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Appendix I: Quantitative reporting templates

Content of the submission


S.01.01.a
Template Code

Template name

S.01.02.a

Basic Information

A1

S.02.01.a

Balance Sheet

A2

S.06.02.a

List of assets

A4

S.08.01.a

Open derivatives

A5

S.12.01.a

Life and Health SLT Technical Provisions

A6

S.17.01.a

Non-Life Technical Provisions

A7

S.23.01.a

Own funds

A8

S.28.01.a

Minimum Capital Requirement

A19

S.28.02.a

Minimum Capital Requirement - Composite

A20

Appendix I: Quantitative reporting templates


Content of the submission
S.01.01.b
Template Code

Template name

S.01.02.b

Basic Information

A1

S.02.01.b

Balance Sheet

A2

S.02.02.b

Assets and liabilities by currency

A3

S.06.02.b

List of assets

A4

S.08.01.b

Open derivatives

A5

S.12.01.b

Life and Health SLT Technical Provisions

A6

S.17.01.b

Non-Life Technical Provisions

A7

S.23.01.b

Own funds

A8

S.25.01.b

A9

S.25.02.b

Solvency Capital Requirement - SF


Solvency Capital Requirement - PIM

A10

S.25.03.b

Solvency Capital Requirement - IM

A11

S.26.01.b

Solvency Capital Requirement - Market risk

A12

S.26.02.b

Solvency Capital Requirement - Counterparty default risk

A13

S.26.03.b

Solvency Capital Requirement - Life underwriting risk

A14

S.26.04.b

Solvency Capital Requirement - Health underwriting risk

A15

S.26.05.b

Solvency Capital Requirement - Non-Life underwriting risk

A16

S.26.06.b

Solvency Capital Requirement - Operational risk

A17

S.27.01.b

Solvency Capital Requirement - Non-Life Catastrophe risk

A18

S.28.01.b

Minimum Capital Requirement

A19

S.28.02.b

Minimum Capital Requirement - Composite

A20

Appendix I: Quantitative reporting templates


Content of the submission
S.01.01.f
Template Code

Template name

S.01.02.f

Basic Information

A1

S.02.01.f

Balance Sheet

A2

S.06.02.f

List of assets

A4

S.08.01.f

Open derivatives

A5

S.23.01.f

Own funds

A8

Appendix I: Quantitative reporting templates


Content of the submission
S.01.01.g
Template Code

Template name

S.01.02.g

Basic Information

A1

S.02.01.g

Balance Sheet

A2

S.06.02.g

List of assets

A4

S.08.01.g

Open derivatives

A5

S.23.01.g

Own funds

A8

S.25.01.g

Solvency Capital Requirement - SF

A9

S.25.02.g

Solvency Capital Requirement - PIM

A10

S.25.03.g

Solvency Capital Requirement - IM

A11

S.26.01.g

A12

S.26.02.g

Solvency Capital Requirement - Market risk


Solvency Capital Requirement - Counterparty default risk

S.26.03.g

Solvency Capital Requirement - Life underwriting risk

A14

S.26.04.g

Solvency Capital Requirement - Health underwriting risk

A15

S.26.05.g

Solvency Capital Requirement - Non-Life underwriting risk

A16

S.26.06.g

Solvency Capital Requirement - Operational risk

A17

S.27.01.g

Solvency Capital Requirement - Non-Life Catastrophe risk

A18

S.32.01.g

Entities in the scope of the group

A21

S.33.01.g

(Re)insurance Solo requirements

A22

S.34.01.g

Non-(re)insurance Solo requirements

A23

S.35.01.g

Group - contribution of TP

A24

A13

Appendix I: Quantitative reporting templates


S.01.02.a
Basic information
DPM
General information
Identification code

A1
A11

Identification code
A11/A1

Reporting date

A2

Identification code of entity

Reference date

A3

Currency used for reporting

A4

Accounting standard

A5

Type of internal model

A6

Composite undertaking? (Y/N)

A7

RFF? (Y/N)

A8

Type of code

Para. IX.2 ID codes of supporting document - no change in the business templates


Para. IX.2 ID codes of supporting document - no change in the business templates

*key*

Model used

A12
A13

Different label in DPM file but will be aligned for SII

Home Country
Name

Mistake not amended in ERRATA but reflected in DPM for practical reasons and will be aligned for SII
Mistake not amended in ERRATA but reflected in DPM for practical reasons and will be aligned for SII

Appendix I: Quantitative reporting templates


S.01.02.b
Basic information

DPM
General information
Identification code
Type of code

A1
A11

Reporting date

A2

Reference date

A3

Currency used for reporting

A4

Accounting standard

A5

Type of internal model

A6

Composite undertaking? (Y/N)

A7

RFF? (Y/N)

A8

Para. IX.2 ID codes of supporting document - no change in the business templates

Identification code
A11/A1

Para. IX.2 ID codes of supporting document - no change in the business templates

Identification code of
entity
*key*

Different label in DPM file but will be aligned for SII

Model used

A12
A13

Home Country
Name

Mistake not amended in ERRATA but reflected in DPM for practical reasons and will be aligned for SII
Mistake not amended in ERRATA but reflected in DPM for practical reasons and will be aligned for SII

Appendix I: Quantitative reporting templates


S.01.02.f
Basic information
General information
Group identification code
Type of code

A9
A11

Reporting date

A2

Reference date

A3

Currency used for reporting

A4

Accounting standard

A5

Type of internal model

A6

Composite undertaking? (Y/N)

A7

RFF? (Y/N)
Consolidation method 1 or a combination of methods is used for calculating
group solvency of at least one undertaking in the scope? (Y/N)

A8
A10

Group identification code


A11/A9

Para. IX.2 ID codes of supporting document - no change in the business templates


Para. IX.2 ID codes of supporting document - no change in the business templates

Group identification code


*key*

Model used

Different label in DPM file but will be aligned for SII

Appendix I: Quantitative reporting templates


S.01.02.g
Basic information

General information
Group identification code
Type of code

A9
A11

Reporting date

A2

Reference date

A3

Currency used for reporting

A4

Accounting standard

A5

Type of internal model

A6

Composite undertaking? (Y/N)

A7

RFF? (Y/N)

A8

Consolidation method 1 or a combination of methods is used for calculating


group solvency of at least one undertaking in the scope? (Y/N)

A10

Group identification code


A11/A9

para. IX.2 ID codes of supporting document - no change in the business templates


para. IX.2 ID codes of supporting document - no change in the business templates

Group identification code


*key*

Model used

Different label in DPM file but will be aligned for SII

Appendix I: Quantitative reporting templates


S.02.01.a
Balance sheet
Fund number
Assets
Goodwill
Deferred acquisition costs
Intangible assets
Deferred tax assets
Pension benefit surplus
Property, plant & equipement held for own use
Investments (other than assets held for index-linked and unit-linked funds)
Property (other than for own use)
Participations
Equities
Equities - listed
Equities - unlisted
Bonds
Government Bonds
Corporate Bonds
Structured notes
Collateralised securities
Investment funds
Derivatives
Deposits other than cash equivalents
Other investments
Assets held for index-linked and unit-linked funds
Loans & mortgages
Loans & mortgages to individuals
Other loans & mortgages
Loans on policies
Reinsurance recoverables from:
Non-life and health similar to non-life
Non-life excluding health
Health similar to non-life
Life and health similar to life, excluding health and index-linked and unitlinked
Health similar to life
Life excluding health and index-linked and unit-linked
Life index-linked and unit-linked
Deposits to cedants
Insurance & intermediaries receivables
Reinsurance receivables
Receivables (trade, not insurance)
Own shares
Amounts due in respect of own fund items or initial fund called up but not yet
paid in
Cash and cash equivalents

Any other assets, not elsewhere shown


Total assets

Liabilities
Technical provisions non-life
Technical provisions non-life (excluding health)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions - health (similar to non-life)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions - life (excluding index-linked and unit-linked)
Technical provisions - health (similar to life)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions life (excluding health and index-linked and unitlinked)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions index-linked and unit-linked
TP calculated as a whole
Best Estimate
Risk margin
Other technical provisions
Contingent liabilities
Provisions other than technical provisions
Pension benefit obligations
Deposits from reinsurers
Deferred tax liabilities
Derivatives
Debts owed to credit institutions
Financial liabilities other than debts owed to credit institutions
Insurance & intermediaries payables
Reinsurance payables
Payables (trade, not insurance)
Subordinated liabilities
Subordinated liabilities not in BOF
Subordinated liabilities in BOF
Any other liabilities, not elsewhere shown
Total liabilities
Excess of assets over liabilities

A0
Solvency II value

A2
A26
A25B
A3
A4
A5
A6
A7B
A7
A7A
A8E
A8
A8A
A8C
A8D
A9
A10A
A10B
A11
A12
A14
A14B
A14C
A14A
A16
A17A
A17
A18
A19B
A18A
A19
A19A
A13
A21
A20
A23
A28A
A28B
A27

A29
A30

Solvency II value
L1
L1A
L2
L3
L4
L4A
L5
L6

L6B
L6C
L6D
L6E
L7
L7A
L8
L9
L10
L10A
L11
L12
L23
L18
L22
L13
L17
L16
L19
L20
L15A
L15B
L15C
L15E
L15D
L26
L25
L25A
L27

Appendix I: Quantitative reporting templates


S.02.01.b
Balance sheet
Fund number
Assets
Goodwill
Deferred acquisition costs
Intangible assets
Deferred tax assets
Pension benefit surplus
Property, plant & equipement held for own use
Investments (other than assets held for index-linked and unit-linked funds)
Property (other than for own use)
Participations
Equities
Equities - listed
Equities - unlisted
Bonds
Government Bonds
Corporate Bonds
Structured notes
Collateralised securities
Investment funds
Derivatives
Deposits other than cash equivalents
Other investments
Assets held for index-linked and unit-linked funds
Loans & mortgages
Loans & mortgages to individuals
Other loans & mortgages
Loans on policies
Reinsurance recoverables from:
Non-life and health similar to non-life
Non-life excluding health
Health similar to non-life
Life and health similar to life, excluding health and index-linked and unitlinked
Health similar to life
Life excluding health and index-linked and unit-linked
Life index-linked and unit-linked
Deposits to cedants
Insurance & intermediaries receivables
Reinsurance receivables
Receivables (trade, not insurance)
Own shares
Amounts due in respect of own fund items or initial fund called up but not yet
paid in
Cash and cash equivalents
Any other assets, not elsewhere shown
Total assets

A0
Solvency II value

Statutory accounts value

A2
A26
A25B
A3

AS1
AS24
A2
A26
A25B
A3

A4
A5
A6
A7B
A7
A7A
A8E
A8
A8A
A8C
A8D
A9
A10A
A10B
A11
A12
A14
A14B
A14C
A14A
A16
A17A
A17
A18

A4
A5
A6
A7B

A7
A7A
A8E

A8
A8A
A8C
A8D
A9
A10A
A10B
A11
A12
A14

A14B
A14C
A14A
A16
A17A

A17
A18

A19B
A18A
A19
A19A
A13
A21
A20
A23
A28A

A18A
A19
A19A
A13
A21
A20
A23
A28A

A28B
A27
A29
A30

A28B
A27
A29
A30

A19B

Liabilities
Technical provisions non-life
Technical provisions non-life (excluding health)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions - health (similar to non-life)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions - life (excluding index-linked and unit-linked)
Technical provisions - health (similar to life)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions life (excluding health and index-linked and unitlinked)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions index-linked and unit-linked
TP calculated as a whole
Best Estimate
Risk margin
Other technical provisions
Contingent liabilities
Provisions other than technical provisions
Pension benefit obligations
Deposits from reinsurers
Deferred tax liabilities
Derivatives
Debts owed to credit institutions
Financial liabilities other than debts owed to credit institutions
Insurance & intermediaries payables
Reinsurance payables
Payables (trade, not insurance)
Subordinated liabilities
Subordinated liabilities not in BOF
Subordinated liabilities in BOF
Any other liabilities, not elsewhere shown
Total liabilities
Excess of assets over liabilities

Solvency II value

Statutory accounts value


LS0

L1
L1A
L2
L3
L4
L4A
L5
L6

L1

L4

LS6F

L6B
L6C
L6D
L6E

L6B

L7
L7A
L8
L9
L10
L10A
L11
L12

L7

L23
L18
L22
L13
L17
L16
L19

L10

LS14
L23
L18
L22
L13
L17
L16
L19

L20
L15A
L15B
L15C
L15E
L15D
L26
L25
L25A

L20
L15A
L15B
L15C
L15D
L26
L25
L25A

L27

L27

L15E

Appendix I: Quantitative reporting templates


S.02.01.f
Balance sheet
Fund number
Assets
Goodwill
Deferred acquisition costs
Intangible assets
Deferred tax assets
Pension benefit surplus
Property, plant & equipement held for own use
Investments (other than assets held for index-linked and unit-linked funds)
Property (other than for own use)
Participations
Equities
Equities - listed
Equities - unlisted
Bonds
Government Bonds
Corporate Bonds
Structured notes
Collateralised securities
Investment funds
Derivatives
Deposits other than cash equivalents
Other investments
Assets held for index-linked and unit-linked funds
Loans & mortgages
Loans & mortgages to individuals
Other loans & mortgages
Loans on policies
Reinsurance recoverables from:
Non-life and health similar to non-life
Non-life excluding health
Health similar to non-life
Life and health similar to life, excluding health and index-linked and unitlinked
Health similar to life
Life excluding health and index-linked and unit-linked
Life index-linked and unit-linked
Deposits to cedants
Insurance & intermediaries receivables
Reinsurance receivables
Receivables (trade, not insurance)
Own shares
Amounts due in respect of own fund items or initial fund called up but not yet
paid in
Cash and cash equivalents

Any other assets, not elsewhere shown


Total assets
Liabilities
Technical provisions non-life
Technical provisions non-life (excluding health)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions - health (similar to non-life)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions - life (excluding index-linked and unit-linked)
Technical provisions - health (similar to life)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions life (excluding health and index-linked and unitlinked)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions index-linked and unit-linked
TP calculated as a whole
Best Estimate
Risk margin
Other technical provisions
Contingent liabilities
Provisions other than technical provisions
Pension benefit obligations
Deposits from reinsurers
Deferred tax liabilities
Derivatives
Debts owed to credit institutions
Financial liabilities other than debts owed to credit institutions
Insurance & intermediaries payables
Reinsurance payables
Payables (trade, not insurance)
Subordinated liabilities
Subordinated liabilities not in BOF
Subordinated liabilities in BOF
Any other liabilities, not elsewhere shown
Total liabilities
Excess of assets over liabilities

A0
Solvency II value

A2
A26
A25B
A3
A4
A5
A6
A7B
A7
A7A
A8E
A8
A8A
A8C
A8D
A9
A10A
A10B
A11
A12
A14
A14B
A14C
A14A
A16
A17A
A17
A18
A19B
A18A
A19
A19A
A13
A21
A20
A23
A28A
A28B
A27

A29
A30
Solvency II value
L1
L1A
L2
L3
L4
L4A
L5
L6

L6B
L6C
L6D
L6E
L7
L7A
L8
L9
L10
L10A
L11
L12
L23
L18
L22
L13
L17
L16
L19
L20
L15A
L15B
L15C
L15E
L15D
L26
L25
L25A
L27

Appendix I: Quantitative reporting templates


S.02.01.g
Balance sheet
Fund number
Assets
Goodwill
Deferred acquisition costs
Intangible assets
Deferred tax assets
Pension benefit surplus
Property, plant & equipement held for own use
Investments (other than assets held for index-linked and unit-linked funds)
Property (other than for own use)
Participations
Equities
Equities - listed
Equities - unlisted
Bonds
Government Bonds
Corporate Bonds
Structured notes
Collateralised securities
Investment funds
Derivatives
Deposits other than cash equivalents
Other investments
Assets held for index-linked and unit-linked funds
Loans & mortgages
Loans & mortgages to individuals
Other loans & mortgages
Loans on policies
Reinsurance recoverables from:
Non-life and health similar to non-life
Non-life excluding health
Health similar to non-life
Life and health similar to life, excluding health and index-linked and unitlinked
Health similar to life
Life excluding health and index-linked and unit-linked
Life index-linked and unit-linked
Deposits to cedants
Insurance & intermediaries receivables
Reinsurance receivables
Receivables (trade, not insurance)
Own shares
Amounts due in respect of own fund items or initial fund called up but not yet
paid in
Cash and cash equivalents
Any other assets, not elsewhere shown
Total assets

A0
Solvency II value

Statutory accounts value

A2
A26
A25B
A3

AS1
AS24
A2
A26
A25B
A3

A4
A5
A6
A7B
A7
A7A
A8E
A8
A8A
A8C
A8D
A9
A10A
A10B
A11
A12
A14
A14B
A14C
A14A
A16
A17A
A17
A18

A4
A5
A6
A7B

A7
A7A
A8E

A8
A8A
A8C
A8D
A9
A10A
A10B
A11
A12
A14

A14B
A14C
A14A
A16
A17A

A17
A18

A19B
A18A
A19
A19A
A13
A21
A20
A23
A28A

A18A
A19
A19A
A13
A21
A20
A23
A28A

A28B
A27
A29
A30

A28B
A27
A29
A30

A19B

Liabilities
Technical provisions non-life
Technical provisions non-life (excluding health)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions - health (similar to non-life)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions - life (excluding index-linked and unit-linked)
Technical provisions - health (similar to life)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions life (excluding health and index-linked and unitlinked)
TP calculated as a whole
Best Estimate
Risk margin
Technical provisions index-linked and unit-linked
TP calculated as a whole
Best Estimate
Risk margin
Other technical provisions
Contingent liabilities
Provisions other than technical provisions
Pension benefit obligations
Deposits from reinsurers
Deferred tax liabilities
Derivatives
Debts owed to credit institutions
Financial liabilities other than debts owed to credit institutions
Insurance & intermediaries payables
Reinsurance payables
Payables (trade, not insurance)
Subordinated liabilities
Subordinated liabilities not in BOF
Subordinated liabilities in BOF
Any other liabilities, not elsewhere shown
Total liabilities
Excess of assets over liabilities

Solvency II value

Statutory accounts value


LS0

L1
L1A
L2
L3
L4
L4A
L5
L6

L1

L4

LS6F

L6B
L6C
L6D
L6E

L6B

L7
L7A
L8
L9
L10
L10A
L11
L12

L7

L23
L18
L22
L13
L17
L16
L19

L10

LS14
L23
L18
L22
L13
L17
L16
L19

L20
L15A
L15B
L15C
L15E
L15D
L26
L25
L25A

L20
L15A
L15B
L15C
L15D
L26
L25
L25A

L27

L27

L15E

Appendix I: Quantitative reporting templates


S.02.02.b
Assets and liabilities by currency

Reporting currency
Total value of all
currencies
Currency code

Currencies
Value of the reporting
currency

Other
Value of remaining
other currencies

Total
Value of material
currencies

A1

A1

A3
A4

A3
A4

Assets
Investments (other than assets held for index-linked and unit-linked funds)
Other assets within scope of Assets-D1 (other than index-linked and unit-linked funds)
Assets held for index-linked and unit-linked funds
Reinsurance recoverables
Deposits to cedants, insurance and intermediaries receivables and reinsurance receivables
Any other assets
Total assets

A5

A5

A5A

A5A

A6

A6

A7

A7

A7A

A7A

Liabilities
Technical provisions (excluding index-linked and unit-linked funds)
Technical provisions - index-linked and unit-linked funds

A8

A8

A9

A9

Deposits from reinsurers and insurance, intermediaries and reinsurance payables

A10

A10

Derivatives

A11

A11

Financial liabilities

A12

A12

Contingent liabilities

A13

A13

Any other liabilities

A14

A14

Total liabilities

A15

A15

In XBRL currencies are to be reported as dimensions so no need for a cell on its own in DPM

Appendix I: Quantitative reporting templates


S.06.02.a
List of assets

Portfolio

Fund number

Asset held in unit


linked and index
linked funds
(Y/N)

ID
Code

ID
Code
type

Asset
pledged
as
collater
al

Item Title

A1

A2

A3

A4

A5

A6

A7

Line identification
S.06.02 line
identification
Only
in the
DPMcomplexity of the key for
Due to
row dynamism in this table a line
identification was introduced, however

ID Code
A5/A4
URI
Para. IX.2 ID codes of supporting document
No change in the business templates

Issuer
Name

A8

Issuer
Code

Type of code Issuer Sector

A31

A33

Issuer
Code

Type of code

A9

A33/A31
A33
Para. IX.2 ID codes of supporting document
No change in the business templates

Issuer Group

Issuer
Group
Code

Type of code

Issuer
Country

A10

A32

A33

A11

Issuer
Group
Code

Type of code

Country of Currency
custody
(ISO code)

A33/A32
A33
Para. IX.2 ID codes of supporting document
No change in the business templates

A12

A13

CIC

Participation

External
rating

Rating
agency

Duration

Quantity

Total par
amount

Unit SII
price

A15

A16

A17

A18

A20

A22

A22A

A23

Percentag
Valuation
e of par
method SII
SII value

A23A

A24

Acquisition
price

Total SII
amount

Maturity
date

Accrued
interest

A25

A26

A28

A30

Appendix I: Quantitative reporting templates


S.06.02.b
List of assets

Portfolio

Fund number

Asset held in unit


linked and index
linked funds
(Y/N)

ID Code

ID Code
type

Asset
pledged as
collateral

Item Title

Issuer
Name

A1

A2

A3

A4

A5

A6

A7

A8

Line
identification
S.06.02 line
identification
Onlyto
in the
DPM
Due
complexity of the key
for row dynamism in this table a
line identification was introduced,

ID Code

Issuer Code Type of code

A31

A33

Issuer
Sector

Issuer
Group

A9

A10

Issuer Code Type of code

Issuer
Group
Code

Type of code

Issuer
Country

Country of
custody

Currency
(ISO code)

CIC

Participation

External
rating

Rating
agency

Duration

Quantity

Total par
amount

Unit SII price

Percentage of
par SII value

Valuation
method SII

Acquisition
price

Total SII
amount

Maturity
date

Accrued interest

A32

A33

A11

A12

A13

A15

A16

A17

A18

A20

A22

A22A

A23

A23A

A24

A25

A26

A28

A30

Issuer
Group
Code

Type of code

A5/A4
URI
Para. IX.2 ID codes of supporting document
No change in the business templates

A33/A31
A33
Para. IX.2 ID codes of supporting document
No change in the business templates

A33/A32
A33
Para. IX.2 ID codes of supporting document
No change in the business templates

Appendix I: Quantitative reporting templates

S.06.02.f
List of assets

Asset held in
unit linked and
ID Code Asset pledged
ID Code
Item Title Issuer Name
index linked
type
as collateral
funds (Y/N)

Legal name of
the undertaking

Portfolio

Fund
number

A50

A1

A2

Line
identification

Identification code
of the undertaking

ID Code

S.06.02 line
identification

Identification code of
entity

A5/A4

Only in DPM
Due to the complexity of the key for row
dynamism in this table a line identification
was introduced, however this will not be
included in the business template.

A3

A4

A5

A6

A7

URI
Para. IX.2 ID codes of supporting document
No change in the business templates

A8

Issuer
Code

Type of code

A31

A33

Issuer
Code

Type of code

A33/A31

A33

Issuer
Sector

Issuer Group

A9

Para. IX.2 ID codes of supporting document


No change in the business templates

A10

Issuer Group
Type of code
Code

A32

A33

Issuer
Country

Country of
custody

Currency
(ISO code)

CIC

Participation

External
rating

Rating
agency

Duration

Quantity

Total par
amount

Unit SII price

A11

A12

A13

A15

A16

A17

A18

A20

A22

A22A

A23

Issuer Group
Type of code
Code
A33/A32

A33

Para. IX.2 ID codes of supporting document


No change in the business templates

Percentage of Valuation
par SII value method SII

A23A

A24

Acquisition price

Total SII
amount

Maturity date

Accrued
interest

A25

A26

A28

A30

Appendix I: Quantitative reporting templates


S.06.02.g
List of assets

Asset held in
unit linked and
ID Code Asset pledged
ID Code
index linked
type
as collateral
funds (Y/N)

Legal name of the


undertaking

Portfolio

Fund
number

A50

A1

A2

Line identification

Identification code
of the undertaking

ID Code

S.06.02 line
identification

Identification code of
entity

A5/A4

Only in DPM
Due to the complexity of the key for row
dynamism in this table a line identification
was introduced, however this will not be
included in the business template.

A3

A4

A5

A6

Item
Title

Issuer
Name

Issuer
Code

Type of code

Issuer
Sector

Issuer Group

Issuer
Group
Code

Type of code

Issuer
Country

Country of
custody

Currency
(ISO code)

CIC

Participation

External
rating

Rating
agency

Duration

Quantity

A7

A8

A31

A33

A9

A10

A32

A33

A11

A12

A13

A15

A16

A17

A18

A20

A22

Issuer
Code

Type of code

Issuer
Group
Code

Type of code

A33/A31

A33

A33/A32

A33

URI
Para. IX.2 ID codes of supporting document
No change in the business templates

Para. IX.2 ID codes of supporting document


No change in the business templates

Para. IX.2 ID codes of supporting document


No change in the business templates

Total par Unit SII


amount
price

A22A

A23

Percentage of
par SII value

Valuation
method SII

Acquisition
price

Total SII
amount

Maturity
date

Accrued
interest

A23A

A24

A25

A26

A28

A30

Appendix I: Quantitative reporting templates


S.08.01.a
Open derivatives

Portfolio

Fund
number

Derivatives held
in unit linked
and index linked
funds (Y/N)

ID Code

ID Code type

Counterparty Name

A1

A2

A3

A4

A5

A6

Counterparty Code Type of


code

A36

Counterparty Code
Line identification
S.08.01 line
identification
Onlyrow
in DPM
for
dynamism in this table a
line identification was
introduced, however this will not

ID Code
A5/A4
URI
Para. IX.2 ID codes of supporting document
No change in the business templates

A38

External
rating

Rating
agency

Counterparty
Group

A34

A35

A7

Type of
code

A38
A38/A36
Para. IX.2 ID codes of supporting document
No change in the business templates

Counterparty
group Code

Type of
code

Contract
name

Asset or
liability
underlying the
derivative

Currency
(ISO code)

CIC

Use of
derivative

Delta

Notional
amount

Long or
short
position

Premium
paid/
received to
date

Number of
contracts

Contract
dimension

Trigger
value

Unwind
trigger of
contract

Maximum loss
under
unwinding
event

Swap
outflow
amount

Swap
inflow
amount

Swap
delivered
currency

Swap
received
currency

Trade
date

Maturity
date

Duration

SII value

Valuation
method SII

A37

A38

A8

A9

A10

A11

A13

A14

A15

A16

A17

A19

A20

A21

A31

A32

A22

A23

A24

A25

A26

A27

A33

A28

A29

Counterparty
group Code

Type of
code

A38
A38/A37
Para. IX.2 ID codes of supporting document
No change in the business templates

Appendix I: Quantitative reporting templates

S.08.01.b
Open derivatives

Portfolio

Fund
number

Derivatives
held in unit
linked and
index linked
funds (Y/N)

A1

A2

A3

Line identification
S.08.01 line
identification
Only
in DPM
key for
row dynamism in this
table a line identification was
introduced, however this will

ID Code

ID Code type

Counterparty Name

A5

A6

A4

ID Code
A5/A4
URI
Para. IX.2 ID codes of supporting document
No change in the business templates

Counterparty
Code

A36

Counterparty
Code

Type of
code

External
rating

Rating
agency

Counterparty
Group

A38

A34

A35

A7

Type of
code

A38/A36
A38
Para. IX.2 ID codes of supporting document
No change in the business templates

Counterparty
group Code

Type of
code

Contract
name

A37

A38

A8

Counterparty
group Code

Type of
code

A38/A37
A38
Para. IX.2 ID codes of supporting document
No change in the business templates

Asset or
Currency
liability
(ISO code)
underlying
the derivative

A9

A10

CIC

Use of
derivative

Delta

Notional
amount

Long or
short
position

Premium
paid/receive
d to date

Number of
contracts

Contract
dimension

Trigger
value

Unwind
trigger of
contract

Maximum
loss under
unwinding
event

Swap
outflow
amount

Swap
inflow
amount

Swap
delivered
currency

Swap
received
currency

Trade
date

Maturity
date

Duration

SII
value

Valuation
method SII

A11

A13

A14

A15

A16

A17

A19

A20

A21

A31

A32

A22

A23

A24

A25

A26

A27

A33

A28

A29

Appendix I: Quantitative reporting templates


S.08.01.f
Open derivatives

Legal name of
the undertaking

Portfolio

Fund
number

Derivatives held
in unit linked
and index linked
funds (Y/N)

ID Code

ID Code type

Counterparty Name

A50

A1

A2

A3

A4

A5

A6

Line
identification

Identification
code of the
undertaking

S.08.01 line
Identification code
identification
of entity
Only
in the
DPMcomplexity of the key for
Due to
row dynamism in this table a line
identification was introduced, however

Counterparty Code Type of


code

A36

A38

External
rating

Rating
agency

Counterparty
Group

A34

A35

A7

Counterparty
group Code

Type of
code

Contract
name

A37

A38

A8

Counterparty
group Code

Type of
code

Counterparty Code
ID Code

A5/A4
URI
Para. IX.2 ID codes of supporting document
No change in the business templates

Type of
code

A38/A36
A38
Para. IX.2 ID codes of supporting document
No change in the business templates

A38/A37
A38
Para. IX.2 ID codes of supporting document
No change in the business templates

Asset or
Currency
liability
(ISO code)
underlying
the derivative
A9

A10

CIC

Use of
derivative

Delta

Notional
amount

Long or
short
position

Premium
paid/received to
date

Number of
contracts

Contract
dimension

Trigger
value

Unwind
trigger of
contract

Maximum loss
under
unwinding
event

Swap
outflow
amount

Swap
inflow
amount

Swap
delivered
currency

Swap
received
currency

Trade
date

Maturity
date

Duration

SII
value

Valuation
method SII

A11

A13

A14

A15

A16

A17

A19

A20

A21

A31

A32

A22

A23

A24

A25

A26

A27

A33

A28

A29

Appendix I: Quantitative reporting templates


S.08.01.g
Open derivatives

Legal name of the


undertaking

Fund
number
Portfolio

A50

A1

Line identification Identification code


of the undertaking
S.08.01 line
identification
Only in DPM

Identification code of
entity

Due to the complexity of the key for row


dynamism in this table a line identification
was introduced, however this will not be
included in the business template.

A2

Derivatives held
in unit linked and
index linked funds
(Y/N)
A3

Counterparty Name
ID Code

Counterparty
Code

Type of
code

External
rating

Rating
agency

Counterpart
y Group

A38

A34

A35

A7

Counterparty
group Code

Type of
code

Contract
name

A37

A38

A8

Counterparty
group Code

Type of
code

ID Code type

A4

A5

ID Code
A5/A4
URI
Para. IX.2 ID codes of supporting document
No change in the business templates

A6

A36

Counterparty
Code

Type of
code

A38
A38/A36
Para. IX.2 ID codes of supporting document
No change in the business templates

A38
A38/A37
Para. IX.2 ID codes of supporting document
No change in the business templates

Asset or
Currency
liability
(ISO code)
underlying the
derivative
A9

A10

CIC

Use of
derivative

Delta

Notional
amount

Long or
short
position

Premium
paid/received
to date

Number of
contracts

Contract
dimension

Trigger
value

Unwind
trigger of
contract

Maximum loss
under
unwinding
event

Swap
outflow
amount

Swap
inflow
amount

Swap
delivered
currency

Swap
received
currency

Trade
date

Maturity
date

Duration

SII
value

Valuation
method SII

A11

A13

A14

A15

A16

A17

A19

A20

A21

A31

A32

A22

A23

A24

A25

A26

A27

A33

A28

A29

Appendix I: Quantitative reporting templates


S.12.01.a
Life and Health SLT Technical Provisions
Para. IX.5 Merged Columns - but change the business template also for SII
Index-linked and unit-linked insurance

Insurance with profit


participation

Contracts without options


and guarantees

Contracts without
options and
guarantees

Contracts with options and


guarantees

A3

A5

Accepted reinsurance
Annuities stemming from nonlife insurance contracts and
relating to insurance obligation
Contracts with options
other than health insurance
and guarantees
obligations

A5

Of which WP (Insurance Of which UL (Index-linked


with profit participation on and unit-linked insurance
Accepted reinsurance
on Accepted reinsurance
(Gross))
(Gross))

A7A

A7B

Health insurance (direct business)

Of which OL (Other life insurance on


Accepted reinsurance (Gross))

A7C

Contracts without
options and guarantees

Total (Life other than health


insurance, incl. Unit-Linked)

A9

A10

Contracts with
options and
guarantees

A10

Annuities stemming from


non-life insurance contracts
and relating to health
insurance obligations

Health reinsurance
(reinsurance accepted)

Total (Health similar to


life insurance)

Technical provisions calculated as a whole (Replicable portfolio)

A1

A6

A7

A12

A13

A14

Technical provisions calculated as a sum of BE and RM (Non-Replicable portfolio)


Best Estimate
Gross

B1

B2

B3

B4

B5

B6

B7

B9

B10

B11

B12

B13

B14

C1

C2

C3

C4

C5

C6

C7

C9

C10

C11

C12

C13

C14

Total Recoverables from reinsurance and SPV after the adjustment for expected losses due to counterparty default

A3

Para. IX.5 Merged Columns - but change the business template also for SII

Other life insurance

Risk Margin

E1

E2

E2

E4

E4

E6

E7

E9

E10

E10

E12

E13

E14

Technical provisions - total

F1

F2

F2

F4

F4

F6

F7

F9

F10

F10

F12

F13

F14

Appendix I: Quantitative reporting templates


S.12.01.b
Life and Health SLT Technical Provisions
Para. IX.5 Merged Columns - but change the business template also for SII
Index-linked and unit-linked insurance

Insurance with profit


participation

Contracts without
options and guarantees

Para. IX.5 Merged Columns - but change the business template also for SII

Other life insurance

Contracts without
options and
guarantees

Contracts with options


and guarantees

Accepted reinsurance

Contracts with options and


guarantees

Annuities stemming from


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

Of which WP (Insurance
with profit participation on
Accepted reinsurance
(Gross))

Of which UL (Index-linked and unitlinked insurance on Accepted


reinsurance (Gross))

A7A

A7B

Health insurance (direct business)


Total (Life other
than health
Of which OL (Other life insurance on insurance, incl. UnitLinked)
Accepted reinsurance (Gross))

Contracts without
options and
guarantees

Contracts with
options and
guarantees

Annuities stemming from


non-life insurance contracts
and relating to health
insurance obligations

Health reinsurance (reinsurance


accepted)

Total (Health similar


to life insurance)

A14

ROW DELETED
Technical provisions calculated as a whole (Replicable portfolio)

A1

A6

A7

A12

A13

B1

B2

B3

B4

B5

B6

B7

B9

B10

B11

B12

B13

B14

CA1

CA2

CA3

CA4

CA5

CA6

CA7

CA9

CA10

CA11

CA12

CA13

CA14

A3

A3

A5

A5

A7C

A9

A10

A10

Technical provisions calculated as a sum of BE and RM (Non-Replicable portfolio)


Best Estimate
Gross

Total recoverables from reinsurance and SPV before the adjustment for expected losses due to
counterparty default
Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected
losses
Recoverables from SPV before adjustment for expected losses
Recoverables from Finite Reinsurance before adjustment for expected losses
Total Recoverables from reinsurance and SPV after the adjustment for expected losses due to
counterparty default

CB13

CB14

CC1

CC2

CC3

CC4

CC5

CC6

CC7

CC9

CC10

CC11

CC12

CC13

CC14

CD1

CB1

CD2

CB2

CD3

CB3

CD4

CB4

CD5

CB5

CD6

CB6

CD7

CB7

CD9

CB9

CD10

CB10

CD11

CB11

CD12

CB12

CD13

CD14

C1

C2

C3

C4

C5

C6

C7

C9

C10

C11

C12

C13

C14

Best estimate minus recoverables from reinsurance and SPV - total

D1

D2

D3

D4

D5

D6

D7

D9

D10

D11

D12

D13

D14

Risk Margin

E1

E6

E7

E9

E12

E13

Technical provisions - total

E2

E2

E4

E4

F1

F2

F2

F4

F4

F6

F7

Technical provisions minus recoverables from reinsurance and SPV - total

FB1

FB2

FB2

FB4

FB4

FB6

FB7

Best Estimate of products with a surrender option

IA1

IA2

IA2

IA4

IA4

IA6

J1
JA1
JE1
JF1

J2
JA2
JE2
JF2

J2
JA2
JE2
JF2

J4
JA4
JE4
JF4

J4
JA4
JE4
JF4

J6
JA6
JE6
JF6

J7
JA7
JE7
JF7

FB7A

FB7B

FB7C

E10

E10

E14

F9

F10

F10

F12

F13

F14

FB9

FB10

FB10

FB12

FB13

FB14

IA9

IA10

IA10

IA12

J9
JA9
JE9
JF9

J10
JA10
JE10
JF10

J10
JA10
JE10
JF10

J12
JA12
JE12
JF12

J13
JA13
JE13
JF13

BA12

BA13

IA14

ADDITIONAL INFORMATION
Gross BE for different countries
Home country
For countries in the materiality threshold [one line for each country in the materiality threshold]
For EEA countries outside the materiality threshold
For non-EEA countries outside the materiality threshold
Gross BE for Cash flow

J14
JA14
JE14
JF14

Para. IX.5 Merged Columns - but change the business template also for SII
Future guaranteed and discretionary benefits

BA6

BA7

Future guaranteed benefits

BA1

Future discretionary benefits

BB1

BA4

BA6

BA7

BA10

BA12

Future expenses and other cash out-flows

BC1

BC2

BC2

BC4

BC4

BC6

BC7

BC9

BC10

BC10

BC12

BC13

BC14

Future premiums

BD1

BD2

BD2

BD4

BD4

BD6

BD7

BD9

BD10

BD10

BD12

BD13

BD14

Other cash in-flows

BF1

BF2

BF2

BF4

BF4

BF6

BF7

BF9

BF10

BF10

BF12

BF13

BF14

Percentage of gross TP calculated using simplified methods

O1

O2

O2

O4

O4

O6

O7

O10

O10

O12

O13

Surrender value

P1

P2

P2

P4

P4

P6

P7

P9

P10

P10

P12

P13

P14

Q1

Q2

Q2

Q4

Q4

Q6

Q7

Q9

Q10

Q10

Q12

Q13

Q14

Cash out-flows

Cash in-flows

BA2

BA4
BA2

BA10

BA13

Additional information in case of use of discount rates other than risk free rates

Appendix I: Quantitative reporting templates


S.17.01.a

Non-life Technical Provisions


Direct business and accepted proportional reinsurance

Technical provisions calculated as a whole (REPL.)

Aaccepted non-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

Legal expenses
insurance

Assistance

Miscellaneous financial
loss

Non-proportional
health reinsurance

Non-proportional
casualty reinsurance

A1

B1

C1

D1

E1

F1

G1

H1

I1

J1

K1

L1

M1

N1

Non-proportional
Non-proportional
marine, aviation and
property reinsurance
transport reinsurance

O1

P1

Total Non-Life
obligation

Q1

Technical provisions calculated as a sum of BE and RM (NON-REPL.)


Best estimate
Premium provisions
Gross

A5

B5

C5

D5

E5

F5

G5

H5

I5

J5

K5

L5

M5

N5

O5

P5

Q5

Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty default

A12

B12

C12

D12

E12

F12

G12

H12

I12

J12

K12

L12

M12

N12

O12

P12

Q12

Net Best Estimate of Premium Provisions

A13

B13

C13

D13

E13

F13

G13

H13

I13

J13

K13

L13

M13

N13

O13

P13

Q13

Gross

A14

B14

C14

D14

E14

F14

G14

H14

I14

J14

K14

L14

M14

N14

O14

P14

Q14

Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty default

A21

B21

C21

D21

E21

F21

G21

H21

I21

J21

K21

L21

M21

N21

O21

P21

Q21

Net Best Estimate of Claims Provisions

A22

B22

C22

D22

E22

F22

G22

H22

I22

J22

K22

L22

M22

N22

O22

P22

Q22

Total Best estimate - gross

A23

B23

C23

D23

E23

F23

G23

H23

I23

J23

K23

L23

M23

N23

O23

P23

Q23

Total Best estimate - net

A24

B24

C24

D24

E24

F24

G24

H24

I24

J24

K24

L24

M24

N24

O24

P24

Q24

Risk margin

A25

B25

C25

D25

E25

F25

G25

H25

I25

J25

K25

L25

M25

N25

O25

P25

Q25

Technical provisions - total

A26

B26

C26

D26

E26

F26

G26

H26

I26

J26

K26

L26

M26

N26

O26

P26

Q26

Recoverable from reinsurance contract/SPV after the adjustment for expected losses due to counterparty default - total

A27

B27

C27

D27

E27

F27

G27

H27

I27

J27

K27

L27

M27

N27

O27

P27

Q27

Technical provisions minus recoverables from reinsurance and SPV - total

A28

B28

C28

D28

E28

F28

G28

H28

I28

J28

K28

L28

M28

N28

O28

P28

Q28

Claims provisions

Technical provisions - total

Appendix I: Quantitative reporting templates


S.17.01.b

Non-life Technical Provisions - Best Estimate by country


Direct business and accepted proportional reinsurance

Technical provisions calculated as a whole (REPL.)

Aaccepted non-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

Legal expenses
insurance

Assistance

Miscellaneous financial
loss

Non-proportional
health reinsurance

Non-proportional
casualty reinsurance

M1

N1

O1

P1

M4

N4

O4

P4

Q4

M5A

N5A

O5A

P5A

Q5A

M7

N7

O7

P7

A1

B1

C1

D1

E1

F1

G1

H1

I1

J1

K1

L1

Direct business

A2

B2

C2

D2

E2

F2

G2

H2

I2

J2

K2

L2

Accepted proportional reinsurance business

A3

B3

C3

D3

E3

F3

G3

H3

I3

J3

K3

L3

Accepted non-proportional reinsurance

Non-proportional
Non-proportional
marine, aviation and
property reinsurance
transport reinsurance

Total Non-Life obligation

Q1
Q2
Q3

Technical provisions calculated as a sum of BE and RM (NON-REPL.)


Best estimate
Premium provisions
Gross - Total

A5A

B5A

C5A

D5A

E5A

F5A

G5A

H5A

I5A

J5A

K5A

L5A

Gross - direct business

A5

B5

C5

D5

E5

F5

G5

H5

I5

J5

K5

L5

Gross - accepted proportional reinsurance business

A6

B6

C6

D6

E6

F6

G6

H6

I6

J6

K6

L6

Gross - accepted non-proportional reinsurance business

Q5
Q6
Q7

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

A8

B8

C8

D8

E8

F8

G8

H8

I8

J8

K8

L8

M8

N8

O8

P8

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

A9

B9

C9

D9

E9

F9

G9

H9

I9

J9

K9

L9

M9

N9

O9

P9

Q9

Recoverables from SPV before adjustment for expected losses

A10

B10

C10

D10

E10

F10

G10

H10

I10

J10

K10

L10

M10

N10

O10

P10

Q10

Q8

Recoverables from Finite Reinsurance before adjustment for expected losses

A11

B11

C11

D11

E11

F11

G11

H11

I11

J11

K11

L11

M11

N11

O11

P11

Q11

Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty default

A12

B12

C12

D12

E12

F12

G12

H12

I12

J12

K12

L12

M12

N12

O12

P12

Q12

Net Best Estimate of Premium Provisions

A13

B13

C13

D13

E13

F13

G13

H13

I13

J13

K13

L13

M13

N13

O13

P13

Q13

A14A

B14A

C14A

D14A

E14A

F14A

G14A

H14A

I14A

J14A

K14A

L14A

M14A

N14A

O14A

P14A

Q14A

Gross - direct business

A14

Gross - accepted proportional reinsurance business

Claims provisions
Gross - Total

B14

C14

D14

E14

F14

G14

H14

I14

J14

K14

L14

A15

B15

C15

D15

E15

F15

G15

H15

I15

J15

K15

L15
M16

N16

O16

P16

Q16

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

A17

B17

C17

D17

E17

F17

G17

H17

I17

J17

K17

L17

M17

N17

O17

P17

Q17

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

A18

B18

C18

D18

E18

F18

G18

H18

I18

J18

K18

L18

M18

N18

O18

P18

Q18

Recoverables from SPV before adjustment for expected losses

A19

B19

C19

D19

E19

F19

G19

H19

I19

J19

K19

L19

M19

N19

O19

P19

Q19

Recoverables from Finite Reinsurance before adjustment for expected losses

A20

B20

C20

D20

E20

F20

G20

H20

I20

J20

K20

L20

M20

N20

O20

P20

Q20

Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty default

A21

B21

C21

D21

E21

F21

G21

H21

I21

J21

K21

L21

M21

N21

O21

P21

Q21

Net Best Estimate of Claims Provisions

A22

B22

C22

D22

E22

F22

G22

H22

I22

J22

K22

L22

M22

N22

O22

P22

Q22

Total Best estimate - gross

A23

B23

C23

D23

E23

F23

G23

H23

I23

J23

K23

L23

M23

N23

O23

P23

Q23

Total Best estimate - net

A24

B24

C24

D24

E24

F24

G24

H24

I24

J24

K24

L24

M24

N24

O24

P24

Q24

Risk margin

A25

B25

C25

D25

E25

F25

G25

H25

I25

J25

K25

L25

M25

N25

O25

P25

Q25

Technical provisions - total

A26

B26

C26

D26

E26

F26

G26

H26

I26

J26

K26

L26

M26

N26

O26

P26

Q26

Recoverable from reinsurance contract/SPV after the adjustment for expected losses due to counterparty default - total

A27

B27

C27

D27

E27

F27

G27

H27

I27

J27

K27

L27

M27

N27

O27

P27

Q27

Technical provisions minus recoverables from reinsurance and SPV - total

A28

B28

C28

D28

E28

F28

G28

H28

I28

J28

K28

L28

M28

N28

O28

P28

Q28

A29

B29

C29

D29

E29

F29

G29

H29

I29

J29

K29

L29

M29

N29

O29

P29

A30

B30

C30

D30

E30

F30

G30

H30

I30

J30

K30

L30

M30

N30

O30

P30

A31

B31

C31

D31

E31

F31

G31

H31

I31

J31

K31

L31

M31

N31

O31

P31

A32

B32

C32

D32

E32

F32

G32

H32

I32

J32

K32

L32

M32

N32

O32

P32

A33

B33

C33

D33

E33

F33

G33

H33

I33

J33

K33

L33

M33

N33

O33

P33

Future benefits and claims

A34

B34

C34

D34

E34

F34

G34

H34

I34

J34

K34

L34

M34

N34

O34

P34

Q34

Future expenses and other cash-out flows

A35

B35

C35

D35

E35

F35

G35

H35

I35

J35

K35

L35

M35

N35

O35

P35

Q35

Future premiums

A36

B36

C36

D36

E36

F36

G36

H36

I36

J36

K36

L36

M36

N36

O36

P36

Q36

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

A37

B37

C37

D37

E37

F37

G37

H37

I37

J37

K37

L37

M37

N37

O37

P37

Q37

Future benefits and claims

A38

B38

C38

D38

E38

F38

G38

H38

I38

J38

K38

L38

M38

N38

O38

P38

Q38

Future expenses and other cash-out flows

A39

B39

C39

D39

E39

F39

G39

H39

I39

J39

K39

L39

M39

N39

O39

P39

Q39

Future premiums

A40

B40

C40

D40

E40

F40

G40

H40

I40

J40

K40

L40

M40

N40

O40

P40

Q40

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

A41

B41

C41

D41

E41

F41

G41

H41

I41

J41

K41

L41

M41

N41

O41

P41

Q41

A42

B42

C42

D42

E42

F42

G42

H42

I42

J42

K42

L42

M42

N42

O42

P42

Q42

Home country

A43

B43

C43

D43

E43

F43

G43

H43

I43

J43

K43

L43

Q43

For countries in the materiality threshold [one line for each country in the materiality threshold]

A44

B44

C44

D44

E44

F44

G44

H44

I44

J44

K44

L44

Q44

For EEA countries outside the mate


For EEA countries outside the materiality threshold

A45

B45

C45

D45

E45

F45

G45

H45

I45

J45

K45

L45

Q45

For non-EEA countries outside theFor non-EEA countries outside the materiality threshold

A46

B46

C46

D46

E46

F46

G46

H46

I46

J46

K46

L46

Q46

Gross - accepted non-proportional reinsurance business

Q14
Q15

Technical provisions - total

ADDITIONAL INFORMATION:
Additional information in case of use of discount rates other than risk-free rates
Line of Business (LoB): further segmentation (Homogeneous Risk Groups - HRG)
"further segmentation into homogeneous risk groups (Y/N)" has been removed as this is implied to be Y if the "Total number of
homogeneous risk groups (HRGs)" line is present and N otherwise

a) Premium provisions
further segmentation into homogeneous risk groups (Y/N)
If yes, specify total number of homogenious risk groups (HRGs)
Total number of homogeneous risk groups (HRGs)

"further segmentation into homogeneous risk groups (Y/N)" has been removed as this is implied to be Y if the "Total number of
homogeneous risk groups (HRGs)" line is present and N otherwise

b) Claims provisions
further segmentation into homogeneous risk groups (Y/N)
If yes, specify total number of homogenious risk groups (HRGs)
Total number of homogeneous risk groups (HRGs)
Best estimate of Premium Provisions (Gross)
Cash out-flows
Cash in-flows

Best estimate of Claims Provisions (Gross)


Cash out-flows
Cash in-flows

Use of simplified methods and techniques to calculate technical provisions


Percentage of gross TP calculated using simplified methods

Gross Best estimate for different countries

Appendix I: Quantitative reporting templates


S.23.01.a
Own funds

Basic own funds

Total

Tier 1 - unrestricted

Ordinary share capital (gross of own shares)


Share premium account related to ordinary share capital

A1

B1

C1

A2

B2

C2

Iinitial funds, members' contributions or the equivalent basic own - fund item for
mutual and mutual-type undertakings
Subordinated mutual member accounts

A3

B3

Surplus funds
Preference shares

A6

Share premium account related to preference shares


Reconciliation reserve
Subordinated liabilities
An amount equal to the value of net deferred tax assets
Other items approved by supervisory authority as basic own funds not specified
above
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
Deductions not included in the reconciliation reserve
Deductions for participations in financial and credit institutions

Total basic own funds after adjustments


Ancillary own funds

A4

Tier 1 - restricted

Tier 2

Tier 3

C3
B4

C4

D4

B8

C8

D8

B9

C9

D9

B13

C13

D13

B16

B16A

C16

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

A503

B503

C503

D503

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

A20

B20

B20A

C20

D20

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

B6

A8
A9
A12

B12

A13
A15
A16

D15
D16

Total

B502

Tier 3

Unpaid and uncalled ordinary share capital callable on demand

A33

C33

Unpaid and uncalled initial funds, members' contributions or the equivalent basic
own fund item for mutual and mutual - type undertakings, callable on demand

A34

C34

Unpaid and uncalled preference shares callable on demand

A35

C35

D35

A legally binding commitment to subscribe and pay for subordinated liabilities on


demand
Letters of credit and guarantees under Article 96(2) of the Framework Directive

A36

C36

D36

A37

C37

Letters of credit and guarantees other than under Article 96(2) of the Framework
Directive
Supplementary members calls under Article 96(3) of the Framework Directive

A38

C38

A39

C39

Supplementary members calls - other than under Article 96(3) of the Framework
Directive
Other ancillary own funds

A40

C40

D40

A42

C42

D42

Total ancillary own funds

A43

C43

D43

Total available own funds to meet the SCR (solo)


Total available own funds to meet the MCR (solo)

Total eligible own funds to meet the SCR


Total eligible own funds to meet the MCR

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

A46

B46

C46

D46

E46

A47

B47

C47

D47

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

A50

B50

C50

D50

E50

A51

B51

C51

D51

Total
SCR

A52

MCR
Ratio of Eligible own funds to SCR

A53

Ratio of Eligible own funds to MCR

A55

Reconciliation reserve

D38

A54

Tier 1 - unrestricted

Excess of assets over liabilities

B23

Own shares (included as assets on the balance sheet)


Foreseeable dividends and distributions

B24

Other basic own fund items


Adjustment for Rrestricted own fund items in respect of ring fenced funds due to
ring fencing
Reconciliation reserve

B26

B25

B27
B29

Tier 1 - unrestricted
Expected profits included in future premiums (EPIFP) - Life business

A30

Expected profits included in future premiums (EPIFP) - Non-life business

A31

Total EPIFP

A32

Appendix I: Quantitative reporting templates


S.23.01.b
Own funds

Basic own funds

Total

Tier 1 - unrestricted

Ordinary share capital (gross of own shares)

A1

B1

C1

Share premium account related to ordinary share capital

A2

B2

C2

Iinitial funds, members' contributions or the equivalent basic own - fund item for
mutual and mutual-type undertakings
Subordinated mutual member accounts

A3

B3

Surplus funds
Preference shares

A6

C4

D4

B8

C8

D8

B9

C9

D9

B13

C13

D13

B16

B16A

C16

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

A503

B503

C503

D503

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

A20

B20

B20A

C20

D20

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

A9

An amount equal to the value of net deferred tax assets


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

A15

Deductions for participations in financial and credit institutions

Total basic own funds after adjustments


Ancillary own funds

B6

A8
A12

Deductions not included in the reconciliation reserve

Tier 3

B4

Reconciliation reserve
Subordinated liabilities

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

Tier 2

C3

A4

Share premium account related to preference shares

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

Tier 1 - restricted

B12

A13

D15

A16

D16

Total

B502

Tier 3

Unpaid and uncalled ordinary share capital callable on demand


Unpaid and uncalled initial funds, members' contributions or the equivalent basic own
fund item for mutual and mutual - type undertakings, callable on demand

A33

C33

A34

C34

Unpaid and uncalled preference shares callable on demand


A legally binding commitment to subscribe and pay for subordinated liabilities on
demand
Letters of credit and guarantees under Article 96(2) of the Framework Directive

A35

C35

D35

A36

C36

D36

A37

C37

Letters of credit and guarantees other than under Article 96(2) of the Framework
Directive
Supplementary members calls under Article 96(3) of the Framework Directive

A38

C38

A39

C39

Supplementary members calls - other than under Article 96(3) of the Framework
Directive
Other ancillary own funds

A40

C40

A42

C42

D42

Total ancillary own funds

A43

C43

D43

Total available own funds to meet the SCR


Total available own funds to meet the MCR

Total eligible own funds to meet the SCR


Total eligible own funds to meet the MCR

D38

D40

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

A46

B46

C46

D46

E46

A47

B47

C47

D47

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

A50

B50

C50

D50

E50

A51

B51

C51

D51

Tier 2

Tier 3

Total
SCR

A52

MCR
Ratio of Eligible own funds to SCR
Ratio of Eligible own funds to MCR

A54

Reconciliation reserve
Excess of assets over liabilities
Own shares (included as assets on the balance sheet)
Forseeable dividends and distributions
Other basic own fund items
Restricted own fund items due to ring fencing
Reconciliation reserve

A53
A55

Tier 1 - unrestricted
B23
B24
B25
B26
B27
B29

Tier 1 - unrestricted
Expected profits included in future premiums (EPIFP) - Life business

A30

Expected profits included in future premiums (EPIFP) - Non- life business

A31

Total EPIFP

A32

Ordinary share capital

Total

Tier 1

Paid in
Called up but not yet paid in
Own shares held
Total ordinary share capital

A56

B56

A57

C57

A58

B58

A59

B59

C59

Total

Tier 1

Tier 2

A67

B67

The initial fund members' contributions or the equivalent basic own - fund item
for mutual and mutual - type undertakings
Paid in
Called up but not yet paid in
Total initial fund

A68

Tier 3

C68

A69

B69

C69

Tier 1
Subordinated mutual members accounts (MMA)

Tier 2

Total

Tier 1

Of which counted under


transitionals

Tier 2

Of which counted under


transitionals

Tier 3

Dated subordinated MMA


Undated subordinated MMA with a call option
Undated subordinated MMA with no contractual opportunity to redeem

A73

B73

C73

D73

E73

F73

A74

B74

C74

D74

E74

F74

A75

B75

C75

D75

E75

F75

Total subordinated MMA

A76

B76

C76

D76

E76

F76

Tier 1

Tier 2

Total

Tier 1

Of which counted under


transitionals

Tier 2

Of which counted under


transitionals

Tier 3

A79

B79

C79

D79

E79

F79

A80

B80

C80

D80

E80

F80

A81

B81

C81

D81

E81

F81

A82

B82

C82

D82

E82

F82

Total

Tier 1

Of which counted under


transitionals

Tier 2

Of which counted under


transitionals

Dated subordinated liabilities


Undated subordinated liabilities with a contractual opportunity to redeem

A92

B92

C92

D92

E92

F92

A93

B93

C93

D93

E93

F93

Undated subordinated liabilities with no contractual opportunity to redeem

A94

B94

C94

D94

E94

F94

Total subordinated liabilities

A95

B95

C95

D95

E95

F95

Preference shares
Dated preference shares
Undated preference shares with a call option
Undated preference shares with no contractual opportunity to redeem
Total preference shares

Tier 1
Subordinated liabilities

Ancillary own funds

Tier 2

Tier 2

Tier 3

Items for which an amount was approved

Initial amounts approved

Current amounts

Initial amounts approved

Current amounts

A108

B108

C108

D108

B109

Items for which a method was approved

Excess of assets over liabilities - attribution of valuation differences


References to BS-C1, refer to the balance sheet template
S2 Value - Statutory accounts

Difference in the valuation of assets


Difference in the valuation of technical provisions
Difference in the valuation of other liabilities

Q1

Total of reserves and retained earnings from financial statements

Q4

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

Q5

Q2
Q3

Explanation

Q6

Reserves from financial statements adjusted for Solvency II valuation differences

Excess of assets over liabilities attributable to basic own fund items


(excluding the reconciliation reserve)

Q7

Excess of assets over liabilities

Q8

Q5

D109

Appendix I: Quantitative reporting templates


S.23.01.f
Own funds

Basic own funds


Ordinary share capital (gross of own shares)
Non-available called but not paid in ordinary share capital at group level
Share premium account related to ordinary share capital
Iinitial funds, members' contributions or the equivalent basic own - fund item for mutual and
mutual-type undertakings
Subordinated mutual member accounts
Non-available subordinated mutual member accounts at group level
Surplus funds
Non-available surplus funds at group level
Preference shares
Non-available preference shares at group level
Share premium account related to preference shares
Non-available share premium account related to preference shares at group level
Reconciliation reserve (group)
Subordinated liabilities
Non-available subordinated liabilities at group level
An amount equal to the value of net deferred tax assets
The amount equal to the value of net deferred tax assets not available at the group level

Total

Tier 1 - unrestricted

A1

B1

Tier 1 - restricted

Tier 2

Tier 3

C1

A1A

C1A

A2

B2

A3

B3

A4
A5
A6

B6

A7

B7

C2
C3
B4

C4

D4

B5

C5

D5

A8

B8

C8

D8

A10

B10

C10

D10

A9

B9

C9

D9

A11

B11

C11

D11

A13

B13

C13

D13

A14

B14

C14

A12A

B12A
D14

A15

D15

A15A

D15A

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

A16

B16

B16A

C16

D16

Non-available own funds related to non-EEA entities, due to local restrictions: regulatory or
otherwise, at group level
Minority interests (if not reported as part of another own fund item)
Non-available minority interests at group level

A17

B17

B17A

C17

D17

A18

B18

B18A

C18

D18

A19

B19

B19A

C19

D19

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
Total
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

B502

Deductions not included in the reconciliation reserve


Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Deductions for participations related credit institutions, investment firms and financial institutions
(Level I Article 228)
Deductions for participations where there is non-availability of information (Article 229)

A603

B603

C603

D603

A604

B604

C604

D604

E604

Deduction for participations included by using D&A when a combination of methods is used

A605

B605

C605

D605

E605

Total of non-available own fund items


Total deductions

A606

B606

C606

D606

E606

A607

B607

C607

D607

E607

Total basic own funds after adjustments (group)

A21

B21

B21A

C21

D21

Ancillary own funds

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

Unpaid and uncalled ordinary share capital callable on demand


Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item
for mutual and mutual - type undertakings, callable on demand

A33

C33

A34

C34

Unpaid and uncalled preference shares callable on demand


A legally binding commitment to subscribe and pay for subordinated liabilities on demand

A35

C35

D35

A36

C36

D36

Letters of credit and guarantees under Article 96(2) of the Framework Directive

A37

C37

Letters of credit and guarantees other than under Article 96(2) of the Framework Directive

A38

C38

Supplementary members calls under Article 96(3) of the Framework Directive

A39

C39

Supplementary members calls - other than under Article 96(3) of the Framework Directive

A40

C40

Non available ancillary own funds at group level


Other ancillary own funds
Total ancillary own funds (group)

A41

C41

D40
D41

A42

C42

D42

A44

C44

D44

Total
Credit institutions, investment firms and financial institutions

D38

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

A45
A45A

Institutions for occupational retirement provision


Non regulated entities carrying out financial activities
Total own funds of other financial sectors

A45C

Own funds aggregated when using the D&A and combination of method - Net

A45D

B45D

C45D

D45D

E45D

Own funds aggregated when using the D&A and a combination of method net of IGT

A45E

B45E

C45E

D45E

E45E

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

A48

B48

C48

D48

E48

A49

B49

C49

D49

Total available own funds to meet the SCR (group) (excluding other financial sector's own
funds)
Total available own funds to meet the minimum group SCR (group)

A45B

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

Total eligible own funds to meet the SCR


Total eligible own funds to meet the minimum group SCR (group)

A50A

B50A

C50A

D50A

E50A

A51A

B51A

C51A

D51A

Consolidated Group SCR


Minimum consolidated Group SCR (Article 230)
Ratio of Eligible own funds to SCR (excluding other financial sectors)

A52A

Ratio of Eligible own funds to Minimum Group SCR


SCR for entities included with D&A method
Ratio of Eligible own funds to SCR including other financial sectors' own funds and capital
requirements

A55A

Total

Reconciliation reserve
Excess of assets over liabilities
Own shares (included as assets on the balance sheet)
Foreseeable dividends and distributions

A53A
A54A

A53B
A55B

Tier 1 - unrestricted
B23
B24
B25

Other basic own fund items


Adjustment for restricted own fund items in respect of ring fenced funds
Other non available own funds
Reconciliation reserve (total group)

B26
B27
B28
B29A

Tier 1 - unrestricted
A30

Expected profits included in future premiums (EPIFP) - Life business


Expected profits included in future premiums (EPIFP) - Non- life business

A31

Total EPIFP

A32

Appendix I: Quantitative reporting templates


S.23.01.g
Own funds

Basic own funds


Ordinary share capital (gross of own shares)
Non-available called but not paid in ordinary share capital at group level
Share premium account related to ordinary share capital
Iinitial funds, members' contributions or the equivalent basic own - fund item for mutual and
mutual-type undertakings
Subordinated mutual member accounts
Non-available subordinated mutual member accounts at group level

Total

Tier 1 - unrestricted

A1

B1

Tier 1 - restricted

A2

B2

A3

B3

A5

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

A6

B6

A7

B7

Non-available subordinated liabilities at group level


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

C2
C3
B4

C4

D4

B5

C5

D5

A8

B8

C8

D8

A10

B10

C10

D10

A9

B9

C9

D9

A11

B11

C11

D11

A13

B13

C13

D13

A14

B14

C14

A12A

Reconciliation reserve (group)


Subordinated liabilities

Tier 3

C1A

A4

Surplus funds
Non-available surplus funds at group level
Preference shares
Non-available preference shares at group level
Share premium account related to preference shares

Tier 2
C1

A1A

B12A
D14

A15

D15

A15A

D15A

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

A16

B16

B16A

C16

D16

Non-available own funds related to non-EEA entities, due to local restrictions: regulatory or
otherwise, at group level
Minority interests (if not reported as part of another own fund item)
Non-available minority interests at group level

A17

B17

B17A

C17

D17

A18

B18

B18A

C18

D18

A19

B19

B19A

C19

D19

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
Total
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

B502

Deductions not included in the reconciliation reserve


Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Deductions for participations related credit institutions, investment firms and financial institutions
(Level I Article 228)
Deductions for participations where there is non-availability of information (Article 229)

A603

B603

C603

D603

A604

B604

C604

D604

E604

Deduction for participations included by using D&A when a combination of methods is used

A605

B605

C605

D605

E605

Total of non-available own fund items


Total deductions

A606

B606

C606

D606

E606

A607

B607

C607

D607

E607

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

A21

Total basic own funds after adjustments (group)


Total

B21

B21A

C21

D21

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

Ancillary own funds


Unpaid and uncalled ordinary share capital callable on demand
Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item
for mutual and mutual - type undertakings, callable on demand

A33

C33

A34

C34

Unpaid and uncalled preference shares callable on demand

A35

C35

D35

A legally binding commitment to subscribe and pay for subordinated liabilities on demand

A36

C36

D36

Letters of credit and guarantees under Article 96(2) of the Framework Directive

A37

C37

Letters of credit and guarantees other than under Article 96(2) of the Framework Directive

A38

C38

Supplementary members calls under Article 96(3) of the Framework Directive

A39

C39

Supplementary members calls - other than under Article 96(3) of the Framework Directive

A40

C40

D40

Non available ancillary own funds at group level


Other ancillary own funds

A41

C41

D41

A42

C42

D42

Total ancillary own funds (group)

A44

C44

D44

Total
Credit institutions, investment firms and financial institutions

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

A45D

B45D

C45D

D45D

E45D

A45E

B45E

C45E

D45E

E45E

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

A48

B48

C48

D48

E48

A49

B49

C49

D49

Total

Tier 1 - unrestricted

Tier 1 - restricted

Tier 2

Tier 3

A50A

B50A

C50A

D50A

E50A

A51A

B51A

C51A

D51A

Tier 2

Tier 3

A45

Institutions for occupational retirement provision


Non regulated entities carrying out financial activities

A45A

Total own funds of other financial sectors

A45C

Own funds aggregated when using the D&A and combination of method - Net
Own funds aggregated when using the D&A and a combination of method net of IGT

Total available own funds to meet the SCR (group) (excluding other financial sector's own
funds)
Total available own funds to meet the minimum group SCR (group)

Total eligible own funds to meet the SCR


Total eligible own funds to meet the minimum group SCR (group)

A45B

Total
Consolidated Group SCR
Minimum consolidated Group SCR (Article 230)
Ratio of Eligible own funds to SCR (excluding other financial sectors)

A52A

Ratio of Eligible own funds to Minimum Group SCR


SCR for entities included with D&A method

A55A

Ratio of Eligible own funds to SCR including other financial sectors' own funds and capital
requirements

A55B

Reconciliation reserve
Excess of assets over liabilities
Own shares (included as assets on the balance sheet)
Foreseeable dividends and distributions
Other basic own fund items
Adjustment for restricted own fund items in respect of ring fenced funds
Other non available own funds
Reconciliation reserve (total group)

A53A
A54A

A53B

Tier 1 - unrestricted
B23
B24
B25
B26
B27
B28
B29A

Tier 1 - unrestricted
Expected profits included in future premiums (EPIFP) - Life business

A30

Expected profits included in future premiums (EPIFP) - Non-life business

A31

Total EPIFP

A32

Ordinary share capital

D38

Total

Tier 1

Paid in

A56

B56

Called up but not yet paid in

A57

C57

Own shares held


Total ordinary share capital

The initial fund members' contributions or the equivalent basic own - fund item for mutual
and mutual - type undertakings
Paid in
Called up but not yet paid in
Total initial fund

A58

B58

A59

B59

C59

Total

Tier 1

Tier 2

A67

B67

A68

Tier 3

C68

A69

B69

C69

Tier 1
Subordinated mutual members accounts (MMA)

Tier 2

Total

Tier 1

Of which counted under


transitionals

Tier 2

Of which counted under


transitionals

Tier 3

Dated subordinated MMA


Undated subordinated MMA with a call option
Undated subordinated MMA with no contractual opportunity to redeem

A73

B73

C73

D73

E73

F73

A74

B74

C74

D74

E74

F74

A75

B75

C75

D75

E75

F75

Total subordinated MMA

A76

B76

C76

D76

E76

F76

Tier 1

Tier 2

Total

Tier 1

Of which counted under


transitionals

Tier 2

Of which counted under


transitionals

Tier 3

A79

B79

C79

D79

E79

F79

A80

B80

C80

D80

E80

F80

A81

B81

C81

D81

E81

F81

A82

B82

C82

D82

E82

F82

Total

Tier 1

Of which counted under


transitionals

Tier 2

Of which counted under


transitionals

Tier 3

Dated subordinated liabilities


Undated subordinated liabilities with a contractual opportunity to redeem

A92

B92

C92

D92

E92

F92

A93

B93

C93

D93

E93

F93

Undated subordinated liabilities with no contractual opportunity to redeem

A94

B94

C94

D94

E94

F94

Total subordinated liabilities

A95

B95

C95

D95

E95

F95

Initial amounts approved

Current amounts

Initial amounts approved

Current amounts

A108

B108

C108

D108

Preference shares
Dated preference shares
Undated preference shares with a call option
Undated preference shares with no contractual opportunity to redeem
Total preference shares

Tier 1
Subordinated liabilities

Ancillary own funds

Items for which an amount was approved


Items for which a method was approved

Tier 2

Tier 2

Tier 3

B109

Excess of assets over liabilities - attribution of valuation differences

References to BS-C1, refer to the balance sheet remplate


Difference in the valuation of assets
Difference in the valuation of technical provisions
Difference in the valuation of other liabilities
Total of reserves and retained earnings from financial statements

Q1

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

Q5

Q2
Q3
Q4

Q6

Reserves from financial statements adjusted for Solvency II valuation differences

Excess of assets over liabilities attributable to basic own fund items


(excluding the reconciliation reserve)

Q7

Excess of assets over liabilities

Q8

Explanation
Q5

D109

Appendix I: Quantitative reporting templates

S.25.01.b
Solvency Capital Requirement - for undertakings on Standard Formula or Partial Internal Models
Article 112? (Y/N)

A001

Solvency Capital Requirement calculated using standard formula


Net solvency capital
Gross solvency capital
requirement (including the requirement (excluding the
loss-absorbing capacity of
loss-absorbing capacity of
technical provisions)
technical provisions)

Market risk
Counterparty default risk
Life underwriting risk
Health underwriting risk
Non-life underwriting risk
Diversification
Intangible asset risk
Basic Solvency Capital Requirement

Operational risk

Loss-absorbing capacity of technical provisions


Loss-absorbing capacity of deferred taxes

B1
B2
B3
B4
B5
B6

AA01
AA02
AA03
AA04
AA05

A7

B7

AA07

A10

B10

A1
A2
A3
A4
A5
A6

Value
A13

A11
A12

Diversification between ring fenced funds and between ring fenced funds
and remaining part

A14A

Net Solvency Capital Requirements calculated using standard


formula

A14C

Remaining part of the Solvency Capital Requirement calculated


using partial internal model
Net solvency capital requirement (including the loss absorbing capacity of
technical provisions and/or deferred taxes when applicable)
Diversification (between Standard Formula and Partial Internal Model
components)

A8

A9

Capital requirement for business operated in accordance with Art. 4 of


Directive 2003/41/EC (transitional)

A17

Solvency capital requirement (excluding capital add-on)

A18

Capital add-ons already set


Solvency capital requirement

A19
A20

For information only:


Total amount of Notional Solvency Capital Requirements for ring fenced
funds (other than those related to business operated in accordance with
Art. 4 of Directive 2003/41/EC (transitional)
Total amount of Notional Solvency Capital Requirements for remaining
part

Gross future discretionary benefits


Net future discretionary benefits

Elements of the risks


covered by partial internal
model (Y/N)

A14B

A14

A11A
A11B

AA013

Appendix I: Quantitative reporting templates


S.25.01.l
Solvency Capital Requirement - for undertakings on Standard Formula or Partial Internal Models
Ring fenced fund? (Y/N))
Fund number

A30
A0

Solvency Capital Requirement calculated using standard formula


Net solvency capital
Gross solvency capital
requirement (including the requirement (excluding the
loss-absorbing capacity of loss-absorbing capacity of
technical provisions)
technical provisions)

Market risk
Counterparty default risk
Life underwriting risk
Health underwriting risk
Non-life underwriting risk
Diversification
Intangible asset risk
Basic Solvency Capital Requirement

Operational risk

Elements of the risks


covered by partial internal
model (Y/N)

B1
B2
B3
B4
B5
B6

AA01
AA02
AA03
AA04
AA05

A7

B7

AA07

A10

B10

A1
A2
A3
A4
A5
A6

Value
A13

Loss-absorbing capacity of technical provisions


Loss-absorbing capacity of deferred taxes

A11
A12

Individual Notional Solvency Capital Requirement for the ring fenced


fund/remaining part

A31

AA013

Appendix I: Quantitative reporting templates

S.25.01.g
Solvency Capital Requirement - for undertakings on Standard Formula or Partial Internal Models
Article 112? (Y/N)

A001

Solvency Capital Requirement calculated using standard formula


Net solvency capital
Gross solvency capital
requirement (including the requirement (excluding the
loss-absorbing capacity of
loss-absorbing capacity of
technical provisions)
technical provisions)

Elements of the risks


covered by partial internal
model (Y/N)

Market risk
Counterparty default risk
Life underwriting risk
Health underwriting risk
Non-life underwriting risk
Diversification

A1
A2
A3
A4
A5
A6

B1
B2
B3
B4
B5
B6

AA01
AA02
AA03
AA04
AA05

Intangible asset risk

A7

B7

AA07

A10

B10

Basic Solvency Capital Requirement

Operational risk

Loss-absorbing capacity of technical provisions


Loss-absorbing capacity of deferred taxes

Value
A13

A11
A12

Diversification between ring fenced funds and between ring fenced funds
and remaining part

A14A

Net Solvency Capital Requirements calculated using standard


formula

A14C

Remaining part of the Solvency Capital Requirement calculated


using partial internal model
Net solvency capital requirement (including the loss absorbing capacity of
technical provisions and/or deferred taxes when applicable)
Diversification (between Standard Formula and Partial Internal Model
components)
Capital requirement for business operated in accordance with Art. 4 of
Directive 2003/41/EC (transitional)

Capital requirements of other financial sectors (Non-insurance capital


requirements) (groups only):
Credit institution & investment firms and financial institutions
Institutions for occupational retirement provision
Non regulated entities carrying out financial activities

A8

A9

A17

A15
A15A
A15B
A15C

Non-controlled participation requirements (groups only)

A16

Solvency capital requirement (excluding capital add-on)

A18

Capital add-ons already set


Solvency capital requirement

A19
A20

Minimum consolidated group solvency capital requirement (groups only)

A21

For information only:


Total amount of Notional Solvency Capital Requirements for ring fenced
funds (other than those related to business operated in accordance with
Art. 4 of Directive 2003/41/EC (transitional)
Total amount of Notional Solvency Capital Requirements for remaining
part

Gross future discretionary benefits


Net future discretionary benefits

A14B

A14

A11A
A11B

AA013

Appendix I: Quantitative reporting templates


S.25.01.n
Solvency Capital Requirement - for undertakings on Standard Formula or Partial Internal Models
Ring fenced fund? (Y/N))
Fund number

A30
A0

Solvency Capital Requirement calculated using standard formula


Net solvency capital
Gross solvency capital
requirement (including the requirement (excluding the
loss-absorbing capacity of
loss-absorbing capacity of
technical provisions)
technical provisions)

Elements of the risks


covered by partial internal
model (Y/N)

Market risk
Counterparty default risk
Life underwriting risk
Health underwriting risk
Non-life underwriting risk
Diversification

A1
A2
A3
A4
A5
A6

B1
B2
B3
B4
B5
B6

AA01
AA02
AA03
AA04
AA05

Intangible asset risk

A7

B7

AA07

A10

B10

Basic Solvency Capital Requirement

Operational risk

Value
A13

Loss-absorbing capacity of technical provisions


Loss-absorbing capacity of deferred taxes

A11
A12

Individual Notional Solvency Capital Requirement for the ring fenced


fund/remaining part

A31

AA013

Appendix I: Quantitative reporting templates


S.25.02.b
Solvency Capital Requirement - for undertakings on Partial Internal Models
Unique number
of component
Component
Description
Components in descending order of size
A1

A1A

Modelling approach Modelling approach to


Net solvency capital
Gross solvency capital requirement
to calculation of loss
calculation of loss
requirement (including the loss
(excluding the loss-absorbing
absorbing capacity absorbing capacity of absorbing capacity of technical
capacity of technical provisions
of technical
deferred taxes
provisions and/or deferred
and/or deferred taxes when
provisions
taxes when applicable)
applicable)

A1B

A1C

B1

C1

A1B

A1C

Total undiversified components

B1
B2

C1
C2

Diversification

B3

C3

Solvency capital requirement calculated using partial internal


model including/excluding adjustments for loss absorbing
capacity of technical provisions and/or deferred taxes,if
modelled within components

B4

C4

Loss-absorbing capacity of technical provisions if not modelled within


components

B5

Loss absorbing capacity for deferred taxes if not modelled within


components

B6

Solvency capital requirement calculated using partial internal


model

B7

Code of component

A1

For information only:


Amount/estimate of loss-absorbing capacity of technical provisions if
modelled within components

C5

Amount/estimate of loss-absorbing capacity ot deferred tax if


modelled within components

C6

Total amount of Notional Solvency Capital Requirements for ring


fenced funds (other than those related to business operated in
accordance with Art. 4 of Directive 2003/41/EC (transitional)
Total amount of Notional Solvency Capital Requirements for
remaining part
Diversification between ring fenced funds and between ring fenced
funds and remaining part

Gross future discretionary benefits


Net future discretionary benefits

Date of formal approval of partial internal model

B8

B8AA
B8A

A11A
A11B

B9

Appendix I: Quantitative reporting templates

S.25.02.g
Solvency Capital Requirement - for undertakings on Partial Internal Models
Unique number
of component
Component
Description
Components in descending order of size
A1

A1B

A1C

B1

C1

A1B

A1C

Total undiversified components

B1
B2

C1
C2

Diversification

B3

C3

Solvency capital requirement calculated using partial internal


model including/excluding adjustments for loss absorbing
capacity of technical provisions and/or deferred taxes,if
modelled within components

B4

C4

Loss-absorbing capacity of technical provisions if not modelled within


components

B5

Loss absorbing capacity for deferred taxes if not modelled within


components

B6

Solvency capital requirement calculated using partial internal model

B7

For information only:

A1A
Code of
component

Modelling approach Modelling approach to


Net solvency capital
Gross solvency capital requirement
to calculation of loss
calculation of loss
requirement (including the loss
(excluding the loss-absorbing
absorbing capacity absorbing capacity of absorbing capacity of technical
capacity of technical provisions
of technical
deferred taxes
provisions and/or deferred
and/or deferred taxes when
provisions
taxes when applicable)
applicable)

A1

Value

Amount/estimate of loss-absorbing capacity of technical provisions if


modelled within components

C5

Amount/estimate of loss-absorbing capacity ot deferred tax if


modelled within components

C6

Total amount of Notional Solvency Capital Requirements for ring


fenced funds (other than those related to business operated in
accordance with Art. 4 of Directive 2003/41/EC (transitional))

B8

Total amount of Notional Solvency Capital Requirements for


remaining part
Diversification between ring fenced funds and between ring fenced
funds and remaining part

B8AA

Gross future discretionary benefits


Net future discretionary benefits

A11A
A11B

Date of formal approval of partial internal model

B8A

B9

Appendix I: Quantitative reporting templates

S.25.03.b
Solvency Capital Requirement - for undertakings on Full Internal Models
Unique number of
component
Component
Description

Components in descending order of size


A1

A1A

Modelling approach Modelling approach


Net solvency capital
Gross solvency capital requirement
to calculation of
to calculation of
requirement (including the
(excluding the loss-absorbing
loss absorbing
loss absorbing
loss absorbing capacity of
capacity of technical provisions
capacity of
capacity of
technical provisions and/or
and/or deferred taxes when
technical
deferred taxes
deferred taxes when
applicable)
provisions
applicable)

A1B

A1C

B1

C1

A1B

A1C

Total undiversified components

B1
B2

C1
C2

Diversification

B3

C3

Solvency capital requirement calculated using partial internal model


including/excluding adjustments for loss absorbing capacity of technical
provisions and/or deferred taxes,if modelled within components

B4

C4

Loss-absorbing capacity of technical provisions if not modelled within components

B5

Loss absorbing capacity for deferred taxes if not modelled within components

B6

Capital requirement for business operated in accordance with Art. 4 of Directive


2003/41/EC (transitional)

B9

Code of component

A1

Solvency capital requirement calculated using full internal model, excluding


capital add - on

B10

Capital add-ons

B11
B12

Solvency capital requirement calculated using full internal model

For information only:


Amount/estimate of loss-absorbing capacity of technical provisions if modelled within
components

Amount/estimate of loss-absorbing capacity ot deferred tax if modelled within


components
Total amount of Notional Solvency Capital Requirements for ring fenced funds (other
than those related to business operated in accordance with Art. 4 of Directive
2003/41/EC (transitional))
Total amount of Notional Solvency Capital Requirements for remaining part

Value

C5

C6
B14

B14AA

Diversification between ring fenced funds and between ring fenced funds and
remaining part

B14A

Gross future discretionary benefits


Net future discretionary benefits

A11A
A11B

Date of formal approval of internal model

B15

Appendix I: Quantitative reporting templates

S.25.03.g
Solvency Capital Requirement - for undertakings on Full Internal Models
Unique number of
component
Component
Description

Components in descending order of size


A1

A1A

Modelling approach
Modelling approach to
to calculation of calculation of loss absorbing
loss absorbing
capacity of deferred taxes
capacity of
technical
provisions

Net solvency capital requirement


(including the loss absorbing
capacity of technical provisions
and/or deferred taxes when
applicable)

Gross solvency capital requirement


(excluding the loss-absorbing
capacity of technical provisions
and/or deferred taxes when
applicable)

A1B

A1C

B1

C1

A1B

A1C

Total undiversified components

B1
B2

C1
C2

Diversification

B3

C3

Solvency capital requirement calculated using full internal model


including/excluding adjustments for loss absorbing capacity of technical
provisions and /or deferred taxes if modelled within components

B4

C4

Code of component

A1

Loss-absorbing capacity of technical provisions if not modelled within components


B5
Loss absorbing capacity for deferred taxes if not modelled within components

Capital requirements of other financial sectors (Non-insurance capital requirements)


(groups only):
Credit institution & investment firms and financial institutions
Institutions for occupational retirement provision
Non regulated entities carrying out financial activities

B6

Value
B7
B7A
B7B
B7C

Non-controlled participations requirements (groups only):

B8

Capital requirement for business operated in accordance with Art. 4 of Directive


2003/41/EC (transitional)

B9

Solvency capital requirement calculated using full internal model, excluding


capital add - on

B10

Capital add-ons

B11

Solvency capital requirement calculated using full internal model


Minimum consolidated group solvency capital requirement (groups only)

B12

B13

Amount/estimate of loss-absorbing capacity of technical provisions if modelled within


components

C5

Amount/estimate of loss-absorbing capacity ot deferred tax if modelled within


components

C6

Total amount of Notional Solvency Capital Requirements for ring fenced funds (other
than those related to business operated in accordance with Art. 4 of Directive
2003/41/EC (transitional))
Total amount of Notional Solvency Capital Requirements for remaining part

B14

B14AA

Diversification between ring fenced funds and between ring fenced funds and
remaining part

B14A

Gross future discretionary benefits


Net future discretionary benefits

A11A
A11B

Date of formal approval of internal model

B15

Appendix I: Quantitative reporting templates


S.26.01.b
Solvency Capital Requirement - Market risk
Simplifications used
Simplifications - spread
Captives simplifications
Captives simplifications
Captives simplifications

risk - bonds and loans ? (Y/N)


- interest rate risk ?(Y/N)
-spread risk ?(Y/N)
- market concentration risk ?(Y/N)

Market risk - basic information

A00
AA01
AA02
AA03

para. IX.2 Normalisation


No change in the business templates
Absolute values after shock

Initial absolute values before shock

para. X.2 Normalisation


No change in the business templates

Assets

Liabilities

Assets

Liabilities
(including the
loss absorbing
capacity of
technical
provisions)

A1

A1A

B1

B1A

C0
C1

B1B

D0
D1

A2

A2A

B2

B2A

C2

B2B

D2

Equity risk
type 1 equities
type 1 equity
strategic participations (type 1 equities)
duration-based (type 1 equities)
type 2 equities
type 2 equity
strategic participations (type 2 equities)
duration-based (type 2 equities)

A4
A5
A6
A7
A8
A9
A10
A11

A4A

B4
B5
B6
B7
B8
B9
B10
B11

B4A

C3
C4

B4B

D3
D4

B8A

C8

B8B

D8

Property risk

A12

A12A

B12

B12A

C12

B12B

D12

Spread risk
bonds and loans

A14

A14A

B14

B14A

C13
C14

B14B

D13
D14

A16
A17
A18

A16A
A17A
A18A

B16
B17
B18

B16A
B17A
B18A

C15
C16
C17
C18

B16B
B17B
B18B

D15
D16
D17
D18

Interest rate risk

Net solvency capital


requirement (including the
loss-absorbing capacity of
technical provisions)

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

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

interest rate down shock


interest rate up shock

credit derivatives
downward shock on credit derivatives
upward shock on credit derivatives
tradable securities or other financial instruments based on
repackaged loans
Market risk concentrations

A8A

A19

A19A

Currency risk

A20

A20A

Counter-cyclical premium risk

A21

A21A

C19

D19

C20
B21

B21A

C21

D20
B21B

D21

Diversification within market risk module

C22

D22

Total capital requirement for market risk

C23

D23

Appendix I: Quantitative reporting templates


S.26.01.l
Solvency Capital Requirement - Market risk
Simplifications used
Simplifications - spread
Captives simplifications
Captives simplifications
Captives simplifications

risk - bonds and loans ? (Y/N)


- interest rate risk ?(Y/N)
-spread risk ?(Y/N)
- market concentration risk ?(Y/N)

Ring fenced fund? (Y/N)


Fund number

A00
AA01
AA02
AA03
A30
A0

para. IX.2 Normalisation


No change in the business templates

para. X.2 Normalisation


No change in the business templates

Market risk - basic information


Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities
(including the
loss absorbing
capacity of
technical
provisions)

A1

A1A

B1

B1A

C0
C1

B1B

D0
D1

A2

A2A

B2

B2A

C2

B2B

D2

Equity risk
type 1 equities
type 1 equity
strategic participations (type 1 equities)
duration-based (type 1 equities)
type 2 equities
type 2 equity
strategic participations (type 2 equities)
duration-based (type 2 equities)

A4
A5
A6
A7
A8
A9
A10
A11

A4A

B4
B5
B6
B7
B8
B9
B10
B11

B4A

C3
C4

B4B

D3
D4

B8A

C8

B8B

D8

Property risk

A12

A12A

B12

B12A

C12

B12B

D12

B14B

D13
D14

B16B
B17B
B18B

D15
D16
D17
D18

Interest rate risk

Net solvency capital


requirement (including the
loss-absorbing capacity of
technical provisions)

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

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

interest rate down shock


interest rate up shock

Spread risk
bonds and loans
credit derivatives
downward shock on credit derivatives
upward shock on credit derivatives
tradable securities or other financial instruments based on
repackaged loans
Market risk concentrations

A8A

A14

A14A

B14

B14A

C13
C14

A16
A17
A18

A16A
A17A
A18A

B16
B17
B18

B16A
B17A
B18A

C15
C16
C17
C18

A19

A19A

C19

Currency risk

A20

A20A

C20

Counter-cyclical premium risk

A21

A21A

B21

B21A

C21

D19
D20
B21B

D21

Diversification within market risk module

C22

D22

Total capital requirement for market risk

C23

D23

Appendix I: Quantitative reporting templates


S.26.01.g
Solvency Capital Requirement - Market risk
Simplifications used
Simplifications - spread risk - bonds and loans ? (Y/N)
Captives simplifications - interest rate risk ?(Y/N)
Captives simplifications - spread risk ?(Y/N)
Captives simplifications - market concentration risk ?(Y/N)
Market risk - basic information

A00
AA01
AA02
AA03

para. IX.2 Normalisation


No change in the business templates
Absolute values after shock

Initial absolute values before shock

para. X.2 Normalisation


No change in the business templates

Assets

Liabilities

Assets

Liabilities
(including the
loss absorbing
capacity of
technical
provisions)

A1
A2

A1A
A2A

B1
B2

B1A
B2A

C0
C1
C2

B1B
B2B

D0
D1
D2

Equity risk
type 1 equities
type 1 equity
strategic participations (type 1 equities)
duration-based (type 1 equities)
type 2 equities
type 2 equity
strategic participations (type 2 equities)
duration-based (type 2 equities)

A4
A5
A6
A7
A8
A9
A10
A11

A4A

B4
B5
B6
B7
B8
B9
B10
B11

B4A

C3
C4

B4B

D3
D4

B8A

C8

B8B

D8

Property risk

A12

A12A

B12

B12A

C12

B12B

D12

Spread risk
bonds and loans

A14

A14A

B14

B14A

C13
C14

B14B

D13
D14

A16
A17
A18

A16A
A17A
A18A

B16
B17
B18

B16A
B17A
B18A

C15
C16
C17
C18

B16B
B17B
B18B

D15
D16
D17
D18

Market risk concentrations

A19

A19A

C19

Currency risk

A20

A20A

C20

Counter-cyclical premium risk

A21

A21A

Interest rate risk


interest rate down shock

Net solvency capital


requirement (including the
loss-absorbing capacity of
technical provisions)

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

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

interest rate up shock

credit derivatives
downward shock on credit derivatives
upward shock on credit derivatives
tradable securities or other financial instruments based on
repackaged loans

A8A

B21

B21A

C21

D19
D20
B21B

D21

Diversification within market risk module

C22

D22

Total capital requirement for market risk

C23

D23

Appendix I: Quantitative reporting templates


S.26.01.n
Solvency Capital Requirement - Market risk
Simplifications used
Simplifications - spread risk - bonds and loans ? (Y/N)
Captives simplifications - interest rate risk ?(Y/N)
Captives simplifications - spread risk ?(Y/N)
Captives simplifications - market concentration risk ?(Y/N)
Ring fenced fund? (Y/N)
Fund number

A00
AA01
AA02
AA03
A30
A0

para. IX.2 Normalisation


No change in the business templates

para. X.2 Normalisation


No change in the business templates

Market risk - basic information


Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities
(including the
loss absorbing
capacity of
technical
provisions)

A1
A2

A1A
A2A

B1
B2

B1A
B2A

C0
C1
C2

B1B
B2B

D0
D1
D2

Equity risk
type 1 equities
type 1 equity
strategic participations (type 1 equities)
duration-based (type 1 equities)
type 2 equities
type 2 equity
strategic participations (type 2 equities)
duration-based (type 2 equities)

A4
A5
A6
A7
A8
A9
A10
A11

A4A

B4
B5
B6
B7
B8
B9
B10
B11

B4A

C3
C4

B4B

D3
D4

B8A

C8

B8B

D8

Property risk

A12

A12A

B12

B12A

C12

B12B

D12

B14B

D13
D14

B16B
B17B
B18B

D15
D16
D17
D18

Interest rate risk


interest rate down shock
interest rate up shock

Spread risk
bonds and loans

A8A

Net solvency capital


requirement (including the
loss-absorbing capacity of
technical provisions)

A14

A14A

B14

B14A

C13
C14

A16
A17
A18

A16A
A17A
A18A

B16
B17
B18

B16A
B17A
B18A

C15
C16
C17
C18

Market risk concentrations

A19

A19A

C19

Currency risk

A20

A20A

C20

Counter-cyclical premium risk

A21

A21A

credit derivatives
downward shock on credit derivatives
upward shock on credit derivatives
tradable securities or other financial instruments based on
repackaged loans

B21

B21A

C21

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

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

D19
D20
B21B

D21

Diversification within market risk module

C22

D22

Total capital requirement for market risk

C23

D23

Appendix I: Quantitative reporting templates


S.26.02.b
Solvency Capital Requirement - Counterparty default risk

Simplifications? (Y/N)
Captives simplifications? (Y/N)

Simplifications used
A00
A001
Name of single name
exposure

para. IX.2 ID codes of supporting document


No change in the business templates
Code of single name exposure
Type of code
Loss Given Default

Probability of Default

Net solvency capital


requirement (including
the loss-absorbing
capacity of technical
provisions)

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

Counterparty default risk - basic


information
Type 1 exposures
Single name exposure 1
Single name exposure 2
Single name exposure 3
Single name exposure 4
Single name exposure 5
Single name exposure 6
Single name exposure 7
Single name exposure 8
Single name exposure 9
Single name exposure 10
Type 2 exposures
Receivables from Intermediaries due for more
than 3 months
All type 2 exposures other than receivables
from Intermediaries due for more than 3
months
Diversification within counterparty default risk
module
Total capital requirement for
counterparty default risk

A10
A10
A10
A10
A10
A10
A10
A10
A10
A10

AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10

AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10

A1
A1
A1
A1
A1
A1
A1
A1
A1
A1

C0

B1
B1
B1
B1
B1
B1
B1
B1
B1
B1

C1
A2

A3

C3
D4

C4

Appendix I: Quantitative reporting templates


S.26.02.l
Solvency Capital Requirement - Counterparty default risk
Simplifications used
Simplifications? (Y/N)
Captives simplifications? (Y/N)
Ring fenced fund? (Y/N)
Fund number

A00
A001
A30
A0
Name of single name
exposure

Code of single name exposure

A10
A10
A10
A10
A10
A10
A10
A10
A10
A10

AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10

para. IX.2 ID codes of supporting document


No change in the business templates
Type of code
Loss Given Default

Probability of Default

Net solvency capital


requirement (including
the loss-absorbing
capacity of technical
provisions)

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

Counterparty default risk - basic


information
Type 1 exposures
Single name exposure 1
Single name exposure 2
Single name exposure 3
Single name exposure 4
Single name exposure 5
Single name exposure 6
Single name exposure 7
Single name exposure 8
Single name exposure 9
Single name exposure 10
Type 2 exposures
Receivables from Intermediaries due for more
than 3 months
All type 2 exposures other than receivables
from Intermediaries due for more than 3
months
Diversification within counterparty default risk
module
Total capital requirement for
counterparty default risk

AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10

A1
A1
A1
A1
A1
A1
A1
A1
A1
A1

C0

B1
B1
B1
B1
B1
B1
B1
B1
B1
B1

C1
A2

A3

C3
D4

C4

Appendix I: Quantitative reporting templates


S.26.02.g
Solvency Capital Requirement - Counterparty default risk

Simplifications? (Y/N)
Captives simplifications? (Y/N)

Simplifications used
A00
A001
Name of single name
exposure

Code of single name exposure

para. IX.2 ID codes of supporting document


No change in the business templates
Loss Given Default

Probability of Default

Type of code

Net solvency capital


requirement (including
the loss-absorbing
capacity of technical
provisions)

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

Counterparty default risk - basic


information
Type 1 exposures
Single name exposure 1
Single name exposure 2
Single name exposure 3
Single name exposure 4
Single name exposure 5
Single name exposure 6
Single name exposure 7
Single name exposure 8
Single name exposure 9
Single name exposure 10
Type 2 exposures
Receivables from Intermediaries due for more
than 3 months
All type 2 exposures other than receivables
from Intermediaries due for more than 3
months
Diversification within counterparty default risk
module
Total capital requirement for
counterparty default risk

A10
A10
A10
A10
A10
A10
A10
A10
A10
A10

AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10

AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10

A1
A1
A1
A1
A1
A1
A1
A1
A1
A1

C0

B1
B1
B1
B1
B1
B1
B1
B1
B1
B1

C1
A2

A3

C3
D4

C4

Appendix I: Quantitative reporting templates


S.26.02.n
Solvency Capital Requirement - Counterparty default risk

Simplifications? (Y/N)
Captives simplifications? (Y/N)
Ring fenced fund? (Y/N)
Fund number

Simplifications used
A00
A001
A30
A0

Name of single name exposure

Code of single name


exposure

para. IX.2 ID codes of supporting document


No change in the business templates
Loss Given
Probability of Default
Default
Type of code

Net solvency capital


requirement (including
the loss-absorbing
capacity of technical
provisions)

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

Counterparty default risk - basic


information
Type 1 exposures
Single name exposure 1
Single name exposure 2
Single name exposure 3
Single name exposure 4
Single name exposure 5
Single name exposure 6
Single name exposure 7
Single name exposure 8
Single name exposure 9
Single name exposure 10
Type 2 exposures
Receivables from Intermediaries due for more
than 3 months
All type 2 exposures other than receivables
from Intermediaries due for more than 3
months
Diversification within counterparty default risk
module
Total capital requirement for
counterparty default risk

A10
A10
A10
A10
A10
A10
A10
A10
A10
A10

AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10
AA10

AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10
AB10

A1
A1
A1
A1
A1
A1
A1
A1
A1
A1

C0

B1
B1
B1
B1
B1
B1
B1
B1
B1
B1

C1
A2

A3

C3
D4

C4

Appendix I: Quantitative reporting templates

S.26.03.b
Solvency Capital Requirement - Life underwriting risk
Simplifications used
Simplifications - mortality risk ? (Y/N)
Simplifications- longevity risk? (Y/N)
Simplifications - disability-morbidity risk? (Y/N)
Simplifications - lapse risk? (Y/N)
Simplifications - life expense risk ? (Y/N)
Simplifications - life catastrophe risk? (Y/N)
Captives simplifications (Y/N)

A01
A02
A03
A04
A05
A06
A001

Life underwriting risk - basic information


Initial absolute values before shock

Absolute values after shock


Net solvency capital
requirement (including
the loss-absorbing
capacity of technical
provisions)

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

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

C1

B1B

D1

C2

B2B

D2

B3A

C3

B3B

D3

B4B
B5B
B6B

D04
D4
D5
D6

Assets

Liabilities

Assets

Liabilities
(including the loss
absorbing capacity
of technical
provisions)

Mortality risk

A1

A1A

B1

B1A

Longevity risk

A2

A2A

B2

B2A

Disability-morbidity risk

A3

A3A

B3

Lapse risk
risk of increase in lapse rates
risk of decrease in lapse rates
mass lapse risk

A4
A5
A6

A4A
A5A
A6A

B4
B5
B6

B4A
B5A
B6A

C04
C4
C5
C6

Life expense risk

A7

A7A

B7

B7A

C7

B7B

D7

Revision risk

A8

A8A

B8

B8A

C8

B8B

D8

Life catastrophe risk

A9

A9A

B9

B9A

C9

B9B

Diversification within life underwriting risk module


Total capital requirement for life underwriting risk
Further details on revision risk
Factor applied for the revision shock

USP
A12

D9

C10

D10

C11

D11

Appendix I: Quantitative reporting templates

S.26.03.l
Solvency Capital Requirement - Life underwriting risk
Simplifications used
Simplifications - mortality risk ? (Y/N)
Simplifications- longevity risk? (Y/N)
Simplifications - disability-morbidity risk? (Y/N)
Simplifications - lapse risk? (Y/N)
Simplifications - life expense risk ? (Y/N)
Simplifications - life catastrophe risk? (Y/N)
Captives simplifications (Y/N)
Ring fenced fund? (Y/N)
Fund number

A01
A02
A03
A04
A05
A06
A001
A30
A0

Life underwriting risk - basic information


Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities
(including the
loss absorbing
capacity of
technical
provisions)

Mortality risk

A1

A1A

B1

B1A

Longevity risk

A2

A2A

B2

B2A

Disability-morbidity risk

A3

A3A

B3

Net solvency capital


requirement (including
the loss-absorbing
capacity of technical
provisions)

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

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

C1

B1B

D1

C2

B2B

D2

B3A

C3

B3B

D3

B4B
B5B
B6B

D04
D4
D5
D6

Lapse risk
risk of increase in lapse rates
risk of decrease in lapse rates
mass lapse risk

A4
A5
A6

A4A
A5A
A6A

B4
B5
B6

B4A
B5A
B6A

C04
C4
C5
C6

Life expense risk

A7

A7A

B7

B7A

C7

B7B

D7

Revision risk

A8

A8A

B8

B8A

C8

B8B

D8

Life catastrophe risk

A9

A9A

B9

B9A

C9

B9B

Diversification within life underwriting risk module


Total capital requirement for life underwriting risk
Further details on revision risk
Factor applied for the revision shock

USP
A12

D9

C10

D10

C11

D11

Appendix I: Quantitative reporting templates

S.26.03.g
Solvency Capital Requirement - Life underwriting risk
Simplifications used
Simplifications - mortality risk ? (Y/N)
Simplifications - longevity risk? (Y/N)
Simplifications - disability-morbidity risk? (Y/N)
Simplifications - lapse risk? (Y/N)
Simplifications - life expense risk ? (Y/N)
Simplifications - life catastrophe risk? (Y/N)
Captives simplifications (Y/N)

A01
A02
A03
A04
A05
A06
A001

Life underwriting risk - basic information


Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities
(including the
loss absorbing
capacity of
technical
provisions)

Mortality risk

A1

A1A

B1

B1A

Longevity risk

A2

A2A

B2

B2A

Disability-morbidity risk

A3

A3A

B3

Net solvency capital


requirement (including
the loss-absorbing
capacity of technical
provisions)

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

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

C1

B1B

D1

C2

B2B

D2

B3A

C3

B3B

D3

B4B
B5B
B6B

D04
D4
D5
D6

Lapse risk
risk of increase in lapse rates
risk of decrease in lapse rates
mass lapse risk

A4
A5
A6

A4A
A5A
A6A

B4
B5
B6

B4A
B5A
B6A

C04
C4
C5
C6

Life expense risk

A7

A7A

B7

B7A

C7

B7B

D7

Revision risk

A8

A8A

B8

B8A

C8

B8B

D8

Life catastrophe risk

A9

A9A

B9

B9A

C9

B9B

Diversification within life underwriting risk module


Total capital requirement for life underwriting risk
Further details on revision risk
Factor applied for the revision shock

USP
A12

D9

C10

D10

C11

D11

Appendix I: Quantitative reporting templates

S.26.03.n
Solvency Capital Requirement - Life underwriting risk
Simplifications used
Simplifications - mortality risk ? (Y/N)
Simplifications - longevity risk? (Y/N)
Simplifications - disability-morbidity risk? (Y/N)
Simplifications - lapse risk? (Y/N)
Simplifications - life expense risk ? (Y/N)
Simplifications - life catastrophe risk? (Y/N)
Captives simplifications (Y/N)
Ring fenced fund? (Y/N)
Fund number

A01
A02
A03
A04
A05
A06
A001
A30
A0

Life underwriting risk - basic information


Initial absolute values before shock

Absolute values after shock


Net solvency capital
requirement (including
the loss-absorbing
capacity of technical
provisions)

Assets

Liabilities

Assets

Liabilities
(including the
loss absorbing
capacity of
technical
provisions)

Mortality risk

A1

A1A

B1

B1A

C1

B1B

D1

Longevity risk

A2

A2A

B2

B2A

C2

B2B

D2

Disability-morbidity risk

A3

A3A

B3

B3A

C3

B3B

D3

Lapse risk
risk of increase in lapse rates
risk of decrease in lapse rates
mass lapse risk

A4
A5
A6

A4A
A5A
A6A

B4
B5
B6

B4A
B5A
B6A

C04
C4
C5
C6

B4B
B5B
B6B

D04
D4
D5
D6

Life expense risk

A7

A7A

B7

B7A

C7

B7B

D7

Revision risk

A8

A8A

B8

B8A

C8

B8B

D8

Life catastrophe risk

A9

A9A

B9

B9A

C9

B9B

D9

Diversification within life underwriting risk module


Total capital requirement for life underwriting risk
Further details on revision risk
Factor applied for the revision shock

USP
A12

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

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

C10

D10

C11

D11

Appendix I: Quantitative reporting templates

S.26.04.b
Solvency Capital Requirement - Health underwriting risk
Simplifications
used
A01
A02
A03
A04
A05
A001

Simplifications - health mortality risk ? (Y/N)


Simplifications - health longevity risk? (Y/N)
Simplifications - health disability-morbidity risk? (Y/N)
Simplifications - SLT lapse risk? (Y/N)
Simplifications - health expense risk ? (Y/N)
Captives simplifications (Y/N)

SLT health underwriting risk - basic information

Initial absolute values before shock

Absolute values after shock

Net solvency capital


Liabilities (including the
requirement (including the
loss absorbing capacity
loss-absorbing capacity of
of technical provisions)
technical provisions)

Liabilities (excluding the Gross solvency capital requirement


loss-absorbing capacity
(excluding the loss-absorbing
of technical provisions)
capacity of technical provisions)

Assets

Liabilities

Assets

Health mortality risk

A1

A1A

B1

B1A

C1

B1B

D1

Health longevity risk

A2

A2A

B2

B2A

C2

B2B

D2

Health disability-morbidity risk

A3

A3A

B3

B3A

C3

B3B

D3

SLT health lapse risk


risk of increase in lapse rates
risk of decrease in lapse rates
mass lapse risk

A4
A5
A6

A4A
A5A
A6A

B4
B5
B6

B4A
B5A
B6A

C04
C4
C5
C6

B4B
B5B
B6B

D04
D4
D5
D6

Health expense risk

A7

A7A

B7

B7A

C7

B7B

D7

Health revision risk

A8

A8A

B8

B8A

C8

B8B

D8

Diversification within SLT health underwriting risk


Total capital requirement for SLT health underwriting risk

Further details on revision risk


Factor applied for the revision shock

C9

D9

C10

D10

USP
A11

Standard deviation for premium risk

NSLT Health premium and reserve risk - basic information

Medical expenses insurance and proportional reinsurance


Income protection insurance and proportional reinsurance
Worker's compensation insurance and proportional reinsurance
Non-proportional health reinsurance

Standard deviation
for reserve risk

Volume measure for premium and reserve risk

USP
Standard Deviation

USP
Adjustment factor for
non-proportional
reinsurance

USP

Vprem

Vres

A12
A13
A14
A15

A12A
A13A
A14A
A15A

B12
B13
B14
B15

C12
C13
C14
C15

D12
D13
D14
D15

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

D18

Total Volume measure

Combined standard deviation


Total NSLT health premium and reserve risk

Value
A16
A17
Initial absolute values before shock

NSLT health lapse risk

Absolute values after shock

Assets

Liabilities

Assets

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

A18

A18A

B18

B18B

Diversification within NSLT health underwriting risk

D19

Total NSLT health underwriting risk

D20

Health catastrophe risk - basic information

Mass accident risk


Accident concentration risk
Pandemic risk

Net capital
Gross capital
requirement
requirement
(including the loss- (excluding the lossabsorbing capacity absorbing capacity
of technical
of technical
provisions)
provisions)
B21
A21
B22
A22
B23
A23

Diversification within health catastrophe risk

B24

A24

Total capital requirement for health catastrophe risk

B25

A25

Diversification within health underwriting risk module


Total capital requirement for health underwriting risk

Net capital
Gross capital
requirement
requirement
(including the loss- (excluding the lossabsorbing capacity absorbing capacity
of technical
of technical
provisions)
provisions)
B26
A26
B27

A27

Geographical Diversification

E12
E13
E14
E15
Total Volume measure

F12
F13
F14
F15
F16

Appendix I: Quantitative reporting templates

S.26.04.l
Solvency Capital Requirement - Health underwriting risk
Simplifications used
Simplifications - health mortality risk ? (Y/N)
Simplifications - health longevity risk? (Y/N)
Simplifications - health disability-morbidity risk? (Y/N)
Simplifications - SLT lapse risk? (Y/N)
Simplifications - health expense risk ? (Y/N)
Captives simplifications (Y/N)

A01
A02
A03
A04
A05
A001

Ring fenced fund? (Y/N)


Fund number

A30
A0

SLT health underwriting risk - basic information

Initial absolute values before shock

Absolute values after shock


Net solvency capital
Liabilities (including the
requirement (including the
loss absorbing capacity
loss-absorbing capacity of
of technical provisions)
technical provisions)

Liabilities (excluding the Gross solvency capital requirement


loss-absorbing capacity of
(excluding the loss-absorbing
technical provisions)
capacity of technical provisions)

Assets

Liabilities

Assets

Health mortality risk

A1

A1A

B1

B1A

C1

B1B

D1

Health longevity risk

A2

A2A

B2

B2A

C2

B2B

D2

Health disability-morbidity risk

A3

A3A

B3

B3A

C3

B3B

D3

SLT health lapse risk


risk of increase in lapse rates
risk of decrease in lapse rates
mass lapse risk

A4
A5
A6

A4A
A5A
A6A

B4
B5
B6

B4A
B5A
B6A

C04
C4
C5
C6

B4B
B5B
B6B

D04
D4
D5
D6

Health expense risk

A7

A7A

B7

B7A

C7

B7B

D7

Health revision risk

A8

A8A

B8

B8A

C8

B8B

D8

Diversification within SLT health underwriting risk


Total capital requirement for SLT health underwriting risk

Further details on revision risk


Factor applied for the revision shock

C9

D9

C10

D10

USP
A11

Standard deviation for premium risk


NSLT Health premium and reserve risk - basic information

Medical expenses insurance and proportional reinsurance


Income protection insurance and proportional reinsurance
Worker's compensation insurance and proportional reinsurance
Non-proportional health reinsurance

Standard deviation
for reserve risk

Volume measure for premium and reserve risk

USP
Standard Deviation

USP
Adjustment factor for nonproportional reinsurance

USP

Vprem

Vres

A12
A13
A14
A15

A12A
A13A
A14A
A15A

B12
B13
B14
B15

C12
C13
C14
C15

D12
D13
D14
D15

Total Volume measure

Combined standard deviation


Total NSLT health premium and reserve risk

Value
A16
A17
Initial absolute values before shock

NSLT health lapse risk

Absolute values after shock

Assets

Liabilities

Assets

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

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

A18

A18A

B18

B18B

D18

Diversification within NSLT health underwriting risk

D19

Total NSLT health underwriting risk

D20

Health catastrophe risk - basic information

Net capital requirement


(including the lossabsorbing capacity of
technical provisions)
B21
B22
B23

Gross capital requirement


(excluding the lossabsorbing capacity of
technical provisions)
A21
A22
A23

Diversification within health catastrophe risk

B24

A24

Total capital requirement for health catastrophe risk

B25

A25

Net capital requirement


(including the lossabsorbing capacity of
technical provisions)
B26

Gross capital requirement


(excluding the lossabsorbing capacity of
technical provisions)
A26

B27

A27

Mass accident risk


Accident concentration risk
Pandemic risk

Diversification within health underwriting risk module


Total capital requirement for health underwriting risk

Geographical Diversification
E12
E13
E14
E15
Total Volume measure

V
F12
F13
F14
F15
F16

Appendix I: Quantitative reporting templates

S.26.04.g
Solvency Capital Requirement - Health underwriting risk
Simplifications
used
A01
A02
A03
A04
A05
A001

Simplifications - health mortality risk ? (Y/N)


Simplifications - health longevity risk? (Y/N)
Simplifications - health disability-morbidity risk? (Y/N)
Simplifications - SLT lapse risk? (Y/N)
Simplifications - health expense risk ? (Y/N)
Captives simplifications (Y/N)

Initial absolute values before shock

SLT health underwriting risk - basic information

Absolute values after shock


Net solvency capital
Liabilities (including the
requirement (including the
loss absorbing capacity
loss-absorbing capacity of
of technical provisions)
technical provisions)

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

Gross solvency capital requirement


(excluding the loss-absorbing
capacity of technical provisions)

C1

B1B

D1

C2

B2B

D2

B3A

C3

B3B

D3

B4B
B5B
B6B

D04
D4
D5
D6

Assets

Liabilities

Assets

Health mortality risk

A1

A1A

B1

B1A

Health longevity risk

A2

A2A

B2

B2A

Health disability-morbidity risk

A3

A3A

B3

SLT health lapse risk


risk of increase in lapse rates
risk of decrease in lapse rates
mass lapse risk

A4
A5
A6

A4A
A5A
A6A

B4
B5
B6

B4A
B5A
B6A

C04
C4
C5
C6

Health expense risk

A7

A7A

B7

B7A

C7

B7B

D7

Health revision risk

A8

A8A

B8

B8A

C8

B8B

D8

Diversification within SLT health underwriting risk


Total capital requirement for SLT health underwriting risk

Further details on revision risk


Factor applied for the revision shock

C9

D9

C10

D10

USP
A11

Standard deviation for premium risk

Standard deviation
for reserve risk

Volume measure for premium and reserve risk

NSLT Health premium and reserve risk - basic information

Medical expenses insurance and proportional reinsurance


Income protection insurance and proportional reinsurance
Worker's compensation insurance and proportional reinsurance
Non-proportional health reinsurance

USP Standard
Deviation

USP Adjustment factor


for non-proportional
reinsurance

USP

Vprem

Vres

A12
A13
A14
A15

A12A
A13A
A14A
A15A

B12
B13
B14
B15

C12
C13
C14
C15

D12
D13
D14
D15

Total Volume measure

Combined standard deviation


Total NSLT health premium and reserve risk

Value
A16
A17
Initial absolute values before shock

NSLT health lapse risk

Assets

Liabilities

Assets

A18

A18A

B18

Absolute(excluding
values after shock
Liabilities
Gross solvency capital
the loss-absorbing
requirement (excluding the
capacity of technical
loss-absorbing capacity of
provisions)
technical provisions)
B18B

D18

Diversification within NSLT health underwriting risk

D19

Total NSLT health underwriting risk

D20

Health catastrophe risk - basic information

Mass accident risk


Accident concentration risk
Pandemic risk

Net capital
Gross capital
requirement
requirement
(including the loss- (excluding the lossabsorbing capacity absorbing capacity
of technical
of technical
provisions)
provisions)
B21
A21
B22
A22
B23
A23

Diversification within health catastrophe risk

B24

A24

Total capital requirement for health catastrophe risk

B25

A25

Diversification within health underwriting risk module


Total capital requirement for health underwriting risk

Net capital
Gross capital
requirement
requirement
(including the loss- (excluding the lossabsorbing capacity absorbing capacity
of technical
of technical
provisions)
provisions)
B26
A26
B27

A27

Geographical
Diversification
E12
E13
E14
E15
Total Volume measure

F12
F13
F14
F15
F16

Appendix I: Quantitative reporting templates


S.26.04.n
Solvency Capital Requirement - Health underwriting risk
Simplifications used
Simplifications - health mortality risk ? (Y/N)
Simplifications - health longevity risk? (Y/N)
Simplifications - health disability-morbidity risk? (Y/N)
Simplifications - SLT lapse risk? (Y/N)
Simplifications - health expense risk ? (Y/N)
Captives simplifications (Y/N)

A01
A02
A03
A04
A05
A001

Ring fenced fund? (Y/N)


Fund number

A30
A0

SLT health underwriting risk - basic information

Initial absolute values before shock

Absolute values after shock


Net solvency capital
Liabilities (including the
requirement (including the
loss absorbing capacity
loss-absorbing capacity of
of technical provisions)
technical provisions)

Liabilities (excluding the Gross solvency capital requirement


loss-absorbing capacity of
(excluding the loss-absorbing
technical provisions)
capacity of technical provisions)

Assets

Liabilities

Assets

Health mortality risk

A1

A1A

B1

B1A

C1

B1B

Health longevity risk

A2

A2A

B2

B2A

C2

B2B

Health disability-morbidity risk

A3

A3A

B3

B3A

C3

B3B

D3

B4B
B5B
B6B

D04
D4
D5
D6
D7

SLT health lapse risk


risk of increase in lapse rates
risk of decrease in lapse rates
mass lapse risk

A4
A5
A6

A4A
A5A
A6A

B4
B5
B6

B4A
B5A
B6A

C04
C4
C5
C6

Health expense risk

A7

A7A

B7

B7A

C7

B7B

Health revision risk

A8

A8A

B8

B8A

C8

B8B

Diversification within SLT health underwriting risk


Total capital requirement for SLT health underwriting risk

Further details on revision risk


Factor applied for the revision shock

NSLT Health premium and reserve risk - basic information

Medical expenses insurance and proportional reinsurance


Income protection insurance and proportional reinsurance
Worker's compensation insurance and proportional reinsurance
Non-proportional health reinsurance

D9

C10

D10

Standard deviation
for reserve risk

Volume measure for premium and reserve risk

USP Standard Deviation

USP Adjustment factor for


non-proportional reinsurance

USP

Vprem

Vres

Geographical Diversification

A12
A13
A14
A15

A12A
A13A
A14A
A15A

B12
B13
B14
B15

C12
C13
C14
C15

D12
D13
D14
D15

E12
E13
E14
E15

F12
F13
F14
F15
F16

Total Volume measure


Value
A16
A17
Initial absolute values before shock

NSLT health lapse risk

Absolute values after shock

Assets

Liabilities

Assets

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

Gross solvency capital


requirement (excluding the
loss-absorbing capacity of
technical provisions)

A18

A18A

B18

B18B

D18

Diversification within NSLT health underwriting risk

D19

Total NSLT health underwriting risk

D20

Health catastrophe risk - basic information

Net capital requirement


(including the lossabsorbing capacity of
technical provisions)
B21
B22
B23

Gross capital requirement


(excluding the lossabsorbing capacity of
technical provisions)
A21
A22
A23

Diversification within health catastrophe risk

B24

A24

Total capital requirement for health catastrophe risk

B25

A25

Net capital requirement


(including the lossabsorbing capacity of
technical provisions)
B26

Gross capital requirement


(excluding the lossabsorbing capacity of
technical provisions)
A26

B27

A27

Mass accident risk


Accident concentration risk
Pandemic risk

Diversification within health underwriting risk module


Total capital requirement for health underwriting risk

D8

C9

Total Volume measure

Total NSLT health premium and reserve risk

D2

USP
A11

Standard deviation for premium risk

Combined standard deviation

D1

Appendix I: Quantitative reporting templates


S.26.04.b

S.26.05.b

Solvency Capital Requirement - Non-life underwriting risk


Simplifications used
Captives simplifications - premium and reserve risk (Y/N)

A001

Non-life underwriting risk


Standard deviation for premium risk
Premium and reserve Risk - Basic information

Motor vehicle liability


Motor, other classes
Marine, aviation, transport (MAT)
Fire and other property damage
Third-party liability
Credit and suretyship
Legal expenses
Assistance
Miscellaneous
Non-proportional reinsurance - property
Non-proportional reinsurance - casualty
Non-proportional reinsurance - MAT

Standard deviation
for reserve risk

Volume measure for premium and reserve risk

USP
Standard Deviation

USP
Adjustment factor
for nonproportional
reinsurance

USP

Vprem

Vres

A1
A2
A3
A4
A5
A6
A7
A8
A9
A10
A11
A12

A1A
A2A
A3A
A4A
A5A
A6A
A7A
A8A
A9A
A10A
A11A
A12A

B1
B2
B3
B4
B5
B6
B7
B8
B9
B10
B11
B12

C1
C2
C3
C4
C5
C6
C7
C8
C9
C10
C11
C12

D1
D2
D3
D4
D5
D6
D7
D8
D9
D10
D11
D12

Total Volume measure


Combined standard deviation

A13

Total capital requirement for non-life premium and reserve risk

A14

Non-Life lapse risk

Initial absolute values before shock

Geographical
Diversification

E1
E2
E3
E4
E5
E6
E7
E8
E9
E10
E11
E12
Total Volume measure

Absolute values after shock

Assets

Liabilities

Assets

Liabilities

Solvency capital
requirement

Non-life lapse risk

A15

A15A

B15

B15A

C15

Capital requirement for non-life catastrophe risk

A16

Diversification within non - life underwriting risk module

A17

Total capital requirement for non-life underwriting risk

A18

F1
F2
F3
F4
F5
F6
F7
F8
F9
F10
F11
F12
F13

Appendix I: Quantitative reporting templates

S.26.04.l
S.26.05.l
Solvency Capital Requirement - Non-life underwriting risk
Simplifications used

Captives simplifications - premium and reserve risk (Y/N)


Ring fenced fund? (Y/N or N/A)
Fund number

A001
A30
A0

Non-life underwriting risk


Standard deviation for premium risk
Premium and reserve Risk - Basic information

Motor vehicle liability


Motor, other classes
Marine, aviation, transport (MAT)
Fire and other property damage
Third-party liability
Credit and suretyship
Legal expenses
Assistance
Miscellaneous
Non-proportional reinsurance - property
Non-proportional reinsurance - casualty
Non-proportional reinsurance - MAT

Standard deviation
for reserve risk

Volume measure for premium and reserve risk

USP
Standard Deviation

USP
Adjustment factor for nonproportional reinsurance

USP

Vprem

Vres

A1
A2
A3
A4
A5
A6
A7
A8
A9
A10
A11
A12

A1A
A2A
A3A
A4A
A5A
A6A
A7A
A8A
A9A
A10A
A11A
A12A

B1
B2
B3
B4
B5
B6
B7
B8
B9
B10
B11
B12

C1
C2
C3
C4
C5
C6
C7
C8
C9
C10
C11
C12

D1
D2
D3
D4
D5
D6
D7
D8
D9
D10
D11
D12

Total Volume measure


Combined standard deviation

A13

Total capital requirement for non-life premium and reserve risk

A14

Non-Life lapse risk

Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities

Solvency capital
requirement

A15

A15A

B15

B15A

C15

Non-life lapse risk

Capital requirement for non-life catastrophe risk

A16

Diversification within non - life underwriting risk module

A17

Total capital requirement for non-life underwriting risk

A18

Geographical
Diversification
E1
E2
E3
E4
E5
E6
E7
E8
E9
E10
E11
E12
Total Volume measure

V
F1
F2
F3
F4
F5
F6
F7
F8
F9
F10
F11
F12
F13

Appendix I: Quantitative reporting templates


S.26.04.g

S.26.05.g

Solvency Capital Requirement - Non-life underwriting risk


Simplifications used
Captives simplifications - premium and reserve risk (Y/N)

A001

Non-life underwriting risk


Standard deviation for premium risk

Standard deviation
for reserve risk

Volume measure for premium and reserve risk

Premium and reserve Risk - Basic information

Motor vehicle liability

Motor, other classes


Marine, aviation, transport (MAT)
Fire and other property damage
Third-party liability
Credit and suretyship
Legal expenses
Assistance
Miscellaneous
Non-proportional reinsurance - property
Non-proportional reinsurance - casualty
Non-proportional reinsurance - MAT

USP Standard Deviation

USP Adjustment
factor for nonproportional
reinsurance

USP

Vprem

Vres

Geographical
Diversification

A1

A1A

B1

C1

D1

E1

F1

A2
A3
A4
A5
A6
A7
A8
A9
A10
A11
A12

A2A
A3A
A4A
A5A
A6A
A7A
A8A
A9A
A10A
A11A
A12A

B2
B3
B4
B5
B6
B7
B8
B9
B10
B11
B12

C2
C3
C4
C5
C6
C7
C8
C9
C10
C11
C12

D2
D3
D4
D5
D6
D7
D8
D9
D10
D11
D12

Total Volume measure

Combined standard deviation

Total capital requirement for non-life premium and reserve risk


Non-Life lapse risk

Non-life lapse risk

Capital requirement for non-life catastrophe risk

E2
E3
E4
E5
E6
E7
E8
E9
E10
E11
E12
Total Volume measure

Value
A13

A14
Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities

Solvency capital
requirement

A15

A15A

B15

B15A

C15

Value
A16

Diversification within non - life underwriting risk module

A17

Total capital requirement for non-life underwriting risk

A18

F2
F3
F4
F5
F6
F7
F8
F9
F10
F11
F12
F13

Appendix I: Quantitative reporting templates


S.26.04.l
S.26.05.n
Solvency Capital Requirement - Non-life underwriting risk
Simplifications used
Captives simplifications - premium and reserve risk (Y/N)

A001

Ring fenced fund? (Y/N or N/A)


Fund number

A30
A0

Non-life underwriting risk


Standard deviation for premium risk
Premium and reserve Risk - Basic information

Motor vehicle liability


Motor, other classes
Marine, aviation, transport (MAT)
Fire and other property damage
Third-party liability
Credit and suretyship
Legal expenses
Assistance
Miscellaneous
Non-proportional reinsurance - property
Non-proportional reinsurance - casualty
Non-proportional reinsurance - MAT

Standard deviation
for reserve risk

Volume measure for premium and reserve risk

USP Standard Deviation

USP Adjustment factor for


non-proportional
reinsurance

USP

Vprem

Vres

A1
A2
A3
A4
A5
A6
A7
A8
A9
A10
A11
A12

A1A
A2A
A3A
A4A
A5A
A6A
A7A
A8A
A9A
A10A
A11A
A12A

B1
B2
B3
B4
B5
B6
B7
B8
B9
B10
B11
B12

C1
C2
C3
C4
C5
C6
C7
C8
C9
C10
C11
C12

D1
D2
D3
D4
D5
D6
D7
D8
D9
D10
D11
D12

Total Volume measure

Combined standard deviation


Total capital requirement for non-life premium and reserve risk
Non-Life lapse risk

Value
A13
A14
Initial absolute values before shock

Absolute values after shock

Assets

Liabilities

Assets

Liabilities

Solvency capital
requirement

A15

A15A

B15

B15A

C15

Non-life lapse risk


Value
Capital requirement for non-life catastrophe risk

A16

Diversification within non - life underwriting risk module

A17

Total capital requirement for non-life underwriting risk

A18

Geographical
Diversification
E1
E2
E3
E4
E5
E6
E7
E8
E9
E10
E11
E12
Total Volume measure

V
F1
F2
F3
F4
F5
F6
F7
F8
F9
F10
F11
F12
F13

Appendix I: Quantitative reporting templates


S.26.06.b
Solvency Capital Requirement - Operational risk

Operational risk - basic information


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

Capital requirement
A1
A2

Non-life gross technical provisions (excluding risk margin)

A3

Capital requirement for operational risk based on technical provisions

A4

Earned life gross premiums (previous 12 months)


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

A5
A6

Earned non-life gross premiums (previous 12 months)


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

A7
A8

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

A9
A10

Capital requirement for operational risk based on earned premiums

A11

Capital requirement for operational risk charge before capping

Capital requirement
A12

Percentage of Basic Solvency Capital Requirement


Capital requirement for operational risk charge after capping

A13
A14

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

A15

Total capital requirement for operational risk

A16

Appendix I: Quantitative reporting templates


S.26.06.l
Solvency Capital Requirement - Operational risk
Ring fenced fund? (Y/N )
Fund number

Operational risk - basic information


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

A30
A0
Capital requirement
A1
A2

Non-life gross technical provisions (excluding risk margin)

A3

Capital requirement for operational risk based on technical provisions

A4

Earned life gross premiums (previous 12 months)


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

A5
A6

Earned non-life gross premiums (previous 12 months)


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

A7
A8

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

A9
A10

Capital requirement for operational risk based on earned premiums

A11

Capital requirement for operational risk charge before capping

Capital requirement
A12

Percentage of Basic Solvency Capital Requirement


Capital requirement for operational risk charge after capping

A13
A14

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

A15

Total capital requirement for operational risk

A16

Appendix I: Quantitative reporting templates


S.26.06.g
Solvency Capital Requirement - Operational risk

Operational risk - basic information


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

Capital requirement
A1
A2

Non-life gross technical provisions (excluding risk margin)

A3

Capital requirement for operational risk based on technical provisions

A4

Earned life gross premiums (previous 12 months)


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

A5
A6

Earned non-life gross premiums (previous 12 months)


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

A7
A8

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

A9
A10

Capital requirement for operational risk based on earned premiums

A11

Capital requirement for operational risk charge before capping

Capital requirement
A12

Percentage of Basic Solvency Capital Requirement


Capital requirement for operational risk charge after capping

A13
A14

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

A15

Total capital requirement for operational risk

A16

Appendix I: Quantitative reporting templates


S.26.06.nl
Solvency Capital Requirement - Operational risk
Ring fenced fund? (Y/N )
Fund number

Operational risk - basic information


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

A30
A0
Capital requirement
A1
A2

Non-life gross technical provisions (excluding risk margin)

A3

Capital requirement for operational risk based on technical provisions

A4

Earned life gross premiums (previous 12 months)


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

A5
A6

Earned non-life gross premiums (previous 12 months)


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

A7
A8

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

A9
A10

Capital requirement for operational risk based on earned premiums

A11

Capital requirement for operational risk charge before capping

Capital requirement
A12

Percentage of Basic Solvency Capital Requirement


Capital requirement for operational risk charge after capping

A13
A14

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

A15

Total capital requirement for operational risk

A16

Appendix I: Quantitative reporting templates

S.27.01.b
Solvency Capital Requirement - Non-life catastrophe risk

Non-life catastrophe risk - Summary


Natural catastrophe risk
Windstorm
Earthquake
Flood
Hail
Subsidence
Diversification between perils
Catastrophe risk non-proportional property reinsurance
Man-made catastrophe risk
Motor vehicle liability
Marine
Aviation
Fire
Liability
Credit & Suretyship
Diversification between perils
Other non-life catastrophe risk
Diversification between perils
Total Non-life catastrophe risk before diversification
Diversification between sub-modules
Total Non-life catastrophe risk after diversification
Health catastrophe risk - Summary
Health catastrophe risk
Mass accident
Accident concentration
Pandemic
Diversification between sub-modules

Natural Catastrophe risk - Windstorm


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
EEA Region 15
EEA Region 16
EEA Region 17
EEA Region 18
EEA Region 19
EEA Region 20
Total Windstorm EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Windstorm Other Regions before diversifications
Total Windstorm all Regions before diversification
Diversification effect between regions
Total Windstorm after diversification

Natural Catastrophe risk - Earthquake


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
EEA Region 15
EEA Region 16
EEA Region 17
EEA Region 18
EEA Region 19
EEA Region 20
Total Earthquake EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4

Gross SCR
A1
A2
A3
A4
A5
A6
A7
A8
A9
A10
A11
A12
A13
A14
A15
A16
A17
A18
A19
A20
A21

Total risk mitigation


B1
B2
B3
B4
B5
B6
B7
B8
B9
B10
B11
B12
B13
B14
B15
B16
B17
B18
B19
B20
B21

Net SCR
C1
C2
C3
C4
C5
C6
C7
C8
C9
C10
C11
C12
C13
C14
C15
C16
C17
C18
C19
C20
C21

Gross SCR

Total risk mitigation

Net SCR

A22
A23
A24
A25
A26

B22
B23
B24
B25
B26

C22
C23
C24
C25
C26

Estimation of the
gross premiums to
be earned
AA1
AA2
AA3
AA4
AA5
AA6
AA7
AA8
AA9
AA10
AA11
AA12
AA13
AA14
AA15
AA16
AA17
AA18
AA19
AA20
AA21
AA22
AA23
AA24
AA25
AA26
AA27
AA28
AA29
AA30
AA31
AA32
AA33
AA34
AA35
AA36
AA37

Exposure
AB1
AB2
AB3
AB4
AB5
AB6
AB7
AB8
AB9
AB10
AB11
AB12
AB13
AB14
AB15
AB16
AB17
AB18
AB19
AB20
AB21
AB22
AB23
AB24
AB25
AB26
AB27
AB28
AB29
AB30
AB31
AB32
AB33
AB34
AB35
AB36
AB37

Specified Gross Loss


AC1
AC2
AC3
AC4
AC5
AC6
AC7
AC8
AC9
AC10
AC11
AC12
AC13
AC14
AC15
AC16
AC17
AC18
AC19
AC20
AC21

Estimation of the
gross premiums to
be earned
BA1
BA2
BA3
BA4
BA5
BA6
BA7
BA8
BA9
BA10
BA11
BA12
BA13
BA14
BA15
BA16
BA17
BA18
BA19
BA20
BA21
BA22
BA23
BA24
BA25

Exposure
BB1
BB2
BB3
BB4
BB5
BB6
BB7
BB8
BB9
BB10
BB11
BB12
BB13
BB14
BB15
BB16
BB17
BB18
BB19
BB20
BB21
BB22
BB23
BB24
BB25

Specified Gross Loss


BC1
BC2
BC3
BC4
BC5
BC6
BC7
BC8
BC9
BC10
BC11
BC12
BC13
BC14
BC15
BC16
BC17
BC18
BC19
BC20
BC21

Gross Cat Risk


Charge Factor
AD1
AD2
AD3
AD4
AD5
AD6
AD7
AD8
AD9
AD10
AD11
AD12
AD13
AD14
AD15
AD16
AD17
AD18
AD19
AD20
AD21

Gross Cat Risk


Charge Factor
BD1
BD2
BD3
BD4
BD5
BD6
BD7
BD8
BD9
BD10
BD11
BD12
BD13
BD14
BD15
BD16
BD17
BD18
BD19
BD20
BD21

Scenario A or B
AE1
AE2
AE3
AE4
AE5
AE6
AE7
AE8
AE9
AE10
AE11
AE12
AE13
AE14
AE15
AE16
AE17
AE18
AE19
AE20

Gross Catastrophe
Risk Charge
BE1
BE2
BE3
BE4
BE5
BE6
BE7
BE8
BE9
BE10
BE11
BE12
BE13
BE14
BE15
BE16
BE17
BE18
BE19
BE20
BE21

Gross Catastrophe
Risk Charge
AF1
AF2
AF3
AF4
AF5
AF6
AF7
AF8
AF9
AF10
AF11
AF12
AF13
AF14
AF15
AF16
AF17
AF18
AF19
AF20
AF21

Estimated Risk
Mitigation
AG1
AG2
AG3
AG4
AG5
AG6
AG7
AG8
AG9
AG10
AG11
AG12
AG13
AG14
AG15
AG16
AG17
AG18
AG19
AG20
AG21

Estimated
Reinstatement
Premiums
AH1
AH2
AH3
AH4
AH5
AH6
AH7
AH8
AH9
AH10
AH11
AH12
AH13
AH14
AH15
AH16
AH17
AH18
AH19
AH20
AH21

AF36
AF37
AF38
AF39

AG36
AG37

AH36
AH37

Estimated
Reinstatement
Premiums
BG1
BG2
BG3
BG4
BG5
BG6
BG7
BG8
BG9
BG10
BG11
BG12
BG13
BG14
BG15
BG16
BG17
BG18
BG19
BG20
BG21

Net Catastrophe
Risk Charge
BH1
BH2
BH3
BH4
BH5
BH6
BH7
BH8
BH9
BH10
BH11
BH12
BH13
BH14
BH15
BH16
BH17
BH18
BH19
BH20
BH21

Estimated Risk
Mitigation
BF1
BF2
BF3
BF4
BF5
BF6
BF7
BF8
BF9
BF10
BF11
BF12
BF13
BF14
BF15
BF16
BF17
BF18
BF19
BF20
BF21

Net Catastrophe
Risk Charge
AI1
AI2
AI3
AI4
AI5
AI6
AI7
AI8
AI9
AI10
AI11
AI12
AI13
AI14
AI15
AI16
AI17
AI18
AI19
AI20
AI21

AI36
AI37
AI38
AI39

Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Earthquake Other Regions before diversifications
Total Earthquake all Regions before diversification
Diversification effect between regions
Total Earthquake after diversification

Natural Catastrophe risk - Flood


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
Total Flood EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Flood Other Regions before diversifications
Total Flood all Regions before diversification
Diversification effect between regions
Total Flood after diversification

Natural Catastrophe risk - Hail


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
Total Hail EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Hail Other Regions before diversifications
Total Hail all Regions before diversification
Diversification effect between regions
Total Hail after diversification

Natural Catastrophe risk -Subsidence


Total Subsidence before diversification
Diversification effect between zones
Total Subsidence after diversification

Natural Catastrophe risk - Non-proportional property reinsurance


Non-proportional property reinsurance

BA26
BA27
BA28
BA29
BA30
BA31
BA32
BA33
BA34
BA35
BA36
BA37

BB26
BB27
BB28
BB29
BB30
BB31
BB32
BB33
BB34
BB35
BB36
BB37

Estimation of the
gross premiums to
be earned
CA1
CA2
CA3
CA4
CA5
CA6
CA7
CA8
CA9
CA10
CA11
CA12
CA13
CA14
CA15
CA16
CA17
CA18
CA19
CA20
CA21
CA22
CA23
CA24
CA25
CA26
CA27
CA28
CA29
CA30
CA31

Exposure
CB1
CB2
CB3
CB4
CB5
CB6
CB7
CB8
CB9
CB10
CB11
CB12
CB13
CB14
CB15
CB16
CB17
CB18
CB19
CB20
CB21
CB22
CB23
CB24
CB25
CB26
CB27
CB28
CB29
CB30
CB31

Specified Gross Loss


CC1
CC2
CC3
CC4
CC5
CC6
CC7
CC8
CC9
CC10
CC11
CC12
CC13
CC14
CC15

Estimation of the
gross premiums to
be earned
DA1
DA2
DA3
DA4
DA5
DA6
DA7
DA8
DA9
DA10
DA11
DA12
DA13
DA14
DA15
DA16
DA17
DA18
DA19
DA20
DA21
DA22
DA23
DA24
DA25
DA26

Exposure
DB1
DB2
DB3
DB4
DB5
DB6
DB7
DB8
DB9
DB10
DB11
DB12
DB13
DB14
DB15
DB16
DB17
DB18
DB19
DB20
DB21
DB22
DB23
DB24
DB25
DB26

Specified Gross Loss


DC1
DC2
DC3
DC4
DC5
DC6
DC7
DC8
DC9
DC10

Estimation of the
gross premiums to
be earned
EA1

Exposure
EB1

Specified Gross Loss


EC1

Gross Cat Risk


Charge Factor
ED1

Estimation of the
premiums to be
earned

Gross Catastrophe
Risk Charge

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Catastrophe
Risk Charge

FA1

FB1

FC1

FD1

FE1

BE36
BE37
BE38
BE39

Gross Cat Risk


Charge Factor
CD1
CD2
CD3
CD4
CD5
CD6
CD7
CD8
CD9
CD10
CD11
CD12
CD13
CD14
CD15

Gross Cat Risk


Charge Factor
DD1
DD2
DD3
DD4
DD5
DD6
DD7
DD8
DD9
DD10

Scenario A or B
CE1
CE2
CE3
CE4
CE5
CE6
CE7
CE8
CE9
CE10
CE11
CE12
CE13
CE14

Scenario A or B
DE1
DE2
DE3
DE4
DE5
DE6
DE7
DE8
DE9

Gross Catastrophe
Risk Charge
EE1
EE2
EE3

BF36
BF37

BG36
BG37

Gross Catastrophe
Risk Charge
CF1
CF2
CF3
CF4
CF5
CF6
CF7
CF8
CF9
CF10
CF11
CF12
CF13
CF14
CF15

Estimated Risk
Mitigation
CG1
CG2
CG3
CG4
CG5
CG6
CG7
CG8
CG9
CG10
CG11
CG12
CG13
CG14
CG15

Estimated
Reinstatement
Premiums
CH1
CH2
CH3
CH4
CH5
CH6
CH7
CH8
CH9
CH10
CH11
CH12
CH13
CH14
CH15

CF30
CF31
CF32
CF33

CG30
CG31

CH30
CH31

Gross Catastrophe
Risk Charge
DF1
DF2
DF3
DF4
DF5
DF6
DF7
DF8
DF9
DF10

Estimated Risk
Mitigation
DG1
DG2
DG3
DG4
DG5
DG6
DG7
DG8
DG9
DG10

Estimated
Reinstatement
Premiums
DH1
DH2
DH3
DH4
DH5
DH6
DH7
DH8
DH9
DH10

DF25
DF26
DF27
DF28

DG25
DG26

DH25
DH26

Estimated Risk
Mitigation
EF1

Estimated
Reinstatement
Premiums
EG1

BH36
BH37
BH38
BH39

Net Catastrophe
Risk Charge
EH1
EH2
EH3

Net Catastrophe
Risk Charge
CI1
CI2
CI3
CI4
CI5
CI6
CI7
CI8
CI9
CI10
CI11
CI12
CI13
CI14
CI15

CI30
CI31
CI32
CI33

Net Catastrophe
Risk Charge
DI1
DI2
DI3
DI4
DI5
DI6
DI7
DI8
DI9
DI10

DI25
DI26
DI27
DI28

Man made catastrophe risk - Motor Vehicle Liability


Number of vehicles policy limit above 24M

Number of vehicles
policy limit below or
equal to 24M

Gross Cat Risk


Charge Motor
Vehicle Liability

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Motor Vehicle
Liability

GA1

GA2

GA3

GA4

GA5

GA6

Gross Cat Risk


Charge Share
marine hull in
tanker t
HA1

Gross Cat Risk


Charge Share
marine liability in
tanker t
HB1

Gross Cat Risk


Charge Share
marine oil pollution
liability in tanker t
HC1

Gross Cat Risk


Charge Marine
Tanker Collision
HD1

Estimated Risk
Mitigation
HE1

Estimated
Reinstatement
Premiums
HF1

Net Cat Risk Charge


Marine Tanker
Collision
HG1

Gross Cat Risk


Charge Property
damage
HA2

Gross Cat Risk


Charge Removal of
wreckage
HB2

Gross Cat Risk


Charge Loss of
production income
HC2

Gross Cat Risk


Charge Capping of
the well or making
the well secure
HD2

Gross Cat Risk


Charge Liability
insurance and
reinsurance
obligations
HE2

Gross Cat Risk


Charge Marine
Platform Explosion
HF2

Estimated Risk
Mitigation
HG2

Estimated Risk
Mitigation
ID1

Estimated
Reinstatement
Premiums
IE1

Gross Cat Risk


Charge Liability

Estimated Risk
Mitigation

KA4
KB4
KC4
KD4
KE4
KF4

KA5
KB5
KC5
KD5
KE5
KF5

Estimated
Reinstatement
Premiums
KA6
KB6
KC6
KD6
KE6
KF6

Gross Cat Risk


Charge Credit &
Surety - Large
Credit Default

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Credit & Surety Large Credit Default

LA3
LB3
LC3

LA4
LB4
LC4

LA5
LB5
LC5

LA6
LB6
LC6

Man made catastrophe risk - Marine Tanker Collision


Marine Tanker Collision

Man made catastrophe risk - Marine Platform Explosion


Marine Platform Explosion

Man made catastrophe risk - Marine


Gross Cat Risk
Charge Marine
Total before diversification
Diversification between type of event
Total after diversification

Man made catastrophe risk - Aviation


Gross Cat Risk Charge Aviation

Estimated Total Risk Net Cat Risk Charge


Mitigation
Marine

HA3
HB3
HC3

HA4
HB4
HC4

HA5
HB5
HC5

Gross Cat risk


Charge Aviation hull
IA1

Gross Cat risk


Charge Aviation
liability
IB1

Gross Cat Risk


Charge Aviation
IC1

Net Cat Risk Charge


Liability
IF1

Man made catastrophe risk - Fire


Gross Cat Risk Charge Fire

Estimated Risk
Mitigation

JA1

JA2

Man made catastrophe risk - Liability

Estimated
Reinstatement
Premiums
JA3

Earned premium last Largest liability limit


12 months
provided

Professional malpractice liability


Employers liability
Directors and officers liability
Other liability
Non-proportional reinsurance
Total

KA1
KB1
KC1
KD1
KE1
KF1

KA2
KB2
KC2
KD2
KE2

Net Cat Risk Charge


Fire
JA4

Number of claims
KA3
KB3
KC3
KD3
KE3

Man made catastrophe risk - Liability


Gross Cat Risk
Charge Liability
Total before diversification
Diversification between type of cover
Total after diversification

Estimated Total Risk Net Cat Risk Charge


Mitigation
Liability

KA8
KB8
KC8

KA9
KB9
KC9

KA10
KB10
KC10

Man made catastrophe risk - Credit & Suretyship - Large Credit Default
Proportion of
Exposure (individual
damage caused by
or group)
scenario
Largest exposure 1
Largest exposure 2
Total

LA1
LB1
LC1

LA2
LB2
LC2

Man made catastrophe risk - Credit & Suretyship - Recession Risk

Total

Earned premium last


12 months

Gross Cat Risk


Charge Credit &
Suretyship Recession Risk

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Credit & Suretyship
- Recession Risk

LA7

LA8

LA9

LA10

LA11

Man made catastrophe risk - Credit & Suretyship


Gross Cat Risk
Charge Credit &
Suretyship
Total before diversification
Diversification between type of event
Total after diversification

Estimated Total Risk Net Cat Risk Charge


Mitigation
Credit & Suretyship

LA12
LB12
LC12

Man made catastrophe risk - Other non-life catastrophe risk

LA13
LB13
LC13

LA14
LB14
LC14

Net Cat Risk Charge


Liability
KA7
KB7
KC7
KD7
KE7
KF7

Name of vessel
HH1

Estimated
Reinstatement
Premiums
HH2

Net Cat Risk Charge


Marine Platform
Explosion
HI2

Name of platform

HJ2

Estimation of the
gross premiums to
be earned

Gross Cat Risk


Net Cat Risk Charge
Estimated Total Risk
Charge Other nonOther non-life
Mitigation
life catastrophe risk
catastrophe risk

MAT other than Marine and Aviation

MA1

MA2

Non-proportional MAT reinsurance other than Marine and Aviation


Miscellaneous financial loss

MB1
MC1

MB2
MC2

Non-proportional Casualty reinsurance other than General liability


Non-proportional Credit & Surety reinsurance
Total before diversification
Diversification between groups of obligations
Total after diversification

MD1
ME1

MD2
ME2
MF2
MG2
MH2

MF3
MG3
MH3

Total value of
benefits payable
NB1
NB2
NB3
NB4
NB5
NB6
NB7
NB8
NB9
NB10
NB11
NB12
NB13
NB14
NB15
NB16
NB17
NB18
NB19
NB20
NB21
NB22
NB23
NB24
NB25
NB26
NB27
NB28
NB29
NB30
NB31

# Policyholders
NC1
NC2
NC3
NC4
NC5
NC6
NC7
NC8
NC9
NC10
NC11
NC12
NC13
NC14
NC15
NC16
NC17
NC18
NC19
NC20
NC21
NC22
NC23
NC24
NC25
NC26
NC27
NC28
NC29
NC30
NC31

Accidental death

Health Catastrophe risk - Mass accident


Country 1
Country 2
Country 3
Country 4
Country 5
Country 6
Country 7
Country 8
Country 9
Country 10
Country 11
Country 12
Country 13
Country 14
Country 15
Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Mass accident all countries before diversification
Diversification effect between countries
Total Mass accident all countries after diversification

# Policyholders
NA1
NA2
NA3
NA4
NA5
NA6
NA7
NA8
NA9
NA10
NA11
NA12
NA13
NA14
NA15
NA16
NA17
NA18
NA19
NA20
NA21
NA22
NA23
NA24
NA25
NA26
NA27
NA28
NA29
NA30
NA31

MF4
MG4
MH4

Permanent disability
Total value of
benefits payable
ND1
ND2
ND3
ND4
ND5
ND6
ND7
ND8
ND9
ND10
ND11
ND12
ND13
ND14
ND15
ND16
ND17
ND18
ND19
ND20
ND21
ND22
ND23
ND24
ND25
ND26
ND27
ND28
ND29
ND30
ND31

Disability 10 years

# Policyholders
NE1
NE2
NE3
NE4
NE5
NE6
NE7
NE8
NE9
NE10
NE11
NE12
NE13
NE14
NE15
NE16
NE17
NE18
NE19
NE20
NE21
NE22
NE23
NE24
NE25
NE26
NE27
NE28
NE29
NE30
NE31

Total value of
benefits payable
NF1
NF2
NF3
NF4
NF5
NF6
NF7
NF8
NF9
NF10
NF11
NF12
NF13
NF14
NF15
NF16
NF17
NF18
NF19
NF20
NF21
NF22
NF23
NF24
NF25
NF26
NF27
NF28
NF29
NF30
NF31

Disability 12 months

# Policyholders
NG1
NG2
NG3
NG4
NG5
NG6
NG7
NG8
NG9
NG10
NG11
NG12
NG13
NG14
NG15
NG16
NG17
NG18
NG19
NG20
NG21
NG22
NG23
NG24
NG25
NG26
NG27
NG28
NG29
NG30
NG31

Medical treatment

Total value of
benefits payable
NH1
NH2
NH3
NH4
NH5
NH6
NH7
NH8
NH9
NH10
NH11
NH12
NH13
NH14
NH15
NH16
NH17
NH18
NH19
NH20
NH21
NH22
NH23
NH24
NH25
NH26
NH27
NH28
NH29
NH30
NH31

# Policyholders
NI1
NI2
NI3
NI4
NI5
NI6
NI7
NI8
NI9
NI10
NI11
NI12
NI13
NI14
NI15
NI16
NI17
NI18
NI19
NI20
NI21
NI22
NI23
NI24
NI25
NI26
NI27
NI28
NI29
NI30
NI31

Estimated Risk
Mitigation
OH1
OH2
OH3
OH4
OH5
OH6
OH7
OH8
OH9
OH10
OH11
OH12
OH13
OH14
OH15
OH16
OH17
OH18
OH19
OH20
OH21
OH22
OH23
OH24
OH25
OH26
OH27
OH28
OH29
OH30
OH31
OH32

Estimated
Reinstatement
Premiums
OI1
OI2
OI3
OI4
OI5
OI6
OI7
OI8
OI9
OI10
OI11
OI12
OI13
OI14
OI15
OI16
OI17
OI18
OI19
OI20
OI21
OI22
OI23
OI24
OI25
OI26
OI27
OI28
OI29
OI30
OI31
OI32

Unit claim cost no


formal medical care
PH1
PH2
PH3
PH4
PH5
PH6

Expected number of
uses no formal
medical care
PI1
PI2
PI3
PI4
PI5
PI6

Total value of
benefits payable
NJ1
NJ2
NJ3
NJ4
NJ5
NJ6
NJ7
NJ8
NJ9
NJ10
NJ11
NJ12
NJ13
NJ14
NJ15
NJ16
NJ17
NJ18
NJ19
NJ20
NJ21
NJ22
NJ23
NJ24
NJ25
NJ26
NJ27
NJ28
NJ29
NJ30
NJ31

Gross Catastrophe
Risk Charge
NK1
NK2
NK3
NK4
NK5
NK6
NK7
NK8
NK9
NK10
NK11
NK12
NK13
NK14
NK15
NK16
NK17
NK18
NK19
NK20
NK21
NK22
NK23
NK24
NK25
NK26
NK27
NK28
NK29
NK30
NK31
NK32
NK33
NK34

Estimated Risk
Mitigation
NL1
NL2
NL3
NL4
NL5
NL6
NL7
NL8
NL9
NL10
NL11
NL12
NL13
NL14
NL15
NL16
NL17
NL18
NL19
NL20
NL21
NL22
NL23
NL24
NL25
NL26
NL27
NL28
NL29
NL30
NL31
NL32

Estimated
Reinstatement
Premiums
NM1
NM2
NM3
NM4
NM5
NM6
NM7
NM8
NM9
NM10
NM11
NM12
NM13
NM14
NM15
NM16
NM17
NM18
NM19
NM20
NM21
NM22
NM23
NM24
NM25
NM26
NM27
NM28
NM29
NM30
NM31
NM32

Net Catastrophe Risk


Charge
NN1
NN2
NN3
NN4
NN5
NN6
NN7
NN8
NN9
NN10
NN11
NN12
NN13
NN14
NN15
NN16
NN17
NN18
NN19
NN20
NN21
NN22
NN23
NN24
NN25
NN26
NN27
NN28
NN29
NN30
NN31
NN32
NN33
NN34

Average sum insured

Health Catastrophe risk - Concentration accident


Country 1
Country 2
Country 3
Country 4
Country 5
Country 6
Country 7
Country 8
Country 9
Country 10
Country 11
Country 12
Country 13
Country 14
Country 15
Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Concentration accident all countries before diversification
Diversification effect between countries
Total Concentration accident all countries after diversification

Largest known
accident risk
concentration
OA1
OA2
OA3
OA4
OA5
OA6
OA7
OA8
OA9
OA10
OA11
OA12
OA13
OA14
OA15
OA16
OA17
OA18
OA19
OA20
OA21
OA22
OA23
OA24
OA25
OA26
OA27
OA28
OA29
OA30
OA31

Accidental death
Average sum
insured
OB1
OB2
OB3
OB4
OB5
OB6
OB7
OB8
OB9
OB10
OB11
OB12
OB13
OB14
OB15
OB16
OB17
OB18
OB19
OB20
OB21
OB22
OB23
OB24
OB25
OB26
OB27
OB28
OB29
OB30
OB31

Permanent disability Disability 10 years Disability 12 months


Average sum
insured
OC1
OC2
OC3
OC4
OC5
OC6
OC7
OC8
OC9
OC10
OC11
OC12
OC13
OC14
OC15
OC16
OC17
OC18
OC19
OC20
OC21
OC22
OC23
OC24
OC25
OC26
OC27
OC28
OC29
OC30
OC31

Average sum
insured
OD1
OD2
OD3
OD4
OD5
OD6
OD7
OD8
OD9
OD10
OD11
OD12
OD13
OD14
OD15
OD16
OD17
OD18
OD19
OD20
OD21
OD22
OD23
OD24
OD25
OD26
OD27
OD28
OD29
OD30
OD31

Income protection

Health Catastrophe risk - Pandemic


Country 1
Country 2
Country 3
Country 4
Country 5
Country 6

Number of insured
people

Total pandemic
exposure

Average sum
insured
OE1
OE2
OE3
OE4
OE5
OE6
OE7
OE8
OE9
OE10
OE11
OE12
OE13
OE14
OE15
OE16
OE17
OE18
OE19
OE20
OE21
OE22
OE23
OE24
OE25
OE26
OE27
OE28
OE29
OE30
OE31

Medical treatment
Average sum
insured
OF1
OF2
OF3
OF4
OF5
OF6
OF7
OF8
OF9
OF10
OF11
OF12
OF13
OF14
OF15
OF16
OF17
OF18
OF19
OF20
OF21
OF22
OF23
OF24
OF25
OF26
OF27
OF28
OF29
OF30
OF31

Gross Catastrophe
Risk Charge
OG1
OG2
OG3
OG4
OG5
OG6
OG7
OG8
OG9
OG10
OG11
OG12
OG13
OG14
OG15
OG16
OG17
OG18
OG19
OG20
OG21
OG22
OG23
OG24
OG25
OG26
OG27
OG28
OG29
OG30
OG31
OG32
OG33
OG34

Net Catastrophe
Risk Charge
OJ1
OJ2
OJ3
OJ4
OJ5
OJ6
OJ7
OJ8
OJ9
OJ10
OJ11
OJ12
OJ13
OJ14
OJ15
OJ16
OJ17
OJ18
OJ19
OJ20
OJ21
OJ22
OJ23
OJ24
OJ25
OJ26
OJ27
OJ28
OJ29
OJ30
OJ31
OJ32
OJ33
OJ34

Medical expense

Number of insured
people
PC1
PC2
PC3
PC4
PC5
PC6

Unit claim cost


hospitalisation
PD1
PD2
PD3
PD4
PD5
PD6

Expected number of
Unit claim cost
uses hospitalisation medical practitioner
PE1
PF1
PE2
PF2
PE3
PF3
PE4
PF4
PE5
PF5
PE6
PF6

Expected number of
uses medical
practitioner
PG1
PG2
PG3
PG4
PG5
PG6

Medical expense Gross Catastrophe


Risk Charge
PJ1
PJ2
PJ3
PJ4
PJ5
PJ6

Income protection
- Gross
Catastrophe Risk Gross Catastrophe
Charge
Risk Charge
PJ1
PJ2
PJ3
PJ4
PJ5
PJ6

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Country 7
Country 8
Country 9
Country 10
Country 11
Country 12
Country 13
Country 14
Country 15
Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Income Protections all countries

PC7
PC8
PC9
PC10
PC11
PC12
PC13
PC14
PC15
PC16
PC17
PC18
PC19
PC20
PC21
PC22
PC23
PC24
PC25
PC26
PC27
PC28
PC29
PC30
PC31
PA32

PB32

PD7
PD8
PD9
PD10
PD11
PD12
PD13
PD14
PD15
PD16
PD17
PD18
PD19
PD20
PD21
PD22
PD23
PD24
PD25
PD26
PD27
PD28
PD29
PD30
PD31

PE7
PE8
PE9
PE10
PE11
PE12
PE13
PE14
PE15
PE16
PE17
PE18
PE19
PE20
PE21
PE22
PE23
PE24
PE25
PE26
PE27
PE28
PE29
PE30
PE31

PF7
PF8
PF9
PF10
PF11
PF12
PF13
PF14
PF15
PF16
PF17
PF18
PF19
PF20
PF21
PF22
PF23
PF24
PF25
PF26
PF27
PF28
PF29
PF30
PF31

PG7
PG8
PG9
PG10
PG11
PG12
PG13
PG14
PG15
PG16
PG17
PG18
PG19
PG20
PG21
PG22
PG23
PG24
PG25
PG26
PG27
PG28
PG29
PG30
PG31

PH7
PH8
PH9
PH10
PH11
PH12
PH13
PH14
PH15
PH16
PH17
PH18
PH19
PH20
PH21
PH22
PH23
PH24
PH25
PH26
PH27
PH28
PH29
PH30
PH31

PI7
PI8
PI9
PI10
PI11
PI12
PI13
PI14
PI15
PI16
PI17
PI18
PI19
PI20
PI21
PI22
PI23
PI24
PI25
PI26
PI27
PI28
PI29
PI30
PI31

PJ7
PJ8
PJ9
PJ10
PJ11
PJ12
PJ13
PJ14
PJ15
PJ16
PJ17
PJ18
PJ19
PJ20
PJ21
PJ22
PJ23
PJ24
PJ25
PJ26
PJ27
PJ28
PJ29
PJ30
PJ31
PJ32

PJ7
PJ8
PJ9
PJ10
PJ11
PJ12
PJ13
PJ14
PJ15
PJ16
PJ17
PJ18
PJ19
PJ20
PJ21
PJ22
PJ23
PJ24
PJ25
PJ26
PJ27
PJ28
PJ29
PJ30
PJ31
PJ32

Appendix I: Quantitative reporting templates

S.27.01.l
Solvency Capital Requirement - Non-life catastrophe risk
Ring fenced fund? (Y/N)
Fund number

Non-life catastrophe risk - Summary


Natural catastrophe risk
Windstorm
Earthquake
Flood
Hail
Subsidence
Diversification between perils
Catastrophe risk non-proportional property reinsurance
Man-made catastrophe risk
Motor vehicle liability
Marine
Aviation
Fire
Liability
Credit & Suretyship
Diversification between perils
Other non-life catastrophe risk
Diversification between perils
Total Non-life catastrophe risk before diversification
Diversification between sub-modules
Total Non-life catastrophe risk after diversification
Health catastrophe risk - Summary
Health catastrophe risk
Mass accident
Accident concentration
Pandemic
Diversification between sub-modules

Natural Catastrophe risk - Windstorm


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
EEA Region 15
EEA Region 16
EEA Region 17
EEA Region 18
EEA Region 19
EEA Region 20
Total Windstorm EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Windstorm Other Regions before diversifications
Total Windstorm all Regions before diversification
Diversification effect between regions
Total Windstorm after diversification

Natural Catastrophe risk - Earthquake


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
EEA Region 15
EEA Region 16
EEA Region 17
EEA Region 18
EEA Region 19
EEA Region 20
Total Earthquake EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7

A30
A0

Gross SCR
A1
A2
A3
A4
A5
A6
A7
A8
A9
A10
A11
A12
A13
A14
A15
A16
A17
A18
A19
A20
A21

Total risk mitigation


B1
B2
B3
B4
B5
B6
B7
B8
B9
B10
B11
B12
B13
B14
B15
B16
B17
B18
B19
B20
B21

Net SCR
C1
C2
C3
C4
C5
C6
C7
C8
C9
C10
C11
C12
C13
C14
C15
C16
C17
C18
C19
C20
C21

Gross SCR

Total risk mitigation

Net SCR

A22
A23
A24
A25
A26

B22
B23
B24
B25
B26

C22
C23
C24
C25
C26

Estimation of the
gross premiums to
be earned
AA1
AA2
AA3
AA4
AA5
AA6
AA7
AA8
AA9
AA10
AA11
AA12
AA13
AA14
AA15
AA16
AA17
AA18
AA19
AA20
AA21
AA22
AA23
AA24
AA25
AA26
AA27
AA28
AA29
AA30
AA31
AA32
AA33
AA34
AA35
AA36
AA37

Exposure
AB1
AB2
AB3
AB4
AB5
AB6
AB7
AB8
AB9
AB10
AB11
AB12
AB13
AB14
AB15
AB16
AB17
AB18
AB19
AB20
AB21
AB22
AB23
AB24
AB25
AB26
AB27
AB28
AB29
AB30
AB31
AB32
AB33
AB34
AB35
AB36
AB37

Specified Gross Loss


AC1
AC2
AC3
AC4
AC5
AC6
AC7
AC8
AC9
AC10
AC11
AC12
AC13
AC14
AC15
AC16
AC17
AC18
AC19
AC20
AC21

Estimation of the
gross premiums to
be earned
BA1
BA2
BA3
BA4
BA5
BA6
BA7
BA8
BA9
BA10
BA11
BA12
BA13
BA14
BA15
BA16
BA17
BA18
BA19
BA20
BA21
BA22
BA23
BA24
BA25
BA26
BA27
BA28

Exposure
BB1
BB2
BB3
BB4
BB5
BB6
BB7
BB8
BB9
BB10
BB11
BB12
BB13
BB14
BB15
BB16
BB17
BB18
BB19
BB20
BB21
BB22
BB23
BB24
BB25
BB26
BB27
BB28

Specified Gross Loss


BC1
BC2
BC3
BC4
BC5
BC6
BC7
BC8
BC9
BC10
BC11
BC12
BC13
BC14
BC15
BC16
BC17
BC18
BC19
BC20
BC21

Gross Cat Risk


Charge Factor
AD1
AD2
AD3
AD4
AD5
AD6
AD7
AD8
AD9
AD10
AD11
AD12
AD13
AD14
AD15
AD16
AD17
AD18
AD19
AD20
AD21

Gross Cat Risk


Charge Factor
BD1
BD2
BD3
BD4
BD5
BD6
BD7
BD8
BD9
BD10
BD11
BD12
BD13
BD14
BD15
BD16
BD17
BD18
BD19
BD20
BD21

Scenario A or B
AE1
AE2
AE3
AE4
AE5
AE6
AE7
AE8
AE9
AE10
AE11
AE12
AE13
AE14
AE15
AE16
AE17
AE18
AE19
AE20

Gross Catastrophe
Risk Charge
BE1
BE2
BE3
BE4
BE5
BE6
BE7
BE8
BE9
BE10
BE11
BE12
BE13
BE14
BE15
BE16
BE17
BE18
BE19
BE20
BE21

Gross Catastrophe
Risk Charge
AF1
AF2
AF3
AF4
AF5
AF6
AF7
AF8
AF9
AF10
AF11
AF12
AF13
AF14
AF15
AF16
AF17
AF18
AF19
AF20
AF21

Estimated Risk
Mitigation
AG1
AG2
AG3
AG4
AG5
AG6
AG7
AG8
AG9
AG10
AG11
AG12
AG13
AG14
AG15
AG16
AG17
AG18
AG19
AG20
AG21

Estimated
Reinstatement
Premiums
AH1
AH2
AH3
AH4
AH5
AH6
AH7
AH8
AH9
AH10
AH11
AH12
AH13
AH14
AH15
AH16
AH17
AH18
AH19
AH20
AH21

AF36
AF37
AF38
AF39

AG36
AG37

AH36
AH37

Estimated
Reinstatement
Premiums
BG1
BG2
BG3
BG4
BG5
BG6
BG7
BG8
BG9
BG10
BG11
BG12
BG13
BG14
BG15
BG16
BG17
BG18
BG19
BG20
BG21

Net Catastrophe
Risk Charge
BH1
BH2
BH3
BH4
BH5
BH6
BH7
BH8
BH9
BH10
BH11
BH12
BH13
BH14
BH15
BH16
BH17
BH18
BH19
BH20
BH21

Estimated Risk
Mitigation
BF1
BF2
BF3
BF4
BF5
BF6
BF7
BF8
BF9
BF10
BF11
BF12
BF13
BF14
BF15
BF16
BF17
BF18
BF19
BF20
BF21

Net Catastrophe
Risk Charge
AI1
AI2
AI3
AI4
AI5
AI6
AI7
AI8
AI9
AI10
AI11
AI12
AI13
AI14
AI15
AI16
AI17
AI18
AI19
AI20
AI21

AI36
AI37
AI38
AI39

Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Earthquake Other Regions before diversifications
Total Earthquake all Regions before diversification
Diversification effect between regions
Total Earthquake after diversification

Natural Catastrophe risk - Flood


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
Total Flood EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Flood Other Regions before diversifications
Total Flood all Regions before diversification
Diversification effect between regions
Total Flood after diversification

Natural Catastrophe risk - Hail


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
Total Hail EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Hail Other Regions before diversifications
Total Hail all Regions before diversification
Diversification effect between regions
Total Hail after diversification

Natural Catastrophe risk -Subsidence


Total Subsidence before diversification
Diversification effect between zones
Total Subsidence after diversification

Natural Catastrophe risk - Non-proportional property reinsurance


Non-proportional property reinsurance

BA29
BA30
BA31
BA32
BA33
BA34
BA35
BA36
BA37

BB29
BB30
BB31
BB32
BB33
BB34
BB35
BB36
BB37

Estimation of the
gross premiums to
be earned
CA1
CA2
CA3
CA4
CA5
CA6
CA7
CA8
CA9
CA10
CA11
CA12
CA13
CA14
CA15
CA16
CA17
CA18
CA19
CA20
CA21
CA22
CA23
CA24
CA25
CA26
CA27
CA28
CA29
CA30
CA31

Exposure
CB1
CB2
CB3
CB4
CB5
CB6
CB7
CB8
CB9
CB10
CB11
CB12
CB13
CB14
CB15
CB16
CB17
CB18
CB19
CB20
CB21
CB22
CB23
CB24
CB25
CB26
CB27
CB28
CB29
CB30
CB31

Specified Gross Loss


CC1
CC2
CC3
CC4
CC5
CC6
CC7
CC8
CC9
CC10
CC11
CC12
CC13
CC14
CC15

Estimation of the
gross premiums to
be earned
DA1
DA2
DA3
DA4
DA5
DA6
DA7
DA8
DA9
DA10
DA11
DA12
DA13
DA14
DA15
DA16
DA17
DA18
DA19
DA20
DA21
DA22
DA23
DA24
DA25
DA26

Exposure
DB1
DB2
DB3
DB4
DB5
DB6
DB7
DB8
DB9
DB10
DB11
DB12
DB13
DB14
DB15
DB16
DB17
DB18
DB19
DB20
DB21
DB22
DB23
DB24
DB25
DB26

Specified Gross Loss


DC1
DC2
DC3
DC4
DC5
DC6
DC7
DC8
DC9
DC10

Estimation of the
gross premiums to
be earned
EA1

Exposure
EB1

Specified Gross Loss


EC1

Gross Cat Risk


Charge Factor
ED1

Estimation of the
premiums to be
earned
FA1

Gross Catastrophe
Risk Charge
FB1

Estimated Risk
Mitigation
FC1

Estimated
Reinstatement
Premiums
FD1

Net Catastrophe
Risk Charge
FE1

BE36
BE37
BE38
BE39

Gross Cat Risk


Charge Factor
CD1
CD2
CD3
CD4
CD5
CD6
CD7
CD8
CD9
CD10
CD11
CD12
CD13
CD14
CD15

Gross Cat Risk


Charge Factor
DD1
DD2
DD3
DD4
DD5
DD6
DD7
DD8
DD9
DD10

Scenario A or B
CE1
CE2
CE3
CE4
CE5
CE6
CE7
CE8
CE9
CE10
CE11
CE12
CE13
CE14

Scenario A or B
DE1
DE2
DE3
DE4
DE5
DE6
DE7
DE8
DE9

Gross Catastrophe
Risk Charge
EE1
EE2
EE3

Man made catastrophe risk - Motor Vehicle Liability


Number of vehicles policy limit above 24M

Number of vehicles
policy limit below or
equal to 24M

Gross Cat Risk


Charge Motor
Vehicle Liability

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Motor Vehicle
Liability

GA1

GA2

GA3

GA4

GA5

GA6

BF36
BF37

BG36
BG37

Gross Catastrophe
Risk Charge
CF1
CF2
CF3
CF4
CF5
CF6
CF7
CF8
CF9
CF10
CF11
CF12
CF13
CF14
CF15

Estimated Risk
Mitigation
CG1
CG2
CG3
CG4
CG5
CG6
CG7
CG8
CG9
CG10
CG11
CG12
CG13
CG14
CG15

Estimated
Reinstatement
Premiums
CH1
CH2
CH3
CH4
CH5
CH6
CH7
CH8
CH9
CH10
CH11
CH12
CH13
CH14
CH15

CF30
CF31
CF32
CF33

CG30
CG31

CH30
CH31

Gross Catastrophe
Risk Charge
DF1
DF2
DF3
DF4
DF5
DF6
DF7
DF8
DF9
DF10

Estimated Risk
Mitigation
DG1
DG2
DG3
DG4
DG5
DG6
DG7
DG8
DG9
DG10

Estimated
Reinstatement
Premiums
DH1
DH2
DH3
DH4
DH5
DH6
DH7
DH8
DH9
DH10

DF25
DF26
DF27
DF28

DG25
DG26

DH25
DH26

Estimated Risk
Mitigation
EF1

Estimated
Reinstatement
Premiums
EG1

BH36
BH37
BH38
BH39

Net Catastrophe
Risk Charge
EH1
EH2
EH3

Net Catastrophe
Risk Charge
CI1
CI2
CI3
CI4
CI5
CI6
CI7
CI8
CI9
CI10
CI11
CI12
CI13
CI14
CI15

CI30
CI31
CI32
CI33

Net Catastrophe
Risk Charge
DI1
DI2
DI3
DI4
DI5
DI6
DI7
DI8
DI9
DI10

DI25
DI26
DI27
DI28

Man made catastrophe risk - Marine Tanker Collision


Marine Tanker Collision

Man made catastrophe risk - Marine Platform Explosion


Marine Platform Explosion

Gross Cat Risk


Charge Share
marine hull in
tanker t
HA1

Gross Cat Risk


Charge Share
marine liability in
tanker t
HB1

Gross Cat Risk


Charge Share
marine oil pollution
liability in tanker t
HC1

Gross Cat Risk


Charge Marine
Tanker Collision
HD1

Estimated Risk
Mitigation
HE1

Estimated
Reinstatement
Premiums
HF1

Net Cat Risk Charge


Marine Tanker
Collision
HG1

Gross Cat Risk


Charge Property
damage
HA2

Gross Cat Risk


Charge Removal of
wreckage
HB2

Gross Cat Risk


Charge Loss of
production income
HC2

Gross Cat Risk


Charge Capping of
the well or making
the well secure
HD2

Gross Cat Risk


Charge Liability
insurance and
reinsurance
obligations
HE2

Gross Cat Risk


Charge Marine
Platform Explosion
HF2

Estimated Risk
Mitigation
HG2

Estimated Risk
Mitigation
ID1

Estimated
Reinstatement
Premiums
IE1

Net Cat Risk Charge


Aviation
IF1

Gross Cat Risk


Charge Liability

Estimated Risk
Mitigation

KA4
KB4
KC4
KD4
KE4
KF4

KA5
KB5
KC5
KD5
KE5
KF5

Estimated
Reinstatement
Premiums
KA6
KB6
KC6
KD6
KE6
KF6

Gross Cat Risk


Charge Credit &
Surety - Large
Credit Default

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Credit & Surety Large Credit Default

LA3
LB3
LC3

LA4
LB4
LC4

LA5
LB5
LC5

LA6
LB6
LC6

Name of vessel

HH1

Estimated
Reinstatement
Premiums
HH2

Name of platform

Net Cat Risk Charge


Marine Platform
Explosion
HI2

HJ2

Man made catastrophe risk - Marine


Gross Cat Risk
Charge Marine
Total before diversification
Diversification between type of event
Total after diversification

Man made catastrophe risk - Aviation


Gross Cat Risk Charge Aviation

Estimated Total Risk Net Cat Risk Charge


Mitigation
Marine

HA3
HB3
HC3

HA4
HB4
HC4

HA5
HB5
HC5

Gross Cat risk


Charge Aviation hull
IA1

Gross Cat risk


Charge Aviation
liability
IB1

Gross Cat Risk


Charge Aviation
IC1

Man made catastrophe risk - Fire


Gross Cat Risk Charge Fire

Estimated Risk
Mitigation

JA1

JA2

Estimated
Reinstatement
Premiums
JA3

Earned premium last Largest liability limit


12 months
provided

Man made catastrophe risk - Liability


Professional malpractice liability
Employers liability
Directors and officers liability
Other liability
Non-proportional reinsurance
Total

KA1
KB1
KC1
KD1
KE1
KF1

KA2
KB2
KC2
KD2
KE2

Net Cat Risk Charge


Fire
JA4

Number of claims
KA3
KB3
KC3
KD3
KE3

Net Cat Risk Charge


Liability
KA7
KB7
KC7
KD7
KE7
KF7

Man made catastrophe risk - Liability


Gross Cat Risk
Charge Liability
Total before diversification
Diversification between type of cover
Total after diversification

Estimated Total Risk Net Cat Risk Charge


Mitigation
Liability

KA8
KB8
KC8

KA9
KB9
KC9

KA10
KB10
KC10

Man made catastrophe risk - Credit & Suretyship - Large Credit Default
Proportion of
Exposure (individual
damage caused by
or group)
scenario
Largest exposure 1
Largest exposure 2
Total

LA1
LB1
LC1

LA2
LB2
LC2

Man made catastrophe risk - Credit & Suretyship - Recession Risk

Total

Earned premium last


12 months

Gross Cat Risk


Charge Credit &
Suretyship Recession Risk

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Credit & Suretyship
- Recession Risk

LA7

LA8

LA9

LA10

LA11

Man made catastrophe risk - Credit & Suretyship


Gross Cat Risk
Charge Credit &
Suretyship
Total before diversification
LA12
Diversification between type of event
LB12
Total after diversification
LC12

Estimated Total Risk Net Cat Risk Charge


Mitigation
Credit & Suretyship
LA13
LB13
LC13

LA14
LB14
LC14

Man made catastrophe risk - Other non-life catastrophe risk


Estimation of the
gross premiums to
be earned

Gross Cat Risk


Net Cat Risk Charge
Estimated Total Risk
Charge Other nonOther non-life
Mitigation
life catastrophe risk
catastrophe risk

MAT other than Marine and Aviation

MA1

MA2

Non-proportional MAT reinsurance other than Marine and Aviation


Miscellaneous financial loss

MB1
MC1

MB2
MC2

Non-proportional Casualty reinsurance other than General liability


Non-proportional Credit & Surety reinsurance
Total before diversification
Diversification between groups of obligations
Total after diversification

MD1
ME1

MD2
ME2
MF2
MG2
MH2

MF3
MG3
MH3

Total value of
benefits payable
NB1

# Policyholders
NC1

Accidental death

Health Catastrophe risk - Mass accident


Country 1

# Policyholders
NA1

MF4
MG4
MH4

Permanent disability
Total value of
benefits payable
ND1

Disability 10 years

# Policyholders
NE1

Total value of
benefits payable
NF1

Disability 12 months

# Policyholders
NG1

Total value of
benefits payable
NH1

Medical treatment

# Policyholders
NI1

Total value of
benefits payable
NJ1

Gross Catastrophe
Risk Charge
NK1

Estimated Risk
Mitigation
NL1

Estimated
Reinstatement
Premiums
NM1

Net Catastrophe Risk


Charge
NN1

Country 2
Country 3
Country 4
Country 5
Country 6
Country 7
Country 8
Country 9
Country 10
Country 11
Country 12
Country 13
Country 14
Country 15
Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Mass accident all countries before diversification
Diversification effect between countries
Total Mass accident all countries after diversification

NA2
NA3
NA4
NA5
NA6
NA7
NA8
NA9
NA10
NA11
NA12
NA13
NA14
NA15
NA16
NA17
NA18
NA19
NA20
NA21
NA22
NA23
NA24
NA25
NA26
NA27
NA28
NA29
NA30
NA31

NB2
NB3
NB4
NB5
NB6
NB7
NB8
NB9
NB10
NB11
NB12
NB13
NB14
NB15
NB16
NB17
NB18
NB19
NB20
NB21
NB22
NB23
NB24
NB25
NB26
NB27
NB28
NB29
NB30
NB31

Largest known
accident risk
concentration
OA1
OA2
OA3
OA4
OA5
OA6
OA7
OA8
OA9
OA10
OA11
OA12
OA13
OA14
OA15
OA16
OA17
OA18
OA19
OA20
OA21
OA22
OA23
OA24
OA25
OA26
OA27
OA28
OA29
OA30
OA31

Accidental death
Average sum
insured
OB1
OB2
OB3
OB4
OB5
OB6
OB7
OB8
OB9
OB10
OB11
OB12
OB13
OB14
OB15
OB16
OB17
OB18
OB19
OB20
OB21
OB22
OB23
OB24
OB25
OB26
OB27
OB28
OB29
OB30
OB31

NC2
NC3
NC4
NC5
NC6
NC7
NC8
NC9
NC10
NC11
NC12
NC13
NC14
NC15
NC16
NC17
NC18
NC19
NC20
NC21
NC22
NC23
NC24
NC25
NC26
NC27
NC28
NC29
NC30
NC31

ND2
ND3
ND4
ND5
ND6
ND7
ND8
ND9
ND10
ND11
ND12
ND13
ND14
ND15
ND16
ND17
ND18
ND19
ND20
ND21
ND22
ND23
ND24
ND25
ND26
ND27
ND28
ND29
ND30
ND31

NE2
NE3
NE4
NE5
NE6
NE7
NE8
NE9
NE10
NE11
NE12
NE13
NE14
NE15
NE16
NE17
NE18
NE19
NE20
NE21
NE22
NE23
NE24
NE25
NE26
NE27
NE28
NE29
NE30
NE31

NF2
NF3
NF4
NF5
NF6
NF7
NF8
NF9
NF10
NF11
NF12
NF13
NF14
NF15
NF16
NF17
NF18
NF19
NF20
NF21
NF22
NF23
NF24
NF25
NF26
NF27
NF28
NF29
NF30
NF31

NG2
NG3
NG4
NG5
NG6
NG7
NG8
NG9
NG10
NG11
NG12
NG13
NG14
NG15
NG16
NG17
NG18
NG19
NG20
NG21
NG22
NG23
NG24
NG25
NG26
NG27
NG28
NG29
NG30
NG31

NH2
NH3
NH4
NH5
NH6
NH7
NH8
NH9
NH10
NH11
NH12
NH13
NH14
NH15
NH16
NH17
NH18
NH19
NH20
NH21
NH22
NH23
NH24
NH25
NH26
NH27
NH28
NH29
NH30
NH31

NI2
NI3
NI4
NI5
NI6
NI7
NI8
NI9
NI10
NI11
NI12
NI13
NI14
NI15
NI16
NI17
NI18
NI19
NI20
NI21
NI22
NI23
NI24
NI25
NI26
NI27
NI28
NI29
NI30
NI31

Gross Catastrophe
Risk Charge
OG1
OG2
OG3
OG4
OG5
OG6
OG7
OG8
OG9
OG10
OG11
OG12
OG13
OG14
OG15
OG16
OG17
OG18
OG19
OG20
OG21
OG22
OG23
OG24
OG25
OG26
OG27
OG28
OG29
OG30
OG31
OG32
OG33
OG34

Estimated Risk
Mitigation
OH1
OH2
OH3
OH4
OH5
OH6
OH7
OH8
OH9
OH10
OH11
OH12
OH13
OH14
OH15
OH16
OH17
OH18
OH19
OH20
OH21
OH22
OH23
OH24
OH25
OH26
OH27
OH28
OH29
OH30
OH31
OH32

Estimated
Reinstatement
Premiums
OI1
OI2
OI3
OI4
OI5
OI6
OI7
OI8
OI9
OI10
OI11
OI12
OI13
OI14
OI15
OI16
OI17
OI18
OI19
OI20
OI21
OI22
OI23
OI24
OI25
OI26
OI27
OI28
OI29
OI30
OI31
OI32

Unit claim cost no


formal medical care
PH1
PH2
PH3
PH4
PH5
PH6
PH7
PH8
PH9
PH10
PH11
PH12
PH13
PH14
PH15
PH16
PH17
PH18
PH19
PH20
PH21
PH22
PH23
PH24
PH25
PH26
PH27
PH28
PH29
PH30
PH31

Expected number of
uses no formal
medical care
PI1
PI2
PI3
PI4
PI5
PI6
PI7
PI8
PI9
PI10
PI11
PI12
PI13
PI14
PI15
PI16
PI17
PI18
PI19
PI20
PI21
PI22
PI23
PI24
PI25
PI26
PI27
PI28
PI29
PI30
PI31

NJ2
NJ3
NJ4
NJ5
NJ6
NJ7
NJ8
NJ9
NJ10
NJ11
NJ12
NJ13
NJ14
NJ15
NJ16
NJ17
NJ18
NJ19
NJ20
NJ21
NJ22
NJ23
NJ24
NJ25
NJ26
NJ27
NJ28
NJ29
NJ30
NJ31

NK2
NK3
NK4
NK5
NK6
NK7
NK8
NK9
NK10
NK11
NK12
NK13
NK14
NK15
NK16
NK17
NK18
NK19
NK20
NK21
NK22
NK23
NK24
NK25
NK26
NK27
NK28
NK29
NK30
NK31
NK32
NK33
NK34

NL2
NL3
NL4
NL5
NL6
NL7
NL8
NL9
NL10
NL11
NL12
NL13
NL14
NL15
NL16
NL17
NL18
NL19
NL20
NL21
NL22
NL23
NL24
NL25
NL26
NL27
NL28
NL29
NL30
NL31
NL32

NM2
NM3
NM4
NM5
NM6
NM7
NM8
NM9
NM10
NM11
NM12
NM13
NM14
NM15
NM16
NM17
NM18
NM19
NM20
NM21
NM22
NM23
NM24
NM25
NM26
NM27
NM28
NM29
NM30
NM31
NM32

NN2
NN3
NN4
NN5
NN6
NN7
NN8
NN9
NN10
NN11
NN12
NN13
NN14
NN15
NN16
NN17
NN18
NN19
NN20
NN21
NN22
NN23
NN24
NN25
NN26
NN27
NN28
NN29
NN30
NN31
NN32
NN33
NN34

Average sum insured

Health Catastrophe risk - Concentration accident


Country 1
Country 2
Country 3
Country 4
Country 5
Country 6
Country 7
Country 8
Country 9
Country 10
Country 11
Country 12
Country 13
Country 14
Country 15
Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Concentration accident all countries before diversification
Diversification effect between countries
Total Concentration accident all countries after diversification

Permanent disability Disability 10 years Disability 12 months Medical treatment


Average sum
Average sum
Average sum
Average sum
insured
insured
insured
insured
OC1
OD1
OE1
OF1
OC2
OD2
OE2
OF2
OC3
OD3
OE3
OF3
OC4
OD4
OE4
OF4
OC5
OD5
OE5
OF5
OC6
OD6
OE6
OF6
OC7
OD7
OE7
OF7
OC8
OD8
OE8
OF8
OC9
OD9
OE9
OF9
OC10
OD10
OE10
OF10
OC11
OD11
OE11
OF11
OC12
OD12
OE12
OF12
OC13
OD13
OE13
OF13
OC14
OD14
OE14
OF14
OC15
OD15
OE15
OF15
OC16
OD16
OE16
OF16
OC17
OD17
OE17
OF17
OC18
OD18
OE18
OF18
OC19
OD19
OE19
OF19
OC20
OD20
OE20
OF20
OC21
OD21
OE21
OF21
OC22
OD22
OE22
OF22
OC23
OD23
OE23
OF23
OC24
OD24
OE24
OF24
OC25
OD25
OE25
OF25
OC26
OD26
OE26
OF26
OC27
OD27
OE27
OF27
OC28
OD28
OE28
OF28
OC29
OD29
OE29
OF29
OC30
OD30
OE30
OF30
OC31
OD31
OE31
OF31

Income protection

Health Catastrophe risk - Pandemic


Country 1
Country 2
Country 3
Country 4
Country 5
Country 6
Country 7
Country 8
Country 9
Country 10
Country 11
Country 12
Country 13
Country 14
Country 15
Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Income Protections all countries
Total Pandemic all countries

Number of insured
people

Total pandemic
exposure

PA32

PB32

Net Catastrophe
Risk Charge
OJ1
OJ2
OJ3
OJ4
OJ5
OJ6
OJ7
OJ8
OJ9
OJ10
OJ11
OJ12
OJ13
OJ14
OJ15
OJ16
OJ17
OJ18
OJ19
OJ20
OJ21
OJ22
OJ23
OJ24
OJ25
OJ26
OJ27
OJ28
OJ29
OJ30
OJ31
OJ32
OJ33
OJ34

Medical expense

Number of insured
people
PC1
PC2
PC3
PC4
PC5
PC6
PC7
PC8
PC9
PC10
PC11
PC12
PC13
PC14
PC15
PC16
PC17
PC18
PC19
PC20
PC21
PC22
PC23
PC24
PC25
PC26
PC27
PC28
PC29
PC30
PC31

Unit claim cost


hospitalisation
PD1
PD2
PD3
PD4
PD5
PD6
PD7
PD8
PD9
PD10
PD11
PD12
PD13
PD14
PD15
PD16
PD17
PD18
PD19
PD20
PD21
PD22
PD23
PD24
PD25
PD26
PD27
PD28
PD29
PD30
PD31

Expected number of
Unit claim cost
uses hospitalisation medical practitioner
PE1
PF1
PE2
PF2
PE3
PF3
PE4
PF4
PE5
PF5
PE6
PF6
PE7
PF7
PE8
PF8
PE9
PF9
PE10
PF10
PE11
PF11
PE12
PF12
PE13
PF13
PE14
PF14
PE15
PF15
PE16
PF16
PE17
PF17
PE18
PF18
PE19
PF19
PE20
PF20
PE21
PF21
PE22
PF22
PE23
PF23
PE24
PF24
PE25
PF25
PE26
PF26
PE27
PF27
PE28
PF28
PE29
PF29
PE30
PF30
PE31
PF31

Expected number of
uses medical
practitioner
PG1
PG2
PG3
PG4
PG5
PG6
PG7
PG8
PG9
PG10
PG11
PG12
PG13
PG14
PG15
PG16
PG17
PG18
PG19
PG20
PG21
PG22
PG23
PG24
PG25
PG26
PG27
PG28
PG29
PG30
PG31

Medical expense Gross Catastrophe


Risk Charge
PJ1
PJ2
PJ3
PJ4
PJ5
PJ6
PJ7
PJ8
PJ9
PJ10
PJ11
PJ12
PJ13
PJ14
PJ15
PJ16
PJ17
PJ18
PJ19
PJ20
PJ21
PJ22
PJ23
PJ24
PJ25
PJ26
PJ27
PJ28
PJ29
PJ30
PJ31

Income protection
- Gross
Catastrophe Risk Gross Catastrophe
Charge
Risk Charge
PJ1
PJ2
PJ3
PJ4
PJ5
PJ6
PJ7
PJ8
PJ9
PJ10
PJ11
PJ12
PJ13
PJ14
PJ15
PJ16
PJ17
PJ18
PJ19
PJ20
PJ21
PJ22
PJ23
PJ24
PJ25
PJ26
PJ27
PJ28
PJ29
PJ30
PJ31
PJ32
PJ32
PJ33

Estimated Risk
NOWMitigation
gray cells

DELETED CELLS ARE NOW GRAY

PK33

Estimated
Reinstatement
Premiums

Net Catastrophe Risk


Charge

PL33

PM33

Appendix I: Quantitative reporting templates

S.27.01.g
Solvency Capital Requirement - Non-life catastrophe risk

Non-life catastrophe risk - Summary


Natural catastrophe risk
Windstorm
Earthquake
Flood
Hail
Subsidence
Diversification between perils
Catastrophe risk non-proportional property reinsurance
Man-made catastrophe risk
Motor vehicle liability
Marine
Aviation
Fire
Liability
Credit & Suretyship
Diversification between perils
Other non-life catastrophe risk
Diversification between perils
Total Non-life catastrophe risk before diversification
Diversification between sub-modules
Total Non-life catastrophe risk after diversification

Gross SCR
A1
A2
A3
A4
A5
A6
A7
A8
A9
A10
A11
A12
A13
A14
A15
A16
A17
A18
A19
A20
A21

Total risk mitigation


B1
B2
B3
B4
B5
B6
B7
B8
B9
B10
B11
B12
B13
B14
B15
B16
B17
B18
B19
B20
B21

Net SCR
C1
C2
C3
C4
C5
C6
C7
C8
C9
C10
C11
C12
C13
C14
C15
C16
C17
C18
C19
C20
C21

Health catastrophe risk - Summary

Gross SCR

Total risk mitigation

Net SCR

A22
A23
A24
A25
A26

B22
B23
B24
B25
B26

C22
C23
C24
C25
C26

Estimation of the
gross premiums to
be earned
AA1
AA2
AA3
AA4
AA5
AA6
AA7
AA8
AA9
AA10
AA11
AA12
AA13
AA14
AA15
AA16
AA17
AA18
AA19
AA20
AA21
AA22
AA23
AA24
AA25
AA26
AA27
AA28
AA29
AA30
AA31
AA32
AA33
AA34
AA35
AA36
AA37

Exposure
AB1
AB2
AB3
AB4
AB5
AB6
AB7
AB8
AB9
AB10
AB11
AB12
AB13
AB14
AB15
AB16
AB17
AB18
AB19
AB20
AB21
AB22
AB23
AB24
AB25
AB26
AB27
AB28
AB29
AB30
AB31
AB32
AB33
AB34
AB35
AB36
AB37

Specified Gross Loss


AC1
AC2
AC3
AC4
AC5
AC6
AC7
AC8
AC9
AC10
AC11
AC12
AC13
AC14
AC15
AC16
AC17
AC18
AC19
AC20
AC21

Estimation of the
gross premiums to
be earned
BA1
BA2
BA3
BA4
BA5
BA6
BA7
BA8
BA9
BA10
BA11
BA12
BA13
BA14
BA15
BA16
BA17
BA18
BA19
BA20
BA21
BA22
BA23
BA24
BA25
BA26

Exposure
BB1
BB2
BB3
BB4
BB5
BB6
BB7
BB8
BB9
BB10
BB11
BB12
BB13
BB14
BB15
BB16
BB17
BB18
BB19
BB20
BB21
BB22
BB23
BB24
BB25
BB26

Specified Gross Loss


BC1
BC2
BC3
BC4
BC5
BC6
BC7
BC8
BC9
BC10
BC11
BC12
BC13
BC14
BC15
BC16
BC17
BC18
BC19
BC20
BC21

Health catastrophe risk


Mass accident
Accident concentration
Pandemic
Diversification between sub-modules

Natural Catastrophe risk - Windstorm


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
EEA Region 15
EEA Region 16
EEA Region 17
EEA Region 18
EEA Region 19
EEA Region 20
Total Windstorm EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Windstorm Other Regions before diversifications
Total Windstorm all Regions before diversification
Diversification effect between regions
Total Windstorm after diversification

Natural Catastrophe risk - Earthquake


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
EEA Region 15
EEA Region 16
EEA Region 17
EEA Region 18
EEA Region 19
EEA Region 20
Total Earthquake EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5

Gross Cat Risk


Charge Factor
AD1
AD2
AD3
AD4
AD5
AD6
AD7
AD8
AD9
AD10
AD11
AD12
AD13
AD14
AD15
AD16
AD17
AD18
AD19
AD20
AD21

Gross Cat Risk


Charge Factor
BD1
BD2
BD3
BD4
BD5
BD6
BD7
BD8
BD9
BD10
BD11
BD12
BD13
BD14
BD15
BD16
BD17
BD18
BD19
BD20
BD21

Scenario A or B
AE1
AE2
AE3
AE4
AE5
AE6
AE7
AE8
AE9
AE10
AE11
AE12
AE13
AE14
AE15
AE16
AE17
AE18
AE19
AE20

Gross Catastrophe
Risk Charge
BE1
BE2
BE3
BE4
BE5
BE6
BE7
BE8
BE9
BE10
BE11
BE12
BE13
BE14
BE15
BE16
BE17
BE18
BE19
BE20
BE21

Gross Catastrophe
Risk Charge
AF1
AF2
AF3
AF4
AF5
AF6
AF7
AF8
AF9
AF10
AF11
AF12
AF13
AF14
AF15
AF16
AF17
AF18
AF19
AF20
AF21

Estimated Risk
Mitigation
AG1
AG2
AG3
AG4
AG5
AG6
AG7
AG8
AG9
AG10
AG11
AG12
AG13
AG14
AG15
AG16
AG17
AG18
AG19
AG20
AG21

Estimated
Reinstatement
Premiums
AH1
AH2
AH3
AH4
AH5
AH6
AH7
AH8
AH9
AH10
AH11
AH12
AH13
AH14
AH15
AH16
AH17
AH18
AH19
AH20
AH21

AF36
AF37
AF38
AF39

AG36
AG37

AH36
AH37

Estimated
Reinstatement
Premiums
BG1
BG2
BG3
BG4
BG5
BG6
BG7
BG8
BG9
BG10
BG11
BG12
BG13
BG14
BG15
BG16
BG17
BG18
BG19
BG20
BG21

Net Catastrophe
Risk Charge
BH1
BH2
BH3
BH4
BH5
BH6
BH7
BH8
BH9
BH10
BH11
BH12
BH13
BH14
BH15
BH16
BH17
BH18
BH19
BH20
BH21

Estimated Risk
Mitigation
BF1
BF2
BF3
BF4
BF5
BF6
BF7
BF8
BF9
BF10
BF11
BF12
BF13
BF14
BF15
BF16
BF17
BF18
BF19
BF20
BF21

Net Catastrophe
Risk Charge
AI1
AI2
AI3
AI4
AI5
AI6
AI7
AI8
AI9
AI10
AI11
AI12
AI13
AI14
AI15
AI16
AI17
AI18
AI19
AI20
AI21

AI36
AI37
AI38
AI39

Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Earthquake Other Regions before diversifications
Total Earthquake all Regions before diversification
Diversification effect between regions
Total Earthquake after diversification

Natural Catastrophe risk - Flood


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
Total Flood EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Flood Other Regions before diversifications
Total Flood all Regions before diversification
Diversification effect between regions
Total Flood after diversification

Natural Catastrophe risk - Hail


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
Total Hail EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Hail Other Regions before diversifications
Total Hail all Regions before diversification
Diversification effect between regions
Total Hail after diversification

Natural Catastrophe risk -Subsidence


Total Subsidence before diversification
Diversification effect between zones
Total Subsidence after diversification

Natural Catastrophe risk - Non-proportional property reinsurance


Non-proportional property reinsurance

BA27
BA28
BA29
BA30
BA31
BA32
BA33
BA34
BA35
BA36
BA37

BB27
BB28
BB29
BB30
BB31
BB32
BB33
BB34
BB35
BB36
BB37

Estimation of the
gross premiums to
be earned
CA1
CA2
CA3
CA4
CA5
CA6
CA7
CA8
CA9
CA10
CA11
CA12
CA13
CA14
CA15
CA16
CA17
CA18
CA19
CA20
CA21
CA22
CA23
CA24
CA25
CA26
CA27
CA28
CA29
CA30
CA31

Exposure
CB1
CB2
CB3
CB4
CB5
CB6
CB7
CB8
CB9
CB10
CB11
CB12
CB13
CB14
CB15
CB16
CB17
CB18
CB19
CB20
CB21
CB22
CB23
CB24
CB25
CB26
CB27
CB28
CB29
CB30
CB31

Specified Gross Loss


CC1
CC2
CC3
CC4
CC5
CC6
CC7
CC8
CC9
CC10
CC11
CC12
CC13
CC14
CC15

Estimation of the
gross premiums to
be earned
DA1
DA2
DA3
DA4
DA5
DA6
DA7
DA8
DA9
DA10
DA11
DA12
DA13
DA14
DA15
DA16
DA17
DA18
DA19
DA20
DA21
DA22
DA23
DA24
DA25
DA26

Exposure
DB1
DB2
DB3
DB4
DB5
DB6
DB7
DB8
DB9
DB10
DB11
DB12
DB13
DB14
DB15
DB16
DB17
DB18
DB19
DB20
DB21
DB22
DB23
DB24
DB25
DB26

Specified Gross Loss


DC1
DC2
DC3
DC4
DC5
DC6
DC7
DC8
DC9
DC10

Estimation of the
gross premiums to
be earned
EA1

Exposure
EB1

Specified Gross Loss


EC1

Gross Cat Risk


Charge Factor
ED1

Estimation of the
premiums to be
earned

Gross Catastrophe
Risk Charge

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Catastrophe
Risk Charge

FA1

FB1

FC1

FD1

FE1

Man made catastrophe risk - Motor Vehicle Liability

BE36
BE37
BE38
BE39

Gross Cat Risk


Charge Factor
CD1
CD2
CD3
CD4
CD5
CD6
CD7
CD8
CD9
CD10
CD11
CD12
CD13
CD14
CD15

Gross Cat Risk


Charge Factor
DD1
DD2
DD3
DD4
DD5
DD6
DD7
DD8
DD9
DD10

Scenario A or B
CE1
CE2
CE3
CE4
CE5
CE6
CE7
CE8
CE9
CE10
CE11
CE12
CE13
CE14

Scenario A or B
DE1
DE2
DE3
DE4
DE5
DE6
DE7
DE8
DE9

Gross Catastrophe
Risk Charge
EE1
EE2
EE3

BF36
BF37

BG36
BG37

Gross Catastrophe
Risk Charge
CF1
CF2
CF3
CF4
CF5
CF6
CF7
CF8
CF9
CF10
CF11
CF12
CF13
CF14
CF15

Estimated Risk
Mitigation
CG1
CG2
CG3
CG4
CG5
CG6
CG7
CG8
CG9
CG10
CG11
CG12
CG13
CG14
CG15

Estimated
Reinstatement
Premiums
CH1
CH2
CH3
CH4
CH5
CH6
CH7
CH8
CH9
CH10
CH11
CH12
CH13
CH14
CH15

CF30
CF31
CF32
CF33

CG30
CG31

CH30
CH31

Gross Catastrophe
Risk Charge
DF1
DF2
DF3
DF4
DF5
DF6
DF7
DF8
DF9
DF10

Estimated Risk
Mitigation
DG1
DG2
DG3
DG4
DG5
DG6
DG7
DG8
DG9
DG10

Estimated
Reinstatement
Premiums
DH1
DH2
DH3
DH4
DH5
DH6
DH7
DH8
DH9
DH10

DF25
DF26
DF27
DF28

DG25
DG26

DH25
DH26

Estimated Risk
Mitigation
EF1

Estimated
Reinstatement
Premiums
EG1

BH36
BH37
BH38
BH39

Net Catastrophe
Risk Charge
EH1
EH2
EH3

Net Catastrophe
Risk Charge
CI1
CI2
CI3
CI4
CI5
CI6
CI7
CI8
CI9
CI10
CI11
CI12
CI13
CI14
CI15

CI30
CI31
CI32
CI33

Net Catastrophe
Risk Charge
DI1
DI2
DI3
DI4
DI5
DI6
DI7
DI8
DI9
DI10

DI25
DI26
DI27
DI28

Number of vehicles policy limit above 24M

Number of vehicles
policy limit below or
equal to 24M

Gross Cat Risk


Charge Motor
Vehicle Liability

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Motor Vehicle
Liability

GA1

GA2

GA3

GA4

GA5

GA6

Gross Cat Risk


Charge Share
marine hull in
tanker t
HA1

Gross Cat Risk


Charge Share
marine liability in
tanker t
HB1

Gross Cat Risk


Charge Share
marine oil pollution
liability in tanker t
HC1

Gross Cat Risk


Charge Marine
Tanker Collision
HD1

Estimated Risk
Mitigation
HE1

Estimated
Reinstatement
Premiums
HF1

Net Cat Risk Charge


Marine Tanker
Collision
HG1

Gross Cat Risk


Charge Property
damage
HA2

Gross Cat Risk


Charge Removal of
wreckage
HB2

Gross Cat Risk


Charge Loss of
production income
HC2

Gross Cat Risk


Charge Capping of
the well or making
the well secure
HD2

Gross Cat Risk


Charge Liability
insurance and
reinsurance
obligations
HE2

Gross Cat Risk


Charge Marine
Platform Explosion
HF2

Estimated Risk
Mitigation
HG2

Estimated Risk
Mitigation
ID1

Estimated
Reinstatement
Premiums
IE1

Net Cat Risk Charge


Aviation
IF1

Gross Cat Risk


Charge Liability

Estimated Risk
Mitigation

KA4
KB4
KC4
KD4
KE4
KF4

KA5
KB5
KC5
KD5
KE5
KF5

Estimated
Reinstatement
Premiums
KA6
KB6
KC6
KD6
KE6
KF6

Gross Cat Risk


Charge Credit &
Surety - Large
Credit Default

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Credit & Surety Large Credit Default

LA3
LB3
LC3

LA4
LB4
LC4

LA5
LB5
LC5

LA6
LB6
LC6

Man made catastrophe risk - Marine Tanker Collision


Marine Tanker Collision

Man made catastrophe risk - Marine Platform Explosion


Marine Platform Explosion

Gross Cat Risk


Charge Marine

Man made catastrophe risk - Aviation


Gross Cat Risk Charge Aviation

Estimated Total Risk Net Cat Risk Charge


Mitigation
Marine

HA3
HB3
HC3

HA4
HB4
HC4

HA5
HB5
HC5

Gross Cat risk


Charge Aviation hull
IA1

Gross Cat risk


Charge Aviation
liability
IB1

Gross Cat Risk


Charge Aviation
IC1

Man made catastrophe risk - Fire


Gross Cat Risk Charge Fire

Estimated Risk
Mitigation

JA1

JA2

Man made catastrophe risk - Liability

Estimated
Reinstatement
Premiums
JA3

Earned premium last Largest liability limit


12 months
provided

Professional malpractice liability


Employers liability
Directors and officers liability
Other liability
Non-proportional reinsurance
Total

KA1
KB1
KC1
KD1
KE1
KF1

KA2
KB2
KC2
KD2
KE2

Net Cat Risk Charge


Fire
JA4

Number of claims
KA3
KB3
KC3
KD3
KE3

Man made catastrophe risk - Liability


Gross Cat Risk
Charge Liability
Total before diversification
Diversification between type of cover
Total after diversification

Estimated Total Risk Net Cat Risk Charge


Mitigation
Liability

KA8
KB8
KC8

KA9
KB9
KC9

KA10
KB10
KC10

Man made catastrophe risk - Credit & Suretyship - Large Credit Default
Proportion of
Exposure (individual
damage caused by
or group)
scenario
Largest exposure 1
Largest exposure 2
Total

LA1
LB1
LC1

LA2
LB2
LC2

Man made catastrophe risk - Credit & Suretyship - Recession Risk

Total

Earned premium last


12 months

Gross Cat Risk


Charge Credit &
Suretyship Recession Risk

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Credit & Suretyship
- Recession Risk

LA7

LA8

LA9

LA10

LA11

Man made catastrophe risk - Credit & Suretyship


Gross Cat Risk
Charge Credit &
Suretyship
Total before diversification
Diversification between type of event
Total after diversification

Estimated Total Risk Net Cat Risk Charge


Mitigation
Credit & Suretyship

LA12
LB12
LC12

LA13
LB13
LC13

LA14
LB14
LC14

Man made catastrophe risk - Other non-life catastrophe risk


Estimation of the
gross premiums to
be earned
MAT other than Marine and Aviation

MA1

Gross Cat Risk


Net Cat Risk Charge
Estimated Total Risk
Charge Other nonOther non-life
Mitigation
life catastrophe risk
catastrophe risk
MA2

HH1

Name of platform

Man made catastrophe risk - Marine

Total before diversification


Diversification between type of event
Total after diversification

Name of vessel

Net Cat Risk Charge


Liability
KA7
KB7
KC7
KD7
KE7
KF7

Estimated
Reinstatement
Premiums
HH2

Net Cat Risk Charge


Marine Platform
Explosion
HI2

HJ2

Non-proportional MAT reinsurance other than Marine and Aviation


Miscellaneous financial loss

MB1
MC1

MB2
MC2

Non-proportional Casualty reinsurance other than General liability


Non-proportional Credit & Surety reinsurance
Total before diversification
Diversification between groups of obligations
Total after diversification

MD1
ME1

MD2
ME2
MF2
MG2
MH2

Health Catastrophe risk - Mass accident


Country 1
Country 2
Country 3
Country 4
Country 5
Country 6
Country 7
Country 8
Country 9
Country 10
Country 11
Country 12
Country 13
Country 14
Country 15
Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Mass accident all countries before diversification
Diversification effect between countries
Total Mass accident all countries after diversification

Accidental death
Total value of
# Policyholders
benefits payable
NA1
NB1
NA2
NB2
NA3
NB3
NA4
NB4
NA5
NB5
NA6
NB6
NA7
NB7
NA8
NB8
NA9
NB9
NA10
NB10
NA11
NB11
NA12
NB12
NA13
NB13
NA14
NB14
NA15
NB15
NA16
NB16
NA17
NB17
NA18
NB18
NA19
NB19
NA20
NB20
NA21
NB21
NA22
NB22
NA23
NB23
NA24
NB24
NA25
NB25
NA26
NB26
NA27
NB27
NA28
NB28
NA29
NB29
NA30
NB30
NA31
NB31

MF3
MG3
MH3

MF4
MG4
MH4

Permanent disability
Total value of
# Policyholders
benefits payable
NC1
ND1
NC2
ND2
NC3
ND3
NC4
ND4
NC5
ND5
NC6
ND6
NC7
ND7
NC8
ND8
NC9
ND9
NC10
ND10
NC11
ND11
NC12
ND12
NC13
ND13
NC14
ND14
NC15
ND15
NC16
ND16
NC17
ND17
NC18
ND18
NC19
ND19
NC20
ND20
NC21
ND21
NC22
ND22
NC23
ND23
NC24
ND24
NC25
ND25
NC26
ND26
NC27
ND27
NC28
ND28
NC29
ND29
NC30
ND30
NC31
ND31

Disability 10 years
Total value of
# Policyholders
benefits payable
NE1
NF1
NE2
NF2
NE3
NF3
NE4
NF4
NE5
NF5
NE6
NF6
NE7
NF7
NE8
NF8
NE9
NF9
NE10
NF10
NE11
NF11
NE12
NF12
NE13
NF13
NE14
NF14
NE15
NF15
NE16
NF16
NE17
NF17
NE18
NF18
NE19
NF19
NE20
NF20
NE21
NF21
NE22
NF22
NE23
NF23
NE24
NF24
NE25
NF25
NE26
NF26
NE27
NF27
NE28
NF28
NE29
NF29
NE30
NF30
NE31
NF31

Disability 12 months
Total value of
# Policyholders
benefits payable
NG1
NH1
NG2
NH2
NG3
NH3
NG4
NH4
NG5
NH5
NG6
NH6
NG7
NH7
NG8
NH8
NG9
NH9
NG10
NH10
NG11
NH11
NG12
NH12
NG13
NH13
NG14
NH14
NG15
NH15
NG16
NH16
NG17
NH17
NG18
NH18
NG19
NH19
NG20
NH20
NG21
NH21
NG22
NH22
NG23
NH23
NG24
NH24
NG25
NH25
NG26
NH26
NG27
NH27
NG28
NH28
NG29
NH29
NG30
NH30
NG31
NH31

Medical treatment
Total value of
# Policyholders
benefits payable
NI1
NJ1
NI2
NJ2
NI3
NJ3
NI4
NJ4
NI5
NJ5
NI6
NJ6
NI7
NJ7
NI8
NJ8
NI9
NJ9
NI10
NJ10
NI11
NJ11
NI12
NJ12
NI13
NJ13
NI14
NJ14
NI15
NJ15
NI16
NJ16
NI17
NJ17
NI18
NJ18
NI19
NJ19
NI20
NJ20
NI21
NJ21
NI22
NJ22
NI23
NJ23
NI24
NJ24
NI25
NJ25
NI26
NJ26
NI27
NJ27
NI28
NJ28
NI29
NJ29
NI30
NJ30
NI31
NJ31

Gross Catastrophe
Risk Charge
NK1
NK2
NK3
NK4
NK5
NK6
NK7
NK8
NK9
NK10
NK11
NK12
NK13
NK14
NK15
NK16
NK17
NK18
NK19
NK20
NK21
NK22
NK23
NK24
NK25
NK26
NK27
NK28
NK29
NK30
NK31
NK32
NK33
NK34

Estimated Risk
Mitigation
NL1
NL2
NL3
NL4
NL5
NL6
NL7
NL8
NL9
NL10
NL11
NL12
NL13
NL14
NL15
NL16
NL17
NL18
NL19
NL20
NL21
NL22
NL23
NL24
NL25
NL26
NL27
NL28
NL29
NL30
NL31
NL32

Estimated
Reinstatement
Premiums
NM1
NM2
NM3
NM4
NM5
NM6
NM7
NM8
NM9
NM10
NM11
NM12
NM13
NM14
NM15
NM16
NM17
NM18
NM19
NM20
NM21
NM22
NM23
NM24
NM25
NM26
NM27
NM28
NM29
NM30
NM31
NM32

Net Catastrophe Risk


Charge
NN1
NN2
NN3
NN4
NN5
NN6
NN7
NN8
NN9
NN10
NN11
NN12
NN13
NN14
NN15
NN16
NN17
NN18
NN19
NN20
NN21
NN22
NN23
NN24
NN25
NN26
NN27
NN28
NN29
NN30
NN31
NN32
NN33
NN34

Average sum insured

Health Catastrophe risk - Concentration accident


Country 1
Country 2
Country 3
Country 4
Country 5
Country 6
Country 7
Country 8
Country 9
Country 10
Country 11
Country 12
Country 13
Country 14
Country 15
Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Concentration accident all countries before diversification
Diversification effect between countries
Total Concentration accident all countries after diversification

Largest known
accident risk
concentration
OA1
OA2
OA3
OA4
OA5
OA6
OA7
OA8
OA9
OA10
OA11
OA12
OA13
OA14
OA15
OA16
OA17
OA18
OA19
OA20
OA21
OA22
OA23
OA24
OA25
OA26
OA27
OA28
OA29
OA30
OA31

Accidental death
Average sum
insured
OB1
OB2
OB3
OB4
OB5
OB6
OB7
OB8
OB9
OB10
OB11
OB12
OB13
OB14
OB15
OB16
OB17
OB18
OB19
OB20
OB21
OB22
OB23
OB24
OB25
OB26
OB27
OB28
OB29
OB30
OB31

Permanent disability Disability 10 years Disability 12 months


Average sum
Average sum
Average sum
insured
insured
insured
OC1
OD1
OE1
OC2
OD2
OE2
OC3
OD3
OE3
OC4
OD4
OE4
OC5
OD5
OE5
OC6
OD6
OE6
OC7
OD7
OE7
OC8
OD8
OE8
OC9
OD9
OE9
OC10
OD10
OE10
OC11
OD11
OE11
OC12
OD12
OE12
OC13
OD13
OE13
OC14
OD14
OE14
OC15
OD15
OE15
OC16
OD16
OE16
OC17
OD17
OE17
OC18
OD18
OE18
OC19
OD19
OE19
OC20
OD20
OE20
OC21
OD21
OE21
OC22
OD22
OE22
OC23
OD23
OE23
OC24
OD24
OE24
OC25
OD25
OE25
OC26
OD26
OE26
OC27
OD27
OE27
OC28
OD28
OE28
OC29
OD29
OE29
OC30
OD30
OE30
OC31
OD31
OE31

Income protection

Health Catastrophe risk - Pandemic


Country 1
Country 2
Country 3
Country 4
Country 5
Country 6
Country 7
Country 8
Country 9
Country 10
Country 11
Country 12
Country 13
Country 14
Country 15

Number of insured
people

Total pandemic
exposure

Medical treatment
Average sum
insured
OF1
OF2
OF3
OF4
OF5
OF6
OF7
OF8
OF9
OF10
OF11
OF12
OF13
OF14
OF15
OF16
OF17
OF18
OF19
OF20
OF21
OF22
OF23
OF24
OF25
OF26
OF27
OF28
OF29
OF30
OF31

Gross Catastrophe
Risk Charge
OG1
OG2
OG3
OG4
OG5
OG6
OG7
OG8
OG9
OG10
OG11
OG12
OG13
OG14
OG15
OG16
OG17
OG18
OG19
OG20
OG21
OG22
OG23
OG24
OG25
OG26
OG27
OG28
OG29
OG30
OG31
OG32
OG33
OG34

Estimated Risk
Mitigation
OH1
OH2
OH3
OH4
OH5
OH6
OH7
OH8
OH9
OH10
OH11
OH12
OH13
OH14
OH15
OH16
OH17
OH18
OH19
OH20
OH21
OH22
OH23
OH24
OH25
OH26
OH27
OH28
OH29
OH30
OH31
OH32

Estimated
Reinstatement
Premiums
OI1
OI2
OI3
OI4
OI5
OI6
OI7
OI8
OI9
OI10
OI11
OI12
OI13
OI14
OI15
OI16
OI17
OI18
OI19
OI20
OI21
OI22
OI23
OI24
OI25
OI26
OI27
OI28
OI29
OI30
OI31
OI32

Unit claim cost no


formal medical care
PH1
PH2
PH3
PH4
PH5
PH6
PH7
PH8
PH9
PH10
PH11
PH12
PH13
PH14
PH15

Expected number of
uses no formal
medical care
PI1
PI2
PI3
PI4
PI5
PI6
PI7
PI8
PI9
PI10
PI11
PI12
PI13
PI14
PI15

Net Catastrophe
Risk Charge
OJ1
OJ2
OJ3
OJ4
OJ5
OJ6
OJ7
OJ8
OJ9
OJ10
OJ11
OJ12
OJ13
OJ14
OJ15
OJ16
OJ17
OJ18
OJ19
OJ20
OJ21
OJ22
OJ23
OJ24
OJ25
OJ26
OJ27
OJ28
OJ29
OJ30
OJ31
OJ32
OJ33
OJ34

Medical expense

Number of insured
people
PC1
PC2
PC3
PC4
PC5
PC6
PC7
PC8
PC9
PC10
PC11
PC12
PC13
PC14
PC15

Unit claim cost


hospitalisation
PD1
PD2
PD3
PD4
PD5
PD6
PD7
PD8
PD9
PD10
PD11
PD12
PD13
PD14
PD15

Expected number of
Unit claim cost
uses hospitalisation medical practitioner
PE1
PF1
PE2
PF2
PE3
PF3
PE4
PF4
PE5
PF5
PE6
PF6
PE7
PF7
PE8
PF8
PE9
PF9
PE10
PF10
PE11
PF11
PE12
PF12
PE13
PF13
PE14
PF14
PE15
PF15

Expected number of
uses medical
practitioner
PG1
PG2
PG3
PG4
PG5
PG6
PG7
PG8
PG9
PG10
PG11
PG12
PG13
PG14
PG15

Medical expense Gross Catastrophe


Risk Charge
PJ1
PJ2
PJ3
PJ4
PJ5
PJ6
PJ7
PJ8
PJ9
PJ10
PJ11
PJ12
PJ13
PJ14
PJ15

Income protection
- Gross
Catastrophe Risk Gross Catastrophe
Charge
Risk Charge
PJ1
PJ2
PJ3
PJ4
PJ5
PJ6
PJ7
PJ8
PJ9
PJ10
PJ11
PJ12
PJ13
PJ14
PJ15

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Income Protections all countries
Total Pandemic all countries

PC16
PC17
PC18
PC19
PC20
PC21
PC22
PC23
PC24
PC25
PC26
PC27
PC28
PC29
PC30
PC31
PA32

PB32

PD16
PD17
PD18
PD19
PD20
PD21
PD22
PD23
PD24
PD25
PD26
PD27
PD28
PD29
PD30
PD31

PE16
PE17
PE18
PE19
PE20
PE21
PE22
PE23
PE24
PE25
PE26
PE27
PE28
PE29
PE30
PE31

PF16
PF17
PF18
PF19
PF20
PF21
PF22
PF23
PF24
PF25
PF26
PF27
PF28
PF29
PF30
PF31

PG16
PG17
PG18
PG19
PG20
PG21
PG22
PG23
PG24
PG25
PG26
PG27
PG28
PG29
PG30
PG31

PH16
PH17
PH18
PH19
PH20
PH21
PH22
PH23
PH24
PH25
PH26
PH27
PH28
PH29
PH30
PH31

PI16
PI17
PI18
PI19
PI20
PI21
PI22
PI23
PI24
PI25
PI26
PI27
PI28
PI29
PI30
PI31

PJ16
PJ17
PJ18
PJ19
PJ20
PJ21
PJ22
PJ23
PJ24
PJ25
PJ26
PJ27
PJ28
PJ29
PJ30
PJ31
PJ32

PJ16
PJ17
PJ18
PJ19
PJ20
PJ21
PJ22
PJ23
PJ24
PJ25
PJ26
PJ27
PJ28
PJ29
PJ30
PJ31
PJ32
PJ33

PK33

PL33

Appendix I: Quantitative reporting templates

S.27.01.n
Solvency Capital Requirement - Non-life catastrophe risk
Ring fenced fund? (Y/N)
Fund number

A30
A0

Non-life catastrophe risk - Summary


Natural catastrophe risk
Windstorm
Earthquake
Flood
Hail
Subsidence
Diversification between perils
Catastrophe risk non-proportional property reinsurance
Man-made catastrophe risk
Motor vehicle liability
Marine
Aviation
Fire
Liability
Credit & Suretyship
Diversification between perils
Other non-life catastrophe risk
Diversification between perils
Total Non-life catastrophe risk before diversification
Diversification between sub-modules
Total Non-life catastrophe risk after diversification

Gross SCR
A1
A2
A3
A4
A5
A6
A7
A8
A9
A10
A11
A12
A13
A14
A15
A16
A17
A18
A19
A20
A21

Total risk mitigation


B1
B2
B3
B4
B5
B6
B7
B8
B9
B10
B11
B12
B13
B14
B15
B16
B17
B18
B19
B20
B21

Net SCR
C1
C2
C3
C4
C5
C6
C7
C8
C9
C10
C11
C12
C13
C14
C15
C16
C17
C18
C19
C20
C21

Health catastrophe risk - Summary

Gross SCR

Total risk mitigation

Net SCR

A22
A23
A24
A25
A26

B22
B23
B24
B25
B26

C22
C23
C24
C25
C26

Estimation of the
gross premiums to
be earned
AA1
AA2
AA3
AA4
AA5
AA6
AA7
AA8
AA9
AA10
AA11
AA12
AA13
AA14
AA15
AA16
AA17
AA18
AA19
AA20
AA21
AA22
AA23
AA24
AA25
AA26
AA27
AA28
AA29
AA30
AA31
AA32
AA33
AA34
AA35
AA36
AA37

Exposure
AB1
AB2
AB3
AB4
AB5
AB6
AB7
AB8
AB9
AB10
AB11
AB12
AB13
AB14
AB15
AB16
AB17
AB18
AB19
AB20
AB21
AB22
AB23
AB24
AB25
AB26
AB27
AB28
AB29
AB30
AB31
AB32
AB33
AB34
AB35
AB36
AB37

Specified Gross Loss


AC1
AC2
AC3
AC4
AC5
AC6
AC7
AC8
AC9
AC10
AC11
AC12
AC13
AC14
AC15
AC16
AC17
AC18
AC19
AC20
AC21

Estimation of the
gross premiums to
be earned
BA1
BA2
BA3
BA4
BA5
BA6
BA7
BA8
BA9
BA10
BA11
BA12
BA13
BA14
BA15
BA16
BA17
BA18
BA19
BA20
BA21
BA22
BA23
BA24
BA25
BA26
BA27
BA28
BA29

Exposure
BB1
BB2
BB3
BB4
BB5
BB6
BB7
BB8
BB9
BB10
BB11
BB12
BB13
BB14
BB15
BB16
BB17
BB18
BB19
BB20
BB21
BB22
BB23
BB24
BB25
BB26
BB27
BB28
BB29

Specified Gross Loss


BC1
BC2
BC3
BC4
BC5
BC6
BC7
BC8
BC9
BC10
BC11
BC12
BC13
BC14
BC15
BC16
BC17
BC18
BC19
BC20
BC21

Health catastrophe risk


Mass accident
Accident concentration
Pandemic
Diversification between sub-modules

Natural Catastrophe risk - Windstorm


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
EEA Region 15
EEA Region 16
EEA Region 17
EEA Region 18
EEA Region 19
EEA Region 20
Total Windstorm EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Windstorm Other Regions before diversifications
Total Windstorm all Regions before diversification
Diversification effect between regions
Total Windstorm after diversification

Natural Catastrophe risk - Earthquake


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
EEA Region 15
EEA Region 16
EEA Region 17
EEA Region 18
EEA Region 19
EEA Region 20
Total Earthquake EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8

Gross Cat Risk


Charge Factor
AD1
AD2
AD3
AD4
AD5
AD6
AD7
AD8
AD9
AD10
AD11
AD12
AD13
AD14
AD15
AD16
AD17
AD18
AD19
AD20
AD21

Gross Cat Risk


Charge Factor
BD1
BD2
BD3
BD4
BD5
BD6
BD7
BD8
BD9
BD10
BD11
BD12
BD13
BD14
BD15
BD16
BD17
BD18
BD19
BD20
BD21

Scenario A or B
AE1
AE2
AE3
AE4
AE5
AE6
AE7
AE8
AE9
AE10
AE11
AE12
AE13
AE14
AE15
AE16
AE17
AE18
AE19
AE20

Gross Catastrophe Risk


Charge
BE1
BE2
BE3
BE4
BE5
BE6
BE7
BE8
BE9
BE10
BE11
BE12
BE13
BE14
BE15
BE16
BE17
BE18
BE19
BE20
BE21

Gross Catastrophe Risk


Charge
AF1
AF2
AF3
AF4
AF5
AF6
AF7
AF8
AF9
AF10
AF11
AF12
AF13
AF14
AF15
AF16
AF17
AF18
AF19
AF20
AF21

Estimated Risk
Mitigation
AG1
AG2
AG3
AG4
AG5
AG6
AG7
AG8
AG9
AG10
AG11
AG12
AG13
AG14
AG15
AG16
AG17
AG18
AG19
AG20
AG21

Estimated
Reinstatement
Premiums
AH1
AH2
AH3
AH4
AH5
AH6
AH7
AH8
AH9
AH10
AH11
AH12
AH13
AH14
AH15
AH16
AH17
AH18
AH19
AH20
AH21

AF36
AF37
AF38
AF39

AG36
AG37

AH36
AH37

Estimated
Reinstatement
Premiums
BG1
BG2
BG3
BG4
BG5
BG6
BG7
BG8
BG9
BG10
BG11
BG12
BG13
BG14
BG15
BG16
BG17
BG18
BG19
BG20
BG21

Net Catastrophe
Risk Charge
BH1
BH2
BH3
BH4
BH5
BH6
BH7
BH8
BH9
BH10
BH11
BH12
BH13
BH14
BH15
BH16
BH17
BH18
BH19
BH20
BH21

Estimated Risk
Mitigation
BF1
BF2
BF3
BF4
BF5
BF6
BF7
BF8
BF9
BF10
BF11
BF12
BF13
BF14
BF15
BF16
BF17
BF18
BF19
BF20
BF21

Net Catastrophe
Risk Charge
AI1
AI2
AI3
AI4
AI5
AI6
AI7
AI8
AI9
AI10
AI11
AI12
AI13
AI14
AI15
AI16
AI17
AI18
AI19
AI20
AI21

AI36
AI37
AI38
AI39

Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Earthquake Other Regions before diversifications
Total Earthquake all Regions before diversification
Diversification effect between regions
Total Earthquake after diversification

Natural Catastrophe risk - Flood


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
EEA Region 10
EEA Region 11
EEA Region 12
EEA Region 13
EEA Region 14
Total Flood EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Flood Other Regions before diversifications
Total Flood all Regions before diversification
Diversification effect between regions
Total Flood after diversification

Natural Catastrophe risk - Hail


EEA Region 1
EEA Region 2
EEA Region 3
EEA Region 4
EEA Region 5
EEA Region 6
EEA Region 7
EEA Region 8
EEA Region 9
Total Hail EEA Regions before diversification
Other Regions 1
Other Regions 2
Other Regions 3
Other Regions 4
Other Regions 5
Other Regions 6
Other Regions 7
Other Regions 8
Other Regions 9
Other Regions 10
Other Regions 11
Other Regions 12
Other Regions 13
Other Regions 14
Total Hail Other Regions before diversifications
Total Hail all Regions before diversification
Diversification effect between regions
Total Hail after diversification

Natural Catastrophe risk -Subsidence


Total Subsidence before diversification
Diversification effect between zones
Total Subsidence after diversification

Natural Catastrophe risk - Non-proportional property reinsurance


Non-proportional property reinsurance

BA30
BA31
BA32
BA33
BA34
BA35
BA36
BA37

BB30
BB31
BB32
BB33
BB34
BB35
BB36
BB37

Estimation of the
gross premiums to
be earned
CA1
CA2
CA3
CA4
CA5
CA6
CA7
CA8
CA9
CA10
CA11
CA12
CA13
CA14
CA15
CA16
CA17
CA18
CA19
CA20
CA21
CA22
CA23
CA24
CA25
CA26
CA27
CA28
CA29
CA30
CA31

Exposure
CB1
CB2
CB3
CB4
CB5
CB6
CB7
CB8
CB9
CB10
CB11
CB12
CB13
CB14
CB15
CB16
CB17
CB18
CB19
CB20
CB21
CB22
CB23
CB24
CB25
CB26
CB27
CB28
CB29
CB30
CB31

Specified Gross Loss


CC1
CC2
CC3
CC4
CC5
CC6
CC7
CC8
CC9
CC10
CC11
CC12
CC13
CC14
CC15

Estimation of the
gross premiums to
be earned
DA1
DA2
DA3
DA4
DA5
DA6
DA7
DA8
DA9
DA10
DA11
DA12
DA13
DA14
DA15
DA16
DA17
DA18
DA19
DA20
DA21
DA22
DA23
DA24
DA25
DA26

Exposure
DB1
DB2
DB3
DB4
DB5
DB6
DB7
DB8
DB9
DB10
DB11
DB12
DB13
DB14
DB15
DB16
DB17
DB18
DB19
DB20
DB21
DB22
DB23
DB24
DB25
DB26

Specified Gross Loss


DC1
DC2
DC3
DC4
DC5
DC6
DC7
DC8
DC9
DC10

Estimation of the
gross premiums to
be earned
EA1

Exposure
EB1

Specified Gross Loss


EC1

Gross Cat Risk


Charge Factor
ED1

Estimation of the
premiums to be
earned
FA1

Gross Catastrophe
Risk Charge
FB1

Estimated Risk
Mitigation
FC1

Estimated
Reinstatement
Premiums
FD1

BE36
BE37
BE38
BE39

Gross Cat Risk


Charge Factor
CD1
CD2
CD3
CD4
CD5
CD6
CD7
CD8
CD9
CD10
CD11
CD12
CD13
CD14
CD15

Gross Cat Risk


Charge Factor
DD1
DD2
DD3
DD4
DD5
DD6
DD7
DD8
DD9
DD10

Scenario A or B
CE1
CE2
CE3
CE4
CE5
CE6
CE7
CE8
CE9
CE10
CE11
CE12
CE13
CE14

Scenario A or B
DE1
DE2
DE3
DE4
DE5
DE6
DE7
DE8
DE9

Gross Catastrophe Risk


Charge
EE1
EE2
EE3

BF36
BF37

BG36
BG37

Gross Catastrophe Risk


Charge
CF1
CF2
CF3
CF4
CF5
CF6
CF7
CF8
CF9
CF10
CF11
CF12
CF13
CF14
CF15

Estimated Risk
Mitigation
CG1
CG2
CG3
CG4
CG5
CG6
CG7
CG8
CG9
CG10
CG11
CG12
CG13
CG14
CG15

Estimated
Reinstatement
Premiums
CH1
CH2
CH3
CH4
CH5
CH6
CH7
CH8
CH9
CH10
CH11
CH12
CH13
CH14
CH15

CF30
CF31
CF32
CF33

CG30
CG31

CH30
CH31

Gross Catastrophe Risk


Charge
DF1
DF2
DF3
DF4
DF5
DF6
DF7
DF8
DF9
DF10

Estimated Risk
Mitigation
DG1
DG2
DG3
DG4
DG5
DG6
DG7
DG8
DG9
DG10

Estimated
Reinstatement
Premiums
DH1
DH2
DH3
DH4
DH5
DH6
DH7
DH8
DH9
DH10

DF25
DF26
DF27
DF28

DG25
DG26

DH25
DH26

Estimated Risk
Mitigation
EF1

Estimated
Reinstatement
Premiums
EG1

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Marine Tanker
Collision

BH36
BH37
BH38
BH39

Net Catastrophe
Risk Charge
CI1
CI2
CI3
CI4
CI5
CI6
CI7
CI8
CI9
CI10
CI11
CI12
CI13
CI14
CI15

CI30
CI31
CI32
CI33

Net Catastrophe
Risk Charge
DI1
DI2
DI3
DI4
DI5
DI6
DI7
DI8
DI9
DI10

DI25
DI26
DI27
DI28

Net Catastrophe
Risk Charge
EH1
EH2
EH3

Net Catastrophe Risk


Charge
FE1

Man made catastrophe risk - Motor Vehicle Liability


Number of vehicles policy limit above 24M

Number of vehicles
policy limit below or
equal to 24M

Gross Cat Risk


Charge Motor
Vehicle Liability

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Motor Vehicle Liability

GA1

GA2

GA3

GA4

GA5

GA6

Gross Cat Risk


Charge Share
marine hull in
tanker t

Gross Cat Risk


Charge Share
marine liability in
tanker t

Gross Cat Risk


Charge Share
marine oil pollution
liability in tanker t

Gross Cat Risk


Charge Marine
Tanker Collision

Estimated Risk
Mitigation

Man made catastrophe risk - Marine Tanker Collision

Name of vessel

Marine Tanker Collision

HA1

HB1

Gross Cat Risk


Charge Property
damage
HA2

Man made catastrophe risk - Marine Platform Explosion


Marine Platform Explosion

Gross Cat Risk


Charge Removal of
wreckage
HB2

HC1

Gross Cat Risk


Charge Loss of
production income
HC2

HD1

HE1

Gross Cat Risk Charge


Liability insurance and
Gross Cat Risk
reinsurance
Charge Capping of
obligations
the well or making
the well secure
HD2
HE2

HF1

HG1

Gross Cat Risk Charge


Marine Platform
Explosion
HF2

Estimated Risk
Mitigation
HG2

HH1

Estimated
Reinstatement
Premiums
HH2

Name of platform

Net Cat Risk Charge


Marine Platform
Explosion
HI2

HJ2

Man made catastrophe risk - Marine


Gross Cat Risk
Charge Marine
Total before diversification
Diversification between type of event
Total after diversification

Man made catastrophe risk - Aviation


Gross Cat Risk Charge Aviation

Estimated Total Risk Net Cat Risk Charge


Mitigation
Marine

HA3
HB3
HC3

HA4
HB4
HC4

HA5
HB5
HC5

Gross Cat risk


Charge Aviation hull
IA1

Gross Cat risk


Charge Aviation
liability
IB1

Gross Cat Risk


Charge Aviation
IC1

Estimated Risk
Mitigation
ID1

Estimated
Reinstatement
Premiums
IE1

Gross Cat Risk


Charge Liability

Estimated Risk
Mitigation

KA4
KB4
KC4
KD4
KE4
KF4

KA5
KB5
KC5
KD5
KE5
KF5

Estimated
Reinstatement
Premiums
KA6
KB6
KC6
KD6
KE6
KF6

Gross Cat Risk


Charge Credit &
Surety - Large
Credit Default

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Credit & Surety - Large
Credit Default

LA3
LB3
LC3

LA4
LB4
LC4

LA5
LB5
LC5

LA6
LB6
LC6

Net Cat Risk Charge


Aviation
IF1

Man made catastrophe risk - Fire


Gross Cat Risk Charge Fire

Estimated Risk
Mitigation

JA1

JA2

Estimated
Reinstatement
Premiums
JA3

Net Cat Risk Charge


Fire
JA4

Earned premium last Largest liability limit


12 months
provided

Man made catastrophe risk - Liability


Professional malpractice liability
Employers liability
Directors and officers liability
Other liability
Non-proportional reinsurance
Total

KA1
KB1
KC1
KD1
KE1
KF1

Number of claims

KA2
KB2
KC2
KD2
KE2

KA3
KB3
KC3
KD3
KE3

Net Cat Risk Charge


Liability
KA7
KB7
KC7
KD7
KE7
KF7

Man made catastrophe risk - Liability


Gross Cat Risk
Charge Liability
Total before diversification
Diversification between type of cover
Total after diversification

Estimated Total Risk Net Cat Risk Charge


Mitigation
Liability

KA8
KB8
KC8

KA9
KB9
KC9

KA10
KB10
KC10

Man made catastrophe risk - Credit & Suretyship - Large Credit Default
Proportion of
Exposure (individual
damage caused by
or group)
scenario
Largest exposure 1
Largest exposure 2
Total

LA1
LB1
LC1

LA2
LB2
LC2

Man made catastrophe risk - Credit & Suretyship - Recession Risk

Total

Earned premium last


12 months

Gross Cat Risk


Charge Credit &
Suretyship Recession Risk

Estimated Risk
Mitigation

Estimated
Reinstatement
Premiums

Net Cat Risk Charge


Credit & Suretyship Recession Risk

LA7

LA8

LA9

LA10

LA11

Man made catastrophe risk - Credit & Suretyship


Gross Cat Risk
Charge Credit &
Suretyship
Total before diversification
LA12
Diversification between type of event
LB12
Total after diversification
LC12

Estimated Total Risk Net Cat Risk Charge


Mitigation
Credit & Suretyship
LA13
LB13
LC13

LA14
LB14
LC14

Man made catastrophe risk - Other non-life catastrophe risk


Estimation of the
Gross Cat Risk
Net Cat Risk Charge
Estimated Total Risk
gross premiums to Charge Other nonOther non-life
Mitigation
be earned
life catastrophe risk
catastrophe risk
MAT other than Marine and Aviation

MA1

Non-proportional MAT reinsurance other than Marine and Aviation


Miscellaneous financial loss

MB1
MC1

MA2
MB2
MC2

Non-proportional Casualty reinsurance other than General liability


Non-proportional Credit & Surety reinsurance
Total before diversification
Diversification between groups of obligations
Total after diversification

MD1
ME1

MD2
ME2
MF2
MG2
MH2

Accidental death

Health Catastrophe risk - Mass accident


Country 1
Country 2
Country 3
Country 4
Country 5
Country 6
Country 7
Country 8
Country 9
Country 10
Country 11

# Policyholders
NA1
NA2
NA3
NA4
NA5
NA6
NA7
NA8
NA9
NA10
NA11

Total value of
benefits payable
NB1
NB2
NB3
NB4
NB5
NB6
NB7
NB8
NB9
NB10
NB11

MF3
MG3
MH3

MF4
MG4
MH4

Disability 10 years

Permanent disability

# Policyholders
NC1
NC2
NC3
NC4
NC5
NC6
NC7
NC8
NC9
NC10
NC11

Total value of
benefits payable
ND1
ND2
ND3
ND4
ND5
ND6
ND7
ND8
ND9
ND10
ND11

# Policyholders
NE1
NE2
NE3
NE4
NE5
NE6
NE7
NE8
NE9
NE10
NE11

Total value of benefits


payable
NF1
NF2
NF3
NF4
NF5
NF6
NF7
NF8
NF9
NF10
NF11

Disability 12 months

# Policyholders
NG1
NG2
NG3
NG4
NG5
NG6
NG7
NG8
NG9
NG10
NG11

Total value of
benefits payable
NH1
NH2
NH3
NH4
NH5
NH6
NH7
NH8
NH9
NH10
NH11

Medical treatment

# Policyholders
NI1
NI2
NI3
NI4
NI5
NI6
NI7
NI8
NI9
NI10
NI11

Total value of
benefits payable
NJ1
NJ2
NJ3
NJ4
NJ5
NJ6
NJ7
NJ8
NJ9
NJ10
NJ11

Gross Catastrophe
Risk Charge
NK1
NK2
NK3
NK4
NK5
NK6
NK7
NK8
NK9
NK10
NK11

Estimated Risk
Mitigation
NL1
NL2
NL3
NL4
NL5
NL6
NL7
NL8
NL9
NL10
NL11

Estimated
Reinstatement
Premiums
NM1
NM2
NM3
NM4
NM5
NM6
NM7
NM8
NM9
NM10
NM11

Net Catastrophe Risk


Charge
NN1
NN2
NN3
NN4
NN5
NN6
NN7
NN8
NN9
NN10
NN11

Country 12
Country 13
Country 14
Country 15
Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Mass accident all countries before diversification
Diversification effect between countries
Total Mass accident all countries after diversification

NA12
NA13
NA14
NA15
NA16
NA17
NA18
NA19
NA20
NA21
NA22
NA23
NA24
NA25
NA26
NA27
NA28
NA29
NA30
NA31

NB12
NB13
NB14
NB15
NB16
NB17
NB18
NB19
NB20
NB21
NB22
NB23
NB24
NB25
NB26
NB27
NB28
NB29
NB30
NB31

Largest known
accident risk
concentration
OA1
OA2
OA3
OA4
OA5
OA6
OA7
OA8
OA9
OA10
OA11
OA12
OA13
OA14
OA15
OA16
OA17
OA18
OA19
OA20
OA21
OA22
OA23
OA24
OA25
OA26
OA27
OA28
OA29
OA30
OA31

Accidental death
Average sum
insured
OB1
OB2
OB3
OB4
OB5
OB6
OB7
OB8
OB9
OB10
OB11
OB12
OB13
OB14
OB15
OB16
OB17
OB18
OB19
OB20
OB21
OB22
OB23
OB24
OB25
OB26
OB27
OB28
OB29
OB30
OB31

NC12
NC13
NC14
NC15
NC16
NC17
NC18
NC19
NC20
NC21
NC22
NC23
NC24
NC25
NC26
NC27
NC28
NC29
NC30
NC31

ND12
ND13
ND14
ND15
ND16
ND17
ND18
ND19
ND20
ND21
ND22
ND23
ND24
ND25
ND26
ND27
ND28
ND29
ND30
ND31

NE12
NE13
NE14
NE15
NE16
NE17
NE18
NE19
NE20
NE21
NE22
NE23
NE24
NE25
NE26
NE27
NE28
NE29
NE30
NE31

NF12
NF13
NF14
NF15
NF16
NF17
NF18
NF19
NF20
NF21
NF22
NF23
NF24
NF25
NF26
NF27
NF28
NF29
NF30
NF31

NG12
NG13
NG14
NG15
NG16
NG17
NG18
NG19
NG20
NG21
NG22
NG23
NG24
NG25
NG26
NG27
NG28
NG29
NG30
NG31

NH12
NH13
NH14
NH15
NH16
NH17
NH18
NH19
NH20
NH21
NH22
NH23
NH24
NH25
NH26
NH27
NH28
NH29
NH30
NH31

NI12
NI13
NI14
NI15
NI16
NI17
NI18
NI19
NI20
NI21
NI22
NI23
NI24
NI25
NI26
NI27
NI28
NI29
NI30
NI31

Gross Catastrophe
Risk Charge
OG1
OG2
OG3
OG4
OG5
OG6
OG7
OG8
OG9
OG10
OG11
OG12
OG13
OG14
OG15
OG16
OG17
OG18
OG19
OG20
OG21
OG22
OG23
OG24
OG25
OG26
OG27
OG28
OG29
OG30
OG31
OG32
OG33
OG34

Estimated Risk
Mitigation
OH1
OH2
OH3
OH4
OH5
OH6
OH7
OH8
OH9
OH10
OH11
OH12
OH13
OH14
OH15
OH16
OH17
OH18
OH19
OH20
OH21
OH22
OH23
OH24
OH25
OH26
OH27
OH28
OH29
OH30
OH31
OH32

Estimated
Reinstatement
Premiums
OI1
OI2
OI3
OI4
OI5
OI6
OI7
OI8
OI9
OI10
OI11
OI12
OI13
OI14
OI15
OI16
OI17
OI18
OI19
OI20
OI21
OI22
OI23
OI24
OI25
OI26
OI27
OI28
OI29
OI30
OI31
OI32

Unit claim cost no


formal medical care
PH1
PH2
PH3
PH4
PH5
PH6
PH7
PH8
PH9
PH10
PH11
PH12
PH13
PH14
PH15
PH16
PH17
PH18
PH19
PH20
PH21
PH22
PH23
PH24
PH25
PH26
PH27
PH28
PH29
PH30
PH31

Expected number of
uses no formal
medical care
PI1
PI2
PI3
PI4
PI5
PI6
PI7
PI8
PI9
PI10
PI11
PI12
PI13
PI14
PI15
PI16
PI17
PI18
PI19
PI20
PI21
PI22
PI23
PI24
PI25
PI26
PI27
PI28
PI29
PI30
PI31

NJ12
NJ13
NJ14
NJ15
NJ16
NJ17
NJ18
NJ19
NJ20
NJ21
NJ22
NJ23
NJ24
NJ25
NJ26
NJ27
NJ28
NJ29
NJ30
NJ31

NK12
NK13
NK14
NK15
NK16
NK17
NK18
NK19
NK20
NK21
NK22
NK23
NK24
NK25
NK26
NK27
NK28
NK29
NK30
NK31
NK32
NK33
NK34

NL12
NL13
NL14
NL15
NL16
NL17
NL18
NL19
NL20
NL21
NL22
NL23
NL24
NL25
NL26
NL27
NL28
NL29
NL30
NL31
NL32

NM12
NM13
NM14
NM15
NM16
NM17
NM18
NM19
NM20
NM21
NM22
NM23
NM24
NM25
NM26
NM27
NM28
NM29
NM30
NM31
NM32

NN12
NN13
NN14
NN15
NN16
NN17
NN18
NN19
NN20
NN21
NN22
NN23
NN24
NN25
NN26
NN27
NN28
NN29
NN30
NN31
NN32
NN33
NN34

Average sum insured

Health Catastrophe risk - Concentration accident


Country 1
Country 2
Country 3
Country 4
Country 5
Country 6
Country 7
Country 8
Country 9
Country 10
Country 11
Country 12
Country 13
Country 14
Country 15
Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Concentration accident all countries before diversification
Diversification effect between countries
Total Concentration accident all countries after diversification

Permanent disability Disability 10 years


Average sum
Average sum
insured
insured
OC1
OD1
OC2
OD2
OC3
OD3
OC4
OD4
OC5
OD5
OC6
OD6
OC7
OD7
OC8
OD8
OC9
OD9
OC10
OD10
OC11
OD11
OC12
OD12
OC13
OD13
OC14
OD14
OC15
OD15
OC16
OD16
OC17
OD17
OC18
OD18
OC19
OD19
OC20
OD20
OC21
OD21
OC22
OD22
OC23
OD23
OC24
OD24
OC25
OD25
OC26
OD26
OC27
OD27
OC28
OD28
OC29
OD29
OC30
OD30
OC31
OD31

Disability 12 months

Medical treatment

Average sum insured


OE1
OE2
OE3
OE4
OE5
OE6
OE7
OE8
OE9
OE10
OE11
OE12
OE13
OE14
OE15
OE16
OE17
OE18
OE19
OE20
OE21
OE22
OE23
OE24
OE25
OE26
OE27
OE28
OE29
OE30
OE31

Average sum insured


OF1
OF2
OF3
OF4
OF5
OF6
OF7
OF8
OF9
OF10
OF11
OF12
OF13
OF14
OF15
OF16
OF17
OF18
OF19
OF20
OF21
OF22
OF23
OF24
OF25
OF26
OF27
OF28
OF29
OF30
OF31

Income protection

Health Catastrophe risk - Pandemic


Country 1
Country 2
Country 3
Country 4
Country 5
Country 6
Country 7
Country 8
Country 9
Country 10
Country 11
Country 12
Country 13
Country 14
Country 15
Country 16
Country 17
Country 18
Country 19
Country 20
Country 21
Country 22
Country 23
Country 24
Country 25
Country 26
Country 27
Country 28
Country 29
Country 30
Country 31
Total Income Protections all countries
Total Pandemic all countries

Number of insured
people

Total pandemic
exposure

PA32

PB32

Net Catastrophe
Risk Charge
OJ1
OJ2
OJ3
OJ4
OJ5
OJ6
OJ7
OJ8
OJ9
OJ10
OJ11
OJ12
OJ13
OJ14
OJ15
OJ16
OJ17
OJ18
OJ19
OJ20
OJ21
OJ22
OJ23
OJ24
OJ25
OJ26
OJ27
OJ28
OJ29
OJ30
OJ31
OJ32
OJ33
OJ34

Medical expense

Number of insured
people
PC1
PC2
PC3
PC4
PC5
PC6
PC7
PC8
PC9
PC10
PC11
PC12
PC13
PC14
PC15
PC16
PC17
PC18
PC19
PC20
PC21
PC22
PC23
PC24
PC25
PC26
PC27
PC28
PC29
PC30
PC31

Unit claim cost


hospitalisation
PD1
PD2
PD3
PD4
PD5
PD6
PD7
PD8
PD9
PD10
PD11
PD12
PD13
PD14
PD15
PD16
PD17
PD18
PD19
PD20
PD21
PD22
PD23
PD24
PD25
PD26
PD27
PD28
PD29
PD30
PD31

Expected number of
uses hospitalisation
PE1
PE2
PE3
PE4
PE5
PE6
PE7
PE8
PE9
PE10
PE11
PE12
PE13
PE14
PE15
PE16
PE17
PE18
PE19
PE20
PE21
PE22
PE23
PE24
PE25
PE26
PE27
PE28
PE29
PE30
PE31

Unit claim cost medical


practitioner
PF1
PF2
PF3
PF4
PF5
PF6
PF7
PF8
PF9
PF10
PF11
PF12
PF13
PF14
PF15
PF16
PF17
PF18
PF19
PF20
PF21
PF22
PF23
PF24
PF25
PF26
PF27
PF28
PF29
PF30
PF31

Expected number of
uses medical
practitioner
PG1
PG2
PG3
PG4
PG5
PG6
PG7
PG8
PG9
PG10
PG11
PG12
PG13
PG14
PG15
PG16
PG17
PG18
PG19
PG20
PG21
PG22
PG23
PG24
PG25
PG26
PG27
PG28
PG29
PG30
PG31

Medical expense Gross Catastrophe


Risk Charge
PJ1
PJ2
PJ3
PJ4
PJ5
PJ6
PJ7
PJ8
PJ9
PJ10
PJ11
PJ12
PJ13
PJ14
PJ15
PJ16
PJ17
PJ18
PJ19
PJ20
PJ21
PJ22
PJ23
PJ24
PJ25
PJ26
PJ27
PJ28
PJ29
PJ30
PJ31

Income protection
- Gross
Catastrophe Risk Gross Catastrophe
Estimated Risk
Charge
Risk Charge
Mitigation
PJ1
PJ2
PJ3
PJ4
PJ5
PJ6
PJ7
PJ8
PJ9
PJ10
PJ11
PJ12
PJ13
PJ14
PJ15
PJ16
PJ17
PJ18
PJ19
PJ20
PJ21
PJ22
PJ23
PJ24
PJ25
PJ26
PJ27
PJ28
PJ29
PJ30
PJ31
PJ32
PJ32
PJ33
PK33
DELETED CELLS ARE NOW GRAY

Estimated
Reinstatement
Premiums

Net Catastrophe Risk


Charge

PL33

PM33

Appendix I: Quantitative reporting templates


S.28.01.a
Minimum Capital Requirement (except for composite undertakings)
MCR components
Linear formula component for non-life insurance and reinsurance obligations
MCRNL Result
A1

Background information

Net (of reinsurance/SPV) best Net (of reinsurance) written premiums


estimate and TP calculated as a
in the last 12 months
whole provisions

Medical expenses
Income protection insurance
Workers' compensation insurance
Motor vehicle liability insurance and proportional reinsurance
Other motor insurance and proportional reinsurance
Marine, aviation and transport insurance and proportional reinsurance
Fire and other damage to property insurance and proportional reinsurance
General liability insurance and proportional reinsurance
Credit and suretyship insurance and proportional reinsurance
Legal expenses insurance and proportional reinsurance
Assistance and its proportional reinsurance
Miscellaneous financial loss insurance and proportional reinsurance
Non-proportional casualty reinsurance
Non-proportional marine, aviation and transport reinsurance
Non-proportional property reinsurance
Non-proportional health reinsurance

B2
B3
B4
B5
B6
B7
B8
B9
B10
B11
B12
B13
B14
B15
B16
B17

C2
C3
C4
C5
C6
C7
C8
C9
C10
C11
C12
C13
C14
C15
C16
C17

Net (of reinsurance/SPV) best


estimate and TP calculated as a
whole provisions

Capital at risk

Linear formula component for life insurance and reinsurance obligations


MCRL Result
A18

Obligations with profit participation - guaranteed benefits


Obligations with profit participation - future discretionary benefits
Index-linked and unit-linked insurance obligations
Other life (re)insurance and health obligations
Capital at risk for all life (re)insurance obligations

B19
B20
B21
B22
C23

Overall MCR calculation


Linear MCR
SCR
MCR cap
MCR floor
Combined MCR
Absolute floor of the MCR

A24
A25
A26
A27
A28
A29

Minimum Capital Requirement

A30

Appendix I: Quantitative reporting templates


S.28.01.b
Minimum Capital Requirement (except for composite undertakings)
MCR components

Background information

Linear formula component for non-life insurance and reinsurance obligations


MCRNL Result
A1
Net (of reinsurance/SPV) best Net (of reinsurance) written premiums
estimate and TP calculated as a
in the last 12 months
whole provisions

Medical expenses
Income protection insurance
Workers' compensation insurance
Motor vehicle liability insurance and proportional reinsurance
Other motor insurance and proportional reinsurance
Marine, aviation and transport insurance and proportional reinsurance
Fire and other damage to property insurance and proportional reinsurance
General liability insurance and proportional reinsurance
Credit and suretyship insurance and proportional reinsurance
Legal expenses insurance and proportional reinsurance
Assistance and its proportional reinsurance
Miscellaneous financial loss insurance and proportional reinsurance
Non-proportional casualty reinsurance
Non-proportional marine, aviation and transport reinsurance
Non-proportional property reinsurance
Non-proportional health reinsurance

B2
B3
B4
B5
B6
B7
B8
B9
B10
B11
B12
B13
B14
B15
B16
B17

C2
C3
C4
C5
C6
C7
C8
C9
C10
C11
C12
C13
C14
C15
C16
C17

Net (of reinsurance/SPV) best


estimate and TP calculated as a
whole provisions

Capital at risk

Linear formula component for life insurance and reinsurance obligations


MCRL Result
A18

Obligations with profit participation - guaranteed benefits


Obligations with profit participation - future discretionary benefits
Index-linked and unit-linked insurance obligations
Other life (re)insurance and health obligations
Capital at risk for all life (re)insurance obligations

B19
B20
B21
B22
C23

Overall MCR calculation


Linear MCR
SCR
MCR cap
MCR floor
Combined MCR
Absolute floor of the MCR

A24
A25
A26
A27
A28
A29

Minimum Capital Requirement

A30

Appendix I: Quantitative reporting templates


S.28.02.a
Minimum capital Requirement - Composite undertakings
MCR components
Non-life activities
Life activities
MCR(NL,NL) Result
MCR(NL,L)Result
Linear formula component for non-life insurance or reinsurance obligations

B1

Background information
Non-life activities

Life activities

Net (of
Net (of
reinsurance/SPV)
reinsurance)
best estimate written premiums
and TP calculated
in the last 12
as a whole
months
provisions

Net (of
Net (of
reinsurance/SPV)
reinsurance)
best estimate and written premiums
TP calculated as a
in the last 12
whole provisions
months

C1

Medical expense insurance and proportional reinsurance


Income protection insurance and proportional reinsurance
Workers' compensation insurance and proportional reinsurance
Motor vehicle liability insurance and proportional reinsurance
Other motor insurance and proportional reinsurance
Marine, aviation and transport insurance and proportional reinsurance
Fire and other damage to property insurance and proportional reinsurance
General liability insurance and proportional reinsurance
Credit and suretyship insurance and proportional reinsurance
Legal expenses insurance and proportional reinsurance
Assistance and its proportional reinsurance
Miscellaneous financial loss insurance and proportional reinsurance
Non-proportional casualty reinsurance
Non-proportional property reinsurance
Non-proportional marine, aviation and transport reinsurance
Non-proportional health reinsurance

D2
D3
D4
D5
D6
D7
D8
D9
D10
D11
D12
D13
D14
D15
D16
D17
Non-life activities
MCR(L,NL) Result

Linear formula component for life insurance or reinsurance obligations

B18

Life activities
MCR(L,L) Result

Net (of
reinsurance)
capital at risk

D19
D20
D21
D22

MCR

A30
Non-life activities
B32
B33
B34
B35
B36
B37
B38

Life activities

Life activities
C32
C33
C34
C35
C36
C37
C38

Net (of
Net (of
reinsurance/SPV) reinsurance) capital
best estimate and
at risk
TP calculated as a
whole provisions

F19
F20
F21
F22
E23

A24
A25
A26
A27
A28
A29

G2
G3
G4
G5
G6
G7
G8
G9
G10
G11
G12
G13
G14
G15
G16
G17

C18

Obligations with profit participation - guaranteed benefits


Obligations with profit participation - future discretionary benefits
Index-linked and unit-linked obligations
Other life (re)insurance obligations
Capital at risk for all life (re)insurance obligations

Overall MCR calculation


Linear MCR
SCR
MCR cap
MCR floor
Combined MCR
Absolute floor of the MCR

F2
F3
F4
F5
F6
F7
F8
F9
F10
F11
F12
F13
F14
F15
F16
F17

Non-life activities

Net (of
reinsurance/SPV)
best estimate
and TP calculated
as a whole
provisions

Notional non-life and life MCR calculation


Notional linear MCR
Notional SCR with add-on (annual or latest calculation)
Notional MCR cap
Notional MCR floor
Notional Combined MCR
Absolute floor of the notional MCR
Notional MCR

E2
E3
E4
E5
E6
E7
E8
E9
E10
E11
E12
E13
E14
E15
E16
E17

G23

Appendix I: Quantitative reporting templates


S.28.02.b
Minimum capital Requirement - Composite undertakings
MCR components
Non-life activities
Life activities
MCR(NL,NL) Result
MCR(NL,L)Result
Linear formula component for non-life insurance or reinsurance obligations

B1

Background information
Non-life activities

Life activities

Net (of
Net (of
reinsurance/SPV)
reinsurance)
best estimate and
written
TP calculated as a premiums in the
whole provisions last 12 months

Net (of
Net (of
reinsurance/SPV)
reinsurance)
best estimate and written premiums
TP calculated as a
in the last 12
whole provisions
months

C1

Medical expense insurance and proportional reinsurance


Income protection insurance and proportional reinsurance
Workers' compensation insurance and proportional reinsurance
Motor vehicle liability insurance and proportional reinsurance
Other motor insurance and proportional reinsurance
Marine, aviation and transport insurance and proportional reinsurance
Fire and other damage to property insurance and proportional reinsurance
General liability insurance and proportional reinsurance
Credit and suretyship insurance and proportional reinsurance
Legal expenses insurance and proportional reinsurance
Assistance and its proportional reinsurance
Miscellaneous financial loss insurance and proportional reinsurance
Non-proportional casualty reinsurance
Non-proportional property reinsurance
Non-proportional marine, aviation and transport reinsurance
Non-proportional health reinsurance

D2
D3
D4
D5
D6
D7
D8
D9
D10
D11
D12
D13
D14
D15
D16
D17
Non-life activities
MCR(L,NL) Result

Linear formula component for life insurance or reinsurance obligations

B18

Life activities
MCR(L,L) Result

Net (of
reinsurance)
capital at risk

D19
D20
D21
D22

MCR

A30
Non-life activities
B32
B33
B34
B35
B36
B37
B38

Life activities

Life activities
C32
C33
C34
C35
C36
C37
C38

Net (of
reinsurance/SPV)
best estimate and
TP calculated as a
whole provisions

Net (of
reinsurance)
capital at risk

F19
F20
F21
F22
E23

A24
A25
A26
A27
A28
A29

G2
G3
G4
G5
G6
G7
G8
G9
G10
G11
G12
G13
G14
G15
G16
G17

C18

Obligations with profit participation - guaranteed benefits


Obligations with profit participation - future discretionary benefits
Index-linked and unit-linked obligations
Other life (re)insurance obligations
Capital at risk for all life (re)insurance obligations

Overall MCR calculation


Linear MCR
SCR
MCR cap
MCR floor
Combined MCR
Absolute floor of the MCR

F2
F3
F4
F5
F6
F7
F8
F9
F10
F11
F12
F13
F14
F15
F16
F17

Non-life activities

Net (of
reinsurance/SPV)
best estimate and
TP calculated as a
whole provisions

Notional non-life and life MCR calculation


Notional linear MCR
Notional SCR with add-on (annual or latest calculation)
Notional MCR cap
Notional MCR floor
Notional Combined MCR
Absolute floor of the notional MCR
Notional MCR

E2
E3
E4
E5
E6
E7
E8
E9
E10
E11
E12
E13
E14
E15
E16
E17

G23

Appendix I: Quantitative reporting templates


S.32.01.g
Undertakings in the scope of the group

Ranking criteria (in the same currency)

Country

Identification
code

A1

B1

Type of Legal Name of


code
the undertaking

V1

Identification code
V1/B1
Identification code of entity

C1

Type of
undertaking

Legal form
(Annex III
L1)

Category
(mutual/non
mutual)

Supervisory
Authority

Total Balance
Sheet (for
(re)insurance
undertakings)

Total Balance
Sheet (for other
regulated
undertakings)

Total Balance
Sheet (nonregulated
undertakings)

D1

E1

F1

G1

H1a

H1b

H1c

Turn over defined as


Written premiums
the gross revenue
net of reinsurance
under IFRS or local
ceded under IFRS
GAAP for other types
or local GAAP for
of undertakings or
insurance
insurance holding
undertakings
companies

I1a

I1b

Inclusion in the scope of Group


supervision

Criteria of influence

Underwriting
performance

Investment
performance

Total
performance

% capital
share

J1

K1

L1

M1

% used for
the
establishmen
% voting
t of
rights
accounting
consolidated
accounts

N1

O1

Other
criteria

Level of
influence

Proportional
Share retained
(art.221)

P1

Q1

R1

Group solvency
assessment

Inclusion in the
Group solvency
Inclusion in the scope of Group
assessment
scope of Group
supervision
[method chosen
supervision
[date of
and under method
[YES/NO]
decision if art. 1, treatment of the
214 is applied]
undertaking]

S1

T1

U1

Appendix I: Quantitative reporting templates

S.33.01.g
Insurance and Reinsurance individual requirements

Non EEA undertakings (both using SII


rules and not using SII rules) regardless
of the method used

EEA undertakings and non EEA undertakings (using SII rules) included only via D&A

Standard Formula used

Legal name of
the undertaking

Identification
code

Type of
code

Entity
Level/RFF/
Remaining Part

Fund
Number

A1

A2

Q1

R1

S1

Legal name of
the entity

Identification code
Q1/A2

A1

Identification code of entity


Para. IX.2 ID codes of supporting document

SCR
Market
Risk

B1

SCR Counterparty
SCR Life
SCR Health
SCR Non-life
SCR
Default Risk
Underwriting Risk Underwriting Risk Underwriting Risk Operational Risk

B2

B3

B4

B5

B6

Solo
SCR

Solo
MCR

B7

C1

Group or solo Internal Model Used

Eligible Solo
Own Funds
if undertaking
if Partial
to cover the
specific
if Simplifications
Internal Model
SCR
parameters used used specify where
used specify
specify where
where
D1

E1

F1

G1

Group or
solo
internal
model
H1

Date of
Date of initial approval of
approval
latest major
change
I1

J1

Solo Capital Add-On

Date of
decision

Amount

Reason

K1

L1

M1

Local
Local
Eligible own
capital
minimum
funds in
requireme
capital
accordance with
nt
requirement
local rules

N1

O1

P1

Appendix I: Quantitative reporting templates

S.34.01.g
Other regulated and non-regulated financial undertakings including insurance holding companies individual requirements

Legal name of the


undertaking

Identification
code

A1

A2

Legal name of
the entity

Type of code

Aggregated or not
Y/N

Type of capital
requirement
(closed list)

Notional SCR or
Sectoral capital
requirement

Notional MCR or
Sectoral
minimum capital
requirement

Eligible Own Funds

F1

A3

B1

C1

D1

E1

Identification code
F1/A2

A1

Identification code of entity


Para. IX.2 ID codes of supporting document

Appendix I: Quantitative reporting templates


S.34.01.g
S.35.01.g
Contribution to group Technical Provisions

Technical Provisions - Non-Life (excluding


Health)

Identification
code

Type of Legal Name of the


code
undertaking

S1T1

A1

Identification code
T1/A1
Identification code of entity

B1

Technical Provisions - Health (similar to nonlife)

Technical Provisions - Health (similar to life)

Technical Provisions - Life (excluding health and


index-linked and unit-linked)

Technical Provisions - Index-linked and unitLinked insurance

Contribution to
Contribution to
Contribution to
Contribution to
Contribution to
Method of group
Amount of
Amount of
Amount of gross Amount of
Amount of gross Amount of
Amount of gross Amount of
Amount of gross Amount of
Group TP
Group TP
Group TP
Group TP
Group TP
solvency
gross TP
gross TP (net
TP (gross of
gross TP (net
TP (gross of
gross TP (net
TP (gross of
gross TP (net
TP (gross of
gross TP (net
(excluding IGT)
(excluding IGT)
(excluding IGT)
(excluding IGT)
(excluding IGT)
calculation used (gross of IGT)
of IGT)
IGT)
of IGT)
IGT)
of IGT)
IGT)
of IGT)
IGT)
of IGT)
(%)
(%)
(%)
(%)
(%)
S1

C1

D1

E1

F1

G1

H1

I1

J1

K1

L1

M1

N1

O1

P1

Q1

Total amount of
TP (excluding
IGT)

R1

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