 |  |  | E.01.01.16.01 | Deposits to cedants - line-by-line reporting |
| | | E.02.01.16.01 | Pension entitlements |
| | | E.04.01.16.01 | Part of life TP: Investment revenues and expenses attributed to policy holder - Home country and countries outside the materiality threshold |
| | | E.04.01.16.02 | Part of life TP: Investment revenues and expenses attributed to policy holder - countries inside the materiality threshold |
| | | E.04.01.16.03 | Investment revenues and expenses - part of excess of assets over liabilites |
| | | S.01.01.01.01 | Content of the submission |
| | | S.01.01.02.01 | Content of the submission |
| | | S.01.01.04.01 | Content of the submission |
| | | S.01.01.05.01 | Content of the submission |
| | | S.01.01.07.01 | Content of the submission |
| | | S.01.01.08.01 | Content of the submission |
| | | S.01.01.11.01 | Content of the submission |
| | | S.01.01.13.01 | Content of the submission |
| | | S.01.01.15.01 | Content of the submission |
| | | S.01.02.01.01 | Basic Information - General |
| | | S.01.02.01.02 | Operational risk - basic information |
| | | S.01.02.04.01 | Basic Information - General |
| | | S.01.02.07.01 | Basic Information |
| | | S.01.02.07.02 | Article 167 |
| | | S.01.02.07.03 | Branches included under Article 167 |
| | | S.01.02.07.04 | Operational risk - basic information |
| | | S.01.02.11.01 | Basic Information - General |
| | | S.01.02.15.01 | Basic Information |
| | | S.01.02.15.02 | Article 167 |
| | | S.01.02.15.03 | Branches included under Article 167 |
| | | S.01.03.01.01 | List of all RFF/MAP (overlaps allowed) |
| | | S.01.03.01.02 | List of RFF/MAP with sub RFF/MAP |
| | | S.01.03.04.01 | List of all RFF/MAP (overlaps allowed) |
| | | S.01.03.04.02 | List of RFF/MAP with sub RFF/MAP |
| | | S.02.01.01.01 | Balance sheet |
| | | S.02.01.02.01 | Balance sheet |
| | | S.02.01.07.01 | Balance sheet |
| | | S.02.01.08.01 | Balance sheet |
| | | S.02.02.01.01 | All currencies |
| | | S.02.02.01.02 | Material currencies |
| | | S.02.03.07.01 | Net value of encumbered assets |
| | | S.02.03.07.02 | List of encumbered assets |
| | | S.02.03.07.03 | List of preferential claims - payable from branch available assets in priority to insurance claims |
| | | S.03.01.01.01 | Value of guarantee / collateral / contingent liabilities |
| | | S.03.01.01.02 | Value of guaranteed assets and liabilities |
| | | S.03.01.01.03 | Information about the unlimited guarantees |
| | | S.03.01.04.01 | Value of guarantee / collateral / contingent liabilities |
| | | S.03.01.04.02 | Value of guaranteed assets and liabilities |
| | | S.03.01.04.03 | Information about the unlimited guarantees |
| | | S.04.02.01.01 | Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability. Part 1 |
| | | S.04.02.01.02 | Information on class 10 in Part A of Annex I of Solvency II Directive, excluding carrier's liability. Part 2 |
| | | S.04.03.01.01 | List of underwriting entities |
| | | S.04.04.01.01 | By Underwriting entity |
| | | S.04.04.01.02 | By underwriting entity and by EEA country (localization of activity [based on place of underwriting]) |
| | | S.04.05.01.01 | Total underwriting entity activity |
| | | S.04.05.01.02 | Activity by country - location of risk |
| | | S.04.05.21.01 | Home country: Non-life insurance and reinsurance obligations |
| | | S.04.05.21.02 | Top 5 countries (by amount of gross premiums written): Non-life insurance and reinsurance obligations |
| | | S.04.05.21.03 | Home country: Life insurance and reinsurance obligations |
| | | S.04.05.21.04 | Top 5 countries (by amount of gross premiums written): Life insurance and reinsurance obligations |
| | | S.05.01.01.01 | Non-Life (direct business/accepted proportional reinsurance and accepted non-proportional reinsurance) |
| | | S.05.01.01.02 | Life |
| | | S.05.01.02.01 | Non-Life (direct business/accepted proportional reinsurance and accepted non-proportional reinsurance) |
| | | S.05.01.02.02 | Life |
| | | S.05.01.13.01 | Non-Life (direct business/accepted proportional reinsurance and accepted non-proportional reinsurance) |
| | | S.05.01.13.02 | Life |
| | | S.05.02.04.01 | Home Country - non-life obligations |
| | | S.05.02.04.02 | Top 5 countries (by amount of gross premiums written) - non-life obligations |
| | | S.05.02.04.03 | Total Top 5 and home country - non-life obligations |
| | | S.05.02.04.04 | Home Country - life obligations |
| | | S.05.02.04.05 | Top 5 countries (by amount of gross premiums written) - life obligations |
| | | S.05.02.04.06 | Total Top 5 and home country - life obligations |
| | | S.06.02.01.01 | Information on positions held |
| | | S.06.02.01.02 | Information on assets |
| | | S.06.02.04.01 | Information on positions held |
| | | S.06.02.04.02 | Information on assets |
| | | S.06.02.07.01 | Information on positions held |
| | | S.06.02.07.02 | Information on assets |
| | | S.06.03.01.01 | Collective investment undertakings - look-through approach |
| | | S.06.03.04.01 | Collective investment undertakings - look-through approach |
| | | S.06.04.01.01 | Climate change-related risks to investments |
| | | S.07.01.01.01 | Structured products |
| | | S.07.01.04.01 | Structured products |
| | | S.08.01.01.01 | Information on positions held |
| | | S.08.01.01.02 | Information on derivatives |
| | | S.08.01.04.01 | Information on positions held |
| | | S.08.01.04.02 | Information on derivatives |
| | | S.09.01.01.01 | Income/gains and losses in the period |
| | | S.09.01.04.01 | Income/gains and losses in the period |
| | | S.10.01.01.01 | Securities lending and repos |
| | | S.10.01.04.01 | Securities lending and repos |
| | | S.11.01.01.01 | Information on positions held |
| | | S.11.01.01.02 | Information on assets |
| | | S.11.01.04.01 | Information on positions held |
| | | S.11.01.04.02 | Information on assets |
| | | S.12.01.01.01 | Life and Health SLT Technical Provisions |
| | | S.12.01.02.01 | Life and Health SLT Technical Provisions |
| | | S.12.02.01.01 | Gross TP calculated as a whole and Gross BE for different countries - Home country and countries outside the materiality threshold |
| | | S.12.02.01.02 | Gross TP calculated as a whole and Gross BE for different countries - Countries in the materiality threshold |
| | | S.13.01.01.01 | Best Estimate - Life |
| | | S.14.01.01.01 | Portfolio |
| | | S.14.01.01.02 | Characteristics of product |
| | | S.14.01.01.05 | Portfolio product |
| | | S.14.02.01.01 | Portfolio |
| | | S.14.03.01.01 | Cyber underwriting risk - risk identification |
| | | S.14.04.11.01 | Portfolio |
| | | S.14.04.11.02 | Portfolio detail |
| | | S.14.05.11.01 | Portfolio |
| | | S.14.05.11.02 | Portfolio detail |
| | | S.16.01.01.01 | Information on year N: |
| | | S.16.01.01.02 | Annuities information |
| | | S.17.01.01.01 | Non-Life Technical Provisions |
| | | S.17.01.02.01 | Non-Life Technical Provisions |
| | | S.17.03.01.01 | Gross TP calculated as a whole and Gross BE for different countries - Home country and countries outside the materiality threshold |
| | | S.17.03.01.02 | Gross TP calculated as a whole and Gross BE for different countries - Countries in the materiality threshold |
| | | S.17.03.01.03 | Gross TP calculated as a whole and Gross BE for different countries - Countries in the materiality threshold |
| | | S.18.01.01.01 | Best Estimate - Non Life |
| | | S.18.01.01.02 | Identification of material non-life lines of business |
| | | S.19.01.01.01 | Gross Claims Paid (non-cumulative) - Development year (absolute amount) |
| | | S.19.01.01.02 | Gross Claims Paid (non-cumulative) - Current year, sum of years (cumulative) |
| | | S.19.01.01.03 | Gross undiscounted Best Estimate Claims Provisions - Development year (absolute amount) |
| | | S.19.01.01.04 | Gross discounted Best Estimate Claims Provisions - Current year, sum of years (cumulative) |
| | | S.19.01.01.05 | Gross Reported but not Settled Claims (RBNS) - Development year (absolute amount) |
| | | S.19.01.01.06 | Gross Reported but not Settled Claims (RBNS) - Current year, sum of years (cumulative) |
| | | S.19.01.01.07 | Reinsurance Recoveries received (non-cumulative) - Development year (absolute amount) |
| | | S.19.01.01.08 | Reinsurance Recoveries received (non-cumulative) - Current year, sum of years (cumulative) |
| | | S.19.01.01.09 | Undiscounted Best Estimate Claims Provisions - Reinsurance recoverable - Development year (absolute amount) |
| | | S.19.01.01.10 | Discounted Best Estimate Claims Provisions - Reinsurance recoverable - Current year, sum of years (cumulative) |
| | | S.19.01.01.11 | Reinsurance RBNS Claims - Development year (absolute amount) |
| | | S.19.01.01.12 | Reinsurance RBNS - Current year, sum of years (cumulative) |
| | | S.19.01.01.13 | Net Claims Paid (non-cumulative) - Development year (absolute amount) |
| | | S.19.01.01.14 | Net Claims Paid (non-cumulative) - Current year, sum of years (cumulative) |
| | | S.19.01.01.15 | Net Undiscounted Best Estimate Claims Provisions - Development year (absolute amount) |
| | | S.19.01.01.16 | Net discounted Best Estimate Claims Provisions - Current year, sum of years (cumulative) |
| | | S.19.01.01.17 | Net RBNS Claims - Development year (absolute amount) |
| | | S.19.01.01.18 | Net RBNS Claims - Current year, sum of years (cumulative) |
| | | S.19.01.01.19 | Additional information: historic inflation rates (only in the case of using methods that take into account inflation to adjust data) |
| | | S.19.01.01.20 | Additional information: expected inflation rates |
| | | S.19.01.01.21 | Description of inflation rate used |
| | | S.19.01.21.01 | Gross Claims Paid (non-cumulative) - Development year (absolute amount). Total Non-Life Business |
| | | S.19.01.21.02 | Gross Claims Paid (non-cumulative) - Current year, sum of years (cumulative). Total Non-Life Business |
| | | S.19.01.21.03 | Gross undiscounted Best Estimate Claims Provisions - Development year (absolute amount). Total Non-Life Business |
| | | S.19.01.21.04 | Gross discounted Best Estimate Claims Provisions - Current year, sum of years (cumulative). Total Non-Life Business |
| | | S.20.01.01.01 | Development of the distribution of the claims incurred |
| | | S.21.01.01.01 | Loss distribution risk profile |
| | | S.21.02.01.01 | Underwriting risks non-life |
| | | S.21.03.01.01 | Non-life underwriting mass risks |
| | | S.22.01.01.01 | Impact of long-term guarantees measures and transitionals |
| | | S.22.01.04.01 | Impact of long-term guarantees measures and transitionals |
| | | S.22.01.21.01 | Impact of long term guarantees measures and transitionals |
| | | S.22.01.22.01 | Impact of long term guarantees measures and transitionals |
| | | S.22.04.01.01 | Overall calculation of the transitional adjustment |
| | | S.22.04.01.02 | Solvency I Interest rate |
| | | S.22.05.01.01 | Overall calculation of the transitional on technical provisions |
| | | S.22.06.01.01 | Best estimate subject to country and currency volatility adjustment - Total and home country by currency (including home country in reporting currency) |
| | | S.22.06.01.02 | Best estimate subject to country and currency volatility adjustment - Total and home country by currency by currency (other than reporting currency) |
| | | S.22.06.01.03 | Best estimate subject to country and currency volatility adjustment - Total and home country by currency (other than home country) |
| | | S.22.06.01.04 | Best estimate subject to country and currency volatility adjustment - Total and home country by currency by country (other than home country) and by currency (other than reporting currency) |
| | | S.23.01.01.01 | Own funds |
| | | S.23.01.01.02 | Reconciliation reserve |
| | | S.23.01.02.01 | Own funds |
| | | S.23.01.02.02 | Reconciliation reserve |
| | | S.23.01.04.01 | Own funds |
| | | S.23.01.04.02 | Reconciliation reserve |
| | | S.23.01.05.01 | Own funds |
| | | S.23.01.05.02 | Reconciliation reserve |
| | | S.23.01.07.01 | Own funds |
| | | S.23.01.07.02 | Reconciliation reserve |
| | | S.23.01.08.01 | Own funds |
| | | S.23.01.08.02 | Reconciliation reserve |
| | | S.23.01.13.01 | Own funds |
| | | S.23.01.22.01 | Own funds |
| | | S.23.01.22.02 | Reconciliation reserve |
| | | S.23.02.01.01 | Basic own funds |
| | | S.23.02.01.02 | Ancillary own funds |
| | | S.23.02.04.01 | Basic own funds |
| | | S.23.02.04.02 | Ancillary own funds |
| | | S.23.02.04.03 | Excess of assets over liabilities - attribution of valuation differences |
| | | S.23.02.04.04 | Excess of assets over liabilities - attribution of valuation differences - other |
| | | S.23.03.01.01 | Ordinary share capital and related share premium, initial fund members' contributions or the equivalent basic own - movements in the reporting period |
| | | S.23.03.01.02 | Subordinated mutual members accounts - movements in the reporting period |
| | | S.23.03.01.03 | Surplus funds |
| | | S.23.03.01.04 | Preference shares and related share premium - movements in the reporting period |
| | | S.23.03.01.05 | Subordinated liabilities - movements in the reporting period |
| | | S.23.03.01.06 | An amount equal to the value of net deferred tax assets |
| | | S.23.03.01.07 | Other items approved by supervisory authority as basic own funds not specified above - movements in the reporting period |
| | | S.23.03.01.08 | Ancillary own funds - movements in the reporting period |
| | | S.23.03.04.01 | Ordinary share capital and related share premium, initial fund members' contributions or the equivalent basic own - movements in the reporting period |
| | | S.23.03.04.02 | Subordinated mutual members accounts - movements in the reporting period |
| | | S.23.03.04.03 | Surplus funds |
| | | S.23.03.04.04 | Preference shares and related share premium - movements in the reporting period |
| | | S.23.03.04.05 | Subordinated liabilities - movements in the reporting period |
| | | S.23.03.04.06 | An amount equal to the value of net deferred tax assets |
| | | S.23.03.04.07 | Other items approved by supervisory authority as basic own funds not specified above - movements in the reporting period |
| | | S.23.03.04.08 | Ancillary own funds - movements in the reporting period |
| | | S.23.03.07.01 | An amount equal to the value of net deferred tax assets |
| | | S.23.03.07.02 | Ancillary own funds - movements in the reporting period |
| | | S.23.04.01.01 | Subordinated MMA |
| | | S.23.04.01.02 | Preference share |
| | | S.23.04.01.03 | Subordinated liability |
| | | S.23.04.01.04 | Items approved by supervisory authority as basic own funds |
| | | S.23.04.01.05 | 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 |
| | | S.23.04.01.06 | Ancillary own funds |
| | | S.23.04.01.07 | Adjustment for ring fenced funds and matching adjustment portfolios |
| | | S.23.04.01.09 | RFF/matching adjustment portfolios deduction |
| | | S.23.04.04.01 | Subordinated MMA |
| | | S.23.04.04.02 | Preference share |
| | | S.23.04.04.03 | Subordinated liability |
| | | S.23.04.04.04 | Items approved by supervisory authority as basic own funds |
| | | S.23.04.04.05 | 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 |
| | | S.23.04.04.06 | Ancillary own funds |
| | | S.23.04.04.07 | Adjustment for ring fenced funds and matching adjustment portfolios |
| | | S.23.04.04.09 | RFF/matching adjustment portfolios deduction |
| | | S.23.04.04.10 | Calculation of non available own funds at group level (such a calculation has to be done entity by entity) - exceeding the contribution of solo SCR to Group SCR |
| | | S.23.04.04.11 | Calculation of non available own funds at group level (total) - exceeding the contribution of solo SCR to Group SCR |
| | | S.24.01.01.01 | 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 |
| | | S.24.01.01.02 | 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 |
| | | S.24.01.01.03 | Total participations in related undertakings that are financial and credit institutions (for which there is an OF deduction) |
| | | S.24.01.01.04 | Own funds deductions |
| | | S.24.01.01.05 | 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)). |
| | | S.24.01.01.06 | 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) |
| | | S.24.01.01.07 | 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) |
| | | S.24.01.01.08 | Table 6 - Other strategic participations not in financial and credit institution |
| | | S.24.01.01.09 | Table 7 - Other non-strategic participations not in financial and credit institution |
| | | S.24.01.01.10 | Total for SCR calculation |
| | | S.24.01.01.11 | Total all participations |
| | | S.25.01.01.01 | Basic Solvency Capital Requirement |
| | | S.25.01.01.02 | Calculation of Solvency Capital Requirement |
| | | S.25.01.01.03 | Approach to tax rate |
| | | S.25.01.01.04 | Calculation of loss absorbing capacity of deferred taxes |
| | | S.25.01.01.05 | Calculation of loss absorbing capacity of deferred taxes |
| | | S.25.01.04.01 | Basic Solvency Capital Requirement |
| | | S.25.01.04.02 | Calculation of Solvency Capital Requirement |
| | | S.25.01.21.01 | Basic Solvency Capital Requirement |
| | | S.25.01.21.02 | Calculation of Solvency Capital Requirement |
| | | S.25.01.21.03 | Basic Solvency Capital Requirement (USP) |
| | | S.25.01.21.04 | Approach to tax rate |
| | | S.25.01.21.05 | Calculation of loss absorbing capacity of deferred taxes |
| | | S.25.01.22.01 | Basic Solvency Capital Requirement |
| | | S.25.01.22.02 | Calculation of Solvency Capital Requirement |
| | | S.25.01.22.03 | Basic Solvency Capital Requirement (USP) |
| | | S.25.04.11.01 | Net solvency capital requirement |
| | | S.25.04.13.01 | Net solvency capital requirement |
| | | S.25.05.01.01 | Component - specific information |
| | | S.25.05.01.02 | Calculation of Solvency Capital Requirement |
| | | S.25.05.01.03 | Approach to tax rate |
| | | S.25.05.01.04 | Calculation of loss absorbing capacity of deferred taxes |
| | | S.25.05.01.05 | Calculation of loss absorbing capacity of deferred taxes |
| | | S.25.05.04.01 | Component - specific information |
| | | S.25.05.04.02 | Calculation of Solvency Capital Requirement |
| | | S.25.05.21.01 | Solvency Capital Requirement information |
| | | S.25.05.21.02 | Calculation of Solvency Capital Requirement |
| | | S.25.05.21.03 | Approach to tax rate |
| | | S.25.05.21.04 | Calculation of loss absorbing capacity of deferred taxes |
| | | S.25.05.22.01 | Component - specific information |
| | | S.25.05.22.02 | Calculation of Solvency Capital Requirement |
| | | S.26.01.01.01 | Market risk - basic information, part 1 |
| | | S.26.01.01.02 | Market risk - basic information, part 2 |
| | | S.26.01.01.03 | Simplifications used |
| | | S.26.01.04.01 | Market risk - basic information, part 1 |
| | | S.26.01.04.02 | Market risk - basic information, part 2 |
| | | S.26.01.04.03 | Simplifications used |
| | | S.26.01.04.04 | Currency used as a reference to calculate the currency risk |
| | | S.26.02.01.01 | Counterparty default risk - basic information |
| | | S.26.02.01.02 | Simplifications used |
| | | S.26.02.01.03 | Further details on mortgages |
| | | S.26.02.04.01 | Counterparty default risk - basic information |
| | | S.26.02.04.02 | Simplifications used |
| | | S.26.02.04.03 | Further details on mortgages |
| | | S.26.03.01.01 | Life underwriting risk |
| | | S.26.03.01.02 | Further details on revision risk |
| | | S.26.03.01.03 | Simplifications used |
| | | S.26.03.01.04 | Life underwriting risk |
| | | S.26.03.04.01 | Life underwriting risk |
| | | S.26.03.04.02 | Further details on revision risk |
| | | S.26.03.04.03 | Simplifications used |
| | | S.26.03.04.04 | Life underwriting risk |
| | | S.26.04.01.01 | SLT health underwriting risk |
| | | S.26.04.01.02 | Further details on revision risk |
| | | S.26.04.01.03 | NSLT Health premium and reserve risk |
| | | S.26.04.01.04 | Total NSLT health premium and reserve risk |
| | | S.26.04.01.05 | NSLT health lapse risk |
| | | S.26.04.01.06 | Total NSLT health underwriting risk |
| | | S.26.04.01.07 | Health catastrophe risk - basic information |
| | | S.26.04.01.08 | Total health underwriting risk |
| | | S.26.04.01.09 | Simplifications used |
| | | S.26.04.04.01 | SLT health underwriting risk |
| | | S.26.04.04.02 | Further details on revision risk |
| | | S.26.04.04.03 | NSLT Health premium and reserve risk |
| | | S.26.04.04.04 | Total NSLT health premium and reserve risk |
| | | S.26.04.04.05 | NSLT health lapse risk |
| | | S.26.04.04.06 | Total NSLT health underwriting risk |
| | | S.26.04.04.07 | Health catastrophe risk - basic information |
| | | S.26.04.04.08 | Total health underwriting risk |
| | | S.26.04.04.09 | Simplifications used |
| | | S.26.05.01.01 | Non-life premium and reserve Risk |
| | | S.26.05.01.02 | Non-life premium and reserve risk |
| | | S.26.05.01.03 | Non-Life lapse risk |
| | | S.26.05.01.04 | Non-life catastrophe risk and total non-life underwriting risk |
| | | S.26.05.01.05 | Simplifications used |
| | | S.26.05.04.01 | Non-life premium and reserve Risk |
| | | S.26.05.04.02 | Non-life premium and reserve risk |
| | | S.26.05.04.03 | Non-Life lapse risk |
| | | S.26.05.04.04 | Non-life catastrophe risk and total non-life underwriting risk |
| | | S.26.05.04.05 | Simplifications used |
| | | S.26.06.01.01 | Operational risk - basic information |
| | | S.26.06.04.01 | Operational risk - basic information |
| | | S.26.07.01.01 | Market risk - Spread risk (bonds and loans) (including captives) |
| | | S.26.07.01.02 | Market risk - Increase in unit-linked and index-linked technical provisions |
| | | S.26.07.01.03 | Market risk - Interest rate risk (captives) |
| | | S.26.07.01.04 | Life underwriting risk |
| | | S.26.07.01.05 | Market risk - Market risk concentrations |
| | | S.26.07.01.06 | NAT CAT simplifications |
| | | S.26.07.04.01 | Market risk - Spread risk (bonds and loans) (including captives) |
| | | S.26.07.04.02 | Market risk - Increase in unit-linked and index-linked technical provisions |
| | | S.26.07.04.03 | Market risk - Interest rate risk (captives) |
| | | S.26.07.04.04 | Life underwriting risk |
| | | S.26.07.04.05 | Market risk - Market risk concentrations |
| | | S.26.07.04.06 | NAT CAT simplifications |
| | | S.26.08.01.01 | Component - specific information |
| | | S.26.08.01.02 | Modelled specific risks |
| | | S.26.08.01.03 | Component - memorandum items |
| | | S.26.08.04.01 | Component - specific information |
| | | S.26.08.04.02 | Modelled specific risks |
| | | S.26.08.04.03 | Component - memorandum items |
| | | S.26.09.01.01 | Market & credit risk and sensitivities - memorandum items |
| | | S.26.09.01.02 | Market and credit risk and sensitivities - mVaR and VaR percentiles - including LAC TP but excluding LAC DT - each as marginal shock in the designated risk |
| | | S.26.09.01.03 | Market & credit risk and sensitivities - Sensitivities (values) |
| | | S.26.09.04.01 | Market and credit risk and sensitivities - memorandum items |
| | | S.26.09.04.02 | Market and credit risk and sensitivities - mVaR and VaR percentiles - including LAC TP but excluding LAC DT - each as marginal shock in the designated risk |
| | | S.26.09.04.03 | Standalone Market and credit risk: Sensitivities & exposure data |
| | | S.26.10.01.01 | Internal model - Credit event risk Portfolio view details - Impact on SCR (group) |
| | | S.26.10.01.02 | Internal model - Credit event risk Portfolio view details - Impact on SCR (single) |
| | | S.26.10.01.03 | Internal model - Credit event risk Portfolio view details - Market value (group) |
| | | S.26.10.01.04 | Internal model - Credit event risk Portfolio view details - Market value (single) |
| | | S.26.10.01.05 | Internal model - Credit event risk Portfolio view details - Split by asset class |
| | | S.26.10.01.06 | Internal model - Credit event risk Portfolio view details - Split by Credit Quality Step |
| | | S.26.10.01.07 | Internal model - Credit event risk Portfolio view details |
| | | S.26.11.01.01 | Credit event risk for financial instruments - Exposure at Default |
| | | S.26.11.01.02 | Credit event risk for financial instruments - Probability of Default |
| | | S.26.11.01.03 | Credit event risk for financial instruments - Probability of Default other description |
| | | S.26.11.01.04 | Credit event risk for financial instruments - mVaR 99.50% |
| | | S.26.12.01.01 | Internal model - Credit risk Non-Financial Instruments - Counterparty default risk Type 1 exposures |
| | | S.26.12.01.02 | Internal model - Credit risk Non-Financial Instruments - Counterparty default risk Type 2 exposures |
| | | S.26.12.01.03 | Credit risk Non-Financial Instruments - mVaR 99.50% |
| | | S.26.13.01.01 | Non-life & Health non-slt - Risk model data |
| | | S.26.13.01.02 | Non-life & Health non-slt - Internal LoB mapping |
| | | S.26.13.01.03 | Non-life & Health non-slt - Reserve risk model data - Aggregate |
| | | S.26.13.01.04 | Non-life & Health non-slt - Reserve risk model data - SII LoB |
| | | S.26.13.01.05 | Non-life & Health non-slt - Reserve risk model data - Own Lines |
| | | S.26.13.01.06 | Non-life & Health non-slt - Premium risk model data - Aggregate |
| | | S.26.13.01.07 | Non-life & Health non-slt - Premium risk model data - SII LoB |
| | | S.26.13.01.08 | Non-life & Health non-slt - Premium risk model data - Own Lines |
| | | S.26.13.01.09 | Overall Non-Life and Health NSLT |
| | | S.26.13.01.10 | Distribution of losses from Catastrophe Perils - Vendor models - Own lines |
| | | S.26.13.01.11 | Distribution of losses from Catastrophe Perils - Total (property and non-property) business - Own lines |
| | | S.26.13.01.12 | Distribution of losses from Catastrophe Perils - Premium and sums insured data |
| | | S.26.13.01.13 | Distribution of losses from Catastrophe Perils - Split of premium income |
| | | S.26.13.01.14 | Distribution of losses from Catastrophe Perils - Significant other perils |
| | | S.26.13.01.15 | Distribution of losses from Catastrophe Perils - SCR |
| | | S.26.14.01.01 | Life and Health underwriting risk - Life SCR and percentiles |
| | | S.26.14.01.02 | Life and Health underwriting risk - Life SCR and percentiles - Alternative block |
| | | S.26.14.01.03 | Life and Health underwriting risk - Health SCR and percentiles |
| | | S.26.14.01.04 | Life and Health underwriting risk - Solvency capital requirements |
| | | S.26.14.01.05 | Life and Health underwriting risk - Health SCR and percentiles - Alternative block |
| | | S.26.15.01.01 | Operational risk - Classification |
| | | S.26.15.01.02 | Internal model - Risk model data |
| | | S.26.15.01.03 | Internal model - SCR |
| | | S.26.16.01.01 | Model Changes - Model Change Policy |
| | | S.26.16.01.02 | Model Changes - Major changes |
| | | S.26.16.01.03 | Model Changes - Minor Changes |
| | | S.27.01.01.01 | Non-life and Health catastrophe risk - Summary |
| | | S.27.01.01.02 | Natural Catastrophe risk - Windstorm |
| | | S.27.01.01.03 | Natural Catastrophe risk - Earthquake |
| | | S.27.01.01.04 | Natural Catastrophe risk - Flood |
| | | S.27.01.01.05 | Natural Catastrophe risk - Hail |
| | | S.27.01.01.06 | Natural Catastrophe risk -Subsidence |
| | | S.27.01.01.07 | Catastrophe risk - Non-proportional property reinsurance |
| | | S.27.01.01.08 | Man made catastrophe risk - Motor Vehicle Liability |
| | | S.27.01.01.09 | Man made catastrophe risk - Marine Tanker Collision |
| | | S.27.01.01.10 | Man made catastrophe risk - Marine Platform Explosion |
| | | S.27.01.01.11 | Man made catastrophe risk - Marine |
| | | S.27.01.01.12 | Man made catastrophe risk - Aviation |
| | | S.27.01.01.13 | Man made catastrophe risk - Fire |
| | | S.27.01.01.14 | Man made catastrophe risk - Liability |
| | | S.27.01.01.15 | Man made catastrophe risk - Liability |
| | | S.27.01.01.16 | Man made catastrophe risk - Credit & Suretyship - Large Credit Default |
| | | S.27.01.01.17 | Man made catastrophe risk - Credit & Suretyship - Recession Risk |
| | | S.27.01.01.18 | Man made catastrophe risk - Credit & Suretyship |
| | | S.27.01.01.19 | Man made catastrophe risk - Other non-life catastrophe risk |
| | | S.27.01.01.20 | Health Catastrophe risk - Mass accident |
| | | S.27.01.01.21 | Health Catastrophe risk - Concentration accident |
| | | S.27.01.01.22 | Health Catastrophe risk - Pandemic |
| | | S.27.01.01.23 | Health Catastrophe risk - Concentration accident |
| | | S.27.01.01.24 | Health Catastrophe risk - Pandemic |
| | | S.27.01.01.25 | Health Catastrophe risk - Pandemic. Total |
| | | S.27.01.01.26 | Health Catastrophe risk - Concentration accident |
| | | S.27.01.01.27 | Simplifications used |
| | | S.27.01.01.28 | Number of vessels |
| | | S.27.01.04.01 | Non-life and Health catastrophe risk - Summary |
| | | S.27.01.04.02 | Natural Catastrophe risk - Windstorm |
| | | S.27.01.04.03 | Natural Catastrophe risk - Earthquake |
| | | S.27.01.04.04 | Natural Catastrophe risk - Flood |
| | | S.27.01.04.05 | Natural Catastrophe risk - Hail |
| | | S.27.01.04.06 | Natural Catastrophe risk -Subsidence |
| | | S.27.01.04.07 | Catastrophe risk - Non-proportional property reinsurance |
| | | S.27.01.04.08 | Man made catastrophe risk - Motor Vehicle Liability |
| | | S.27.01.04.09 | Man made catastrophe risk - Marine Tanker Collision |
| | | S.27.01.04.10 | Man made catastrophe risk - Marine Platform Explosion |
| | | S.27.01.04.11 | Man made catastrophe risk - Marine |
| | | S.27.01.04.12 | Man made catastrophe risk - Aviation |
| | | S.27.01.04.13 | Man made catastrophe risk - Fire |
| | | S.27.01.04.14 | Man made catastrophe risk - Liability |
| | | S.27.01.04.15 | Man made catastrophe risk - Liability |
| | | S.27.01.04.16 | Man made catastrophe risk - Credit & Suretyship - Large Credit Default |
| | | S.27.01.04.17 | Man made catastrophe risk - Credit & Suretyship - Recession Risk |
| | | S.27.01.04.18 | Man made catastrophe risk - Credit & Suretyship |
| | | S.27.01.04.19 | Man made catastrophe risk - Other non-life catastrophe risk |
| | | S.27.01.04.20 | Health Catastrophe risk - Mass accident |
| | | S.27.01.04.21 | Health Catastrophe risk - Concentration accident |
| | | S.27.01.04.22 | Health Catastrophe risk - Pandemic |
| | | S.27.01.04.23 | Health Catastrophe risk - Concentration accident |
| | | S.27.01.04.24 | Health Catastrophe risk - Pandemic |
| | | S.27.01.04.25 | Health Catastrophe risk - Pandemic. Total |
| | | S.27.01.04.26 | Health Catastrophe risk - Concentration accident |
| | | S.27.01.04.27 | Simplifications used |
| | | S.27.01.04.28 | Number of vessels |
| | | S.28.01.01.01 | Linear formula component for non-life insurance and reinsurance obligations |
| | | S.28.01.01.02 | Background information |
| | | S.28.01.01.03 | Linear formula component for life insurance and reinsurance obligations |
| | | S.28.01.01.04 | Total capital at risk for all life (re)insurance obligations |
| | | S.28.01.01.05 | Overall MCR calculation |
| | | S.28.02.01.01 | MCR components |
| | | S.28.02.01.02 | Background information |
| | | S.28.02.01.03 | Linear formula component for life insurance and reinsurance obligations |
| | | S.28.02.01.04 | Total capital at risk for all life (re)insurance obligations |
| | | S.28.02.01.05 | Overall MCR calculation |
| | | S.28.02.01.06 | Notional non-life and life MCR calculation |
| | | S.29.01.01.01 | Reconciliation with Own funds - Items reported in "Own funds" |
| | | S.29.01.01.02 | Variation of components of reconciliation reserve - Items reported in "Own funds" |
| | | S.29.01.07.01 | Reconciliation with Own funds - Items reported in "Own funds" |
| | | S.29.02.01.01 | Excess of Assets over Liabilities - explained by investments and financial liabilities |
| | | S.29.03.01.01 | Excess of Assets over Liabilities - explained by technical provisions |
| | | S.29.03.01.02 | Reinsurance recoverables - opening and closing BE [UWY] |
| | | S.29.03.01.03 | Analysis of movements affecting Excess of Assets over Liabilities |
| | | S.29.03.01.04 | Reinsurance recoverables - opening and closing BE [AY] |
| | | S.29.03.01.05 | Analysis of movements affecting Excess of Assets over Liabilities |
| | | S.29.03.01.06 | Technical flows affecting Technical provisions |
| | | S.29.03.01.07 | Variation in Excess of Assets over Liabilities explained by Technical provisions |
| | | S.29.04.01.01 | Detailed analysis per period - Technical flows versus Technical provisions - UWY |
| | | S.29.04.01.02 | Detailed analysis per period - Technical flows versus Technical provisions - AY |
| | | S.30.01.01.01 | Facultative covers non-life (overall 20 largest facultative reinsurance exposures plus the largest two in each line of business if not covered by the largest 20) |
| | | S.30.01.01.02 | Facultative covers life (overall 20 largest facultative reinsurance exposures plus the largest two in each line of business if not covered by the largest 20) |
| | | S.30.02.01.01 | Facultative covers non-life (overall 20 largest facultative reinsurance exposures plus the largest two in each line of business if not covered by the largest 20) |
| | | S.30.02.01.02 | Facultative covers life (overall 20 largest facultative reinsurance exposures plus the largest two in each line of business if not covered by the largest 20) |
| | | S.30.02.01.03 | Reinsurer-specific information |
| | | S.30.03.01.01 | Outgoing Reinsurance Program basic data |
| | | S.30.04.01.01 | Outgoing Reinsurance Program shares data |
| | | S.30.04.01.02 | Information on reinsurers |
| | | S.31.01.01.01 | Share of reinsurers |
| | | S.31.01.01.02 | Information on reinsurers |
| | | S.31.01.04.01 | Share of reinsurers |
| | | S.31.01.04.02 | Information on reinsurers |
| | | S.31.02.01.01 | Special Purpose Vehicles |
| | | S.31.02.01.02 | Information on SPV |
| | | S.31.02.04.01 | Special Purpose Vehicles |
| | | S.31.02.04.02 | Information on SPV |
| | | S.32.01.04.01 | Undertakings in the scope of the group |
| | | S.32.01.22.01 | Undertakings in the scope of the group |
| | | S.33.01.04.01 | Insurance and Reinsurance individual requirements |
| | | S.34.01.04.01 | Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements |
| | | S.35.01.04.01 | Contribution to group Technical Provisions |
| | | S.36.01.01.01 | IGT - Equity-type transactions, debt and asset transfer |
| | | S.36.02.01.01 | IGT - Derivatives |
| | | S.36.03.01.01 | IGT - Off-balance sheet and contingent liabilities |
| | | S.36.04.01.01 | IGT - Insurance-reinsurance |
| | | S.36.05.01.01 | IGT - P&L |
| | | S.37.01.04.01 | Risk concentration - Exposure to counteparties |
| | | S.37.02.04.01 | Exposure by currency |
| | | S.37.02.04.02 | Exposure by sector |
| | | S.37.02.04.03 | Exposure by country |
| | | S.37.02.04.04 | Total |
| | | S.37.03.04.01 | Equity |
| | | S.37.03.04.02 | Bonds |
| | | S.38.01.11.01 | Modified duration of technical provisions |
| | | S.38.01.11.02 | Effective duration of technical provisions |
| | | S.39.01.11.01 | Profit and Loss - Result |
| | | S.39.01.11.02 | Profit and Loss - Detail |
| | | S.41.01.11.01 | Lapses |
| | | S.52.01.01.01 | PEPP and PEPP saver information (1) |
| | | S.52.01.01.02 | PEPP and PEPP saver information (2) |
| | | SE.01.01.16.01 | Content of the submission |
| | | SE.01.01.17.01 | Content of the submission |
| | | SE.01.01.18.01 | Content of the submission |
| | | SE.01.01.19.01 | Content of the submission |
| | | SE.02.01.16.01 | Balance sheet |
| | | SE.02.01.17.01 | Balance sheet |
| | | SE.02.01.18.01 | Balance sheet |
| | | SE.02.01.19.01 | Balance sheet |
| | | SE.06.02.16.01 | List of assets. Information on positions held |
| | | SE.06.02.16.02 | List of assets. Information on assets |
| | | SE.06.02.18.01 | List of assets. Information on positions held |
| | | SE.06.02.18.02 | List of assets. Information on assets |
| | | SE.17.01.17.01 | Non-Life Technical Provisions |
| | | SPV.01.01.20.01 | Content of the submission |
| | | SPV.01.02.20.01 | Basic information - General |
| | | SPV.02.01.20.01 | Balance sheet |
| | | SPV.02.01.20.02 | Description of items |
| | | SPV.02.01.20.03 | Description of items |
| | | SPV.02.01.20.04 | Description of items |
| | | SPV.02.02.20.01 | Off-balance sheet items and obligations |
| | | SPV.02.02.20.02 | Off-balance sheet items. Description of items |
| | | SPV.02.02.20.03 | Off-balance sheet obligations. Description of items |
| | | SPV.03.01.20.01 | Assets held for separable risk |
| | | SPV.03.01.20.02 | Arrangements |
| | | SPV.03.02.20.01 | Amount of the debt or other financing mechanism issued for arrangement |
| | | SPV.03.02.20.02 | Arrangements |
| | | SR.01.01.01.01 | Content of the submission |
| | | SR.01.01.04.01 | Content of the submission |
| | | SR.01.01.07.01 | Content of the submission |
| | | SR.02.01.01.01 | Balance sheet |
| | | SR.02.01.07.01 | Balance sheet |
| | | SR.12.01.01.01 | Life and Health SLT Technical Provisions |
| | | SR.17.01.01.01 | Non-Life Technical Provisions |
| | | SR.22.02.01.01 | Projection of future cash flows (Best Estimate - Matching portfolios) |
| | | SR.22.03.01.01 | Information on the matching adjustment calculation |
| | | SR.25.01.01.01 | Basic Solvency Capital Requirement |
| | | SR.25.01.01.02 | Calculation of Solvency Capital Requirement |
| | | SR.25.01.01.03 | Approach to tax rate |
| | | SR.25.01.01.04 | Calculation of loss absorbing capacity of deferred taxes |
| | | SR.25.01.01.05 | Calculation of loss absorbing capacity of deferred taxes |
| | | SR.25.01.04.01 | Basic Solvency Capital Requirement |
| | | SR.25.01.04.02 | Calculation of Solvency Capital Requirement |
| | | SR.25.05.01.01 | Component-specific information |
| | | SR.25.05.01.02 | Calculation of Solvency Capital Requirement |
| | | SR.25.05.04.01 | Component - specific information |
| | | SR.25.05.04.02 | Calculation of Solvency Capital Requirement |
| | | SR.26.01.01.01 | Market risk - basic information, part 1 |
| | | SR.26.01.01.02 | Market risk - basic information, part 2 |
| | | SR.26.01.01.03 | Simplifications used |
| | | SR.26.01.04.01 | Market risk - basic information, part 1 |
| | | SR.26.01.04.02 | Market risk - basic information, part 2 |
| | | SR.26.01.04.03 | Simplifications used |
| | | SR.26.01.04.04 | Currency used as a reference to calculate the currency risk |
| | | SR.26.02.01.01 | Counterparty default risk - basic information |
| | | SR.26.02.01.02 | Simplifications used |
| | | SR.26.03.01.01 | Life underwriting risk |
| | | SR.26.03.01.02 | Further details on revision risk |
| | | SR.26.03.01.03 | Simplifications used |
| | | SR.26.03.01.04 | Life underwriting risk |
| | | SR.26.04.01.01 | SLT health underwriting risk |
| | | SR.26.04.01.02 | Further details on revision risk |
| | | SR.26.04.01.03 | NSLT Health premium and reserve risk |
| | | SR.26.04.01.04 | Total NSLT health premium and reserve risk |
| | | SR.26.04.01.05 | NSLT health lapse risk |
| | | SR.26.04.01.06 | Total NSLT health underwriting risk |
| | | SR.26.04.01.07 | Health catastrophe risk - basic information |
| | | SR.26.04.01.08 | Total health underwriting risk |
| | | SR.26.04.01.09 | Simplifications used |
| | | SR.26.05.01.01 | Non-life premium and reserve risk |
| | | SR.26.05.01.02 | Non-life premium and reserve risk (Solvency capital requirement) |
| | | SR.26.05.01.03 | Non-Life lapse risk |
| | | SR.26.05.01.04 | Non-life catastrophe risk and total non-life underwriting risk |
| | | SR.26.05.01.05 | Simplifications used |
| | | SR.26.06.01.01 | Operational risk - basic information |
| | | SR.26.07.01.01 | Market risk - Spread risk (bonds and loans) (including captives) |
| | | SR.26.07.01.02 | Market risk - Increase in unit-linked and index-linked technical provisions |
| | | SR.26.07.01.03 | Market risk - Interest rate risk (captives) |
| | | SR.26.07.01.04 | Life underwriting risk |
| | | SR.26.07.01.05 | Market risk - Market risk concentrations |
| | | SR.26.07.01.06 | NAT CAT simplifications |
| | | SR.26.08.01.01 | Component - specific information |
| | | SR.26.08.01.02 | Component - memorandum items |
| | | SR.26.08.04.01 | Component - specific information |
| | | SR.26.08.04.02 | Component - memorandum items |
| | | SR.27.01.01.01 | Non-life and Health catastrophe risk - Summary |
| | | SR.27.01.01.02 | Natural Catastrophe risk - Windstorm |
| | | SR.27.01.01.03 | Natural Catastrophe risk - Earthquake |
| | | SR.27.01.01.04 | Natural Catastrophe risk - Flood |
| | | SR.27.01.01.05 | Natural Catastrophe risk - Hail |
| | | SR.27.01.01.06 | Natural Catastrophe risk -Subsidence |
| | | SR.27.01.01.07 | Catastrophe risk - Non-proportional property reinsurance |
| | | SR.27.01.01.08 | Man made catastrophe risk - Motor Vehicle Liability |
| | | SR.27.01.01.09 | Man made catastrophe risk - Marine Tanker Collision |
| | | SR.27.01.01.10 | Man made catastrophe risk - Marine Platform Explosion |
| | | SR.27.01.01.11 | Man made catastrophe risk - Marine |
| | | SR.27.01.01.12 | Man made catastrophe risk - Aviation |
| | | SR.27.01.01.13 | Man made catastrophe risk - Fire |
| | | SR.27.01.01.14 | Man made catastrophe risk - Liability |
| | | SR.27.01.01.15 | Man made catastrophe risk - Liability |
| | | SR.27.01.01.16 | Man made catastrophe risk - Credit & Suretyship - Large Credit Default |
| | | SR.27.01.01.17 | Man made catastrophe risk - Credit & Suretyship - Recession Risk |
| | | SR.27.01.01.18 | Man made catastrophe risk - Credit & Suretyship |
| | | SR.27.01.01.19 | Man made catastrophe risk - Other non-life catastrophe risk |
| | | SR.27.01.01.20 | Health Catastrophe risk - Mass accident |
| | | SR.27.01.01.21 | Health Catastrophe risk - Concentration accident |
| | | SR.27.01.01.22 | Health Catastrophe risk - Pandemic |
| | | SR.27.01.01.23 | Health Catastrophe risk - Concentration accident. Other countries to be considered in the Concentration accident |
| | | SR.27.01.01.24 | Health Catastrophe risk - Pandemic. Other countries to be considered in the Pandemic |
| | | SR.27.01.01.25 | Health Catastrophe risk - Pandemic. Total |
| | | SR.27.01.01.26 | Health Catastrophe risk - Concentration accident. Total |
| | | SR.27.01.01.27 | Simplifications used |
| | | SR.27.01.01.28 | Number of vessels |
| | | T.99.01.01.01 | Technical table |
Index