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.
| Total | Tier 1 - unrestricted | Tier 1 - restricted | Tier 2 | Tier 3 | ||
| C0010 | C0020 | C0030 | C0040 | C0050 | ||
| Basic own funds before deduction | ||||||
| Ordinary share capital (gross of own shares) | R0010 | |||||
| Non-available called but not paid in ordinary share capital to be deducted at group level | R0020 | |||||
| Share premium account related to ordinary share capital | R0030 | |||||
| Initial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual-type undertakings | R0040 | |||||
| Subordinated mutual member accounts | R0050 | |||||
| Non-available subordinated mutual member accounts to be deducted at group level | R0060 | |||||
| Surplus funds | R0070 | |||||
| Non-available surplus funds to be deducted at group level | R0080 | |||||
| Preference shares | R0090 | |||||
| Non-available preference shares to be deducted at group level | R0100 | |||||
| Share premium account related to preference shares | R0110 | |||||
| Non-available share premium account related to preference shares to be deducted at group level | R0120 | |||||
| Reconciliation reserve | R0130 | |||||
| Subordinated liabilities | R0140 | |||||
| Non-available subordinated liabilities to be deducted at group level | R0150 | |||||
| An amount equal to the value of net deferred tax assets | R0160 | |||||
| The amount equal to the value of net deferred tax assets not available to be deducted at the group level | R0170 | |||||
| Other items approved by supervisory authority as basic own funds not specified above | R0180 | |||||
| Non available own funds related to other own funds items approved by supervisory authority to be deducted | R0190 | |||||
| Minority interests | R0200 | |||||
| Non-available minority interests to be deducted at group level | R0210 | |||||
| Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds | ||||||
| Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds | R0220 | |||||
| Deductions | ||||||
| Deductions for participations in other financial undertakings, including non-regulated undertakings carrying out financial activities | R0230 | |||||
| where deducted according to art 228 of the Directive 2009/138/EC | R0240 | |||||
| Deductions for participations where there is non-availability of information (Article 229) | R0250 | |||||
| Deduction for participations included via Deduction and Aggregation method (D&A) when a combination of methods is used | R0260 | |||||
| Total of non-available own funds to be deducted | R0270 | |||||
| Total deductions | R0280 | |||||
| --- | --- | --- | --- | --- | --- | --- |
| Total | Tier 1 - unrestricted | Tier 1 - restricted | Tier 2 | Tier 3 | ||
| C0010 | C0020 | C0030 | C0040 | C0050 | ||
| Total basic own funds after deductions | R0290 | |||||
| Ancillary own funds | ||||||
| Unpaid and uncalled ordinary share capital callable on demand | R0300 | |||||
| Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual - type undertakings, callable on demand | R0310 | |||||
| Unpaid and uncalled preference shares callable on demand | R0320 | |||||
| A legally binding commitment to subscribe and pay for subordinated liabilities on demand | R0330 | |||||
| Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC | R0340 | |||||
| Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC | R0350 | |||||
| Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC | R0360 | |||||
| Supplementary members calls - other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC | R0370 | |||||
| Non available ancillary own funds to be deducted at group level | R0380 | |||||
| Other ancillary own funds | R0390 | |||||
| Total ancillary own funds | R0400 | |||||
| Own funds of other financial sectors | ||||||
| Credit Institutions, investment firms, financial insitutions, alternative investment fund manager, financial institutions | R0410 | |||||
| Institutions for occupational retirement provision | R0420 | |||||
| Non regulated undertakings carrying out financial activities | R0430 | |||||
| Total own funds of other financial sectors | R0440 | |||||
| Own funds when using the Deduction and Aggregation (D&A) method, exclusively or in combination with method 1 | ||||||
| Own funds aggregated when using the Deduction and Aggregation (D&A) method and combination of methods | R0450 | |||||
| Own funds aggregated when using the Deduction and Aggregation (D&A) method and combination of methods net of IGT | R0460 | |||||
| Total available own funds to meet the consolidated part of the group SCR (excluding own funds from other financial sectors and own funds from undertakings included via D&A method) | R0520 | |||||
| Total available own funds to meet the minimum consolidated group SCR | R0530 | |||||
| Total eligible own funds to meet the consolidated part of the group SCR (excluding own funds from other financial sectors and own funds from undertakings included via D&A method) | R0560 | |||||
| Total eligible own funds to meet the minimum consolidated group SCR | R0570 | |||||
| Total eligible own funds to meet the consolidated group SCR (including own funds from other financial sectors, excluding own funds from undertakings included via D&A method) | R0800 | |||||
| Total eligible own funds to meet the group SCR, (excluding own funds from other financial sectors, including own funds from undertakings included via D&A method) | R0810 | |||||
| Total eligible own funds to meet the total group SCR (including own funds from other financial sectors and own funds from undertakings included via D&A method) | R0660 | |||||
| Consolidated part of the Group SCR (excluding CR for other financial sectors and SCR for undertakings included via D&A method) | R0820 | |||||
| Minimum consolidated Group SCR | R0610 | |||||
| Capital requirements (CR) from other financial sectors | R0860 | |||||
| Consolidated Group SCR (including CR for other financial sectors, excluding SCR for undertakings included via D&A method) | R0590 | |||||
| SCR for undertakings included via D&A | R0670 | |||||
| Group SCR (excluding CR for other financial sectors, including SCR for undertakings included via D&A method) | R0830 | |||||
| Total Group SCR (including CR for other financial sectors and SCR for undertakings included via D&A method) | R0680 | |||||
| Ratio of Eligible own funds (R0560) to the consolidated part of the Group SCR (R0820) - ratio excluding other financial sectors and undertakings included via D&A method | R0630 | |||||
| --- | --- | --- | --- | --- | --- | --- |
| Total | Tier 1 - unrestricted | Tier 1 - restricted | Tier 2 | Tier 3 | ||
| C0010 | C0020 | C0030 | C0040 | C0050 | ||
| Ratio of Eligible own funds (R0570) to Minimum Consolidated Group SCR (R0610) | R0650 | |||||
| Ratio of the Eligible own funds (R0800) to the Consolidated group SCR (R590) - ratio including other financial sectors, excluding undertakings included via D&A method | R0840 | |||||
| Ratio of Eligible own funds (R0810) to the group SCR (R0830) - ratio excluding other financial sectors, including undertakings included via D&A method | R0850 | |||||
| Ratio of Total Eligible own funds (R0660) to the Total group SCR (R0680) - ratio including other financial sectors and undertakings included via D&A method | R0690 | |||||
| --- | --- | --- | --- | |||
| C0060 | ||||||
| Reconciliation reserve | ||||||
| Excess of assets over liabilities | R0700 | |||||
| Own shares (held directly and indirectly) | R0710 | |||||
| Foreseeable dividends, distributions and charges | R0720 | |||||
| Other basic own fund items | R0730 | |||||
| Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds | R0740 | |||||
| Other non-available own funds | R0750 | |||||
| Reconciliation reserve | R0760 | |||||
| Expected profits | ||||||
| Expected profits included in future premiums (EPIFP) - Life business | R0770 | |||||
| Expected profits included in future premiums (EPIFP) - Non- life business | R0780 | |||||
| Total Expected profits included in future premiums (EPIFP) | R0790 |
S.23.02.01
Detailed information by tiers on own funds
| Total | Tier 1 | Tier 1 | Tier 2 | Tier 2 | Tier 3 | ||
| Total Tier 1 | Of which counted under transitionals | Total Tier 2 | Of which counted under transitionals | ||||
| C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | ||
| Ordinary share capital | |||||||
| Paid in | R0010 | ||||||
| Called up but not yet paid in | R0020 | ||||||
| Own shares held | R0030 | ||||||
| Total ordinary share capital | R0100 | ||||||
| Initial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual type undertakings | |||||||
| Paid in | R0110 | ||||||
| Called up but not yet paid in | R0120 | ||||||
| Total initial fund members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings | R0200 | ||||||
| Subordinated mutual members accounts | |||||||
| Dated subordinated | R0210 | ||||||
| Undated subordinated with a call option | R0220 | ||||||
| Undated subordinated with no contractual opportunity to redeem | R0230 | ||||||
| Total subordinated mutual members accounts | R0300 | ||||||
| Preference shares | |||||||
| Dated preference shares | R0310 | ||||||
| Undated preference shares with a call option | R0320 | ||||||
| Undated preference shares with no contractual opportunity to redeem | R0330 | ||||||
| Total preference shares | R0400 | ||||||
| Subordinated liabilities | |||||||
| Dated subordinated liabilities | R0410 | ||||||
| Undated subordinated liabilities with a contractual opportunity to redeem | R0420 | ||||||
| Undated subordinated liabilities with no contractual opportunity to redeem | R0430 | ||||||
| Total subordinated liabilities | R0500 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Tier 2 | Tier 2 | Tier 3 | |||||
| Initial amounts approved | Current amounts | Initial amounts approved | |||||
| Ancillary own funds | C0070 | C0080 | C0090 | ||||
| Items for which an amount was approved | R0510 | ||||||
| Items for which a method was approved | R0520 |
S.23.02.04
Detailed information by tiers on own funds
| Total | Tier 1 | Tier 1 | Tier 2 | Tier 2 | Tier 3 | ||
| Total Tier 1 | Of which counted under transitionals | Tier 2 | Of which counted under transitionals | ||||
| C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | ||
| Ordinary share capital | |||||||
| Paid in | R0010 | ||||||
| Called up but not yet paid in | R0020 | ||||||
| Own shares held | R0030 | ||||||
| Total ordinary share capital | R0100 | ||||||
| Initial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual type undertakings | |||||||
| Paid in | R0110 | ||||||
| Called up but not yet paid in | R0120 | ||||||
| Total initial fund members' contributions or the equivalent basic own fund item for mutual and mutual type undertakings | R0200 | ||||||
| Subordinated mutual members accounts | |||||||
| Dated subordinated | R0210 | ||||||
| Undated subordinated with a call option | R0220 | ||||||
| Undated subordinated with no contractual opportunity to redeem | R0230 | ||||||
| Total subordinated mutual members accounts | R0300 | ||||||
| Preference shares | |||||||
| Dated preference shares | R0310 | ||||||
| Undated preference shares with a call option | R0320 | ||||||
| Undated preference shares with no contractual opportunity to redeem | R0330 | ||||||
| Total preference shares | R0400 | ||||||
| Subordinated liabilities | |||||||
| Dated subordinated liabilities | R0410 | ||||||
| Undated subordinated liabilities with a contractual opportunity to redeem | R0420 | ||||||
| Undated subordinated liabilities with no contractual opportunity to redeem | R0430 | ||||||
| Total subordinated liabilities | R0500 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Tier 2 | Tier 2 | Tier 3 | |||||
| Initial amounts approved | Current amounts | Initial amounts approved | |||||
| Ancillary own funds | C0070 | C0080 | C0090 | ||||
| Items for which an amount was approved | R0510 | ||||||
| Items for which a method was approved | R0520 | ||||||
| --- | --- | --- | --- | ||||
| Total | Explanation | ||||||
| C0110 | C0120 | ||||||
| Excess of assets over liabilities - attribution of valuation differences | |||||||
| Difference in the valuation of assets | R0600 | ||||||
| Difference in the valuation of technical provisions | R0610 | ||||||
| Difference in the valuation of other liabilities | R0620 | ||||||
| Total of reserves and retained earnings from financial statements | R0630 | ||||||
| Other, please explain why you need to use this line. | R0640 | ||||||
| Reserves from financial statements adjusted for Solvency II valuation differences | R0650 | ||||||
| Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve) | R0660 | ||||||
| Excess of assets over liabilities | R0700 |
S.23.03.01
Annual movements on own funds
| Balance b/fwd | Increase | Reduction | Balance c/fwd | ||||
| C0010 | C0020 | C0030 | C0060 | ||||
| Ordinary share capital - movements in the reporting period | |||||||
| Paid in | R0010 | ||||||
| Called up but not yet paid in | R0020 | ||||||
| Own shares held | R0030 | ||||||
| Total ordinary share capital | R0100 | ||||||
| Share premium account related to ordinary share capital - movements in the reporting period | |||||||
| Tier 1 | R0110 | ||||||
| Tier 2 | R0120 | ||||||
| Total | R0200 | ||||||
| Initial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual type undertakings - movements in the reporting period | |||||||
| Paid in | R0210 | ||||||
| Called up but not yet paid in | R0220 | ||||||
| Total initial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual type undertakings | R0300 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Issued | Redeemed | Movements in valuation | Regulatory action | Balance c/fwd | ||
| C0010 | C0070 | C0080 | C0090 | C0100 | C0060 | ||
| Subordinated mutual members accounts - movements in the reporting period | |||||||
| Tier 1 | R0310 | ||||||
| Tier 2 | R0320 | ||||||
| Tier 3 | R0330 | ||||||
| Total subordinated mutual members accounts | R0400 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Balance c/fwd | ||||||
| C0010 | C0060 | ||||||
| Surplus funds | R0500 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Increase | Reduction | Balance c/fwd | ||||
| C0010 | C0020 | C0030 | C0060 | ||||
| Preference shares - movements in the reporting period | |||||||
| Tier 1 | R0510 | ||||||
| Tier 2 | R0520 | ||||||
| Tier 3 | R0530 | ||||||
| Total preference shares | R0600 | ||||||
| Share premium relating to preference shares | |||||||
| Tier 1 | R0610 | ||||||
| Tier 2 | R0620 | ||||||
| Tier 3 | R0630 | ||||||
| Total | R0700 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Issued | Redeemed | Movements in valuation | Regulatory action | Balance c/fwd | ||
| C0010 | C0070 | C0080 | C0090 | C0100 | C0060 | ||
| Subordinated liabilities - movements in the reporting period | |||||||
| Tier 1 | R0710 | ||||||
| Tier 2 | R0720 | ||||||
| Tier 3 | R0730 | ||||||
| Total subordinated liabilities | R0800 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Balance c/fwd | ||||||
| C0010 | C0060 | ||||||
| An amount equal to the value of net deferred tax assets | R0900 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Issued | Redeemed | Movements in valuation | Balance c/fwd | |||
| C0010 | C0070 | C0080 | C0090 | C0060 | |||
| Other items approved by supervisory authority as basic own funds not specified above - movements in the reporting period | |||||||
| Tier 1 to be treated as unrestricted | R1000 | ||||||
| Tier 1 to be treated as restricted | R1010 | ||||||
| Tier 2 | R1020 | ||||||
| Tier 3 | R1030 | ||||||
| Total of other items approved by supervisory authority as basic own funds items not specified above | R1100 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | New amount made available | Reduction to amount available | Called up to basic own fund | Balance c/fwd | |||
| C0010 | C0110 | C0120 | C0130 | C0060 | |||
| Ancillary own funds - movements in the reporting period | |||||||
| Tier 2 | R1110 | ||||||
| Tier 3 | R1120 | ||||||
| Total ancillary own funds | R1200 |
S.23.03.04
Annual movements on own funds
| Balance b/fwd | Increase | Reduction | Balance c/fwd | ||||
| C0010 | C0020 | C0030 | C0060 | ||||
| Ordinary share capital - movements in the reporting period | |||||||
| Paid in | R0010 | ||||||
| Called up but not yet paid in | R0020 | ||||||
| Own shares held | R0030 | ||||||
| Total ordinary share capital | R0100 | ||||||
| Share premium account related to ordinary share capital - movements in the reporting period | |||||||
| Tier 1 | R0110 | ||||||
| Tier 2 | R0120 | ||||||
| Total | R0200 | ||||||
| Initial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual type undertakings - movements in the reporting period | |||||||
| Paid in | R0210 | ||||||
| Called up but not yet paid in | R0220 | ||||||
| Total initial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual type undertakings | R0300 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Issued | Redeemed | Movements in valuation | Regulatory action | Balance c/fwd | ||
| C0010 | C0070 | C0080 | C0090 | C0100 | C0060 | ||
| Subordinated mutual members accounts - movements in the reporting period | |||||||
| Tier 1 | R0310 | ||||||
| Tier 2 | R0320 | ||||||
| Tier 3 | R0330 | ||||||
| Total subordinated mutual members accounts | R0400 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Balance c/fwd | ||||||
| C0010 | C0060 | ||||||
| Surplus funds | R0500 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Increase | Reduction | Balance c/fwd | ||||
| C0010 | C0020 | C0030 | |||||
| Preference shares - movements in the reporting period | |||||||
| Tier 1 | R0510 | ||||||
| Tier 2 | R0520 | ||||||
| Tier 3 | R0530 | ||||||
| Total preference shares | R0600 | ||||||
| Share premium relating to preference shares | |||||||
| Tier 1 | R0610 | ||||||
| Tier 2 | R0620 | ||||||
| Tier 3 | R0630 | ||||||
| Total | R0700 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Issued | Redeemed | Movements in valuation | Regulatory action | Balance c/fwd | ||
| C0010 | C0070 | C0080 | C0090 | C0100 | C0060 | ||
| Subordinated liabilities - movements in the reporting period | |||||||
| Tier 1 | R0710 | ||||||
| Tier 2 | R0720 | ||||||
| Tier 3 | R0730 | ||||||
| Total subordinated liabilities | R0800 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Balance c/fwd | ||||||
| C0010 | C0060 | ||||||
| An amount equal to the value of net deferred tax assets | R0900 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | Issued | Redeemed | Movements in valuation | Balance c/fwd | |||
| C0010 | C0070 | C0080 | C0090 | C0060 | |||
| Other items approved by supervisory authority as basic own funds not specified above - movements in the reporting period | |||||||
| Tier 1 to be treated as unrestricted | R1000 | ||||||
| Tier 1 to be treated as restricted | R1010 | ||||||
| Tier 2 | R1020 | ||||||
| Tier 3 | R1030 | ||||||
| Total of other items approved by supervisory authority as basic own funds items not specified above | R1100 | ||||||
| --- | --- | --- | --- | --- | --- | --- | --- |
| Balance b/fwd | New amount made available | Reduction to amount available | Called up to basic own fund | Balance c/fwd | |||
| C0010 | C0110 | C0120 | C0130 | C0060 | |||
| Ancillary own funds - movements in the reporting period | |||||||
| Tier 2 | R1110 | ||||||
| Tier 3 | R1120 | ||||||
| Total ancillary own funds | R1200 |
S.23.04.01
List of items on own funds
| Description of subordinated mutual members' accounts | Amount | Tier | Currency Code | Counted under transitionals? | Counterparty (if specific) | Issue date | (cont.) |
|---|---|---|---|---|---|---|---|
| C0010 | C0020 | C0030 | C0040 | C0070 | C0080 | C0090 | |
| Maturity date | First call date | Details of further call dates | Details of incentives to redeem | Notice period | Buy back during the year | ||
| --- | --- | --- | --- | --- | --- | ||
| C0100 | C0110 | C0120 | C0130 | C0140 | C0160 | ||
| Description of preference shares | Amount | Counted under transitionals? | Counterparty (if specific) | Issue date | First call date | Details of further call dates | Details of incentives to redeem |
| --- | --- | --- | --- | --- | --- | --- | --- |
| C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 |
| Description of subordinated liabilities | Amount | Tier | Currency Code | Lender (if specific) | Counted under transitionals? | Issue date | (cont.) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| C0270 | C0280 | C0290 | C0300 | C0320 | C0330 | C0350 | |
| Maturity date | First call date | Further call dates | Details of incentives to redeem | Notice period | |||
| --- | --- | --- | --- | --- | |||
| C0360 | C0370 | C0380 | C0390 | C0400 | |||
| Other items approved by supervisory authority as basic own funds not specified above | Amount | Currency Code | Tier 1 | Tier 2 | Tier 3 | Date of authorisation | |
| --- | --- | --- | --- | --- | --- | --- | |
| C0450 | C0460 | C0470 | C0480 | C0490 | C0500 | C0510 | |
Own funds from the financial statements that shall not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds
| Description of item | Total |
|---|---|
| C0570 | C0580 |
| Description of ancillary own funds | Amount |
| --- | --- |
| C0590 | C0600 |
Adjustment for ring fenced funds and matching adjustment portfolios
| Number of ring-fenced fund/Matching adjustment portfolios | Notional SCR | Notional SCR (negative results set to zero) | Excess of assets over liablities | Future transfers attributable to shareholders | Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds | |
| C0660 | C0670 | C0680 | C0690 | C0700 | C0710 | |
| --- | --- | --- | ||||
| Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fencedring-fenced fund | ||||||
| C0290 | ||||||
| Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds | R0010 |
S.23.04.04
List of items on own funds
| Description of subordinated mutual members' accounts | Amount | Tier | Currency Code | Issuing entity | Lender (if specific) | Counted under transitionals? | (cont.) |
|---|---|---|---|---|---|---|---|
| C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | |
| Counterparty (if specific) | Issue date | Maturity date | First call date | Details of further call dates | Details of incentives to redeem | Notice period | (cont.) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 | |
| Name of supervisory authority having given authorisation | Buy back during the year | % of the issue held by entities in the group | Contribution to group subordinated mutual member accounts | ||||
| --- | --- | --- | --- | ||||
| C0150 | C0160 | C0170 | C0180 | ||||
| Description of preference shares | Amount | Counted under transitionals? | Counterparty (if specific) | Issue date | First call date | Details of further call dates | Details of incentives to redeem |
| --- | --- | --- | --- | --- | --- | --- | --- |
| C0190 | C0200 | C0210 | C0220 | C0230 | C0240 | C0250 | C0260 |
| Description of subordinated liabilities | Amount | Tier | Currency Code | Issuing entity | Lender (if specific) | Counted under transitionals? | (cont.) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| C0270 | C0280 | C0290 | C0300 | C0311 | C0320 | C0330 | |
| Counterparty (if specific) | Issue date | Maturity date | First call date | Further call dates | Details of incentives to redeem | Notice period | (cont.) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| C0340 | C0350 | C0360 | C0370 | C0380 | C0390 | C0400 | |
| % of the issue held by entities in the group | Contribution to group subordinated liabilities | ||||||
| --- | --- | ||||||
| C0430 | C0440 | ||||||
| Other items approved by supervisory authority as basic own funds not specified above | Amount | Currency Code | Tier 1 | Tier 2 | Tier 3 | Date of authorisation | (cont.) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| C0450 | C0460 | C0470 | C0480 | C0490 | C0500 | C0510 | |
| Name of supervisory authority having given authorisation | Name of entity concerned | Buy back during the year | % of the issue held by entities in the group | Contribution to group other basic own funds | |||
| --- | --- | --- | --- | --- | |||
| C0520 | C0530 | C0540 | C0550 | C0560 | |||
Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds
| Description of item | Total amount |
|---|---|
| C0570 | C0580 |
| Description of ancillary own funds | Amount |
| --- | --- |
| C0590 | C0600 |
Adjustment for ring fenced funds and matching adjustment portfolios
| Number of ring-fenced fund/Matching adjustment portfolios | Notional SCR | Notional SCR (negative results set to zero) | Excess of assets over liablities | Future transfers attributable to shareholders | Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds |
|---|---|---|---|---|---|
| C0660 | C0670 | C0680 | C0690 | C0700 | C0710 |
| Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds |
| C0970 |
| Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds | R0010 |
Calculation of non available own funds at group level (such a calculation has to be done entity by entity)
Non available own funds at group level - exceeding the contribution of solo SCR to Group SCR
| Related (Re)insurance undertakings, Insurance Holding Company, Mixed financial Holding Company, Ancillary services undertakings and SPV included in the scope of the group calculation | Country | Contribution of solo SCR to Group SCR | Non available own funds related to other own funds items approved by supervisory authority | Non available surplus funds | Non available called but not paid in capital | Non available ancillary own funds | (cont.) |
|---|---|---|---|---|---|---|---|
| C0720 | C0730 | C0740 | C0760 | C0770 | C0780 | C0790 | |
| Non available subordinated mutual member accounts | Non available preference shares | Non available Subordinated Liabilites | An amount equal to the value of net deferred tax assets | Non available share premium account related to preference shares | Non-available own funds in the reconciliation reserve | Total Non-available Own funds | (cont.) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| C0800 | C0810 | C0820 | C0830 | C0840 | C0841 | C0842 | |
| Total non available excess own funds to be deducted | Non-Available Minority interests | Non-Available Minority interests - to be deducted from the group own funds | Non available own funds related to other own funds items approved by supervisory authority | Non available surplus funds | Non available called but not paid in capital | Non available ancillary own funds | |
| --- | --- | --- | --- | --- | --- | --- | |
| C0850 | C0851 | C0750 | C0870 | C0880 | C0890 | C0900 | |
| Non available subordinated mutual member accounts | Non available preference shares | Non available Subordinated Liabilites | An amount equal to the value of non available net deferred tax assets | Non available share premium account related to preference shares | Non-available own funds in the reconciliation reserve | Total non-available own funds | |
| --- | --- | --- | --- | --- | --- | --- | |
| C0910 | C0920 | C0930 | C0940 | C0950 | C0951 | C0962 | |
| Total non available own funds to be deducted | Minority interests | Minority interests to be deducted from the group own funds | |||||
| --- | --- | --- | |||||
| C0960 | C0861 | C0860 | |||||
S.24.01.01
Participations held
Participations in related undertakings that are financial and credit institutions (fully or partially) deducted according to article 68 of the Commission Delegated Regulation (EU) 2015/35
Table 1 - Participations in related undertakings that are financial and credit institutions which individually exceed 10% of items included in (a) (i), (ii), (iv) and (vi) of Article 69, not including consolidated strategic participations for the purpose of deductions under Article 68 (1) of the Delegated Regulation (EU) 2015/35
| Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Common Equity Tier 1 | Additional Tier 1 | Tier 2 |
|---|---|---|---|---|---|---|
| C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 |
Table 2 - Participations in related undertakings that are financial and credit institutions which when aggregated exceed 10% of items included in (a) (i), (ii), (iv) and (vi) of Article 69, not including consolidated strategic participations for the purpose of deductions under Article 68 (2) of the Delegated Regulation (EU) 2015/35
| Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Common Equity Tier 1 | Additional Tier 1 | Tier 2 |
|---|---|---|---|---|---|---|
| C0080 | C0090 | C0100 | C0110 | C0120 | C0130 | C0140 |
| --- | --- | --- | --- | --- | --- | --- |
| Total | Common Equity Tier 1 | Additional Tier 1 | Tier 2 | |||
| C0150 | C0160 | C0170 | C0180 | |||
| Total participations in related undertakings that are financial and credit institutions (for which there is an OF deduction) | R0001 |
Own funds deductions
| Total | Tier 1 - unrestricted | Tier 1 - restricted | Tier 2 | ||
| C0190 | C0200 | C0210 | C0220 | ||
| R0010 | Article 68 (1) deduction | ||||
| R0020 | Article 68 (2) deduction | ||||
| R0030 | Total |
SCR treatment
Participations in related undertakings that are financial and credit institutions not (fully) deducted according to article 68 of the Commission Delegated Regulation (EU) 2015/35
Table 3 - Participations in related undertakings that are financial and credit institutions which are considered strategic as defined in Article 171 of the Delegated Regulation (EU) 2015/35 and which are included in the calculation of the group solvency on the basis of method 1 (no OF deduction according to art 68(3)).
| Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities |
|---|---|---|---|---|---|---|
| C0230 | C0240 | C0250 | C0260 | C0270 | C0280 | C0290 |
Table 4 - Participations in related undertakings that are financial and credit institutions which are strategic (as defined in Article 171 of the Delegated Regulation (EU) 2015/35), not included in the calculation of the group solvency on the basis of method 1 and which are not deducted according to art 68(1) and 68 (2) (It should include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35 )
| Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities |
|---|---|---|---|---|---|---|
| C0300 | C0310 | C0320 | C0330 | C0340 | C0350 | C0360 |
Table 5 - Participations in related undertakings that are financial and credit institutions which are not strategic and which are not deducted according to art 68(1) and 68(2) of Delegated Regulation 2015/35 (It should include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)
| Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities |
|---|---|---|---|---|---|---|
| C0370 | C0380 | C0390 | C0400 | C0410 | C0420 | C0430 |
Participations in related undertakings that are not financial and credit institutions
Table 6 - Other strategic participations not in financial and credit institution
| Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities |
|---|---|---|---|---|---|---|
| C0440 | C0450 | C0460 | C0470 | C0480 | C0490 | C0500 |
Table 7 - Other non-strategic participations not in financial and credit institution
| Name of related undertaking | Asset ID Code | Asset ID Code type | Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities |
|---|---|---|---|---|---|---|
| C0510 | C0520 | C0530 | C0540 | C0550 | C0560 | C0570 |
Total for SCR calculation
| Total | Type 1 Equity | Type 2 Equity | Subordinated liabilities | ||
| C0580 | C0590 | C0600 | C0610 | ||
| R0040 | Total participations in related undertakings that are financial and credit institutions | ||||
| R0050 | of which strategic (method 1 or less than 10% not method 1) | ||||
| R0060 | of which non-strategic (less than 10%) | ||||
| R0070 | Total participations in related undertakings that are not financial and credit institutions | ||||
| R0080 | of which strategic | ||||
| R0090 | of which non-strategic |
Total all participations
| Total | ||
| C0620 | ||
| Total of all participations |
S.25.01.01
Solvency Capital Requirement - for undertakings on Standard Formula
| Article 112 | Z0010 | A001 |
| --- | --- | --- |
| Net solvency capital requirement | ||
| C0030 | ||
| Market risk | R0010 | |
| Counterparty default risk | R0020 | |
| Life underwriting risk | R0030 | |
| Health underwriting risk | R0040 | |
| Non-life underwriting risk | R0050 | |
| Diversification | R0060 | |
| Intangible asset risk | R0070 | |
| Basic Solvency Capital Requirement | R0100 | |
| --- | --- | --- |
| Calculation of Solvency Capital Requirement | C0100 | |
| Adjustment due to RFF/MAP nSCR aggregation | R0120 | |
| Operational risk | R0130 | |
| Loss-absorbing capacity of technical provisions | R0140 | |
| Loss-absorbing capacity of deferred taxes | R0150 | |
| Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC | R0160 | |
| Solvency Capital Requirement excluding capital add-on | R0200 | |
| Capital add-on already set | R0210 | |
| of which, capital add-ons already set - Article 37 (1) Type a | R0211 | |
| of which, capital add-ons already set - Article 37 (1) Type b | R0212 | |
| of which, capital add-ons already set - Article 37 (1) Type c | R0213 | |
| of which, capital add-ons already set - Article 37 (1) Type d | R0214 | |
| Solvency capital requirement | R0220 | |
| Other information on SCR | ||
| Capital requirement for duration-based equity risk sub-module | R0400 | |
| Total amount of Notional Solvency Capital Requirements for remaining part | R0410 | |
| Total amount of Notional Solvency Capital Requirements for ring-fenced funds | R0420 | |
| Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios | R0430 | |
| Diversification effects due to RFF nSCR aggregation for article 304 | R0440 | |
| Method used to calculate the adjustment due to RFF/MAP nSCR aggregation | R0450 | |
| Net future discretionary benefits | R0460 |
Approach to tax rate
| Yes/No | ||
| C0109 | ||
| Approach based on average tax rate | R0590 | |
| --- | --- | --- |
| Calculation of loss absorbing capacity of deffered taxes | Before the shock | |
| C0110 | ||
| DTA | R0600 | |
| DTA carry forward | R0610 | |
| DTA due to deductible temporary differences | R0620 | |
| DTL | R0630 | |
| --- | --- | --- |
| LAC DT | ||
| C0130 | ||
| LAC DT | R0640 | |
| LAC DT justified by reversion of deferred tax liabilities | R0650 | |
| LAC DT justified by reference to probable future taxable economic profit | R0660 | |
| LAC DT justified by carry back, current year | R0670 | |
| LAC DT justified by carry back, future years | R0680 | |
| Maximum LAC DT | R0690 |
S.25.01.04
Solvency Capital Requirement - for groups on Standard Formula
| Article 112 | Z0010 | |
| --- | --- | --- |
| Net solvency capital requirement | ||
| C0030 | ||
| Market risk | R0010 | |
| Counterparty default risk | R0020 | |
| Life underwriting risk | R0030 | |
| Health underwriting risk | R0040 | |
| Non-life underwriting risk | R0050 | |
| Diversification | R0060 | |
| Intangible asset risk | R0070 | |
| Basic Solvency Capital Requirement | R0100 | |
| --- | --- | --- |
| Calculation of Solvency Capital Requirement | C0100 | |
| Adjustment due to RFF/MAP nSCR aggregation | R0120 | |
| Operational risk | R0130 | |
| Loss-absorbing capacity of technical provisions | R0140 | |
| Loss-absorbing capacity of deferred taxes | R0150 | |
| Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC | R0160 | |
| Solvency Capital Requirement excluding capital add-on | R0200 | |
| Capital add-ons already set | R0210 | |
| of which, capital add-ons already set - Article 37 (1) Type a | R0211 | |
| of which, capital add-ons already set - Article 37 (1) Type b | R0212 | |
| of which, capital add-ons already set - Article 37 (1) Type c | R0213 | |
| of which, capital add-ons already set - Article 37 (1) Type d | R0214 | |
| Consolidated Group SCR | R0220 | |
| Other information on SCR | ||
| Capital requirement for duration-based equity risk sub-module | R0400 | |
| Total amount of Notional Solvency Capital Requirements for remaining part | R0410 | |
| Total amount of Notional Solvency Capital Requirements for ring-fenced funds | R0420 | |
| Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios | R0430 | |
| Diversification effects due to RFF nSCR aggregation for article 304 | R0440 | |
| Method used to calculate the adjustment due to RFF/MAP nSCR aggregation | R0450 | |
| Net future discretionary benefits | R0460 | |
| Minimum consolidated group solvency capital requirement | R0470 | |
| Information on other entities | ||
| Capital requirement for other financial sectors (Non-insurance capital requirements) | R0500 | |
| Capital requirement for other financial sectors (Non-insurance capital requirements) - Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies | R0510 | |
| Capital requirement for other financial sectors (Non-insurance capital requirements) - Institutions for occupational retirement provisions | R0520 | |
| Capital requirement for other financial sectors (Non-insurance capital requirements) - Capital requirement for non- regulated entities carrying out financial activities | R0530 | |
| Capital requirement for non-controlled participations | R0540 | |
| Capital requirement for residual related undertakings | R0550 | |
| Capital requirement for collective investment undertakings or investments packaged as funds | R0555 | |
| Overall SCR | ||
| SCR for undertakings included via D&A method | R0560 | |
| Total group solvency capital requirement | R0570 |
SR.25.01.01
Solvency Capital Requirement - for undertakings on Standard Formula
| Article 112 | Z0010 | |
| Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
| Fund/Portfolio number | Z0030 | |
| --- | --- | --- |
| Net solvency capital requirement | ||
| C0030 | ||
| Market risk | R0010 | |
| Counterparty default risk | R0020 | |
| Life underwriting risk | R0030 | |
| Health underwriting risk | R0040 | |
| Non-life underwriting risk | R0050 | |
| Diversification | R0060 | |
| Intangible asset risk | R0070 | |
| Basic Solvency Capital Requirement | R0100 | |
| --- | --- | --- |
| Calculation of Solvency Capital Requirement | C0100 | |
| Operational risk | R0130 | |
| Loss-absorbing capacity of technical provisions | R0140 | |
| Loss-absorbing capacity of deferred taxes | R0150 | |
| Solvency Capital Requirement | R0200 | |
| Net future discretionary benefits | R0460 |
Approach to tax rate
| Yes/No | ||
| C0109 | ||
| Approach based on average tax rate | R0590 |
Calculation of loss absorbing capacity of deffered taxes
| Before the shock | After the shock | ||
| C0110 | C0120 | ||
| DTA | R0600 | ||
| DTA carry forward | R0610 | ||
| DTA due to deductible temporary differences | R0620 | ||
| DTL | R0630 | ||
| --- | --- | --- | |
| LAC DT | |||
| C0130 | |||
| LAC DT | R0640 | ||
| LAC DT justified by reversion of deferred tax liabilities | R0650 | ||
| LAC DT justified by reference to probable future taxable economic profit | R0660 | ||
| LAC DT justified by carry back, current year | R0670 | ||
| LAC DT justified by carry back, future years | R0680 | ||
| Maximum LAC DT | R0690 |
S.25.05.01
Solvency Capital Requirement - for undertakings using an internal model (partial or full)
| Solvency Capital Requirement | Allocation from adjustments due to RFF and Matching adjustments portfolios | Consideration of the future management actions regarding technical provisions and/or deferred taxes | Amount modelled | ||
| Risk type | C0010 | C0050 | C0060 | C0070 | |
| Total diversification | R0020 | ||||
| Total diversified risk before tax | R0030 | ||||
| Total diversified risk after tax | R0040 | ||||
| Total market & credit risk | R0070 | ||||
| Market & Credit risk - diversified | R0080 | ||||
| Credit event risk not covered in market & credit risk | R0190 | ||||
| Credit event risk not covered in market & credit risk - diversified | R0200 | ||||
| Total Business risk | R0270 | ||||
| Total Business risk - diversified | R0280 | ||||
| Total Net Non-life underwritting risk | R0310 | ||||
| Total Net Non-life underwritting risk - diversified | R0320 | ||||
| Total Life & Health underwriting risk | R0400 | ||||
| Total Life & Health underwriting risk - diversified | R0410 | ||||
| Total Operational risk | R0510 | ||||
| Total Operational risk - diversified | R0520 | ||||
| Other risk | R0530 | ||||
| --- | --- | --- | |||
| C0100 | |||||
| Total undiversified components | R0110 | ||||
| Diversification | R0060 | ||||
| Adjustment due to RFF/MAP nSCR aggregation | R0120 | ||||
| Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC | R0160 | ||||
| Solvency capital requirement, excluding capital add-on | R0200 | ||||
| Capital add-ons already set | R0210 | ||||
| of which, capital add-ons already set - Article 37 (1) Type a | R0211 | ||||
| of which, capital add-ons already set - Article 37 (1) Type b | R0212 | ||||
| of which, capital add-ons already set - Article 37 (1) Type c | R0213 | ||||
| of which, capital add-ons already set - Article 37 (1) Type d | R0214 | ||||
| Solvency capital requirement | R0220 | ||||
| Other information on SCR | |||||
| Amount/estimate of the overall loss-absorbing capacity of technical provisions | R0300 | ||||
| Amount/estimate of the overall loss-absorbing capacity of deferred taxes | R0310 | ||||
| Capital requirement for duration-based equity risk sub-module | R0400 | ||||
| Total amount of Notional Solvency Capital Requirements for remaining part | R0410 | ||||
| Total amount of Notional Solvency Capital Requirement for ring-fenced funds | R0420 | ||||
| Total amount of Notional Solvency Capital Requirement for matching adjustment portfolios | R0430 | ||||
| Diversification effects due to RFF nSCR aggregation for article 304 | R0440 | ||||
| Method used to calculate the adjustment due to RFF nSCR aggregation | R0450 | ||||
| Net future discretionary benefits | R0460 | ||||
| --- | --- | --- | |||
| Yes/No | |||||
| C0109 | |||||
| Approach based on average tax rate | R0590 | ||||
| --- | --- | --- | --- | --- | |
| Before the shock | After the shock | LAC DT | |||
| C0110 | C0120 | C0130 | |||
| DTA | R0600 | ||||
| DTA carry forward | R0610 | ||||
| DTA due to deductible temporary differences | R0620 | ||||
| DTL | R0630 | ||||
| Amount/estimate of LAC DT | R0640 | ||||
| Amount/estimate of LAC DT justified by reversion of deferred tax liabilities | R0650 | ||||
| Amount/estimate of LAC DT justified by reference to probable future taxable economic profit | R0660 | ||||
| Amount/estimate of AC DT justified by carry back, current year | R0670 | ||||
| Amount/estimate of LAC DT justified by carry back, future years | R0680 | ||||
| Amount/estimate of Maximum LAC DT | R0690 |
S.25.05.04
Solvency Capital Requirement - for groups using an internal model (partial or full)
| Solvency Capital Requirement | Allocation from adjustments due to RFF and Matching adjustments portfolios | Consideration of the future management actions regarding technical provisions and/or deferred taxes | Amount modelled | ||
| Risk type | C0010 | C0050 | C0060 | C0070 | |
| Total diversification | R0020 | ||||
| Total diversified risk before tax | R0030 | ||||
| Total diversified risk after tax | R0040 | ||||
| Loss absorbing capacity of deferred taxes | R0050 | ||||
| Loss absorbing capacity of technical provisions | R0060 | ||||
| Total market & credit risk | R0070 | ||||
| Market & Credit risk - diversified | R0080 | ||||
| Credit event risk not covered in market & credit risk | R0190 | ||||
| Credit event risk not covered in market & credit risk - diversified | R0200 | ||||
| Total Business risk | R0270 | ||||
| Total Business risk - diversified | R0280 | ||||
| Total Net Non-life underwriting risk | R0310 | ||||
| Total Net Non-life underwriting risk - diversified | R0320 | ||||
| Total Life & Health underwriting risk | R0400 | ||||
| Total Life & Health underwriting risk - diversified | R0410 | ||||
| Total Operational risk | R0510 | ||||
| Total Operational risk - diversified | R0520 | ||||
| Other risk | R0530 | ||||
| --- | --- | --- | |||
| C0100 | |||||
| Total undiversified components | R0110 | ||||
| Diversification | R0060 | ||||
| Adjustment due to RFF/MAP nSCR aggregation | R0120 | ||||
| Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC | R0160 | ||||
| Solvency Capital Requirement calculated on the basis of Art. 336 (a) of Delegated Regulation (EU) 2015/35, excluding capital add-on | R0200 | ||||
| Capital add-ons already set | R0210 | ||||
| of which, capital add-ons already set - Article 37 (1) Type a | R0211 | ||||
| of which, capital add-ons already set - Article 37 (1) Type b | R0212 | ||||
| of which, capital add-ons already set - Article 37 (1) Type c | R0213 | ||||
| of which, capital add-ons already set - Article 37 (1) Type d | R0214 | ||||
| Consolidated Group SCR | R0220 | ||||
| Other information on SCR | |||||
| Amount/estimate of the overall loss-absorbing capacity of technical provisions | R0300 | ||||
| Amount/estimate of the loss absorbing capacity for deferred taxes | R0310 | ||||
| Capital requirement for duration-based equity risk sub-module | R0400 | ||||
| Total amount of Notional Solvency Capital Requirements for remaining part | R0410 | ||||
| Total amount of Notional Solvency Capital Requirements for ring-fenced funds | R0420 | ||||
| Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios | R0430 | ||||
| Diversification effects due to RFF nSCR aggregation for article 304 | R0440 | ||||
| Method used to calculate the adjustment due to RFF nSCR aggregation | R0450 | ||||
| Net future discretionary benefits | R0460 | ||||
| Minimum consolidated group solvency capital requirement | R0470 | ||||
| Information on other entities | |||||
| Capital requirement for other financial sectors (Non-insurance capital requirements) | R0500 | ||||
| Capital requirement for other financial sectors (Non-insurance capital requirements) - Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies | R0510 | ||||
| Capital requirement for other financial sectors (Non-insurance capital requirements) - Institutions for occupational retirement provisions | R0520 | ||||
| Capital requirement for other financial sectors (Non-insurance capital requirements) - Capital requirement for non-regulated undertakings carrying out financial activities | R0530 | ||||
| Capital requirement for non-controlled participation | R0540 | ||||
| Capital requirement for residual related undertakings | R0550 | ||||
| Capital requirement for collective investment undertakings or investments packaged as funds | R0555 | ||||
| Overall SCR | |||||
| SCR for undertakings included via D&A method | R0560 | ||||
| Total group solvency capital requirement | R0570 |
S.25.05.01
Solvency Capital Requirement - for undertakings using an internal model (partial or full)
| Ring-fenced fund, matching adjustment portfolio or Remaining Part | Z0020 | |
| Fund/Portfolio number | Z0030 | |
| --- | --- | --- |
| Solvency Capital Requirement | ||
| Risk type | C0010 | |
| Total diversification | R0020 | |
| Total diversified risk before tax | R0030 | |
| Total diversified risk after tax | R0040 | |
| Total market & credit risk | R0070 | |
| Market & Credit risk - diversified | R0080 | |
| Credit event risk not covered in market & credit risk | R0190 | |
| Credit event risk not covered in market & credit risk - diversified | R0200 | |
| Total Business risk | R0270 | |
| Total Business risk - diversified | R0280 | |
| Total Net Non-life underwritting risk | R0310 | |
| Total Net Non-life underwritting risk - diversified | R0320 | |
| Total Life & Health underwriting risk | R0400 | |
| Total Life & Health underwriting risk - diversified | R0410 | |
| Total Operational risk | R0510 | |
| Total Operational risk - diversified | R0520 | |
| Other risk | R0530 | |
| --- | --- | --- |
| C0100 | ||
| Total undiversified components | R0110 | |
| Diversification | R0060 | |
| Adjustment due to RFF/MAP nSCR aggregation | R0120 | |
| Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC | R0160 | |
| Solvency capital requirement excluding capital add-on | R0200 | |
| Capital add-ons already set | R0210 | |
| of which, capital add-ons already set - Article 37 (1) Type a | R0211 | |
| of which, capital add-ons already set - Article 37 (1) Type b | R0212 | |
| of which, capital add-ons already set - Article 37 (1) Type c | R0213 | |
| of which, capital add-ons already set - Article 37 (1) Type d | R0214 | |
| Solvency capital requirement | R0220 | |
| Other information on SCR | ||
| Amount/estimate of the overall loss-absorbing capacity of technical provisions | R0300 | |
| Amount/estimate of the overall loss-absorbing capacity ot deferred taxes | R0310 | |
| Net future discretionary benefits | R0460 |
S.25.05.04
Solvency Capital Requirement - for groups using an internal model (partial or full)
| Ring-fenced fund, matching adjustment portfolio or Remaining Part | Z0020 | |
| Fund/Portfolio number | Z0030 | |
| --- | --- | --- |
| Solvency Capital Requirement | ||
| Risk type | C0010 | |
| Total diversification | R0020 | |
| Total diversified risk before tax | R0030 | |
| Total diversified risk after tax | R0040 | |
| Total market & credit risk | R0070 | |
| Market & Credit risk - diversified | R0080 | |
| Credit event risk not covered in market & credit risk | R0190 | |
| Credit event risk not covered in market & credit risk - diversified | R0200 | |
| Total Business risk | R0270 | |
| Total Business risk - diversified | R0280 | |
| Total Net Non-life underwriting risk | R0310 | |
| Total Net Non-life underwriting risk - diversified | R0320 | |
| Total Life & Health underwriting risk | R0400 | |
| Total Life & Health underwriting risk - diversified | R0410 | |
| Total Operational risk | R0510 | |
| Total Operational risk - diversified | R0520 | |
| Other risk | R0530 | |
| --- | --- | --- |
| C0100 | ||
| Total undiversified components | R0110 | |
| Diversification | R0060 | |
| Adjustment due to RFF/MAP nSCR aggregation | R0120 | |
| Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC | R0160 | |
| Solvency Capital Requirement calculated on the basis of Art. 336 (a) of Delegated Regulation (EU) 2015/35, excluding capital add-on | R0200 | |
| Capital add-ons already set | R0210 | |
| of which, capital add-ons already set - Article 37 (1) Type a | R0211 | |
| of which, capital add-ons already set - Article 37 (1) Type b | R0212 | |
| of which, capital add-ons already set - Article 37 (1) Type c | R0213 | |
| of which, capital add-ons already set - Article 37 (1) Type d | R0214 | |
| Consolidated Group SCR | R0220 | |
| Other information on SCR | ||
| Amount/estimate of the overall loss-absorbing capacity of technical provisions | R0300 | |
| Amount/estimate of the loss absorbing capacity for deferred taxes | R0310 | |
| Capital requirement for duration-based equity risk sub-module | R0400 | |
| Total amount of Notional Solvency Capital Requirements for remaining part | R0410 | |
| Total amount of Notional Solvency Capital Requirements for ring-fenced funds | R0420 | |
| Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios | R0430 | |
| Diversification effects due to RFF nSCR aggregation for article 304 | R0440 | |
| Method used to calculate the adjustment due to RFF nSCR aggregation | R0450 | |
| Net future discretionary benefits | R0460 | |
| Minimum consolidated group solvency capital requirement | R0470 | |
| Information on other entities | ||
| Capital requirement for other financial sectors (Non-insurance capital requirements) | R0500 | |
| Capital requirement for other financial sectors (Non-insurance capital requirements) - Credit institutions, investment firms and financial institutions, alternative investment funds managers, UCITS management companies | R0510 | |
| Capital requirement for other financial sectors (Non-insurance capital requirements) - Institutions for occupational retirement provisions | R0520 | |
| Capital requirement for other financial sectors (Non-insurance capital requirements) - Capital requirement for non-regulated undertakings carrying out financial activities | R0530 | |
| Capital requirement for non-controlled participation | R0540 | |
| Capital requirement for residual undertakings | R0550 | |
| Capital requirement for collective investment undertakings or investments packaged as funds | R0555 | |
| Overall SCR | ||
| SCR for undertakings included via D&A method | R0560 | |
| Total group Solvency capital requirement | R0570 |
S.26.01.01
Solvency Capital Requirement — Market risk
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