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 | |
| Currency for interest rate risk (captives) | Z0040 | |
| --- | --- | --- |
| Market risk | Credit quality step | |
| 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 1 | 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 |
SR.26.07.01
Solvency Capital Requirement — Simplifications
| Article 112 | Z0010 | |
| Ring Fenced Fund/Matching adjustment portfolio or remaining part | Z0020 | |
| Fund/Portfolio number | Z0030 | |
| Currency for interest rate risk (captives) | Z0040 | |
| --- | --- | --- |
| Market risk | Credit quality step | |
| Spread risk (bonds and loans) (including captives) | 0 | |
| 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.26.08.01
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 description | ||
| C0010 | C0050 | C0060 | C0070 | C0080 | ||
| Risk type | ||||||
| Total stand-alone risk | R0010 | |||||
| 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 | |||||
| Interest rate risk | R0090 | |||||
| Interest rate volatility risk | R0100 | |||||
| Inflation risk | R0110 | |||||
| Equity risk | R0120 | |||||
| Equity volatility risk | R0130 | |||||
| Property risk | R0140 | |||||
| Currency risk | R0150 | |||||
| Credit spread risk | R0160 | |||||
| Credit event risk (migration & default) | R0170 | |||||
| Credit risk sum (spread, migration & default) | R0180 | |||||
| Credit event risk not covered in market & credit risk | R0190 | |||||
| Credit event risk not covered in market & credit risk — diversified | R0200 | |||||
| Basis risk financial instruments | R0210 | |||||
| Derivatives risk | R0220 | |||||
| Participations | R0230 | |||||
| Liquidity risk | R0240 | |||||
| Pension risk | R0250 | |||||
| Concentration risk | R0260 | |||||
| Total Business risk | R0270 | |||||
| Total Business risk — diversified | R0280 | |||||
| Total underwriting risk | R0290 | |||||
| Total underwriting risk — diversified | R0300 | |||||
| Total Net Non-life underwriting risk | R0310 | |||||
| Total Net Non-life underwriting risk — diversified | R0320 | |||||
| Net Nat-cat risk | R0330 | |||||
| Net Man-made risk | R0340 | |||||
| Gross reserve risk | R0350 | |||||
| Gross premium risk | R0360 | |||||
| Total Life & Health underwriting risk | R0370 | |||||
| Total Life & Health underwriting risk — diversified | R0380 | |||||
| Mortality risk | R0390 | |||||
| Longevity risk | R0400 | |||||
| Disability-Morbidity risk | R0410 | |||||
| Lapse | R0420 | |||||
| Expense risk | R0430 | |||||
| Revision risk | R0440 | |||||
| Catastrophe risk | R0450 | |||||
| Trend risk | R0460 | |||||
| Level risk | R0470 | |||||
| Total Operational risk | R0480 | |||||
| Total Operational risk — diversified | R0490 | |||||
| Other risk | R0500 | |||||
| Memorandum item: Other risk description | R0510 | |||||
| Modelled specific risks | Modelled specific risks | Modelled explicitly in its own module | Market and Credit | Non-life | Life & Health | Operational |
| --- | --- | --- | --- | --- | --- | --- |
| C0140 | C0150 | C0160 | C0170 | C0180 | ||
| Inflation risk | R0700 | |||||
| Sovereign spread risk | R0710 | |||||
| Participations | R0720 | |||||
| Liquidity risk | R0730 | |||||
| Pension risk | R0740 | |||||
| Concentration risk | R0750 | |||||
| Basis risk financial instruments | R0760 | |||||
| Derivatives risk | R0770 | |||||
| Life catastrophe + disability-morbidity | R0780 | |||||
| Life + Health SLT | R0790 | |||||
| NatCat + Man-made Cat risk | R0800 | |||||
| Premium + Reserve + NatCat risk | R0810 | |||||
| Non-Life + Health NSLT | R0820 |
S.26.08.04
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 description | ||
| C0010 | C0050 | C0060 | C0070 | C0080 | ||
| Risk type | ||||||
| Total stand-alone risk | R0010 | |||||
| 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 | |||||
| Interest rate risk | R0090 | |||||
| Interest rate volatility risk | R0100 | |||||
| Inflation risk | R0110 | |||||
| Equity risk | R0120 | |||||
| Equity volatility risk | R0130 | |||||
| Property risk | R0140 | |||||
| Currency risk | R0150 | |||||
| Credit spread risk | R0160 | |||||
| Credit event risk (migration & default) | R0170 | |||||
| Credit risk sum (spread, migration & default) | R0180 | |||||
| Credit event risk not covered in market & credit risk | R0190 | |||||
| Credit event risk not covered in market & credit risk — diversified | R0200 | |||||
| Basis risk financial instruments | R0210 | |||||
| Derivatives risk | R0220 | |||||
| Participations | R0230 | |||||
| Liquidity risk | R0240 | |||||
| Pension risk | R0250 | |||||
| Concentration risk | R0260 | |||||
| Total Business risk | R0270 | |||||
| Total Business risk — diversified | R0280 | |||||
| Total underwriting risk | R0290 | |||||
| Total underwriting risk — diversified | R0300 | |||||
| Total Net Non-life underwriting risk | R0310 | |||||
| Total Net Non-life underwriting risk — diversified | R0320 | |||||
| Net Nat-cat risk | R0330 | |||||
| Net Man-made risk | R0340 | |||||
| Gross reserve risk | R0350 | |||||
| Gross premium risk | R0360 | |||||
| Total Life & Health underwriting risk | R0370 | |||||
| Total Life & Health underwriting risk — diversified | R0380 | |||||
| Mortality risk | R0390 | |||||
| Longevity risk | R0400 | |||||
| Disability-Morbidity risk | R0410 | |||||
| Lapse | R0420 | |||||
| Expense risk | R0430 | |||||
| Revision risk | R0440 | |||||
| Catastrophe risk | R0450 | |||||
| Trend risk | R0460 | |||||
| Level risk | R0470 | |||||
| Total Operational risk | R0480 | |||||
| Total Operational risk — diversified | R0490 | |||||
| Other risk | R0500 | |||||
| Memorandum item: Other risk description | R0510 | |||||
| Modelled specific risks | Modelled specific risks | Modelled explicitly in its own module | Market and Credit | Non-life | Life & Health | Operational |
| --- | --- | --- | --- | --- | --- | --- |
| C0140 | C0150 | C0160 | C0170 | C0180 | ||
| Inflation risk | R0700 | |||||
| Sovereign spread risk | R0710 | |||||
| Participations | R0720 | |||||
| Liquidity risk | R0730 | |||||
| Pension risk | R0740 | |||||
| Concentration risk | R0750 | |||||
| Basis risk financial instruments | R0760 | |||||
| Derivatives risk | R0770 | |||||
| Life catastrophe + disability-morbidity | R0780 | |||||
| Life + Health SLT | R0790 | |||||
| NatCat + Man-made Cat risk | R0800 | |||||
| Premium + Reserve + NatCat risk | R0810 | |||||
| Non-Life + Health NSLT | R0820 |
SR.26.08.01
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 | ||
| C0010 | ||
| Risk type | ||
| Total stand-alone risk | R0010 | |
| 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 | |
| Interest rate risk | R0090 | |
| Interest rate volatility risk | R0100 | |
| Inflation risk | R0110 | |
| Equity risk | R0120 | |
| Equity volatility risk | R0130 | |
| Property risk | R0140 | |
| Currency risk | R0150 | |
| Credit spread risk | R0160 | |
| Credit event risk (migration & default) | R0170 | |
| Credit risk sum (spread, migration & default) | R0180 | |
| Credit event risk not covered in market & credit risk | R0190 | |
| Credit event risk not covered in market & credit risk — diversified | R0200 | |
| Basis risk financial instruments | R0210 | |
| Derivatives risk | R0220 | |
| Participations | R0230 | |
| Liquidity risk | R0240 | |
| Pension risk | R0250 | |
| Concentration risk | R0260 | |
| Total Business risk | R0270 | |
| Total Business risk — diversified | R0280 | |
| Total underwriting risk | R0290 | |
| Total underwriting risk — diversified | R0300 | |
| Total Net Non-life underwriting risk | R0310 | |
| Total Net Non-life underwriting risk — diversified | R0320 | |
| Net Nat-cat risk | R0330 | |
| Net Man-made risk | R0340 | |
| Gross reserve risk | R0350 | |
| Gross premium risk | R0360 | |
| Total Life & Health underwriting risk | R0370 | |
| Total Life & Health underwriting risk — diversified | R0380 | |
| Mortality risk | R0390 | |
| Longevity risk | R0400 | |
| Disability-Morbidity risk | R0410 | |
| Lapse | R0420 | |
| Expense risk | R0430 | |
| Revision risk | R0440 | |
| Catastrophe risk | R0450 | |
| Trend risk | R0460 | |
| Level risk | R0470 | |
| Total Operational risk | R0480 | |
| Total Operational risk — diversified | R0490 | |
| Other risk | R0500 | |
| Memorandum item: Other risk description | R0510 |
SR.26.08.04
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 | ||
| C0010 | ||
| Risk type | ||
| Total stand-alone risk | R0010 | |
| 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 | |
| Interest rate risk | R0090 | |
| Interest rate volatility risk | R0100 | |
| Inflation risk | R0110 | |
| Equity risk | R0120 | |
| Equity volatility risk | R0130 | |
| Property risk | R0140 | |
| Currency risk | R0150 | |
| Credit spread risk | R0160 | |
| Credit event risk (migration & default) | R0170 | |
| Credit risk sum (spread, migration & default) | R0180 | |
| Credit event risk not covered in market & credit risk | R0190 | |
| Credit event risk not covered in market & credit risk — diversified | R0200 | |
| Basis risk financial instruments | R0210 | |
| Derivatives risk | R0220 | |
| Participations | R0230 | |
| Liquidity risk | R0240 | |
| Pension risk | R0250 | |
| Concentration risk | R0260 | |
| Total Business risk | R0270 | |
| Total Business risk — diversified | R0280 | |
| Total underwriting risk | R0290 | |
| Total underwriting risk — diversified | R0300 | |
| Total Net Non-life underwriting risk | R0310 | |
| Total Net Non-life underwriting risk — diversified | R0320 | |
| Net Nat-cat risk | R0330 | |
| Net Man-made risk | R0340 | |
| Gross reserve risk | R0350 | |
| Gross premium risk | R0360 | |
| Total Life & Health underwriting risk | R0370 | |
| Total Life & Health underwriting risk — diversified | R0380 | |
| Mortality risk | R0390 | |
| Longevity risk | R0400 | |
| Disability-Morbidity risk | R0410 | |
| Lapse | R0420 | |
| Expense risk | R0430 | |
| Revision risk | R0440 | |
| Catastrophe risk | R0450 | |
| Trend risk | R0460 | |
| Level risk | R0470 | |
| Total Operational risk | R0480 | |
| Total Operational risk — diversified | R0490 | |
| Other risk | R0500 | |
| Memorandum item: Other risk description | R0510 |
S.26.09.01
Internal model — Market & credit risk and sensitivities
| C0010 | ||
| Type of VA used | R0010 | |
| Type of shock model for market risk | R0020 | |
| Type of shock model for credit risk | R0030 | |
| Coverage of non-financial instruments | R0040 | |
| --- | --- | --- |
| mVaR 99,50 % | ||
| mVaR 99,50 % | ||
| C0020 | ||
| Market & credit risk sum (level 2 components) | R0010 | |
| Market & credit risk diversified | R0020 | |
| Market & credit risk diversification | R0030 | |
| Standalone market risk | ||
| Interest rate risk sum | R0040 | |
| of which: Interest rate risk diversified | R0050 | |
| Interest rate risk | R0060 | |
| Interest rate volatility risk | R0070 | |
| Inflation risk | R0080 | |
| Equity risk sum | R0090 | |
| of which: Equity risk diversified | R0100 | |
| Equity risk | R0110 | |
| Equity volatility risk | R0120 | |
| Property risk | R0130 | |
| Currency risk | R0140 | |
| Credit risk sum | R0150 | |
| of which: Credit risk diversified | R0160 | |
| Credit event risk ('migration and default') | R0170 | |
| Credit Spread risk | R0180 | |
| Spread risk 'Government and central banks' | R0190 | |
| Spread risk other | R0200 | |
| --- | --- | --- |
| Marginal distribution | ||
| mVaR 0,05 | ||
| C0120 | ||
| Market & credit risk sum (level 2 components) | R0010 | |
| Market & credit risk diversified | R0020 | |
| Market & credit risk diversification | R0030 | |
| Standalone market risk | ||
| Interest rate risk sum | R0040 | |
| of which: Interest rate risk diversified | R0050 | |
| Interest rate risk | R0060 | |
| Interest rate volatility risk | R0070 | |
| Inflation risk | R0080 | |
| Equity risk sum | R0090 | |
| of which: Equity risk diversified | R0100 | |
| Equity risk | R0110 | |
| Equity volatility risk | R0120 | |
| Property risk | R0130 | |
| Currency risk | R0140 | |
| Credit risk sum | R0150 | |
| of which: Credit risk diversified | R0160 | |
| Credit event risk ('migration and default') | R0170 | |
| Credit Spread risk | R0180 | |
| Spread risk 'Government and central banks' | R0190 | |
| Spread risk other | R0200 | |
| --- | --- | --- |
| Marginal variation | ||
| mVaR 0,8 | ||
| C0220 | ||
| Market & credit risk sum (level 2 components) | R0010 | |
| Market & credit risk diversified | R0020 | |
| Market & credit risk diversification | R0030 | |
| Standalone market risk | ||
| Interest rate risk sum | R0040 | |
| of which: Interest rate risk diversified | R0050 | |
| Interest rate risk | R0060 | |
| Interest rate volatility risk | R0070 | |
| Inflation risk | R0080 | |
| Equity risk sum | R0090 | |
| of which: Equity risk diversified | R0100 | |
| Equity risk | R0110 | |
| Equity volatility risk | R0120 | |
| Property risk | R0130 | |
| Currency risk | R0140 | |
| Credit risk sum | R0150 | |
| of which: Credit risk diversified | R0160 | |
| Credit event risk ('migration and default') | R0170 | |
| Credit Spread risk | R0180 | |
| Spread risk 'Government and central banks' | R0190 | |
| Spread risk other | R0200 | |
| --- | --- | --- |
| Assets | ||
| C0310 | ||
| Standalone stresses | ||
| Exposure sensitive to interest rates | ||
| base case / no shock | R0210 | |
| Interest Rates (parallel shift all maturities) | ||
| – 100bp | R0220 | |
| + 100bp | R0230 | |
| – 50bp | R0240 | |
| + 50bp | R0250 | |
| Exposure sensitive to inflation rates | ||
| base case / no shock | R0260 | |
| Inflation Rates | ||
| – 100bp | R0270 | |
| + 100bp | R0280 | |
| Exposure sensitive to spreads | ||
| base case / no shock | R0290 | |
| Spread (uniform shift all maturities and assets) | ||
| – 100bp | R0300 | |
| + 100bp | R0310 | |
| Exposure sensitive to equity values | ||
| base case / no shock | R0320 | |
| Equity (uniform shift in values) | ||
| – 30 % | R0330 | |
| + 30 % | R0340 | |
| Exposure sensitive to Property risk | ||
| base case / no shock | R0350 | |
| Property (uniform shift in values) | ||
| – 30 % | R0360 | |
| + 30 % | R0370 | |
| Exposure sensitive to Currency risk | ||
| base case / no shock | R0380 | |
| Currency (uniform shift in exchange rates) | ||
| – 10 % | R0390 | |
| + 10 % | R0400 | |
| Exposure sensitive to interest rate volatility | ||
| base case / no shock | R0410 | |
| Interest Rates Volatility down | ||
| – 25 % | R0420 | |
| – 20bp for normal vols | R0430 | |
| Interest Rates Volatility up | ||
| + 25 % | R0440 | |
| + 20bp for normal vols | R0450 | |
| Exposure sensitive to equity volatility | ||
| base case / no shock | R0460 | |
| Equity Volatility down | ||
| – 25 % | R0470 | |
| Equity Volatility up | ||
| + 25 % | R0480 |
S.26.09.04
Internal model — Market & credit risk and sensitivities
| C0010 | ||
| Type of shock model for market risk | R0020 | |
| Type of shock model for credit risk | R0030 | |
| Coverage of non-financial instruments | R0040 | |
| --- | --- | --- |
| mVaR 99,50 % | ||
| mVaR 99,50 % | ||
| C0020 | ||
| Market & credit risk sum (level 2 components) | R0010 | |
| Market & credit risk diversified | R0020 | |
| Market & credit risk diversification | R0030 | |
| Standalone market risk | ||
| Interest rate risk sum | R0040 | |
| of which: Interest rate risk diversified | R0050 | |
| Interest rate risk | R0060 | |
| Interest rate volatility risk | R0070 | |
| Inflation risk | R0080 | |
| Equity risk sum | R0090 | |
| of which: Equity risk diversified | R0100 | |
| Equity risk | R0110 | |
| Equity volatility risk | R0120 | |
| Property risk | R0130 | |
| Currency risk | R0140 | |
| Credit risk sum | R0150 | |
| of which: Credit risk diversified | R0160 | |
| Credit event risk ('migration and default') | R0170 | |
| Credit Spread risk | R0180 | |
| Spread risk 'Government and central banks' | R0190 | |
| Spread risk other | R0200 | |
| --- | --- | --- |
| Marginal distribution | ||
| mVaR 0,05 | ||
| C0120 | ||
| Market & credit risk sum (level 2 components) | R0010 | |
| Market & credit risk diversified | R0020 | |
| Market & credit risk diversification | R0030 | |
| Standalone market risk | ||
| Interest rate risk sum | R0040 | |
| of which: Interest rate risk diversified | R0050 | |
| Interest rate risk | R0060 | |
| Interest rate volatility risk | R0070 | |
| Inflation risk | R0080 | |
| Equity risk sum | R0090 | |
| of which: Equity risk diversified | R0100 | |
| Equity risk | R0110 | |
| Equity volatility risk | R0120 | |
| Property risk | R0130 | |
| Currency risk | R0140 | |
| Credit risk sum | R0150 | |
| of which: Credit risk diversified | R0160 | |
| Credit event risk ('migration and default') | R0170 | |
| Credit Spread risk | R0180 | |
| Spread risk 'Government and central banks' | R0190 | |
| Spread risk other | R0200 | |
| --- | --- | --- |
| Marginal variation | ||
| mVaR 0,8 | ||
| C0220 | ||
| Market & credit risk sum (level 2 components) | R0010 | |
| Market & credit risk diversified | R0020 | |
| Market & credit risk diversification | R0030 | |
| Standalone market risk | ||
| Interest rate risk sum | R0040 | |
| of which: Interest rate risk diversified | R0050 | |
| Interest rate risk | R0060 | |
| Interest rate volatility risk | R0070 | |
| Inflation risk | R0080 | |
| Equity risk sum | R0090 | |
| of which: Equity risk diversified | R0100 | |
| Equity risk | R0110 | |
| Equity volatility risk | R0120 | |
| Property risk | R0130 | |
| Currency risk | R0140 | |
| Credit risk sum | R0150 | |
| of which: Credit risk diversified | R0160 | |
| Credit event risk ('migration and default') | R0170 | |
| Credit Spread risk | R0180 | |
| Spread risk 'Government and central banks' | R0190 | |
| Spread risk other | R0200 | |
| --- | --- | --- |
| Assets | ||
| C0310 | ||
| Standalone stresses | ||
| Exposure sensitive to interest rates | ||
| base case / no shock | R0210 | |
| Interest Rates (parallel shift all maturities) | ||
| – 100bp | R0220 | |
| + 100bp | R0230 | |
| – 50bp | R0240 | |
| + 50bp | R0250 | |
| Exposure sensitive to inflation rates | ||
| base case / no shock | R0260 | |
| Inflation Rates | ||
| – 100bp | R0270 | |
| + 100bp | R0280 | |
| Exposure sensitive to spreads | ||
| base case / no shock | R0290 | |
| Spread (uniform shift all maturities and assets) | ||
| – 100bp | R0300 | |
| + 100bp | R0310 | |
| Exposure sensitive to equity values | ||
| base case / no shock | R0320 | |
| Equity (uniform shift in values) | ||
| – 30 % | R0330 | |
| + 30 % | R0340 | |
| Exposure sensitive to Property risk | ||
| base case / no shock | R0350 | |
| Property (uniform shift in values) | ||
| – 30 % | R0360 | |
| + 30 % | R0370 | |
| Exposure sensitive to Currency risk | ||
| base case / no shock | R0380 | |
| Currency (uniform shift in exchange rates) | ||
| – 10 % | R0390 | |
| + 10 % | R0400 | |
| Exposure sensitive to interest rate volatility | ||
| base case / no shock | R0410 | |
| Interest Rates Volatility down | ||
| – 25 % | R0420 | |
| – 20bp for normal vols | R0430 | |
| Interest Rates Volatility up | ||
| + 25 % | R0440 | |
| + 20bp for normal vols | R0450 | |
| Exposure sensitive to equity volatility | ||
| base case / no shock | R0460 | |
| Equity Volatility down | ||
| – 25 % | R0470 | |
| Equity Volatility up | ||
| + 25 % | R0480 |
S.26.10.01
Internal model — Credit event risk Portfolio view details
Internal model — Credit event risk Portfolio view details — Impact on SCR (group)
| Name Group Exposure | Market value | Exposure at Default | Credit Risk Contribution | Average Probability of Default (in %) | Average Loss Given Default (in %) | Market value (% of total sum) | Credit Risk Contribution (% of total sum) | ||
| C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
| Top 10 exposures in terms of market value (group) | |||||||||
| Sum of all exposures | R0010 | ||||||||
| Top exposures total | R0020 | ||||||||
| Counterparty group exposure 1 | R0030 | ||||||||
| Counterparty group exposure 2 | R0040 | ||||||||
| Counterparty group exposure 3 | R0050 | ||||||||
| Counterparty group exposure 4 | R0060 | ||||||||
| Counterparty group exposure 5 | R0070 | ||||||||
| Counterparty group exposure 6 | R0080 | ||||||||
| Counterparty group exposure 7 | R0090 | ||||||||
| Counterparty group exposure 8 | R0100 | ||||||||
| Counterparty group exposure 9 | R0110 | ||||||||
| Counterparty group exposure 10 | R0120 | ||||||||
| All other exposures | R0130 |
Internal model — Credit event risk Portfolio view details — Impact on SCR (single)
| Name Group Exposure | Market value | Exposure at Default | Credit Risk Contribution | Average Probability of Default (in %) | Average Loss Given Default (in %) | Market value (% of total sum) | Credit Risk Contribution (% of total sum) | ||
| C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
| Top 10 exposures in terms of market value (single) | |||||||||
| Sum of all exposures | R0270 | ||||||||
| Top exposures total | R0280 | ||||||||
| Counterparty group exposure 1 | R0290 | ||||||||
| Counterparty group exposure 2 | R0300 | ||||||||
| Counterparty group exposure 3 | R0310 | ||||||||
| Counterparty group exposure 4 | R0320 | ||||||||
| Counterparty group exposure 5 | R0330 | ||||||||
| Counterparty group exposure 6 | R0340 | ||||||||
| Counterparty group exposure 7 | R0350 | ||||||||
| Counterparty group exposure 8 | R0360 | ||||||||
| Counterparty group exposure 9 | R0370 | ||||||||
| Counterparty group exposure 10 | R0380 | ||||||||
| All other exposures | R0390 |
Internal model — Credit event risk Portfolio view details — Market value (group)
| Name Single Exposure | Market value | Exposure at Default | Credit Risk Contribution | Average Probability of Default (in %) | Average Loss Given Default (in %) | Market value (% of total sum) | Credit Risk Contribution (% of total sum) | ||
| C0090 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
| Top 10 exposures in terms of market value (group) | |||||||||
| Sum of all exposures | R0400 | ||||||||
| Top exposures total | R0410 | ||||||||
| Counterparty single exposure 1 | R0420 | ||||||||
| Counterparty single exposure 2 | R0430 | ||||||||
| Counterparty single exposure 3 | R0440 | ||||||||
| Counterparty single exposure 4 | R0450 | ||||||||
| Counterparty single exposure 5 | R0460 | ||||||||
| Counterparty single exposure 6 | R0470 | ||||||||
| Counterparty single exposure 7 | R0480 | ||||||||
| Counterparty single exposure 8 | R0490 | ||||||||
| Counterparty single exposure 9 | R0500 | ||||||||
| Counterparty single exposure 10 | R0510 | ||||||||
| All other exposures | R0520 |
Internal model — Credit event risk Portfolio view details — Market value (single)
| Name Single Exposure | Market value | Exposure at Default | Credit Risk Contribution | Average Probability of Default (in %) | Average Loss Given Default (in %) | Market value (% of total sum) | Credit Risk Contribution (% of total sum) | ||
| C0090 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
| Top 10 exposures in terms of market value (group) | |||||||||
| Sum of all exposures | R0400 | ||||||||
| Top exposures total | R0410 | ||||||||
| Counterparty single exposure 1 | R0420 | ||||||||
| Counterparty single exposure 2 | R0430 | ||||||||
| Counterparty single exposure 3 | R0440 | ||||||||
| Counterparty single exposure 4 | R0450 | ||||||||
| Counterparty single exposure 5 | R0460 | ||||||||
| Counterparty single exposure 6 | R0470 | ||||||||
| Counterparty single exposure 7 | R0480 | ||||||||
| Counterparty single exposure 8 | R0490 | ||||||||
| Counterparty single exposure 9 | R0500 | ||||||||
| Counterparty single exposure 10 | R0510 | ||||||||
| All other exposures | R0520 |
Internal model — Credit event risk Portfolio view details — Split by asset class
| Market value | Exposure at Default | Credit Risk Contribution | Average Probability of Default (in %) | Average Loss Given Default (in %) | Market value (% of total sum) | Credit Risk Contribution (% of total sum) | ||
| C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
| Split by asset class | ||||||||
| Bond and loans | R0530 | |||||||
| Covered bonds | R0540 | |||||||
| Sovereign bonds | R0550 | |||||||
| Mortgages | R0560 | |||||||
| Asset backed | R0570 | |||||||
| Other | R0580 | |||||||
| Cash | R0590 | |||||||
| Receivables | R0600 | |||||||
| Reinsurance and derivatives | R0610 | |||||||
| Credit insurance | R0620 | |||||||
| Off BS and other | R0630 | |||||||
| Total | R0640 |
Internal model — Credit event risk Portfolio view details — Split by Credit Quality Step
| Market value | Exposure at Default | Credit Risk Contribution | Average Probability of Default (in %) | Average Loss Given Default (in %) | Market value (% of total sum) | Credit Risk Contribution (% of total sum) | ||
| C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | ||
| Split by Credit Quality Step (CQS) | ||||||||
| Credit Quality Step 0 | R0650 | |||||||
| Credit Quality Step 1 | R0660 | |||||||
| Credit Quality Step 2 | R0670 | |||||||
| Credit Quality Step 3 | R0680 | |||||||
| Credit Quality Step 4 | R0690 | |||||||
| Credit Quality Step 5 | R0700 | |||||||
| Credit Quality Step 6 | R0710 | |||||||
| Credit Quality Step Not Rated | R0720 | |||||||
| Total | R0730 |
Internal model — Credit event risk Portfolio view details
| mVaR | ||
| C0100 | ||
| Credit event risk ('migration and default') — 99,5 % | R0740 | |
| Expected loss-mean | R0750 |
S.26.11.01
Internal model — Credit risk details for financial instruments
Credit event risk for financial instruments — Exposure at Default
| Credit Quality Step 0 | Credit Quality Step 1 | Credit Quality Step 2 | Credit Quality Step 3 | Credit Quality Step 4 | Credit Quality Step 5 | Credit Quality Step 6 | Credit Quality Step Not Rated | Total | ||
| C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | ||
| Exposure at Default | ||||||||||
| Overall Exposure at Default | R0010 | |||||||||
| Bond and loans | R0020 | |||||||||
| Government bonds and loans | R0030 | |||||||||
| Corporate bonds and loans | R0040 | |||||||||
| Other bonds and loans | R0050 | |||||||||
| Cash | R0060 | |||||||||
| Derivatives | R0070 | |||||||||
| Other | R0080 |
Credit event risk for financial instruments — Probability of Default
| Credit Quality Step 0 | Credit Quality Step 1 | Credit Quality Step 2 | Credit Quality Step 3 | Credit Quality Step 4 | Credit Quality Step 5 | Credit Quality Step 6 | Credit Quality Step Not Rated | Total | ||
| C0010 | C0020 | C0030 | C0040 | C0050 | C0060 | C0070 | C0080 | C0090 | ||
| Probability of Default | ||||||||||
| Overall Exposure at Default | R0100 | |||||||||
| Bond and loans | R0110 | |||||||||
| Government bonds and loans | R0120 | |||||||||
| Corporate bonds and loans | R0130 | |||||||||
| Other bonds and loans | R0140 | |||||||||
| Cash | R0150 | |||||||||
| Derivatives | R0160 | |||||||||
| Other | R0170 | |||||||||
| --- | --- | --- | ||||||||
| C0100 | ||||||||||
| Probability of Default other description | R0180 |
Credit event risk for financial instruments — mVaR 99,50 %
| mVaR 99,50 % | ||
| C0110 | ||
| Total undiversified credit risk | R0190 | |
| Diversification: credit risk | R0200 | |
| Diversified risk: credit risk | R0210 |
S.26.12.01
Internal model — Credit risk — for non-financial instruments
Internal model — Credit risk Non-Financial Instruments — Counterparty default risk Type 1 exposures
| Name of single name exposure | Code of single name exposure | Loss Given Default | Exposure at Default | Probability of Default | ||
| C0010 | C0020 | C0030 | C0040 | C0050 | ||
| Top 10 Type 1 exposures in terms of impact on SCR | ||||||
| Sum | R0010 | |||||
| Single name exposure 1 | R0020 | |||||
| Single name exposure 2 | R0030 | |||||
| Single name exposure 3 | R0040 | |||||
| Single name exposure 4 | R0050 | |||||
| Single name exposure 5 | R0060 | |||||
| Single name exposure 6 | R0070 | |||||
| Single name exposure 7 | R0080 | |||||
| Single name exposure 8 | R0090 | |||||
| Single name exposure 9 | R0100 | |||||
| Single name exposure 10 | R0110 | |||||
| Other exposures (aggregate) | R0120 |
Internal model — Credit risk Non-Financial Instruments — Counterparty default risk Type 2 exposures
| Loss Given Default | Exposure at Default | Probability of Default | Description of exposure | ||
| C0030 | C0040 | C0050 | C0060 | ||
| Type 2 exposures in terms of impact on SCR | |||||
| Sum | R0130 | ||||
| Insured portfolio | R0140 | ||||
| Intermediaries due for more than 3 months | R0150 | ||||
| Other main exposures 1 | R0160 | ||||
| Other main exposures 2 | R0170 | ||||
| Other main exposures 3 | R0180 | ||||
| Other Type 2 exposures (aggregate) | R0190 |
Credit risk Non-Financial Instruments — mVaR 99,50 %
| mVaR 99,50 % | ||
| C0070 | ||
| Total undiversified counterparty default risk | R0200 | |
| Diversification: counterparty default risk | R0210 | |
| Diversified risk: counterparty default risk | R0220 |
S.26.13.01
Internal model — Non-life & Health NSLT Underwriting risk
Non-life & Health non-slt — Risk model data
| Line of business | Z0010 |
| Risk type | Z0020 |
| --- | --- |
| Is SCR risk measure for Premium risk centered? | R0010 |
| Short description of SCR risk measure used for Premium risk | R0020 |
| Is SCR risk measure for Reserve risk centered? | R0030 |
| Short description of SCR risk measure used for Reserve risk | R0040 |
| Is SCR risk measure for Catastrophe risk centered? | R0050 |
| Short description of SCR risk measure used for Catastrophe risk | R0060 |
| Internal line of business | Solvency II LoB |
| --- | --- |
| C0020 | C0030 |
Non-life & Health non-slt — Reserve risk model data — Aggregate
| Diversified reserve risk excluding explicit Catastrophe Risk | SII Line of Business | Internal Line of Business | ||
| C0070 | C0080 | C0090 | ||
| Gross of reinsurance | ||||
| Provision for claims outstanding — discounted | R0070 | |||
| Premium Provision — discounted (only if premium provision allocated to reserve risk) | R0080 | |||
| Solvency Capital Requirement | R0090 | |||
| Probability distribution — discounted basis | ||||
| Simulated (output) mean | R0100 | |||
| Simulated (output) standard deviation | R0110 | |||
| 0,001 | R0120 | |||
| 0,005 | R0130 | |||
| 0,01 | R0140 | |||
| 0,05 | R0150 | |||
| 0,1 | R0160 | |||
| 0,2 | R0170 | |||
| 0,25 | R0180 | |||
| 0,3 | R0190 | |||
| 0,4 | R0200 | |||
| 0,5 | R0210 | |||
| 0,6 | R0220 | |||
| 0,7 | R0230 | |||
| 0,75 | R0240 | |||
| 0,8 | R0250 | |||
| 0,9 | R0260 | |||
| 0,975 | R0270 | |||
| 0,98 | R0280 | |||
| 0,985 | R0290 | |||
| 0,99 | R0300 | |||
| 0,995 | R0310 | |||
| 0,997 | R0320 | |||
| 0,999 | R0330 | |||
| Net of reinsurance | ||||
| Provision for claims outstanding — discounted | R0340 | |||
| Premium Provision — discounted (only if premium provision allocated to reserve risk) | R0350 | |||
| Solvency Capital Requirement | R0360 | |||
| Probability distribution — discounted basis | ||||
| Simulated (output) mean | R0370 | |||
| Simulated (output) standard deviation | R0380 | |||
| 0,001 | R0390 | |||
| 0,005 | R0400 | |||
| 0,01 | R0410 | |||
| 0,05 | R0420 | |||
| 0,1 | R0430 | |||
| 0,2 | R0440 | |||
| 0,25 | R0450 | |||
| 0,3 | R0460 | |||
| 0,4 | R0470 | |||
| 0,5 | R0480 | |||
| 0,6 | R0490 | |||
| 0,7 | R0500 | |||
| 0,75 | R0510 | |||
| 0,8 | R0520 | |||
| 0,9 | R0530 | |||
| 0,975 | R0540 | |||
| 0,98 | R0550 | |||
| 0,985 | R0560 | |||
| 0,99 | R0570 | |||
| 0,995 | R0580 | |||
| 0,997 | R0590 | |||
| 0,999 | R0600 | |||
| --- | --- | --- | --- | --- |
| Aggregate | SII Line of Business | Internal Line of Business | ||
| C0100 | C0110 | C0120 | ||
| Gross of reinsurance | ||||
| Gross Written Premium | R0610 | |||
| Gross Earned Premium | R0620 | |||
| Gross written premium planned in the 12 months post the reporting Reference Date | R0630 | |||
| Gross written unearned premium at the Reference Date (only if premium provision allocated to premium risk) | R0640 | |||
| Premium Provision — discounted (only if premium provision allocated to premium risk) | R0650 | |||
| Solvency Capital Requirement | R0660 | |||
| Probability distribution — discounted basis | ||||
| Simulated (output) mean | R0670 | |||
| Simulated (output) standard deviation | R0680 | |||
| 0,001 | R0690 | |||
| 0,005 | R0700 | |||
| 0,01 | R0710 | |||
| 0,05 | R0720 | |||
| 0,1 | R0730 | |||
| 0,2 | R0740 | |||
| 0,25 | R0750 | |||
| 0,3 | R0760 | |||
| 0,4 | R0770 | |||
| 0,5 | R0780 | |||
| 0,6 | R0790 | |||
| 0,7 | R0800 | |||
| 0,75 | R0810 | |||
| 0,8 | R0820 | |||
| 0,9 | R0830 | |||
| 0,975 | R0840 | |||
| 0,98 | R0850 | |||
| 0,985 | R0860 | |||
| 0,99 | R0870 | |||
| 0,995 | R0880 | |||
| 0,997 | R0890 | |||
| 0,999 | R0900 | |||
| Net of reinsurance | ||||
| Net Written Premium | R0910 | |||
| Net Earned Premium | R0920 | |||
| Net written premium planned in the 12 months post the reporting Reference Date | R0930 | |||
| Net written unearned premium at the Reference Date (only if premium provision allocated to premium risk) | R0940 | |||
| Premium Provision — discounted (only if premium provision allocated to premium risk) | R0950 | |||
| Solvency Capital Requirement | R0960 | |||
| Probability distribution — discounted basis | ||||
| Simulated (output) mean | R0970 | |||
| Simulated (output) standard deviation | R0980 | |||
| 0,001 | R0990 | |||
| 0,005 | R1000 | |||
| 0,01 | R1010 | |||
| 0,05 | R1020 | |||
| 0,1 | R1030 | |||
| 0,2 | R1040 | |||
| 0,25 | R1050 | |||
| 0,3 | R1060 | |||
| 0,4 | R1070 | |||
| 0,5 | R1080 | |||
| 0,6 | R1090 | |||
| 0,7 | R1100 | |||
| 0,75 | R1110 | |||
| 0,8 | R1120 | |||
| 0,9 | R1130 | |||
| 0,975 | R1140 | |||
| 0,98 | R1150 | |||
| 0,985 | R1160 | |||
| 0,99 | R1170 | |||
| 0,995 | R1180 | |||
| 0,997 | R1190 | |||
| 0,999 | R1200 | |||
| --- | --- | --- | --- | --- |
| Total undiversified | Diversification | Diversified | ||
| C0130 | C0140 | C0150 | ||
| Gross | ||||
| Solvency Capital Requirement | R1210 | |||
| Probability distribution — discounted basis | ||||
| Simulated (output) mean | R1220 | |||
| Simulated (output) standard deviation | R1230 | |||
| 0,001 | R1240 | |||
| 0,005 | R1250 | |||
| 0,01 | R1260 | |||
| 0,05 | R1270 | |||
| 0,1 | R1280 | |||
| 0,2 | R1290 | |||
| 0,25 | R1300 | |||
| 0,3 | R1310 | |||
| 0,4 | R1320 | |||
| 0,5 | R1330 | |||
| 0,6 | R1340 | |||
| 0,7 | R1350 | |||
| 0,75 | R1360 | |||
| 0,8 | R1370 | |||
| 0,9 | R1380 | |||
| 0,975 | R1390 | |||
| 0,98 | R1400 | |||
| 0,985 | R1410 | |||
| 0,99 | R1420 | |||
| 0,995 | R1430 | |||
| 0,997 | R1440 | |||
| 0,999 | R1450 | |||
| Net of reinsurance | ||||
| Solvency Capital Requirement | R1460 | |||
| Probability distribution — discounted basis | ||||
| Simulated (output) mean | R1470 | |||
| Simulated (output) standard deviation | R1480 | |||
| 0,001 | R1490 | |||
| 0,005 | R1500 | |||
| 0,01 | R1510 | |||
| 0,05 | R1520 | |||
| 0,1 | R1530 | |||
| 0,2 | R1540 | |||
| 0,25 | R1550 | |||
| 0,3 | R1560 | |||
| 0,4 | R1570 | |||
| 0,5 | R1580 | |||
| 0,6 | R1590 | |||
| 0,7 | R1600 | |||
| 0,75 | R1610 | |||
| 0,8 | R1620 | |||
| 0,9 | R1630 | |||
| 0,975 | R1640 | |||
| 0,98 | R1650 | |||
| 0,985 | R1660 | |||
| 0,99 | R1670 | |||
| 0,995 | R1680 | |||
| 0,997 | R1690 | |||
| 0,999 | R1700 | |||
| Classes impacted by the catastrophe event | Catastrophe | Commercially available vendor model used (if applicable) | Commercially available vendor model name and version used (if applicable) | Explanatory information (if AEP loss is not available) |
| --- | --- | --- | --- | --- |
| C0020 | C0160 | C0170 | C0180 | C0190 |
| --- | --- | --- | --- | --- |
| Aggregate of all perils | Aggregate of all perils | Aggregate of all perils | ||
| Gross | Gross | Gross | ||
| OEP loss | AEP loss | Annual loss | ||
| C0230 | C0240 | C0250 | ||
| Simulated mean from model for Total (property and non-property) business | R1710 | |||
| Simulated standard deviation for Total (property and non-property) business | R1720 | |||
| Simulated percentiles for Total (property and non-property) business | ||||
| 75,00 % | R1730 | |||
| 90,00 % | R1740 | |||
| 96,00 % | R1750 | |||
| 98,00 % | R1760 | |||
| 99,00 % | R1770 | |||
| 99,50 % | R1780 | |||
| 99,60 % | R1790 | |||
| 99,80 % | R1800 | |||
| 99,90 % | R1810 | |||
| --- | --- | --- | --- | --- |
| Aggregate of all NatCat perils | Aggregate of all NatCat perils | Aggregate of all NatCat perils | ||
| Gross | Gross | Gross | ||
| OEP loss | AEP loss | Annual loss | ||
| C0290 | C0300 | C0310 | ||
| Simulated mean from model for Total (property and non-property) business | R1710 | |||
| Simulated standard deviation for Total (property and non-property) business | R1720 | |||
| Simulated percentiles for Total (property and non-property) business | ||||
| 75,00 % | R1730 | |||
| 90,00 % | R1740 | |||
| 96,00 % | R1750 | |||
| 98,00 % | R1760 | |||
| 99,00 % | R1770 | |||
| 99,50 % | R1780 | |||
| 99,60 % | R1790 | |||
| 99,80 % | R1800 | |||
| 99,90 % | R1810 | |||
| --- | --- | --- | --- | --- |
| Aggregate of all man-made perils | Aggregate of all man-made perils | Aggregate of all man-made perils | ||
| Gross | Gross | Gross | ||
| OEP loss | AEP loss | Annual loss | ||
| C0350 | C0360 | C0370 | ||
| Simulated mean from model for Total (property and non-property) business | R1710 | |||
| Simulated standard deviation for Total (property and non-property) business | R1720 | |||
| Simulated percentiles for Total (property and non-property) business | ||||
| 75,00 % | R1730 | |||
| 90,00 % | R1740 | |||
| 96,00 % | R1750 | |||
| 98,00 % | R1760 | |||
| 99,00 % | R1770 | |||
| 99,50 % | R1780 | |||
| 99,60 % | R1790 | |||
| 99,80 % | R1800 | |||
| 99,90 % | R1810 |
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