LegalizeCommission Implementing Regulation (EU) 2023/894 of 4 April 2023 laying down implementing technical standards for the application of Directive 2009/138/EC of the European Parliament and the Council with regard to the templates for the submission by insurance and reinsurance undertakings to their supervisory authorities of information necessary for their supervision and repealing Implementing Regulation (EU) 2015/2450 (Text with EEA relevance)
This is the act as published. Later amendments are not folded into the text below: each one is a separate act in this repository and an entry in this law's history.
| ITEM | INSTRUCTIONS | |
| Information on positions held | ||
| C0010 | Legal name of the undertaking | Identify the legal name of the undertaking within the scope of group supervision that holds the asset as collateral. This item shall be filled in only when it relates to assets held as collateral by participating undertakings, insurance holding companies, mixed–financial holding companies and subsidiaries under deduction and aggregation method. |
| C0020 | Identification code of the undertaking | Identification code by this order of priority: — Legal Entity Identifier (LEI) mandatory if existing; — Specific code in case of absence of LEI code. Specific code: — For EEA regulated undertakings other than insurance and reinsurance undertakings within the scope of group supervision: identification code used in the local market, attributed by the undertaking’s competent supervisory authority; — For non–EEA undertakings and non–regulated undertakings within the scope of group supervision, identification code will be provided by the group. When allocating an identification code to each non–EEA or non–regulated undertaking, the group should comply with the following format in a consistent manner: identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits |
| C0030 | Type of code of the ID of the undertaking | Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used: 1 – LEI 2 – Specific code |
| C0040 | Asset ID Code | Asset ID code using the following priority: — ISO 6166 code of ISIN when available — Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC) — Code attributed by the undertaking, when the options above are not available, and must be consistent over time When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code + EUR’ |
| C0050 | Asset ID Code Type | Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used: 1 – ISO/6166 for ISIN 2 – CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies) 3 – SEDOL (Stock Exchange Daily Official List for the London Stock Exchange) 4 – WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number) 5 – Bloomberg Ticker (Bloomberg letters code that identify a company’s securities) 6 – BBGID (The Bloomberg Global ID) 7 – Reuters RIC (Reuters instrument code) 8 – FIGI (Financial Instrument Global Identifier) 9 – Other code by members of the Association of National Numbering Agencies 99 – Code attributed by the undertaking When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 99 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code + currency: ‘99/1’. |
| C0060 | Name of the counterparty pledging the collateral | The name of the counterpart that is pledging the collateral. When available, this item corresponds to the entity name in the LEI database. When this is not available corresponds to the legal name. When the assets on the balance sheet for which the collateral is held are loans on policies, ‘Policyholder’ shall be reported. |
| C0070 | Name of the group of the counterparty pledging the collateral | Identify the economic group of the counterpart pledging the collateral. When available, this item corresponds to the entity name in the LEI database. When this is not available corresponds to the legal name. This item is not applicable when the assets on the balance sheet for which the collateral is held are loans on policies. |
| C0080 | Country of custody | ISO 3166–1 alpha–2 code of the country where undertaking assets are held in custody. For identifying international custodians, such as Euroclear, the country of custody will be the one where the custody service was contractually defined. In case of the same asset being held in custody in more than one country, each asset shall be reported separately in as many rows as needed in order to properly identify all countries of custody. This item is not applicable for collateral with CIC category 8 – Mortgages and Loans, CIC 71, CIC 75 and for CIC 95 – Plant and equipment. Regarding CIC Category 9, excluding CIC 95 – Plant and equipment (for own use), the issuer country is assessed by the address of the property. |
| C0090 | Quantity | Number of assets, for all assets if relevant. This item shall not be reported if item Par amount (C0100) is reported. |
| C0100 | Par amount | Amount outstanding measured at par amount, for all assets where this item is relevant, and at nominal amount for CIC = 72, 73, 74, 75, 79 and 8. This item is not applicable for CIC category 71 and 9. This item shall not be reported if item Quantity (C0090) is reported. |
| C0110 | Valuation method | Identify the valuation method used when valuing assets. One of the options in the following closed list shall be used: 1 – quoted market price in active markets for the same assets 2 – quoted market price in active markets for similar assets 3 – alternative valuation methods: 4 – adjusted equity methods (applicable for the valuation of participations) 5 – IFRS equity methods (applicable for the valuation of participations 6 – Market valuation according to Article 9(4) of Delegated Regulation (EU) 2015/35 |
| C0120 | Total amount | Value calculated as defined by Article 75 of Directive 2009/138/EC, which corresponds to: — the multiplication of ‘Par amount’ (principal amount outstanding measured at par amount or nominal amount) by ‘Unit percentage of par amount Solvency II price’ plus ‘Accrued interest’, for assets where the first two items are relevant; — the multiplication of ‘Quantity’ by ‘Unit Solvency II price’, for assets where these two items are relevant; — Solvency II value of the asset for assets classifiable under asset categories 71 and 9. |
| C0130 | Accrued interest | Quantify the amount of accrued interest after the last coupon date for interest bearing securities. Note that this value is also part of item Total amount. |
| C0140 | Type of asset for which the collateral is held | Identify the type of asset for which the collateral is held. One of the options in the following closed list shall be used: 1 – Government bonds 2 – Corporate bonds 3 – Equities 4 – Collective Investment Undertakings 5 – Structured notes 6 – Collateralised securities 7 – Cash and deposits 8 – Mortgages and loans 9 – Properties 0 – Other investments (including receivables) X – Derivatives E.g. option ‘0 – Other investments’ shall be chosen for the collateral covering reinsurance receivables |
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| ITEM | INSTRUCTIONS | |
| Information on assets | ||
| C0040 | Asset ID Code | Asset ID code using the following priority: — ISO 6166 code of ISIN when available — Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC) — Code attributed by the undertaking, when the options above are not available, and must be consistent over time When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies, it is necessary to specify the Asset ID code and the ISO 4217 alphabetic code of the currency, as in the following example: ‘code+EUR’ |
| C0050 | Asset ID Code Type | Type of ID Code used for the ‘Asset ID Code’ item. One of the options in the following closed list shall be used: 1 – ISO/6166 for ISIN 2 – CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies) 3 – SEDOL (Stock Exchange Daily Official List for the London Stock Exchange) 4 – WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number) 5 – Bloomberg Ticker (Bloomberg letters code that identify a company’s securities) 6 – BBGID (The Bloomberg Global ID) 7 – Reuters RIC (Reuters instrument code) 8 – FIGI (Financial Instrument Global Identifier) 9 – Other code by members of the Association of National Numbering Agencies 99 – Code attributed by the undertaking When the same Asset ID Code needs to be reported for one asset that is issued in 2 or more different currencies and the code in C0040 is defined by Asset ID code and the ISO 4217 alphabetic code of the currency, the Asset ID Code Type shall refer to option 99 and the option of the original Asset ID Code, as in the following example for which the code reported was ISIN code + currency: ‘99/1’. |
| C0150 | Item Title | Identify the reported item by filling the name of the asset (or the address in case of property), with the detail settled by the undertaking. The following shall be considered: — Regarding CIC category 8 – Mortgages and Loans, when relating to mortgage and loans to natural persons, this item shall contain ‘Loans to AMSB members’ or ‘Loans to other natural persons’, according to its nature, as those assets are not required to be individualised. Loans to other than natural persons shall be reported line–by–line. — This item is not applicable for CIC 95 – Plant and equipment (for own use) as those assets are not required to be individualised, CIC 71 and CIC 75. — When the collateral comprises insurance policies (regarding loans collateralised by insurance policies) those policies do not need to be individualised and this item is not applicable. — For property the country ISO Alpha-2 + postal code + city + street name + street number) of the property held or the latitude & longitude or the CRESTA/NUTS region of the property investment shall be reported: administrative boundaries (e.g. province or county boundaries, e.g. NUTS3 level) or merged postal code areas (e.g. first-two-digit postal code areas, similar to CRESTA 2019[2] low resolution zones). |
| C0160 | Issuer Name | Name of the issuer, defined as entity that issues assets to investors, representing part of its capital, part of its debt, derivatives, etc. When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name. The following shall be considered: — Regarding CIC category 4 – Collective Investments Undertakings, the issuer name is the name of the fund manager; — Regarding CIC category 7 – Cash and deposits (excluding CIC 71 and CIC 75), the issuer name is the name of the depositary entity — Regarding CIC category 8 – Mortgages and Loans, when relating to mortgage and loans to natural persons, this item shall contain ‘Loans to AMSB members’ or ‘Loans to other natural persons’, according to its nature, as those assets are not required to be individualised; — Regarding CIC 8 – Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower; This item is not applicable for CIC 71, CIC 75 and CIC category 9 – Property. |
| C0170 | Issuer Code | Identification code of the issuer code using the LEI if available. The following shall be considered: — Regarding CIC category 4 – Collective Investments Undertakings, the issuer code is the code of the fund manager; — Regarding CIC category 7 – Cash and deposits (excluding CIC 71 and CIC 75), the issuer code is the code of the depositary entity — Regarding CIC category 8 – Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower; — This item is not applicable for CIC 71, CIC 75 and CIC category 9 – Property; This item is not applicable to CIC category 8 – Mortgages and Loans, when relating to mortgage and loans to natural persons. |
| C0180 | Type of issuer code | Identification of the code used for the ‘Issuer Code’ item. One of the options in the following closed list shall be used: 1 – LEI 9 – None This item is not applicable to CIC category 8 – Mortgages and Loans, when relating to mortgage and loans to natural persons. This item is not applicable for CIC 71, CIC 75 and CIC category 9 – Property. |
| C0190 | Issuer Sector | Identify the economic sector of issuer based on the latest version of NACE code (as published in an EC Regulation). For NACE sections A to N full four-digit reporting of the NACE codes is required, i.e. the letter identifying the Section followed by the 4 digits code for the class shall be used (e.g. ‘K6411’). For the remaining sections the letter reference of the NACE code identifying the Section shall be used as a minimum for identifying sectors (e.g. ‘P’ or ‘P8501’ would be acceptable) The following shall be considered: — Regarding CIC category 4 – Collective Investments Undertakings, the issuer sector is the sector of the fund manager; — Regarding CIC category 7 – Cash and deposits (excluding CIC 71 and CIC 75), the issuer sector is the sector of the depositary entity — Regarding CIC category 8 – Mortgages and Loans, other than mortgage and loans to natural persons the information shall relate to the borrower; — This item is not applicable for CIC 71, CIC 75, CIC 09 and CIC category 9 – Property; — This item is not applicable to CIC category 8 – Mortgages and Loans, when relating to mortgage and loans to natural persons. |
| C0200 | Issuer Group Name | Name of issuer’s ultimate parent entity. When available, this item corresponds to the entity name in the LEI database. When not available, corresponds to the legal name. The following shall be considered: — Regarding CIC category 4 – Collective Investments Undertakings, the group relation relates to the fund manager; — Regarding CIC category 7 – Cash and deposits (excluding CIC 71 and CIC 75), the group relation relates to the depositary entity — Regarding CIC category 8 – Mortgages and Loans, other than mortgage and loans to natural persons the group relation relates to the borrower; — This item is not applicable for CIC category 8 – Mortgages and Loans (for mortgages and loans to natural persons) This item is not applicable for CIC 71, CIC 75 and CIC category 9 – Property. |
| C0210 | Issuer Group Code | Issuer group identification code using the LEI if available. If none is available this item shall not be reported. The following shall be considered: — Regarding CIC category 4 – Collective Investments Undertakings, the group relation relates to the fund manager; — Regarding CIC category 7 – Cash and deposits (excluding CIC 71 and CIC 75), the group relation relates to the depositary entity — Regarding CIC 8 – Mortgages and Loans, other than mortgage and loans to natural persons the group relation relates to the borrower; — This item is not applicable for CIC category 8 – Mortgages and Loans (for mortgages and loans to natural persons) This item is not applicable for CIC 71, CIC 75 and CIC category 9 – Property. |
| C0220 | Type of issuer group code | Identification of the code used for the ‘Issuer Group Code’ item. One of the options in the following closed list shall be used: 1 – LEI 9 – None This item is not applicable to CIC category 8 – Mortgages and Loans, when relating to mortgage and loans to natural persons. This item is not applicable for CIC 71, CIC 75 and CIC category 9 – Property. |
| C0230 | Issuer Country | ISO 3166–1 alpha–2 code of the country of localisation of the issuer. The localisation of the issuer is assessed by the address of the entity issuing the asset. The following shall be considered: — Regarding CIC category 4 – Collective Investments Undertakings, the issuer country is the country is relative to the fund manager; — Regarding CIC category 7 – Cash and deposits (excluding CIC 71 and CIC 75), the issuer country is the country of the depositary entity — Regarding CIC category 8 – Mortgages and Loans, other than CIC 87 and CIC 88 the information shall relate to the borrower; — This item is not applicable for CIC 71, CIC 75, CIC 09 and CIC category 9 – Property; One of the options shall be used: — ISO 3166–1 alpha–2 code — XA: Supranational issuers — EU: European Union Institutions |
| C0240 | Currency | Identify the ISO 4217 alphabetic code of the currency of the issue. The following shall be considered: — This item is not applicable for CIC category 8 – Mortgages and Loans (for mortgages and loans to natural persons, as those assets are not required to be individualised), CIC 75 and for CIC 95 – Plant and equipment (for own use) for the same reason. — Regarding CIC Category 9, excluding CIC 95 – Plant and equipment (for own use), the currency corresponds to the currency in which the investment was made. |
| C0250 | CIC | Complementary Identification Code used to classify assets, as set out in Annex VI – CIC table of this Regulation. When classifying an asset using the CIC table, undertakings shall take into consideration the most representative risk to which the asset is exposed to. |
| C0260 | Unit price | Unit price of the asset, if relevant. This item shall not be reported if item Unit percentage of par amount Solvency II price (C0270) is reported. |
| C0270 | Unit percentage of par amount Solvency II price | Amount in percentage of par value, clean price without accrued interest, for the asset, if relevant. This item shall be reported if a ‘par amount’ information (C0100) has been provided in the first part of the template (‘Information on positions held’) except for CIC category 71 and 9. This item shall not be reported if item Unit Solvency II price (C0260) is reported. |
| C0280 | Maturity date | Only applicable for CIC categories 1, 2, 5, 6 and 8, and CIC 74 and CIC 79. Identify the ISO 8601 (yyyy–mm–dd) code of the maturity date. Corresponds always to the maturity date, even for callable securities. The following shall be considered: — For perpetual securities use ‘9999–12–31’ — For CIC category 8, regarding loans and mortgages to individuals, the weighted (based on the loan amount) remaining maturity is to be reported. |
S.22.01 – Impact of long-term guarantees measures and transitionals
General comments:
This section relates to the annual submission of information for groups.
This template is relevant when at least one long-term guarantee measure or transitional is used by any undertaking within the scope of group supervision.
This template shall reflect the impact on the financial positions when no transitional is used and each LTG measures or transitional is set to zero. For that purpose, a step–by–step approach should be followed taking out each transitional and LTG measure one by one and without recalculating the impact of the remaining measures after each step. As it is possible within a group for both types of transitional measure to be applied the template follows a cumulative step by step approach.
The impacts need to be reported positive if they increase the amount of the item being reported and negative if they decrease the amount of the item (e.g. if amount of SCR increases or if amount of Own Funds increases then positive values shall be reported).
The amounts reported in this template shall be net of Intra Group Transactions.
| ITEM | INSTRUCTIONS | |
| C0010/R0010 | Amount with LTG measures and transitionals – Technical Provisions | Total amount of gross technical provisions including long-term guarantee measures and transitional measures |
| C0020/R0010 | Without transitional on technical provisions – Technical Provisions | Total amount of gross technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0010 | Impact of transitional on technical provisions – Technical provisions | Amount of the adjustment to the gross technical provisions due to the application of the transitional deduction to technical provisions. It shall be the difference between the technical provisions without transitional deduction to technical provisions and the technical provisions with LTG and transitional measures. |
| C0040/R0010 | Without transitional on interest rate – Technical Provisions | Total amount of gross technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0010 | Impact of transitional on interest rate – Technical provisions | Amount of the adjustment to the gross technical provisions due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the technical provisions with LTG and transitional measures. |
| C0060/R0010 | Without volatility adjustment and without other transitional measures – Technical Provisions | Total amount of gross technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping adjustments due to the matching adjustment, if any. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0010 | Impact of volatility adjustment set to zero – Technical provisions | Amount of the adjustment to the gross technical provisions due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the technical provisions without volatility adjustment and without other transitional measures and the maximum between the technical provisions reported under C0010, C0020 and C0040. |
| C0080/R0010 | Without matching adjustment and without all the others – Technical Provisions | Total amount of gross technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0010 | Impact of matching adjustment set to zero – Technical Provisions | Amount of the adjustment to the gross technical provisions due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the technical provisions without matching adjustment and without all the other transitional measures and the maximum between the technical provisions reported under C0010, C0020, C0040 and C0060. |
| C0100/R0010 | Impact of all LTG measures and transitionals – Technical Provisions | Amount of the adjustment to the gross technical provisions due to the application of the LTG measures and transitionals. |
| C0010/R0020 | Amount with LTG measures and transitionals – Basic own funds | Total amount of basic own funds calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0020 | Without transitional on technical provisions – Basic own funds | Total amount of basic own funds calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0020 | Impact of transitional on technical provisions – Basic own funds | Amount of the adjustment to the Basic own funds due to the application of the transitional deduction to technical provisions. It shall be the difference between the basic own funds calculated considering the technical provisions without transitional deduction to technical provisions and the basic own funds calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0020 | Without transitional on interest rate – Basic own funds | Total amount of basic own funds calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0020 | Impact of transitional on interest rate – Basic own funds | Amount of the adjustment to the basic own funds due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the basic own funds calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the basic own funds calculated with the technical provisions reported under C0020. |
| C0060/R0020 | Without volatility adjustment and without other transitional measures – Basic own funds | Total amount of basic own funds calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0020 | Impact of volatility adjustment set to zero – Basic own funds | Amount of the adjustment to the Basic own funds due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the basic own funds calculated considering the technical provisions without volatility adjustment and without other transitional measures and the basic own funds calculated with the technical provisions reported under C0040. |
| C0080/R0020 | Without matching adjustment and without all the others – Basic own funds | Total amount of basic own funds calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0020 | Impact of matching adjustment set to zero – Basic own funds | Amount of the adjustment to the basic own funds due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the basic own funds calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the basic own funds calculated with the technical provisions reported under C0060. |
| C0100/R0020 | Impact of all LTG measures and transitionals – Basic own funds | Amount of the adjustment to the basic own funds due to the application of the LTG measures and transitionals. |
| C0010/R0030 | Amount with LTG measures and transitionals – Basic own funds – Excess of assets over liabilities | Total amount of excess of assets over liabilities calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0030 | Without transitional on technical provisions – Basic own funds – Excess of assets over liabilities | Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0030 | Impact of transitional on technical provisions – Basic own funds – Excess of assets over liabilities | Amount of the adjustment to the excess of assets over liabilities due to the application of the transitional deduction to technical provisions. It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without transitional deduction to technical provisions and the excess of assets over liabilities calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0030 | Without transitional on interest rate – Basic own funds – Excess of assets over liabilities | Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0030 | Impact of transitional on interest rate – Basic own funds – Excess of assets over liabilities | Amount of the adjustment to the excess of assets over liabilities due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the excess of assets over liabilities calculated with the technical provisions reported under C0020. |
| C0060/R0030 | Without volatility adjustment and without other transitional measures – Basic own funds – Excess of assets over liabilities | Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0030 | Impact of volatility adjustment set to zero – Basic own funds – Excess of assets over liabilities | Amount of the adjustment to the excess of assets over liabilities due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without volatility adjustment and without other transitional measures and the excess of assets over liabilities calculated with the technical provisions reported under C0040. |
| C0080/R0030 | Without matching adjustment and without all the others – Basic own funds – Excess of assets over liabilities | Total amount of excess of assets over liabilities calculated considering Technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0030 | Impact of matching adjustment set to zero – Basic own funds – Excess of assets over liabilities | Amount of the adjustment to the excess of assets over liabilities due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the excess of assets over liabilities calculated with the technical provisions reported under C0060. |
| C0100/R0030 | Impact of all LTG measures and transitionals – Basic own funds – Excess of assets over liabilities | Amount of the adjustment to the excess of assets over liabilities due to the application of the LTG measures and transitionals. |
| C0010/R0040 | Amount with LTG measures and transitionals – Basic own funds – Restricted own funds due to ring–fencing and matching portfolio | Total amount of restricted own funds due to ring–fencing calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0040 | Without transitional on technical provisions – Basic own funds – Restricted own funds due to ring–fencing and matching portfolio | Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0040 | Impact of transitional on technical provisions – Basic own funds – Restricted own funds due to ring–fencing and matching portfolio | Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the transitional deduction to technical provisions. It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without transitional deduction to technical provisions and the restricted own funds due to ring–fencing calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0040 | Without transitional on interest rate – Basic own funds – Restricted own funds due to ring–fencing and matching portfolio | Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0040 | Impact of transitional on interest rate – Basic own funds – Restricted own funds due to ring–fencing and matching portfolio | Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the restricted own funds due to ring–fencing calculated with the technical provisions reported under C0020. |
| C0060/R0040 | Without volatility adjustment and without other transitional measures – Basic own funds – Restricted own funds due to ring–fencing and matching portfolio | Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0040 | Impact of volatility adjustment set to zero – Basic own funds – Restricted own funds due to ring–fencing and matching portfolio | Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without volatility adjustment and without other transitional measures and the restricted own funds due to ring–fencing calculated with the technical provisions reported under C0040. |
| C0080/R0040 | Without matching adjustment and without all the others – Basic own funds – Restricted own funds due to ring–fencing and matching portfolio | Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0040 | Impact of matching adjustment set to zero – Basic own funds – Restricted own funds due to ring–fencing and matching portfolio | Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the restricted own funds due to ring–fencing calculated with the technical provisions reported under C0060. |
| C0100/R0040 | Impact of all LTG measures and transitionals – Basic own funds – Restricted own funds due to ring–fencing and matching portfolio | Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the LTG measures and transitionals. |
| C0010/R0050 | Amount with LTG measures and transitionals – Eligible own funds to meet SCR | Total amount of eligible own funds to meet SCR calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0050 | Without transitional on technical provisions – Eligible own funds to meet SCR | Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0050 | Impact of transitional on technical provisions – Eligible own funds to meet SCR | Amount of the adjustment to the eligible own funds to meet SCR due to the application of the transitional deduction to technical provisions. It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0050 | Without transitional on interest rate – Eligible own funds to meet SCR | Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0050 | Impact of transitional on interest rate – Eligible own funds to meet SCR | Amount of the adjustment to the eligible own funds to meet SCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet SCR calculated with the technical provisions reported under C0020. |
| C0060/R0050 | Without volatility adjustment and without other transitional measures – Eligible own funds to meet SCR | Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0050 | Impact of volatility adjustment set to zero – Eligible own funds to meet SCR | Amount of the adjustment to the eligible own funds to meet SCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR calculated with the technical provisions reported under C0040. |
| C0080/R0050 | Without matching adjustment and without all the others – Eligible own funds to meet SCR | Total amount of eligible own funds to meet SCR calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0050 | Impact of matching adjustment set to zero – Eligible own funds to meet SCR | Amount of the adjustment to the eligible own funds to meet SCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet SCR calculated with the technical provisions reported under C0060. |
| C0100/R0050 | Impact of all LTG measures and transitionals – Eligible own funds to meet SCR | Amount of the adjustment to the eligible own funds to meet SCR due to the application of the LTG measures and transitionals. |
| C0010/R0060 | Amount with LTG measures and transitionals – Eligible own funds to meet SCR–Tier 1 | Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0060 | Without transitional on technical provisions – Eligible own funds to meet SCR–Tier 1 | Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0060 | Impact of transitional on technical provisions – Eligible own funds to meet SCR–Tier 1 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the transitional deduction to technical provisions. It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0060 | Without transitional on interest rate – Eligible own funds to meet SCR–Tier 1 | Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0060 | Impact of transitional on interest rate – Eligible own funds to meet SCR–Tier 1 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions reported under C0020. |
| C0060/R0060 | Without volatility adjustment and without other transitional measures – Eligible own funds to meet SCR–Tier 1 | Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0060 | Impact of volatility adjustment set to zero – Eligible own funds to meet SCR–Tier 1 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions reported under C0040. |
| C0080/R0060 | Without matching adjustment and without all the others – Eligible own funds to meet SCR–Tier 1 | Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0060 | Impact of matching adjustment set to zero – Eligible own funds to meet SCR–Tier 1 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions reported under C0060. |
| C0100/R0060 | Impact of all LTG measures and transitionals – Eligible own funds to meet SCR–Tier 1 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the LTG measures and transitionals. |
| C0010/R0070 | Amount with LTG measures and transitionals – Eligible own funds to meet SCR–Tier 2 | Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0070 | Without transitional on technical provisions – Eligible own funds to meet SCR–Tier 2 | Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0070 | Impact of transitional on technical provisions – Eligible own funds to meet SCR–Tier 2 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the transitional deduction to technical provisions. It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR–Tier 2 calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0070 | Without transitional on interest rate – Eligible own funds to meet SCR–Tier 2 | Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0070 | Impact of transitional on interest rate – Eligible own funds to meet SCR–Tier 2 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet SCR–Tier 2 calculated with the technical provisions reported under C0020. |
| C0060/R0070 | Without volatility adjustment and without other transitional measures – Eligible own funds to meet SCR–Tier 2 | Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0070 | Impact of volatility adjustment set to zero – Eligible own funds to meet SCR–Tier 2 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR–Tier 2 calculated with the technical provisions reported under C0040. |
| C0080/R0070 | Without matching adjustment and without all the others – Eligible own funds to meet SCR–Tier 2 | Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0070 | Impact of matching adjustment set to zero – Eligible own funds to meet SCR–Tier 2 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet SCR–Tier 2 calculated with the technical provisions reported under C0060. |
| C0100/R0070 | Impact of all LTG measures and transitionals – Eligible own funds to meet SCR–Tier 2 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the LTG measures and transitionals. |
| C0010/R0080 | Amount with LTG measures and transitionals – Eligible own funds to meet SCR–Tier 3 | Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0080 | Without transitional on technical provisions – Eligible own funds to meet SCR–Tier 3 | Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0080 | Impact of transitional on technical provisions – Eligible own funds to meet SCR–Tier 3 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the transitional deduction to technical provisions. It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR–Tier 3 calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0080 | Without transitional on interest rate – Eligible own funds to meet SCR–Tier 3 | Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0080 | Impact of transitional on interest rate – Eligible own funds to meet SCR–Tier 3 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet SCR–Tier 3 calculated with the technical provisions reported under C0020. |
| C0060/R0080 | Without volatility adjustment and without other transitional measures – Eligible own funds to meet SCR–Tier 3 | Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0080 | Impact of volatility adjustment set to zero – Eligible own funds to meet SCR–Tier 3 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR–Tier 3 calculated with the technical provisions reported under C0040. |
| C0080/R0080 | Without matching adjustment and without all the others – Eligible own funds to meet SCR–Tier 3 | Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0080 | Impact of matching adjustment set to zero – Eligible own funds to meet SCR–Tier 3 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet SCR–Tier 3 calculated with the technical provisions reported under C0060. |
| C0100/R0080 | Impact of all LTG measures and transitionals – Eligible own funds to meet SCR–Tier 3 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the LTG measures and transitionals. |
| C0010/R0090 | Amount with LTG measures and transitionals – SCR | Total amount of SCR calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures |
| C0020/R0090 | Without transitional on technical provisions – SCR | Total amount of SCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0090 | Impact of transitional on technical provisions – SCR | Amount of the adjustment to the SCR due to the application of the transitional deduction to technical provisions. It shall be the difference between the SCR calculated considering the technical provisions without transitional deduction to technical provisions and the SCR calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0090 | Without transitional on interest rate – SCR | Total amount of SCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0090 | Impact of transitional on interest rate – SCR | Amount of the adjustment to the SCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the SCR calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the SCR calculated with the technical provisions reported under C0020. |
| C0060/R0090 | Without volatility adjustment and without other transitional measures – SCR | Total amount of SCR calculated considering Technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0090 | Impact of volatility adjustment set to zero – SCR | Amount of the adjustment to the SCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the SCR calculated considering the technical provisions without volatility adjustment and without other transitional measures and the SCR calculated with the technical provisions reported under C0040. |
| C0080/R0090 | Without matching adjustment and without all the others – SCR | Total amount of SCR calculated considering Technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0090 | Impact of matching adjustment set to zero – SCR | Amount of the adjustment to the SCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the SCR calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the SCR calculated with the technical provisions reported under C0060. |
| C0100/R0090 | Impact of all LTG measures and transitionals – SCR | Amount of the adjustment to the SCR due to the application of the LTG measures and transitionals. |
| C0010-C0100/R0120 | With LTG measures and transitionals – Solvency Capital Requirement Ratio | Solvency Capital Requirement ratio calculated considering technical provisions as reported in R0010 of each column Total amount of eligible own funds to meet SCR (R0050) divided by the total amount of SCR (R0090) of each column. |
| C0010-C0100/R0130 | Amount with Long Term Guarantee measures and transitionals – Minimum Capital Requirement Ratio | Minimum Capital Requirement ratio calculated considering technical provisions as reported in R0010 of each column. Total amount of eligible own funds to meet MCR (R0100) divided by the total amount of MCR (R0110) of each column. |
S.23.01 – Own Funds
General comments:
This section relates to the quarterly and annual submission for groups.
The template is applicable under all three calculation methods for group solvency capital requirement. Since most of the items are applicable to the part of the group that is covered by method 1 (Accounting consolidation-based method), the items applicable when method 2 (Deduction and Aggregation method or D&A method) is used, exclusively or in combination with method 1, are clearly identified in the instructions.
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