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.
| Article 112 | Z0010 | |
| Simplifications used | C0010 | |
| Simplifications spread risk — bonds and loans | R0012 | |
| Simplifications market concentration risk — simplifications used | R0014 | |
| Captives simplifications — interest rate risk | R0020 | |
| Captives simplifications — spread risk on bonds and loans | R0030 | |
| Captives simplifications — market concentration risk | R0040 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| Market risk — Basic information | Market risk — Basic information | C0020 |
| Interest rate risk | R0100 | |
| interest rate down shock | R0110 | |
| interest rate up shock | R0120 | |
| Equity risk | R0200 | |
| type 1 equities | R0210 | |
| Type 1 equity other than long-term | R0221 | |
| strategic participations (type 1 equities) | R0230 | |
| Long-term equity investments (type 1 equities) | R0231 | |
| duration-based (type 1 equities) | R0240 | |
| type 2 equities | R0250 | |
| Type 2 equity other than long-term | R0261 | |
| strategic participations (type 2 equities) | R0270 | |
| Long-term equity investments (type 2 equities) | R0271 | |
| duration-based (type 2 equities) | R0280 | |
| qualifying infrastructure corporate equities | R0291 | |
| qualifying infrastructure corporate equities, other than strategic and long-term | R0293 | |
| strategic participations (qualifying infrastructure corporate equities) | R0294 | |
| Long-term equity investments (qualifying infrastructure corporate equities) | R0295 | |
| qualifying infrastructure equities other than corporate | R0292 | |
| qualifying infrastructure equities other than corporate, other than strategic and long-term | R0296 | |
| strategic participations (qualifying infrastructure equities other than corporate) | R0297 | |
| Long-term equity investments (qualifying infrastructure equities other than corporate) | R0298 | |
| Property risk | R0300 | |
| Spread risk | R0400 | |
| bonds and loans | R0410 | |
| loans and bonds (qualifying infrastructure corporate investment) | R0414 | |
| loans and bonds (qualifying investment infrastructure other than infrastructure corporate) | R0413 | |
| loans and bonds (other than qualifying investment infrastructure and infrastructure corporate) | R0412 | |
| credit derivatives | R0420 | |
| downward shock on credit derivatives | R0430 | |
| upward shock on credit derivatives | R0440 | |
| Securitisation positions | R0450 | |
| Senior STS securitisation | R0461 | |
| Non-senior STS securitisation | R0462 | |
| Resecuritisations | R0480 | |
| Other securitisation | R0481 | |
| Transitional type 1 securitisation | R0482 | |
| Guaranteed STS securitisation | R0483 | |
| Market risk concentrations | R0500 | |
| Currency risk | R0600 | |
| increase in the value of the foreign currency | R0610 | |
| decrease in the value of the foreign currency | R0620 | |
| Diversification within market risk module | R0700 | |
| Total market risk | R0800 |
S.26.01.04
Solvency Capital Requirement — Market risk
| Article 112 | Z0010 | |
| Simplifications used | C0010 | |
| Simplifications spread risk — bonds and loans | R0012 | |
| Simplifications market concentration risk — simplifications used | R0014 | |
| Captives simplifications — interest rate risk | R0020 | |
| Captives simplifications — spread risk on bonds and loans | R0030 | |
| Captives simplifications — market concentration risk | R0040 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| Market risk — Basic information | Market risk — Basic information | C0020 |
| Interest rate risk | R0100 | |
| interest rate down shock | R0110 | |
| interest rate up shock | R0120 | |
| Equity risk | R0200 | |
| type 1 equities | R0210 | |
| Type 1 equity other than long-term | R0221 | |
| strategic participations (type 1 equities) | R0230 | |
| Long-term equity investments (type 1 equities) | R0231 | |
| duration-based (type 1 equities) | R0240 | |
| type 2 equities | R0250 | |
| Type 2 equity other than long-term | R0261 | |
| strategic participations (type 2 equities) | R0270 | |
| Long-term equity investments (type 2 equities) | R0271 | |
| duration-based (type 2 equities) | R0280 | |
| qualifying infrastructure corporate equities | R0291 | |
| qualifying infrastructure corporate equities, other than strategic and long-term | R0293 | |
| strategic participations (qualifying infrastructure corporate equities) | R0294 | |
| Long-term equity investments (qualifying infrastructure corporate equities) | R0295 | |
| qualifying infrastructure equities other than corporate | R0292 | |
| qualifying infrastructure equities other than corporate, other than strategic and long-term | R0296 | |
| strategic participations (qualifying infrastructure equities other than corporate) | R0297 | |
| Long-term equity investments (qualifying infrastructure equities other than corporate) | R0298 | |
| Property risk | R0300 | |
| Spread risk | R0400 | |
| bonds and loans | R0410 | |
| loans and bonds (qualifying infrastructure corporate investment) | R0414 | |
| loans and bonds (qualifying investment infrastructure other than infrastructure corporate) | R0413 | |
| loans and bonds (other than qualifying investment infrastructure and infrastructure corporate) | R0412 | |
| credit derivatives | R0420 | |
| downward shock on credit derivatives | R0430 | |
| upward shock on credit derivatives | R0440 | |
| Securitisation positions | R0450 | |
| Senior STS securitisation | R0461 | |
| Non-senior STS securitisation | R0462 | |
| resecuritisations | R0480 | |
| Other securitisation | R0481 | |
| Transitional type 1 securitisation | R0482 | |
| Guaranteed STS securitisation | R0483 | |
| Market risk concentrations | R0500 | |
| Currency risk | R0600 | |
| increase in the value of the foreign currency | R0610 | |
| decrease in the value of the foreign currency | R0620 | |
| Diversification within market risk module | R0700 | |
| Total market risk | R0800 |
SR.26.01.01
Solvency Capital Requirement — Market risk
| Article 112 | Z0010 | |
| Ring–fenced fund, matching adjustment portfolio or remaining part | Z0020 | |
| Fund/Portfolio number | Z0030 | |
| Simplifications used | C0010 | |
| Simplifications spread risk — bonds and loans | R0012 | |
| Simplifications market concentration risk — simplifications used | R0014 | |
| Captives simplifications — interest rate risk | R0020 | |
| Captives simplifications — spread risk on bonds and loans | R0030 | |
| Captives simplifications — market concentration risk | R0040 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| Market risk — Basic information | Market risk — Basic information | C0020 |
| Interest rate risk | R0100 | |
| interest rate down shock | R0110 | |
| interest rate up shock | R0120 | |
| Equity risk | R0200 | |
| of which long term | R0205 | |
| type 1 equities | R0210 | |
| Type 1 equity other than long-term | R0221 | |
| strategic participations (type 1 equities) | R0230 | |
| Long-term equity investments (type 1 equities) | R0231 | |
| duration-based (type 1 equities) | R0240 | |
| type 2 equities | R0250 | |
| Type 2 equity other than long-term | R0261 | |
| strategic participations (type 2 equities) | R0270 | |
| Long-term equity investments (type 2 equities) | R0271 | |
| duration-based (type 2 equities) | R0280 | |
| qualifying infrastructure corporate equities | R0291 | |
| qualifying infrastructure corporate equities, other than strategic and long-term | R0293 | |
| strategic participations (qualifying infrastructure corporate equities) | R0294 | |
| Long-term equity investments (qualifying infrastructure corporate equities) | R0295 | |
| qualifying infrastructure equities other than corporate | R0292 | |
| qualifying infrastructure equities other than corporate, other than strategic and long-term | R0296 | |
| strategic participations (qualifying infrastructure equities other than corporate) | R0297 | |
| Long-term equity investments (qualifying infrastructure equities other than corporate) | R0298 | |
| Property risk | R0300 | |
| Spread risk | R0400 | |
| bonds and loans | R0410 | |
| loans and bonds (qualifying infrastructure corporate investment) | R0414 | |
| loans and bonds (qualifying investment infrastructure other than infrastructure corporate) | R0413 | |
| loans and bonds (other than qualifying investment infrastructure and infrastructure corporate) | R0412 | |
| credit derivatives | R0420 | |
| downward shock on credit derivatives | R0430 | |
| upward shock on credit derivatives | R0440 | |
| Securitisation positions | R0450 | |
| Senior STS securitisation | R0461 | |
| Non-senior STS securitisation | R0462 | |
| resecuritisations | R0480 | |
| Other securitisation | R0481 | |
| Transitional type 1 securitisation | R0482 | |
| Guaranteed STS securitisation | R0483 | |
| Market risk concentrations | R0500 | |
| Currency risk | R0600 | |
| increase in the value of the foreign currency | R0610 | |
| decrease in the value of the foreign currency | R0620 | |
| Diversification within market risk module | R0700 | |
| Total market risk | R0800 |
SR.26.01.04
Solvency Capital Requirement — Market risk
| Article 112 | Z0010 | |
| Ring–fenced fund, matching adjustment portfolio or remaining part | Z0020 | |
| Fund/Portfolio number | Z0030 | |
| Simplifications used | C0010 | |
| Simplifications spread risk — bonds and loans | R0012 | |
| Simplifications market concentration risk — simplifications used | R0014 | |
| Captives simplifications — interest rate risk | R0020 | |
| Captives simplifications — spread risk on bonds and loans | R0030 | |
| Captives simplifications — market concentration risk | R0040 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| Market risk — Basic information | C0020 | |
| Interest rate risk | R0100 | |
| interest rate down shock | R0110 | |
| interest rate up shock | R0120 | |
| Equity risk | R0200 | |
| type 1 equities | R0210 | |
| Type 1 equity other than long-term | R0221 | |
| strategic participations (type 1 equities) | R0230 | |
| Long-term equity investments (type 1 equities) | R0231 | |
| duration-based (type 1 equities) | R0240 | |
| type 2 equities | R0250 | |
| Type 2 equity other than long-term | R0261 | |
| strategic participations (type 2 equities) | R0270 | |
| Long-term equity investments (type 2 equities) | R0271 | |
| duration-based (type 2 equities) | R0280 | |
| qualifying infrastructure corporate equities | R0291 | |
| qualifying infrastructure corporate equities, other than strategic and long-term | R0293 | |
| strategic participations (qualifying infrastructure corporate equities) | R0294 | |
| Long-term equity investments (qualifying infrastructure corporate equities) | R0295 | |
| qualifying infrastructure equities other than corporate | R0292 | |
| qualifying infrastructure equities other than corporate, other than strategic and long-term | R0296 | |
| strategic participations (qualifying infrastructure equities other than corporate) | R0297 | |
| Long-term equity investments (qualifying infrastructure equities other than corporate) | R0298 | |
| Property risk | R0300 | |
| Spread risk | R0400 | |
| bonds and loans | R0410 | |
| loans and bonds (qualifying infrastructure corporate investment) | R0414 | |
| loans and bonds (qualifying investment infrastructure other than infrastructure corporate) | R0413 | |
| loans and bonds (other than qualifying investment infrastructure and infrastructure corporate) | R0412 | |
| credit derivatives | R0420 | |
| downward shock on credit derivatives | R0430 | |
| upward shock on credit derivatives | R0440 | |
| Securitisation positions | R0450 | |
| Senior STS securitisation | R0461 | |
| Non-senior STS securitisation | R0462 | |
| resecuritisations | R0480 | |
| Other securitisation | R0481 | |
| Transitional type 1 securitisation | R0482 | |
| Guaranteed STS securitisation | R0483 | |
| Market risk concentrations | R0500 | |
| Currency risk | R0600 | |
| increase in the value of the foreign currency | R0610 | |
| decrease in the value of the foreign currency | R0620 | |
| Diversification within market risk module | R0700 | |
| Total market risk | R0800 |
Currency used as a reference to calculate the currency risk
| C0090 | ||
| Currency used as a reference to calculate the currency risk | R0810 |
S.26.02.01
Solvency Capital Requirement — Counterparty default risk
| Article 112 | Z0010 | |
| Simplifications used | C0010 | |
| Simplifications | R0010 | |
| --- | --- | --- |
| Name of single name exposure | ||
| Counterparty default risk — Basic information | Counterparty default risk — Basic information | C0020 |
| Type 1 exposures | R0100 | |
| Single name exposure 1 | R0110 | |
| Single name exposure 2 | R0120 | |
| Single name exposure 3 | R0130 | |
| Single name exposure 4 | R0140 | |
| Single name exposure 5 | R0150 | |
| Single name exposure 6 | R0160 | |
| Single name exposure 7 | R0170 | |
| Single name exposure 8 | R0180 | |
| Single name exposure 9 | R0190 | |
| Single name exposure 10 | R0200 | |
| Type 2 exposures | R0300 | |
| Receivables from Intermediaries due for more than 3 months | R0310 | |
| All type 2 exposures other than receivables from Intermediaries due for more than 3 months | R0320 | |
| Diversification within counterparty default risk module | R0330 | |
| Total counterparty default risk | R0400 | |
| --- | --- | --- |
| Further details on mortgages | C0090 | |
| Losses steaming from type 2 mortgage loans | R0500 | |
| Overall losses steaming from mortgage loans | R0510 |
S.26.02.04
Solvency Capital Requirement — Counterparty default risk
| Article 112 | Z0010 | |
| Simplifications used | C0010 | |
| Simplifications | R0010 | |
| --- | --- | --- |
| Name of single name exposure | ||
| Counterparty default risk — Basic information | Counterparty default risk — Basic information | C0020 |
| Type 1 exposures | R0100 | |
| Single name exposure 1 | R0110 | |
| Single name exposure 2 | R0120 | |
| Single name exposure 3 | R0130 | |
| Single name exposure 4 | R0140 | |
| Single name exposure 5 | R0150 | |
| Single name exposure 6 | R0160 | |
| Single name exposure 7 | R0170 | |
| Single name exposure 8 | R0180 | |
| Single name exposure 9 | R0190 | |
| Single name exposure 10 | R0200 | |
| Type 2 exposures | R0300 | |
| Receivables from Intermediaries due for more than 3 months | R0310 | |
| All type 2 exposures other than receivables from Intermediaries due for more than 3 months | R0320 | |
| Diversification within counterparty default risk module | R0330 | |
| Total counterparty default risk | R0400 | |
| --- | --- | --- |
| Further details on mortgages | C0090 | |
| Losses steaming from type 2 mortgage loans | R0500 | |
| Overall losses steaming from mortgage loans | R0510 |
SR.26.02.01
Solvency Capital Requirement — Counterparty default risk
| Article 112 | Z0010 | |
| Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
| Fund/Portfolio number | Z0030 | |
| Simplifications used | C0010 | |
| Simplifications | R0010 | |
| --- | --- | --- |
| Name of single name exposure | ||
| Counterparty default risk — Basic information | Counterparty default risk — Basic information | C0020 |
| Type 1 exposures | R0100 | |
| Single name exposure 1 | R0110 | |
| Single name exposure 2 | R0120 | |
| Single name exposure 3 | R0130 | |
| Single name exposure 4 | R0140 | |
| Single name exposure 5 | R0150 | |
| Single name exposure 6 | R0160 | |
| Single name exposure 7 | R0170 | |
| Single name exposure 8 | R0180 | |
| Single name exposure 9 | R0190 | |
| Single name exposure 10 | R0200 | |
| Type 2 exposures | R0300 | |
| Receivables from Intermediaries due for more than 3 months | R0310 | |
| All type 2 exposures other than receivables from Intermediaries due for more than 3 months | R0320 | |
| Diversification within counterparty default risk module | R0330 | |
| Total counterparty default risk | R0400 |
S.26.03.01
Solvency Capital Requirement — Life underwriting risk
| Article 112 | Z0010 | |
| Simplifications used | C0010 | |
| Simplifications — mortality risk | R0010 | |
| Simplifications- longevity risk | R0020 | |
| Simplifications — disability-morbidity risk | R0030 | |
| Simplifications — lapse risk | R0040 | |
| Simplifications — life expense risk | R0050 | |
| Simplifications — life catastrophe risk | R0060 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| Life underwriting risk | Life underwriting risk | C0020 |
| Mortality risk | R0100 | |
| Longevity risk | R0200 | |
| Disability-morbidity risk | R0300 | |
| Lapse risk | R0400 | |
| risk of increase in lapse rates | R0410 | |
| risk of decrease in lapse rates | R0420 | |
| mass lapse risk | R0430 | |
| Life expense risk | R0500 | |
| Revision risk | R0600 | |
| Life catastrophe risk | R0700 | |
| Diversification within life underwriting risk module | R0800 | |
| Total life underwriting risk | R0900 | |
| --- | --- | --- |
| USP | ||
| Further details on revision risk | C0090 | |
| Factor applied for the revision shock | R1000 |
S.26.03.04
Solvency Capital Requirement — Life underwriting risk
| Article 112 | Z0010 | |
| Simplifications used | C0010 | |
| Simplifications — mortality risk | R0010 | |
| Simplifications — longevity risk | R0020 | |
| Simplifications — disability-morbidity risk | R0030 | |
| Simplifications — lapse risk | R0040 | |
| Simplifications — life expense risk | R0050 | |
| Simplifications — life catastrophe risk | R0060 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| Life underwriting risk | Life underwriting risk | C0020 |
| Mortality risk | R0100 | |
| Longevity risk | R0200 | |
| Disability-morbidity risk | R0300 | |
| Lapse risk | R0400 | |
| risk of increase in lapse rates | R0410 | |
| risk of decrease in lapse rates | R0420 | |
| mass lapse risk | R0430 | |
| Life expense risk | R0500 | |
| Revision risk | R0600 | |
| Life catastrophe risk | R0700 | |
| Diversification within life underwriting risk module | R0800 | |
| Total life underwriting risk | R0900 | |
| --- | --- | --- |
| USP | ||
| Further details on revision risk | C0090 | |
| Factor applied for the revision shock | R1000 |
SR.26.03.01
Solvency Capital Requirement — Life underwriting risk
| Article 112 | Z0010 | |
| Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
| Fund/Portfolio number | Z0030 | |
| Simplifications used | C0010 | |
| Simplifications — mortality risk | R0010 | |
| Simplifications — longevity risk | R0020 | |
| Simplifications — disability-morbidity risk | R0030 | |
| Simplifications — lapse risk | R0040 | |
| Simplifications — life expense risk | R0050 | |
| Simplifications — life catastrophe risk | R0060 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| Life underwriting risk | Life underwriting risk | C0020 |
| Mortality risk | R0100 | |
| Longevity risk | R0200 | |
| Disability-morbidity risk | R0300 | |
| Lapse risk | R0400 | |
| risk of increase in lapse rates | R0410 | |
| risk of decrease in lapse rates | R0420 | |
| mass lapse risk | R0430 | |
| Life expense risk | R0500 | |
| Revision risk | R0600 | |
| Life catastrophe risk | R0700 | |
| Diversification within life underwriting risk module | R0800 | |
| Total life underwriting risk | R0900 | |
| --- | --- | --- |
| USP | ||
| Further details on revision risk | C0090 | |
| Factor applied for the revision shock | R1000 |
S.26.04.01
Solvency Capital Requirement — Health underwriting risk
| Article 112 | Z0010 | |
| Simplifications used | C0010 | |
| Simplifications — health mortality risk | R0010 | |
| Simplifications — health longevity risk | R0020 | |
| Simplifications — health disability-morbidity risk-medical expenses | R0030 | |
| Simplifications — health disability-morbidity risk-income protection | R0040 | |
| Simplifications — SLT lapse risk | R0050 | |
| Simplifications — NSLT lapse risk | R0051 | |
| Simplifications — health expense risk | R0060 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| SLT health underwriting risk | SLT health underwriting risk | C0020 |
| Health mortality risk | R0100 | |
| Health longevity risk | R0200 | |
| Health disability-morbidity risk | R0300 | |
| Medical expencses | R0310 | |
| increase of medical payments | R0320 | |
| decrease of medical payments | R0330 | |
| Income protection | R0340 | |
| SLT health lapse risk | R0400 | |
| risk of increase in lapse rates | R0410 | |
| risk of decrease in lapse rates | R0420 | |
| mass lapse risk | R0430 | |
| Health expense risk | R0500 | |
| Health revision risk | R0600 | |
| Diversification within SLT health underwriting risk | R0700 | |
| Total SLT health underwriting risk | R0800 | |
| --- | --- | --- |
| USP | ||
| Further details on revision risk | C0090 | |
| Factor applied for the revision shock | R0900 | |
| --- | --- | --- |
| Standard deviation for premium risk | ||
| USP Standard Deviation | ||
| NSLT Health premium and reserve risk | NSLT Health premium and reserve risk | C0100 |
| Medical expenses insurance and proportional reinsurance | R1000 | |
| Income protection insurance and proportional reinsurance | R1010 | |
| Worker's compensation insurance and proportional reinsurance | R1020 | |
| Non-proportional health reinsurance | R1030 | |
| Total Volume measure | R1040 | |
| Combined standard deviation | R1050 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| C0180 | ||
| NSLT health premium and reserve risk | R1100 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| NSLT Health lapse risk | NSLT Health lapse risk | C0190 |
| NSLT health lapse risk | R1200 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| C0240 | ||
| Diversification within NSLT health underwriting risk | R1300 | |
| Total NSLT health underwriting risk | R1400 | |
| --- | --- | --- |
| Net solvency capital requirement | ||
| Health catastrophe risk | Health catastrophe risk | C0250 |
| Mass accident risk | R1500 | |
| Accident concentration risk | R1510 | |
| Pandemic risk | R1520 | |
| Diversification within health catastrophe risk | R1530 | |
| Total health catastrophe risk | R1540 | |
| --- | --- | --- |
| Net solvency capital requirement | ||
| Total health underwriting risk | Total health underwriting risk | C0270 |
| Diversification within health underwriting risk module | R1600 | |
| Total health underwriting risk | R1700 |
S.26.04.04
Solvency Capital Requirement — Health underwriting risk
| Article 112 | Z0010 | |
| Simplifications used | Simplifications used | C0010 |
| Simplifications — health mortality risk | R0010 | |
| Simplifications — health longevity risk | R0020 | |
| Simplifications — health disability-morbidity risk-medical expenses | R0030 | |
| Simplifications — health disability-morbidity risk-income protection | R0040 | |
| Simplifications — SLT lapse risk | R0050 | |
| Simplifications — NSLT lapse risk | R0051 | |
| Simplifications — health expense risk | R0060 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| SLT health underwriting risk | SLT health underwriting risk | C0020 |
| Health mortality risk | R0100 | |
| Health longevity risk | R0200 | |
| Health disability-morbidity risk | R0300 | |
| Medical expencses | R0310 | |
| increase of medical payments | R0320 | |
| decrease of medical payments | R0330 | |
| Income protection | R0340 | |
| SLT health lapse risk | R0400 | |
| risk of increase in lapse rates | R0410 | |
| risk of decrease in lapse rates | R0420 | |
| mass lapse risk | R0430 | |
| Health expense risk | R0500 | |
| Health revision risk | R0600 | |
| Diversification within SLT health underwriting risk | R0700 | |
| Total SLT health underwriting risk | R0800 | |
| --- | --- | --- |
| USP | ||
| Further details on revision risk | C0090 | |
| Factor applied for the revision shock | R0900 | |
| --- | --- | --- |
| Standard deviation for premium risk | ||
| USP Standard Deviation | ||
| NSLT Health premium and reserve risk | C0100 | |
| Medical expenses insurance and proportional reinsurance | R1000 | |
| Income protection insurance and proportional reinsurance | R1010 | |
| Worker's compensation insurance and proportional reinsurance | R1020 | |
| Non-proportional health reinsurance | R1030 | |
| Total Volume measure | R1040 | |
| Combined standard deviation | R1050 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| C0180 | ||
| NSLT health premium and reserve risk | R1100 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| NSLT Health lapse risk | C0190 | |
| NSLT health lapse risk | R1200 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| C0240 | ||
| Diversification within NSLT health underwriting risk | R1300 | |
| Total NSLT health underwriting risk | R1400 | |
| --- | --- | --- |
| Net solvency capital requirement | ||
| Health catastrophe risk | C0250 | |
| Mass accident risk | R1500 | |
| Accident concentration risk | R1510 | |
| Pandemic risk | R1520 | |
| Diversification within health catastrophe risk | R1530 | |
| Total health catastrophe risk | R1540 | |
| --- | --- | --- |
| Net solvency capital requirement | ||
| Total health underwriting risk | C0270 | |
| Diversification within health underwriting risk module | R1600 | |
| Total health underwriting risk | R1700 |
SR.26.04.01
Solvency Capital Requirement — Health underwriting risk
| Article 112 | Z0010 | |
| Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
| Fund/Portfolio number | Z0030 | |
| Simplifications used | C0010 | |
| Simplifications — health mortality risk | R0010 | |
| Simplifications — health longevity risk | R0020 | |
| Simplifications — health disability-morbidity risk-medical expenses | R0030 | |
| Simplifications — health disability-morbidity risk-income protection | R0040 | |
| Simplifications — SLT lapse risk | R0050 | |
| Simplifications — NSLT lapse risk | R0051 | |
| Simplifications — health expense risk | R0060 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| SLT health underwriting risk | C0020 | |
| Health mortality risk | R0100 | |
| Health longevity risk | R0200 | |
| Health disability-morbidity risk | R0300 | |
| Medical expencses | R0310 | |
| increase of medical payments | R0320 | |
| decrease of medical payments | R0330 | |
| Income protection | R0340 | |
| SLT health lapse risk | R0400 | |
| risk of increase in lapse rates | R0410 | |
| risk of decrease in lapse rates | R0420 | |
| mass lapse risk | R0430 | |
| Health expense risk | R0500 | |
| Health revision risk | R0600 | |
| Diversification within SLT health underwriting risk | R0700 | |
| Total SLT health underwriting risk | R0800 | |
| --- | --- | --- |
| USP | ||
| Further details on revision risk | C0090 | |
| Factor applied for the revision shock | R0900 | |
| --- | --- | --- |
| Standard deviation for premium risk | ||
| USP Standard Deviation | ||
| NSLT Health premium and reserve risk | C0100 | |
| Medical expenses insurance and proportional reinsurance | R1000 | |
| Income protection insurance and proportional reinsurance | R1010 | |
| Worker's compensation insurance and proportional reinsurance | R1020 | |
| Non-proportional health reinsurance | R1030 | |
| Total Volume measure | R1040 | |
| Combined standard deviation | R1050 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| C0180 | ||
| NSLT health premium and reserve risk | R1100 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| NSLT Health lapse risk | C0190 | |
| NSLT health lapse risk | R1200 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| C0240 | ||
| Diversification within NSLT health underwriting risk | R1300 | |
| Total NSLT health underwriting risk | R1400 | |
| --- | --- | --- |
| Net solvency capital requirement | ||
| Health catastrophe risk | C0250 | |
| Mass accident risk | R1500 | |
| Accident concentration risk | R1510 | |
| Pandemic risk | R1520 | |
| Diversification within health catastrophe risk | R1530 | |
| Total health catastrophe risk | R1540 | |
| --- | --- | --- |
| Net solvency capital requirement | ||
| Total health underwriting risk | C0270 | |
| Diversification within health underwriting risk module | R1600 | |
| Total health underwriting risk | R1700 |
S.26.05.01
Solvency Capital Requirement — Non-life underwriting risk
| Article 112 | Z0010 | |
| Simplifications used | C0010 | |
| Captives simplifications — premium and reserve risk | R0010 | |
| Simplifications used — non-life lapse risk | R0011 | |
| --- | --- | --- |
| Standard deviation for premium risk | ||
| USP Standard Deviation | ||
| Non-life premium and reserve Risk | Non-life premium and reserve Risk | C0020 |
| Motor vehicle liability | R0100 | |
| Motor, other classes | R0110 | |
| Marine, aviation, transport (MAT) | R0120 | |
| Fire and other property damage | R0130 | |
| Third-party liability | R0140 | |
| Credit and suretyship | R0150 | |
| Legal expenses | R0160 | |
| Assistance | R0170 | |
| Miscellaneous | R0180 | |
| Non-proportional reinsurance — property | R0190 | |
| Non-proportional reinsurance — casualty | R0200 | |
| Non-proportional reinsurance — MAT | R0210 | |
| Total Volume measure | R0220 | |
| Combined standard deviation | R0230 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| C0100 | ||
| Non-life premium and reserve risk | R0300 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| C0110 | ||
| Non-life lapse risk | R0400 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| Non-life catastrophe risk | C0160 | |
| Non-life catastrophe risk | R0500 | |
| --- | --- | --- |
| Total non-life underwriting risk | ||
| Diversification within non — life underwriting risk module | R0600 | |
| Total non-life underwriting risk | R0700 |
S.26.05.04
Solvency Capital Requirement — Non-life underwriting risk
| Article 112 | Z0010 | |
| Simplifications used | C0010 | |
| Captives simplifications — premium and reserve risk | R0010 | |
| Simplifications used — non-life lapse risk | R0011 | |
| --- | --- | --- |
| Standard deviation for premium risk | ||
| USP Standard Deviation | ||
| Non-life premium and reserve Risk | C0020 | |
| Motor vehicle liability | R0100 | |
| Motor, other classes | R0110 | |
| Marine, aviation, transport (MAT) | R0120 | |
| Fire and other property damage | R0130 | |
| Third-party liability | R0140 | |
| Credit and suretyship | R0150 | |
| Legal expenses | R0160 | |
| Assistance | R0170 | |
| Miscellaneous | R0180 | |
| Non-proportional reinsurance — property | R0190 | |
| Non-proportional reinsurance — casualty | R0200 | |
| Non-proportional reinsurance — MAT | R0210 | |
| Total Volume measure | R0220 | |
| Combined standard deviation | R0230 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| C0100 | ||
| Non-life premium and reserve risk | R0300 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| Non-Life lapse risk | C0110 | |
| Non-life lapse risk | R0400 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| Non-life catastrophe risk | C0160 | |
| Non-life catastrophe risk | R0500 | |
| --- | --- | --- |
| Total non-life underwriting risk | ||
| Diversification within non — life underwriting risk module | R0600 | |
| Total non-life underwriting risk | R0700 |
SR.26.05.01
Solvency Capital Requirement — Non-life underwriting risk
| Article 112 | Z0010 | |
| Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
| Fund/Portfolio number | Z0030 | |
| Simplifications used | C0010 | |
| Captives simplifications — premium and reserve risk | R0010 | |
| Simplifications used — non-life lapse risk | R0011 | |
| --- | --- | --- |
| Standard deviation for premium risk | ||
| USP Standard Deviation | ||
| Non-life premium and reserve Risk | C0020 | |
| Motor vehicle liability | R0100 | |
| Motor, other classes | R0110 | |
| Marine, aviation, transport (MAT) | R0120 | |
| Fire and other property damage | R0130 | |
| Third-party liability | R0140 | |
| Credit and suretyship | R0150 | |
| Legal expenses | R0160 | |
| Assistance | R0170 | |
| Miscellaneous | R0180 | |
| Non-proportional reinsurance — property | R0190 | |
| Non-proportional reinsurance — casualty | R0200 | |
| Non-proportional reinsurance — MAT | R0210 | |
| Total Volume measure | R0220 | |
| Combined standard deviation | R0230 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| C0100 | ||
| Non-life premium and reserve risk | R0300 | |
| --- | --- | --- |
| Initial absolute values before shock | ||
| Assets | ||
| Non-Life lapse risk | C0110 | |
| Non-life lapse risk | R0400 | |
| --- | --- | --- |
| Solvency capital requirement | ||
| Non-life catastrophe risk | C0160 | |
| Non-life catastrophe risk | R0500 | |
| --- | --- | --- |
| Total non-life underwriting risk | ||
| Diversification within non — life underwriting risk module | R0600 | |
| Total non-life underwriting risk | R0700 |
S.26.06.01
Solvency Capital Requirement — Operational risk
| Article 112 | Z0010 | |
| Capital requirement | ||
| Operational risk — Information on technical provisions | C0020 | |
| Life gross technical provisions (excluding risk margin) | R0100 | |
| Life gross technical provisions unit-linked (excluding risk margin) | R0110 | |
| Non-life gross technical provisions (excluding risk margin) | R0120 | |
| Capital requirement for operational risk based on technical provisions | R0130 | |
| Operational risk — Information on earned premiums | ||
| Earned life gross premiums (previous 12 months) | R0200 | |
| Earned life gross premiums unit-linked (previous 12 months) | R0210 | |
| Earned non-life gross premiums (previous 12 months) | R0220 | |
| Earned life gross premiums (12 months prior to the previous 12 months) | R0230 | |
| Earned life gross premiums unit-linked (12 months prior to the previous 12 months) | R0240 | |
| Earned non-life gross premiums (12 months prior to the previous 12 months) | R0250 | |
| Capital requirement for operational risk based on earned premiums | R0260 | |
| Operational risk — calculation of the SCR | ||
| Capital requirement for operational risk charge before capping | R0300 | |
| Percentage of Basic Solvency Capital Requirement | R0310 | |
| Capital requirement for operational risk charge after capping | R0320 | |
| Expenses incurred in respect of unit linked business (previous 12 months) | R0330 | |
| Total capital requirement for operational risk | R0340 |
S.26.06.04
Solvency Capital Requirement — Operational risk
| Article 112 | Z0010 | |
| Capital requirement | ||
| Operational risk — Information on technical provisions | C0020 | |
| Life gross technical provisions (excluding risk margin) | R0100 | |
| Life gross technical provisions unit-linked (excluding risk margin) | R0110 | |
| Non-life gross technical provisions (excluding risk margin) | R0120 | |
| Capital requirement for operational risk based on technical provisions | R0130 | |
| Operational risk — Information on earned premiums | ||
| Earned life gross premiums (previous 12 months) | R0200 | |
| Earned life gross premiums unit-linked (previous 12 months) | R0210 | |
| Earned non-life gross premiums (previous 12 months) | R0220 | |
| Earned life gross premiums (12 months prior to the previous 12 months) | R0230 | |
| Earned life gross premiums unit-linked (12 months prior to the previous 12 months) | R0240 | |
| Earned non-life gross premiums (12 months prior to the previous 12 months) | R0250 | |
| Capital requirement for operational risk based on earned premiums | R0260 | |
| Operational risk — calculation of the SCR | ||
| Capital requirement for operational risk charge before capping | R0300 | |
| Percentage of Basic Solvency Capital Requirement | R0310 | |
| Capital requirement for operational risk charge after capping | R0320 | |
| Expenses incurred in respect of unit linked business (previous 12 months) | R0330 | |
| Total capital requirement for operational risk | R0340 |
SR.26.06.01
Solvency Capital Requirement — Operational risk
| Article 112 | Z0010 | |
| Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
| Fund/Portfolio number | Z0030 | |
| Capital requirement | ||
| Operational risk — Information on technical provisions | C0020 | |
| Life gross technical provisions (excluding risk margin) | R0100 | |
| Life gross technical provisions unit-linked (excluding risk margin) | R0110 | |
| Non-life gross technical provisions (excluding risk margin) | R0120 | |
| Capital requirement for operational risk based on technical provisions | R0130 | |
| Operational risk — Information on earned premiums | ||
| Earned life gross premiums (previous 12 months) | R0200 | |
| Earned life gross premiums unit-linked (previous 12 months) | R0210 | |
| Earned non-life gross premiums (previous 12 months) | R0220 | |
| Earned life gross premiums (12 months prior to the previous 12 months) | R0230 | |
| Earned life gross premiums unit-linked (12 months prior to the previous 12 months) | R0240 | |
| Earned non-life gross premiums (12 months prior to the previous 12 months) | R0250 | |
| Capital requirement for operational risk based on earned premiums | R0260 | |
| Operational risk — calculation of the SCR | ||
| Capital requirement for operational risk charge before capping | R0300 | |
| Percentage of Basic Solvency Capital Requirement | R0310 | |
| Capital requirement for operational risk charge after capping | R0320 | |
| Expenses incurred in respect of unit linked business (previous 12 months) | R0330 | |
| Total capital requirement for operational risk | R0340 |
S.26.07.01
Solvency Capital Requirement — Simplifications
| Article 112 | Z0010 | |
| Currency for interest rate risk (captives) | Z0040 | |
| Market risk | Market risk | Credit quality step |
| --- | --- | --- |
| Spread risk (bonds and loans) (including captives) | Spread risk (bonds and loans) (including captives) | 0 |
| C0010 | ||
| Market value | R0010 | |
| Modified duration | R0020 | |
| --- | --- | --- |
| C0090 | ||
| Increase in unit-linked and index-linked technical provisions | R0030 | |
| --- | --- | --- |
| Capital requirment | ||
| Interest rate risk (captives) | Interest rate up | |
| C0100 | ||
| Currency | R0040 | |
| --- | --- | --- |
| Capital at risk | ||
| Life underwriting risk | C0120 | |
| Mortality risk | R0100 | |
| Longevity risk | R0110 | |
| Disability-morbidity risk | R0120 | |
| Lapse risk | ||
| Lapse risk (up) | R0130 | |
| Lapse risk (down) | R0140 | |
| Life expense risk | R0150 | |
| Life catastrophe risk | R0160 | |
| --- | --- | --- |
| Capital at risk | ||
| Life underwriting risk | C0120 | |
| Health underwriting risk | ||
| Health mortality risk | R0200 | |
| Health longevity risk | R0210 | |
| Health disability-morbidity risk (medical expenses) | R0220 | |
| Health disability-morbidity risk (income protection) | R0230 | |
| Health SLT lapse risk | ||
| Lapse risk (up) | R0240 | |
| Lapse risk (down) | R0250 | |
| Health expense risk | R0260 | |
| --- | --- | --- |
| Market risk — Market risk concentrations | C0300 | |
| Debt portfolio share | R0300 | |
| --- | --- | --- |
| NAT CAT simplifications | C0330 | |
| Windstorm | R0400 | |
| Hail | R0410 | |
| Earthquake | R0420 | |
| Flood | R0430 | |
| Subsidence | R0060 |
S.26.07.04
Solvency Capital Requirement — Simplifications
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