Tables

CodeLabel
templatetemplatedpm mapIM.00.01.01.01Basic Information
templatetemplatedpm mapIM.00.01.02.01Content of the submission - Y/N
templatetemplatedpm mapIM.00.01.02.02Content of the submission - Reason(s) if template not completed
templatetemplatedpm mapIM.00.01.03.01Basic information – ring-fenced funds / with-profits funds
templatetemplatedpm mapIM.01.02.01.01Life internal model risk outputs - Base
templatetemplatedpm mapIM.01.02.01.02Life internal model risk outputs - Best estimate
templatetemplatedpm mapIM.01.02.01.03Life internal model risk outputs - Percentile data
templatetemplatedpm mapIM.02.02.01.01Internal model counterparty risk
templatetemplatedpm mapIM.03.02.01.01Reserve Risk Outputs - Own Lines, 1 Year Risk
templatetemplatedpm mapIM.03.02.01.02Reserve Risk Outputs - Own Lines, 1 Year Risk - Aggregate
templatetemplatedpm mapIM.03.02.01.03Reserve Risk Outputs - Own Lines, 1 Year Risk - LoB
templatetemplatedpm mapIM.03.02.02.01Reserve Risk Outputs - Solvency II Lines, 1 Year Risk
templatetemplatedpm mapIM.03.02.02.02Reserve Risk Outputs - Solvency II Lines, 1 Year Risk
templatetemplatedpm mapIM.03.03.01.01Premium Risk Outputs - Own Lines, 1 Year Risk
templatetemplatedpm mapIM.03.03.01.02Premium Risk Outputs - Own Lines, 1 Year Risk - Aggregate
templatetemplatedpm mapIM.03.03.01.03Premium Risk Outputs - Own Lines, 1 Year Risk- LoB
templatetemplatedpm mapIM.03.03.02.01Premium Risk Outputs - Solvency II Lines, 1 Year Risk
templatetemplatedpm mapIM.03.03.02.02Premium Risk Outputs - Solvency II Lines, 1 Year Risk
templatetemplatedpm mapIM.03.04.01.01Premium Risk Outputs - Historical Premiums and Loss Ratios - Aggregate
templatetemplatedpm mapIM.03.04.01.02Premium Risk Outputs - Historical Premiums and Loss Ratios - LoB
templatetemplatedpm mapIM.03.05.01.01Losses From Catastrophe Events - 1 Year Risk
templatetemplatedpm mapIM.03.05.01.02Losses From Catastrophe Events - 1 Year Risk - Catastrophe peril
templatetemplatedpm mapIM.03.05.01.03Losses From Catastrophe Events - 1 Year Risk - Total (property and non-property) business
templatetemplatedpm mapIM.03.05.01.04Losses From Catastrophe Events - 1 Year Risk - Gross Annual Premium
templatetemplatedpm mapIM.03.05.01.05Losses From Catastrophe Events - 1 Year Risk - Split of premium income
templatetemplatedpm mapIM.03.06.01.01.Part1Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - 1 Year Risk - Gross undiscounted output correlations between Entity own LoBs Linear Correlations - Reserving risk class
templatetemplatedpm mapIM.03.06.01.01.Part2Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - 1 Year Risk - Gross undiscounted output correlations between Entity own LoBs Linear Correlations - Premium risk class vs Reserving risk class
templatetemplatedpm mapIM.03.06.01.01.Part3Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - 1 Year Risk - Gross undiscounted output correlations between Entity own LoBs Linear Correlations - Premium risk class
templatetemplatedpm mapIM.03.06.01.02.Part1Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - 1 Year Risk - Rank Correlations - Reserving risk class
templatetemplatedpm mapIM.03.06.01.02.Part2Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - 1 Year Risk - Rank Correlations - Premium risk class vs Reserving risk class
templatetemplatedpm mapIM.03.06.01.02.Part3Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - 1 Year Risk - Rank Correlations - Premium risk class
templatetemplatedpm mapIM.03.06.01.03.Part1Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - 1 Year Risk - Net discounted output correlation coefficients between Entity own LoBs Linear Correlations - Reserving risk class
templatetemplatedpm mapIM.03.06.01.03.Part2Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - 1 Year Risk - Net discounted output correlation coefficients between Entity own LoBs Linear Correlations - Premium risk class vs Reserving risk class
templatetemplatedpm mapIM.03.06.01.03.Part3Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - 1 Year Risk - Net discounted output correlation coefficients between Entity own LoBs Linear Correlations - Premium risk class
templatetemplatedpm mapIM.03.07.01.01Market Risk Outputs
templatetemplatedpm mapIM.03.07.01.02Market Risk Outputs - market value and model outputs
templatetemplatedpm mapIM.03.07.01.03Market Risk Outputs - comments
templatetemplatedpm mapIM.03.07.01.04Market Risk Outputs - market value (material currencies)
templatetemplatedpm mapIM.03.07.01.05Market Risk Outputs - model outputs (material currencies)
templatetemplatedpm mapIM.03.07.01.06Market Risk Outputs - comments (material currencies)
templatetemplatedpm mapIM.03.08.01.01Total Risk and Risk Module Output Distributions - 1 Year Risk
templatetemplatedpm mapIM.03.08.01.02Total Risk and Risk Module Output Distributions - 1 Year Risk
templatetemplatedpm mapIM.03.09.01.01Risk Module Level Output Correlations - 1 Year Risk - Output linear correlations between risk modules
templatetemplatedpm mapIM.03.10.01.01Descriptions of Undertakings own lines of business (LoBs)
templatetemplatedpm mapIM.03.10.01.02Descriptions of Undertakings own lines of business (LoBs)
templatetemplatedpm mapIM.03.11.01.01Comments Sheet
templatetemplatedpm mapIMR.02.02.01.01Internal model counterparty risk (RFF)
templatetemplatedpm mapIMR.03.08.01.01Total Risk and Risk Module Output Distributions - 1 Year Risk (RFF)
templatetemplatedpm mapIMR.03.08.01.02Total Risk and Risk Module Output Distributions - 1 Year Risk (RFF)
templatetemplatedpm mapMO.03.02.01.01Reserve Risk Outputs - Own Lines, Ultimate Risk
templatetemplatedpm mapMO.03.02.01.02Reserve Risk Outputs - Own Lines, Ultimate Risk - Aggregate
templatetemplatedpm mapMO.03.02.01.03Reserve Risk Outputs - Own Lines, Ultimate Risk - LoB
templatetemplatedpm mapMO.03.02.02.01Reserve Risk Outputs - Solvency II Lines, Ultimate Risk
templatetemplatedpm mapMO.03.02.02.02Reserve Risk Outputs - Solvency II Lines, Ultimate Risk
templatetemplatedpm mapMO.03.03.01.01Premium Risk Outputs - Own Lines, Ultimate Risk
templatetemplatedpm mapMO.03.03.01.02Premium Risk Outputs - Own Lines, Ultimate Risk - Aggregate
templatetemplatedpm mapMO.03.03.01.03Premium Risk Outputs - Own Lines, Ultimate Risk - LoB
templatetemplatedpm mapMO.03.03.02.01Premium Risk Outputs - Solvency II Lines, Ultimate Risk
templatetemplatedpm mapMO.03.03.02.02Premium Risk Outputs - Solvency II Lines, Ultimate Risk
templatetemplatedpm mapMO.03.05.01.01Losses From Catastrophe Events - Ultimate Risk
templatetemplatedpm mapMO.03.05.01.02Losses From Catastrophe Events - Ultimate Risk - Catastrophe peril
templatetemplatedpm mapMO.03.05.01.03Losses From Catastrophe Events - Ultimate Risk - Total (property and non-property) business
templatetemplatedpm mapMO.03.05.01.04Losses From Catastrophe Events - Ultimate Risk - Gross Annual Premium
templatetemplatedpm mapMO.03.05.01.05Losses From Catastrophe Events - Ultimate Risk - Split of premium income
templatetemplatedpm mapMO.03.06.01.01.Part1Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - Ultimate Risk - Gross undiscounted output correlations between Entity own LoBs Linear Correlations - Reserving risk class
templatetemplatedpm mapMO.03.06.01.01.Part2Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - Ultimate Risk - Gross undiscounted output correlations between Entity own LoBs Linear Correlations - Premium risk class vs Reserving risk class
templatetemplatedpm mapMO.03.06.01.01.Part3Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - Ultimate Risk - Gross undiscounted output correlations between Entity own LoBs Linear Correlations - Premium risk class
templatetemplatedpm mapMO.03.06.01.02.Part1Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - Ultimate Risk - Rank Correlations - Reserving risk class
templatetemplatedpm mapMO.03.06.01.02.Part2Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - Ultimate Risk - Rank Correlations - Premium risk class vs Reserving risk class
templatetemplatedpm mapMO.03.06.01.02.Part3Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - Ultimate Risk - Rank Correlations - Premium risk class
templatetemplatedpm mapMO.03.06.01.03.Part1Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - Ultimate Risk - Net discounted output correlation coefficients between Entity own LoBs Linear Correlations - Reserving risk class
templatetemplatedpm mapMO.03.06.01.03.Part2Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - Ultimate Risk - Net discounted output correlation coefficients between Entity own LoBs Linear Correlations - Premium risk class vs Reserving risk class
templatetemplatedpm mapMO.03.06.01.03.Part3Insurance Risk Outputs - Output Correlations Between Firm's Own Lines of Business - Ultimate Risk - Net discounted output correlation coefficients between Entity own LoBs Linear Correlations - Premium risk class
templatetemplatedpm mapMO.03.08.01.01Total Risk and Risk Module Output - Distributions - Ultimate
templatetemplatedpm mapMO.03.08.01.02Total Risk and Risk Module Output - Distributions - Ultimate
templatetemplatedpm mapMO.03.09.01.01Risk Module Level Output Correlations - Ultimate Risk - Output linear correlations between risk modules
templatetemplatedpm mapMOR.03.08.01.01Total Risk and Risk Module Output - Distributions - Ultimate (RFF)
templatetemplatedpm mapMOR.03.08.01.02Total Risk and Risk Module Output - Distributions - Ultimate (RFF)