Index IndexConstraints ConstraintsDPM Map DPM Map

s2md_tS.26.08.01.01 - Component - specific information

S.26.08.01.01
Solvency Capital RequirementAllocation from adjustments due to RFF and Matching adjustments portfoliosConsideration of the future management actions regarding technical provisions and/or deferred taxesAmount modelled
C0010C0050C0060C0070
Risk type
Total stand-alone riskR0010
Total diversificationR0020
Total diversified risk before taxR0030
Total diversified risk after taxR0040
Loss absorbing capacity of deferred taxesR0050
Loss absorbing capacity of technical provisionsR0060
Total market & credit riskR0070
Market & Credit risk - diversifiedR0080
Interest rate riskR0090
Interest rate volatility riskR0100
Inflation riskR0110
Equity riskR0120
Equity volatility riskR0130
Property riskR0140
Currency riskR0150
Credit spread riskR0160
Credit event risk (migration & default)R0170
Credit risk sum (spread, migration & default)R0180
Credit event risk not covered in market & credit riskR0190
Credit event risk not covered in market & credit risk - diversifiedR0200
Basis risk financial instrumentsR0210
Derivatives riskR0220
ParticipationsR0230
Liquidity riskR0240
Pension riskR0250
Concentration riskR0260
Total Business riskR0270
Total Business risk - diversifiedR0280
Total underwriting riskR0290
Total underwriting risk - diversifiedR0300
Total Net Non-life underwriting riskR0310
Total Net Non-life underwriting risk - diversifiedR0320
Net Nat-cat riskR0330
Net Man-made riskR0340
Gross reserve riskR0350
Gross premium riskR0360
Total Life & Health underwriting riskR0370
Total Life & Health underwriting risk - diversifiedR0380
Mortality riskR0390
Longevity riskR0400
Disability-Morbidity riskR0410
LapseR0420
Expense riskR0430
Revision riskR0440
Catastrophe riskR0450
Trend riskR0460
Level riskR0470
Total Operational riskR0480
Total Operational risk - diversifiedR0490
Other riskR0500

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