
               
                  Catastrophe and Weather risk
               
               
                  Swaps mainly exposed to catastrophe or weather risk
               
            
                  D8
               
               
                  Mortality risk
               
               
                  Swaps mainly exposed to mortality risk
               
            
                  D9
               
               
                  Other
               
               
                  Other swaps, not classified under the above categories
               
            
                  
                     E
                  
               
               
                  
                     Forwards
                  
               
               
                  
                     Non-standardised contract between two parties to buy or sell an asset at a specified future time at a price agreed today
                  
               
            
                  E1
               
               
                  Forward interest rate agreement
               
               
                  Forward contract in which typicaly one party pays a fixed interest rate, and receives a variable interest rate usualy based on an underlying index rate, at the predefined forward date
               
            
                  E2
               
               
                  Forward exchange rate agreement
               
               
                  Forward contract in which one party pays an amount in one currency, and receives an equivalent amount in a different currency resulting from the conversion using the contractual exchange rate, at the predefined forward date
               
            
                  E7
               
               
                  Catastrophe and Weather risk
               
               
                  Forwards mainly exposed to catastrophe or weather risk
               
            
                  E8
               
               
                  Mortality risk
               
               
                  Forwards mainly exposed to mortality risk
               
            
                  E9
               
               
                  Other
               
               
                  Other forwards, not classified under the above categories
               
            
                  
                     F
                  
               
               
                  
                     Credit derivatives
                  
               
               
                  
                     Derivative whose value is derived from the credit risk on an underlying bond, loan or any other financial asset
                  
               
            
                  F1
               
               
                  Credit default swap
               
               
                  Credit derivative transaction in which two parties enter into an agreement whereby one party pays the other a fixed periodic coupon for the specified life on the agreement and the other party makes no payments unless a credit event relating to a predetermined reference asset occurs
               
            
                  F2
               
               
                  Credit spread option
               
               
                  Credit derivative that will generate cash flows if a given credit spread between two specific assets or benchmarks changes from its current level
               
            
                  F3
               
               
                  Credit spread swap
               
               
                  A swap in which one party makes a fixed payment to the other on the swap's settlement date and the second party pays the first an amount based on the actual credit spread
               
            
                  F4
               
               
                  Total return swap
               
               
                  A swap in which the non-floating rate side is based on the total return of an equity or fixed income instrument with the life longer that the swap
               
            
                  F9
               
               
                  Other
               
               
                  Other credit derivatives, not classified under the above categories