Cells Frequency

Template Content FSC needs (for current proposal current proposal Justification FSC
Excel Cell name
defined sample) (solo) (groups)

Gross Written Premiums, Non-Life, per LoB, direct

Cover - A1Q C8:N8 A1:A12 business quarterly quarterly quarterly Sector growth; Profitability; Retention ratio
Gross Written Premiums, Non-Life, per LoB, indirect
Cover - A1Q O9:R9 B13:B16 business quarterly quarterly quarterly Sector growth; Profitability; Retention ratio
Cover - A1Q C30:J30 I1:I6 Gross Written Premiums, Life, per LoB quarterly quarterly quarterly Sector growth; Profitability; Retention ratio
Cover - A1Q C11:R11 D1:D16 Net Written Premiums, Non-Life, per LoB quarterly quarterly quarterly Sector growth; Profitability; Retention ratio
Cover - A1Q C32:J32 K1:K6 Net Written Premiums, Life, per LoB quarterly quarterly quarterly Sector growth; Profitability; Retention ratio
Cover - A1Q C16:R16 H1:H16 Net Claims Paid, Non-Life, per LoB quarterly quarterly quarterly Profitability (numerator for combined ratio)
Cover - A1Q C36:J36 N1:N6 Net Claims Paid, Life, per LoB quarterly quarterly quarterly Profitability (numerator for combined ratio)
Cover - A1Q C21:R21 H1Z:H16Z Net Expenses, Non-Life, per LoB quarterly quarterly quarterly Profitability (numerator for combined ratio)
Cover - A1Q C22 H1F Other Expenses, Non-Life quarterly quarterly quarterly Profitability (numerator for combined ratio)
Cover - A1Q C23 H1G Total Expenses, Non-Life quarterly quarterly quarterly Profitability (numerator for combined ratio)
Cover - A1Q C40:J40 N1Z:N16Z Net Expenses, Life, per LoB quarterly quarterly quarterly Profitability (numerator for combined ratio)
Cover - A1Q C41 R Other Expenses, Life quarterly quarterly quarterly Profitability (numerator for combined ratio)
Cover - A1Q C42 S1 Total Expenses, Life quarterly quarterly quarterly Profitability (numerator for combined ratio)
OF - B1Q C26 A13 Subordinated Liabilities quarterly quarterly quarterly Funding position
OF - B1Q C84:G84 A50:E50 Total Eligible Own Funds, incl. tiering, Solo quarterly quarterly quarterly Solvency ratio/buffer
OF - B1Q C85:F85 A51:D51 Total Eligible Own Funds, incl. tiering, Group quarterly quarterly quarterly Solvency ratio/buffer
A20, FS 1 -
SCR - B2A C47 A9 SCR for standard formula users quarterly annually annually Volatility expected
B12, FS 1 -
SCR - B2C D36 A9 SCR for full internal model users quarterly annually annually Volatility expected
MCR - B4A C45 A31 MCR quarterly quarterly Volatility expected also in floor of group SCR
MCR - B4B C46 A31 MCR for composites quarterly quarterly Volatility expected also in floor of group SCR
quarterly (with quarterly (with
Assets - D1Q B7:Z7 A1:A30 Full list of investments quarterly exemptions) exemptions) Detailed market risk analyses
quarterly (with quarterly (with
Assets - D2O B8:AG8 A1:A29 Full list of derivatives quarterly exemptions) exemptions) Counterparty risk/interlinkages to be assessed

profitability indicator, to be assessed in combination

Assets - D3 B8:H8 A1:A15 Realised investment returns, per portfolio, per asset class quarterly annually not available with guaranteed interest rate in life business
quarterly (with quarterly (with
Assets - D4 B8:I8 A1:A8 Investment funds, look-through quarterly exemptions) exemptions) necessary for an in-depth analysis of market risks
Assets - D5 B8:O8 A1:A14 Securities lending and repos quarterly annually not available counterparty risk/interlinkages to be assessed
TP - E1Q D28:T28 A11:S11 Technical provisions, Non-Life, per LoB quarterly quarterly not available Sector growth
TP - E1Q D29:T29 A12:S12 Reinsurance/SPV recoverables, Non-Life, per LoB quarterly quarterly not available Sector growth
Technical provisions excl. Reinsurance/SPV
TP - E1Q D30:T30 A13:S13 recoverables, per LoB quarterly quarterly not available Sector growth
TP - F1Q C7:J7 A1:A9 Technical provisions, replication portfolio, Life, per LoB quarterly quarterly not available Sector growth
TP - F1Q C12:J12 B1:B9 Technical provisions, best estimate, Life, per LoB quarterly quarterly not available Sector growth
TP - F1Q C13:J13 C1:C9 Reinsurance/SPV recoverables, Life, per LoB quarterly quarterly not available Sector growth
TP - F1Q C15:J15 E1:E9 Risk margin, Life, per LoB quarterly quarterly not available Sector growth

TP - F1Q M7:Q7 A10:A14 Technical provisions, replication portfolio, Health, per LoB quarterly quarterly not available Sector growth
TP - F1Q M12:Q12 B10:B14 Technical provisions, best estimate, Health, per LoB quarterly quarterly not available Sector growth
TP - F1Q M13:Q13 C10:C14 Reinsurance/SPV recoverables, Health, per LoB quarterly quarterly not available Sector growth
TP - F1Q M15:Q15 E10:E14 Risk margin, Health, per LoB quarterly quarterly not available Sector growth
volume measure for being able to calculate the
average guaranteed interest rate for whole life
TP - F3 N7 A21 Best estimate of life obligations annually annually not available business

TP - F3 Q7 A30 Annualized guaranteed rate annually annually not available to be assessed in combination with investment returns
I8; Y8; Z8; H1; X1; Y1;
Re - J2 AH8; AQ8 AG1; AP1 Outgoing reinsurance program annually annually not available to assess reinsurance risk mitigation
counterparty risk/interlinkages to be assessed; could
C8; O8; P8; B1; N1; O1; be volatile given sequenced reinsurance renewals in
Re - J3 T8 S1 Share of reinsurers quarterly annually not available different regions

Have an indicator for the potential liquidity drain due to

FS-1 E203 FS 1 - A1 Lapse/surrender rate - contracts quarterly not available not available policyholder behavior.
Have an indicator for the potential liquidity drain due to
FS-1 E204 FS 1 - A2 Lapse/surrender rate - volume quarterly not available not available policyholder behavior.
Have an indicator for the profitability of the sector from
a balance sheet perspective, i.e. in addition to the
profitability of the technical accounts and the
FS-1 E205 FS 1 - A3 Statutory Accounting: Profit&Loss quarterly not available not available investments.
Together with Profits&Loss, have an indicator for the
profitability of the sector from a balance sheet
perspective, i.e. in addition to the profitability of the
FS-1 E206 FS 1 - A4 Statutory Accounting: Balance sheet total quarterly not available not available technical accounts and the investments.
Together with Profits&Loss, have an indicator for the
profitability of the sector from a balance sheet
perspective, i.e. in addition to the profitability of the
FS-1 E207 FS 1 - A5 Statutory Accounting: Capital and reserves quarterly not available not available technical accounts and the investments.
Average profit (or loss) sharing (i.e. own fund share of Have an indicator for the pass through ratio of
FS-1 E208 FS 1 - A6 gain/loss) annually not available not available losses/gains
Have an indicator for the interest rate sensitivity of the
technical liabilities, the risk-mitigating effect of hedging
via derivatives, and potential asset-liability
FS-1 E209 FS 1 - A7 Duration of liabilities, Life annually not available not available mismatches.
Have an indicator for the interest rate sensitivity of the
technical liabilities, the risk-mitigating effect of hedging
via derivatives, and potential asset-liability
FS-1 E210 FS 1 - A8 Duration of liabilities, Non-Life annually not available not available mismatches.
5.1e
A1Q
Premiums, claims & expenses - quarterly data

Non-life

Premiums written
Gross - Direct Business

Gross - Reinsurance accepted

Net
Claims paid
Net
Expenses paid
Total Net
Other expenses
Total expenses

Life

Premiums written
Gross
Net
Claims paid
Net
Expenses paid
Total Net
Other expenses
Total expenses

OF-B1Q
Own funds
 Basic own funds
Own Funds items
Subordinated liabilities

Total eligible own funds to

meet the SCR

Total eligible own funds to

meet the MCR

SCR-B2A
Solvency Capital Requirement - for firms on Standard Formula or Partial Internal Mod

Net solvency capital

requirement (including the
loss-absorbing capacity of
technical provisions)
Solvency Capital A20, FS-1 A9
Requirement

SCR-B2C
Solvency Capital Requirement - for firms on Full Internal Models

Solvency capital requirement

(including the loss
absorbing capacity of
technical provisions and/or
deferred taxes when
applicable)
Solvency Capital
Requirement
B12 = B10 + B11
calculated using
full internal model

MCR-B4A
Minimum Capital Requirement (except for composite insurance undertakings)

MCR A31

MCR-B4B
Minimum capital Requirement - Composite insurance undertakings

MCR A31

D1Q (quarterly)
Investments Data - Portfolio list

Portfolio

Cell Number A1

D2O
Derivatives data: open positions

Portfolio

Cell Number A1

D3
Return on investment assets (by asset category)
 Portfolio

Cell Number A1

D4
Investment funds (look-through approach)

ID Code

Cell Number A1

D5
Securities lending and repo´s

Portfolio

Cell Number A1

E1Q
Non-Life Technical Provisions (quarterly)

Medical expense insurance

(1)

Recoverable from
Technical provisions - total
reinsurance
Technical provisions
contract/SPV after
- A11=A1+A8+A10

the adjustment for A12=A3+A6

expected
Technical losses due
provisions A13=A1+A9+A10
to counterparty
default - total
F1Q
Life and Health SLT Technical Provisions (Quarterly)

Insurance with profit

participation

Technical
provisions
calculated as a A1
whole (Replicable
portfolio)
Best
Total Estimate
Recoverables
from
Grossreinsurance and B1
SPV after the
adjustment for C1
expected losses due
to counterparty
Risk Margin
default E1

F3
Life obligations analysis

Best Estimate (by HRG -

merger of different cells)
A21

Reinsurance - J2
Outgoing Reinsurance Program in the next reporting year

Line of business

H1

Reinsurance - J3
Share of reinsurers
 Code reinsurer
B1

FS - Add-on
Financial stability reporting

Lapse/surrender rate
contracts
Lapse/surrender rate volume
Statutory Accounting:
Profit&Loss
Statutory Accounting:
Balance sheet total
Statutory Accounting:
Capital and reserves
Average profit (or loss)
sharing (i.e. own fund share
of gain/loss)
Duration of liabilities, Life
Duration of liabilities, Non-
Life
 Line of Busin
Workers'
Medical expense Income protection Motor vehicle liability Other motor
compensation
insurance insurance insurance insurance
insurance
(1) (2) (4) (5)
(3)

A1 A2 A3 A4 A5

D1=A1+B1-C1

H1=E1+F1-G1

H1Z=E1Z+F1Z-G1Z

Line of Business for: life obligations

Annuities stemming
from non-life
Annuities stemming
insurance contracts
from non-life
and relating to
Insurance with profit Index-linked and insurance contracts
Other life insurance insurance
participation unit-linked insurance and relating to
obligations other
health insurance
than health
obligations
insurance
obligations

I1 I2 I3 I3A I3B
K1=I1-J1

N1=L1-M1

N1Z=L1Z-M1Z
R
S1=N1Z+N2Z+…+N6Z+R
 Total
A13=B13+C13+D13

Total Tier 1 Tier 1 Tier 2 Tier 3

unrestricted restricted
D50=MAX(0,
C50=MAX(0, E50=MAX(0,MIN(((0.5*
A50 = B50= MAX(0,(B46 or (MIN(0.5*A52,((C46 or
(MIN(B50*0.25, (C46 A52)-D50), 0.15*A52,
B50+C50+D50+E50 B48)) C48)-C50)+ (D46 or
or C48)))) (E46 or E48)))
D48))))
D51=MAX(0,
(MIN(0.2*A53,((C46 or
A51=B51+C51+D51 B51=B50 C51=C50
C48)-C51)+ (D46 or
D48))))

rd Formula or Partial Internal Models

ernal Models
e insurance undertakings)

ce undertakings

Asset held in unit

Asset pledged as
Fund number linked and index ID Code ID Code type
collateral
linked funds (Y/N)

A2 A3 A4 A5 A6

Derivatives held in
unit linked and
Fund number ID Code ID Code type Counterparty ID
index linked funds
(Y/N)
A2 A3 A4 A5 A6
Asset held in unit
linked and index Asset category Dividends Interest Rent
linked funds (Y/N)
A3 A4 A6 A7 A8

Underlying asset Geographical zone Currency - Local or

ID Code type Fund number
category of issue foreign
A2 A3 A4 A5 A6

Asset held in unit

Type of repo / Buyer or seller /
Fund number linked and index Asset category
securities lending Lender or borrower
linked funds (Y/N)
A2 A3 A4 A5 A6

Direct business and accepted proportional rei

Workers' Marine, aviation

Income protection Motor vehicle Other motor
compensation and transport
insurance liability insurance insurance
insurance insurance
(2) (4) (5)
(3) (6)

B11=B1+B8+B10 C11=C1+C8+C10 D11=D1+D8+D10 E11=E1+E8+E10 F11=F1+F8+F10

B12=B3+B6 C12=C3+C6 D12=D3+D6 E12=E3+E6 F12=F3+F6
B13=B1+B9+B10 C13=C1+C9+C10 D13=D1+D9+D10 E13=E1+E9+E10 F13=F1+F9+F10
 Annuities stemming
Index-linked and unit-linked insurance Other life insurance from non-life
insurance contracts
Contracts without Contracts with Contracts without Contracts with and relating to
options and options and options and options and insurance obligation
guarantees guarantees guarantees guarantees other than health
insurance contracts

A3 A5 A6

B2 B3 B4 B5 B6
C2 C3 C4 C5 C6

E2 E4 E6

Annualized
guaranteed rate
A30

Maximum cover Maximum cover

Code reinsurer Share reinsurer (%)
per risk or event per treaty
X1 Y1 AG1 AP1
Total reinsurance Total guarantees
Net receivables
recoverables received
N1=K1+L1+M1 O1 S1=P1+Q1+R1

FS-1 A1

FS-1 A2

FS-1 A3

FS-1 A4

FS-1 A5

FS-1 A6

FS-1 A7

FS-1 A8
 Line of Business for: non-life obligations
Fire and other
Marine, aviation and General liability Credit and Legal expenses
damage to property
transport insurance insurance suretyship insurance insurance
insurance
(6) (8) (9) (10)
(7)

A6 A7 A8 A9 A10

H1F
H1G=H1Z+H2Z+…+H16Z+H1F

gations

Life reinsurance Health insurance Health reinsurance

I4 I5 I6

+R
 Issuer Group
Security Title Issuer Name Issuer Sector Issuer Country
(Code)

A7 A8 A9 A10 A11

Asset or liability
Counterparty
External rating Rating agency Contract name underlying the
Group (Code)
derivative

A34 A35 A7 A8 A9
 Net gains and
losses

A15

Level of look-
Total amount
through
A7 A8

Weight in total
Counterparty ID Collateral type Near leg amount Far leg amount
exposures

A7 A8 A9 A10 A11

Segmentation for:
ccepted proportional reinsurance

Fire and other Credit and

damage to property General liability suretyship Legal expenses Assistance
insurance insurance
insurance insurance (11)
(8) (10)
(7) (9)

G11=G1+G8+G10 H11=H1+H8+H10 I11=I1+I8+I10 L11=L1+L8+L10 M11=M1+M8+M10

G12=G3+G6 H12=H3+H6 I12=I3+I6 L12=L3+L6 M12=M3+M6
G13=G1+G9+G10 H13=H1+H9+H10 I13=I1+I9+I10 L13=L1+L9+L10 M13=M1+M9+M10
 Accepted
Total (Life other Health insurance (direct business)
reinsurance
than health
insurance incl. Contracts without Contracts with
Unit-Linked) options and options and
guarantees guarantees

A7 A9=A1+A3+A5+A6+A7 A10

B7 B9=SOMME(B1:B7) B10 B11

C7 C9=SOMME(C1:C7) C10 C11

E7 E9=E1+E2+E4+E6+E7 E10
 Line of business for:
accepted non-proportional reinsurance
Miscellaneous
Assistance
financial loss Health (13) Property (14) Casualty (15)
(11)
(12)

A11 A12

B13 B14 B15

 Currency (ISO
Country of custody CIC Participation External rating
code)

A12 A13 A15 A16 A17

Currency (ISO
CIC Use of derivative Delta Notional amount
code)

A10 A11 A13 A14 A15

 Start date Maturity date SII Value

A12 A13 A14

accepted non-proportional reinsurance:

Non-proportional
Miscellaneous Non-proportional Non-proportional
Non-proportional marine, aviation
financial loss casualty property
health reinsurance and transport
(12) reinsurance reinsurance
(13) reinsurance
(14) (16)
(15)

N11=N1+N8+N10 O11=O1+O8+O10 P11=P1+P8+P10 Q11=Q1+Q8+Q10 R11=R1+R8+R10

N12=N3+N6 O12=O3+O6 P12=P3+P6 Q12=Q3+Q6 R12=R3+R6
N13=N1+N9+N10 O13=O1+O9+O10 P13=P1+P9+P10 Q13=Q1+Q9+Q10 R13=R1+R9+R10
Annuities stemming
from non-life
Health reinsurance Total (Health
insurance contracts
(reinsurance similar to life
and relating to
accepted) insurance)
health insurance
obligations

A12 A13 A14=A10+A12+A13

B12 B13 B14=SOMME(B10:B13)

C12 C13 C14=SOMME(C10:C13)

E12 E13 E14=E10+E12+E13

insurance

Marine, aviation,
transport (16)

B16
 Unit SII Valuation Acquisition Total SII
Rating agency Duration Quantity
price method SII cost amount

A26=A22*A2
A18 A20 A22 A23 A24 A25 3 + accrued
interest

Maximum
Premium Unwind
Long or short Number of Contract Trigger loss under
paid/receive trigger of
position contracts dimension value unwinding
d to date contract
event
A16 A17 A19 A20 A21 A31 A32
 Total Non-Life
obligation

Q11=SOMMA(A11:R11)
Q12=SOMMA(A12:R12)
Q13=SOMMA(A13:R13)
Maturity Accrued
date interest

A28 A30

Swap Swap Swap

Swap inflow Maturity
outflow delivered received Trade date Duration
amount date
amount currency currency

A22 A23 A24 A25 A26 A27 A33

 Valuation
SII value
method SII

A28 A29
 BS-C1
C1

Balance sheet

Solvency II value Statutory accounts value

Assets
Goodwill AS1
Deferred acquisition costs AS24
Intangible assets A2 AS2
Deferred tax assets A26 AS26
Pension benefit surplus A25B AS25B
Property, plant & equipement held for own use A3 AS3
AS4=AS5+AS6+AS7+AS
Investments (other than assets held for index-linked and unit-linked funds) A4=A5+A6+A7+A7A+A8 7A+AS8+AS8A+AS8C+A
+A8A+A8C+A8D+A9+A1 S8D+AS9+AS10A+AS10
0A+A10B+A11+A14 B+AS11+AS14
Property (other than for own use) A5 AS5
Participations A6 AS6
Equities - listed A7 AS7
Equities - unlisted A7A AS7A
Government Bonds A8 AS8
Corporate Bonds A8A AS8A
Structured notes A8C AS8C
Collateralised securities A8D AS8D
A9=A9A+A9B+A9C+A9D
Investment funds +A9E+A9F AS9
including equities in invested funds A9A
including government bonds in invested funds A9B
including corporate bonds in invested funds A9C
including property in invested funds A9D
including derivatives in invested funds A9E
including other financial assets in invested funds A9F
Derivatives A10A AS10A
Deposits other than cash equivalents A10B AS10B
Loans & mortgages (except loans on policies) A14 AS14
Other investments A11 AS11
Assets held for index-linked and unit-linked funds A12 AS12
Loans on policies A14A AS14A

Reinsurance recoverables from: A16=A17+A18+A18A+A AS16=AS17+AS18+AS1

19+A19A+A20 8A+AS19+AS19A+AS20
Non-life excluding health A17 AS17
Health similar to non-life A18 AS18
Health similar to life A18A AS18A
Life excluding health and index-linked and unit-linked A19 AS19
Life index-linked and unit-linked A19A AS19A
Deposits to cedants A13 AS13
Insurance & intermediaries receivables A21 AS21
Reinsurance receivables A20 AS20
Receivables (trade, not insurance) A23 AS23
Own shares A28A AS28A
Amounts due in respect of own fund items or initial fund called up but not yet paid in A28B AS28B
Cash and cash equivalents A27 AS27
Any other assets, not elsewhere shown A29 AS29
Total assets A30=SUM(A2:A29) AS30=SUM(AS1:AS29)

Solvency II value Statutory accounts value

Liabilities

Technical provisions – non-life (excluding health) L1=L1A+L2+L3 LS1

TP calculated as a whole L1A
Best Estimate L2
Risk margin L3
Technical provisions - health (similar to non-life) L4=L4A+L5+L6 LS4
TP calculated as a whole L4A
Best Estimate L5
Risk margin L6
Technical provisions - health (similar to life) L6B=L6C+L6D+L6E LS6B
TP calculated as a whole L6C
Best Estimate L6D
Risk margin L6E
Technical provisions – life (excluding health and index-linked and unit-linked) L7=L7A+L8+L9 LS7
TP calculated as a whole L7A
Best Estimate L8
Risk margin L9
Technical provisions – index-linked and unit-linked L10=L10A+L11+L12 LS10
TP calculated as a whole L10A
Best Estimate L11
Risk margin L12
Other technical provisions AS14
Contingent liabilities L23
Provisions other than technical provisions L18 LS18
Pension benefit obligations L22 LS22
Deposits from reinsurers L13 LS13
Deferred tax liabilities L17 LS17
Derivatives L16 LS16
Debts owed to credit institutions L19 LS19
Financial liabilities other than debts owed to credit institutions L20 LS20
Insurance & intermediaries payables L15A LS15A
Reinsurance payables L15B LS15B
Payables (trade, not insurance) L15C LS15C
Subordinated liabilities not in BOF L15D
Subordinated liabilities in BOF L26 LS15D
Any other liabilities, not elsewhere shown L25 LS25
Total liabilities L25A=SUM(L1:L25) LS25A=SUM(LS1:LS25)

Excess of assets over liabilities L27=A30-L25A LS27=AS30-LS25A

676664095.xls Page 28 07/03/2023

C1B
Off-balance sheet items

Guarantees received

Maximum value

Guarantees received by the undertaking directly A2

Of which, guarantees received from other entities of the same group A3A

Ancillary
Name of provider of Triggering event(s) Application date of
Own Funds
guarantee of guarantee guarantee
List of unlimited guarantees received Y/N
A3C B3C C3C D3C

Value of
Maximum value
guaranteed assets
Guarantees received for assets held by the undertaking A3B B3B

Collateral held
Value of
SII value
guaranteed assets
Collateral held for loans made or bonds purchased A10 B10
Collateral held for derivatives A12A B12A
Assets pledged by reinsurers for ceded technical provisions A13 B13
Other collateral held A13A B13A
A13B=A10+A12A+ B13B=B10+B12A+
Total collateral held A13+A13A B13+B13A

Collateral pledged
Value of
SII value guaranteed
liabilities
Collateral pledged for loans received or bonds issued A14 B14
Collateral pledged for derivatives A15A B15A
Assets pledged to cedants for technical provisions (reinsurance accepted) A17 B17
Other collateral pledged A17A B17A
A17B=A14+A15A+ B17B=B14+B15A+
Total collateral pledged A17+A17A B17+B17A

Contingent liabilities
Maximum possible
value
Contingent liabilities not in SII BS A18
Of which guarantees off BS provided by the undertaking A5
Including guarantees off BS provided by the undertaking to entities of the
A9A
same group

Name of receiver of Triggering event(s) Application date of

List of unlimited guarantees provided by the undertaking guarantee of guarantee guarantee
A9B B9B C9B

Maximum possible Expected value

value (SII value)
Contingent liabilities in SII BS A19 B19
C1D
Assets and liabilities by currency

Currencies
Total
A1/reporting B1 C1 D1 E1 etc. Other
Currency code currency

Assets
Investments (other than assets held for index-linked and unit-linked funds) A3 Sum (A3:I3)
Other assets within scope of Assets-D1 (other than index-linked and unit-linked
funds) A4 Sum (A4:I4)
Assets held for index-linked and unit-linked funds A5 Sum (A5:I5)
Reinsurance recoverables A5A Sum (A5A:I5A)
Deposits to cedants and insurance and reinsurance receivables A6 Sum (A6:I6)
Any other assets A7 Sum (A7:I7)
Total assets A7A=sum (A3:A7) B7A=sum sum sum sum sum sum sum

Liabilities
Technical provisions (excluding index-linked and unit-linked funds) A8
Technical provisions - index-linked and unit-linked funds A9
Deposits from reinsurers and insurance and reinsurance payables A10
Derivatives A11
Financial liabilities A12
Contingent liabilities A13
Any other liabilities A14
Total liabilites A15=sum (A8:A14) B15=sum sum sum sum sum sum sum
K1
Activity by country

Home country Country 1 (EEA Country ... Country 29 Country X (not an Country Y (not an
member state) (EEA member (EEA member EEA member EEA member
state) state) state) state)
Branch FPS Branch FPS Branch FPS
Class 1
Premiums written A1 A2 A3 A4
Claims paid C1 C2 C3 C4
Commissions E1 E2 E3 E4
Class 2
Premiums written
Claims paid
Commissions
Class etc.
Same information as above
Frequency of claims for Motor Vehicle Liability (except carrier's liability) H1 H2 H3
Average cost of claims for Motor Vehicle Liability (except carrier's liability)
H1A H2A H3A
A1A
Premiums, claims & expenses - annual data

Line of business for:

Line of Business for: non-life obligations Top 5 countries (by amount of gross premiums written)
Non-life accepted non-proportional reinsurance

Workers' Motor vehicle Marine, aviation Fire and other General Credit and Legal Marine,
Medical expense Income protection Other motor Miscellaneous
compensation liability and transport damage to property liability suretyship expenses Assistance aviation,
insurance insurance insurance financial loss Health (13) Property (14) Casualty (15) Country 1 Country 2 Country 3 Country 4 Country 5
insurance insurance insurance insurance insurance insurance insurance (11) transport
(1) (2) (5) (12)
(3) (4) (6) (7) (8) (9) (10) (16)

Premiums written
Gross - Direct Business A1 A2 A3 A4 A5 A6 A7 A8 A9 A10 A11 A12 A19 A20 A21 A22 A23
Gross - Reinsurance accepted B1 B2 … B13 B14 B15 B16
Reinsurers' share C1
Net D1=A1+B1-C1
Premiums earned
Gross - Direct Business A1A
Gross - Reinsurance accepted B1A
Reinsurers' share C1A
Net D1A=A1A+B1A-C1A
Claims paid
Gross - Direct Business E1
Gross - Reinsurance accepted F1
Reinsurers' share G1
Net H1=E1+F1-G1
Expenses paid
Administrative expenses
Gross - Direct Business E1A
Gross - Reinsurance accepted F1A
Reinsurers' share G1A
Total Net H1A=E1A+F1A-G1A
Investment management expenses
Gross - Direct Business E1B
Gross - Reinsurance accepted F1B
Reinsurers' share G1B
Total Net H1B=E1B+F1B-G1B
Claims management expenses
Gross - Direct Business E1C
Gross - Reinsurance accepted F1C
Reinsurers' share G1C
Total Net H1C=E1C+F1C-G1C
Acquisition expenses
Gross - Direct Business E1D
Gross - Reinsurance accepted F1D
Reinsurers' share G1D
Total Net H1D=E1D+F1D-G1D
Overhead expenses
Gross - Direct Business E1E
Gross - Reinsurance accepted F1E
Reinsurers' share G1E
Total Net H1E=E1E+F1E-G1E
Other expenses H1F
Total expenses H1G=H1A+..+H16A+H1B+…+H16B+H1C+…+H16C+H1D+..+H16D+H1E+..+H16E+H1F H1H
Life Line of Business for: life obligations Top 5 countries (by amount of gross premiums written)

Annuities
stemming
Annuities
from non-life
stemming from
insurance
non-life
contracts and
insurance
Insurance with profit Index-linked and unit- Other life relating to Health
contracts and Life reinsurance Health insurance Country 1 Country 2 Country 3 Country 4 Country 5
participation linked insurance insurance insurance reinsurance
relating to
obligations
health
other than
insurance
health
obligations
insurance
obligations

Premiums written
Gross I1 I2 I3 I3A I3B I4 I5 I6 I7 I8 I9 I10 I11
Reinsurers' share J1
Net K1=I1-J1
Premiums earned
Gross I1A
Reinsurers' share J1A
Net K1A=I1A-J1A
Claims paid
Gross L1
Reinsurers' share M1
Net N1=L1-M1
Expenses paid
Administrative expenses
Gross L1A
Reinsurers' share M1A
Total Net N1A=L1A-M1A
Investment management expenses
Gross O1
Reinsurers' share P1
Total Net Q1=O1-P1
Claims management expenses
Gross O1A
Reinsurers' share P1A
Total Net Q1A=O1A-P1A
Acquisition expenses
Gross O1B
Reinsurers' share P1B
Total Net Q1B=O1B-P1B
Overhead expenses
Gross O1C
Reinsurers' share P1C
Total Net Q1C=O1C-P1C
Other expenses R
Total expenses S1=N1A+…+N16A+Q1+…+Q16+Q1A+…+Q16A+Q1B+…+Q16B+Q1C+…+Q16C+R S2

`
A1Q
Premiums, claims & expenses - quarterly data

Line of business for:

Non-life Line of Business for: non-life obligations Top 5 countries (by amount of gross premiums written)
accepted non-proportional reinsurance
Workers' Motor vehicle Marine, aviation Fire and other General Credit and Legal Marine,
Medical expense Income protection Other motor Miscellaneous
compensation liability and transport damage to property liability suretyship expenses Assistance Casualty aviation,
insurance insurance insurance financial loss Health (13) Property (14) Country 1 Country 2 Country 3 Country 4 Country 5
insurance insurance insurance insurance insurance insurance insurance (11) (15) transport
(1) (2) (5) (12)
(3) (4) (6) (7) (8) (9) (10) (16)
Premiums written
Gross - Direct Business A1 A2 A3 A4 A5 A6 A7 A8 A9 A10 A11 A12 A19 A20 A21 A22 A23
Gross - Reinsurance accepted B1 B2 … B13 B14 B15 B16
Reinsurers' share C1
Net D1=A1+B1-C1
Claims paid
Gross - Direct Business E1
Gross - Reinsurance accepted F1
Reinsurers' share G1
Net H1=E1+F1-G1
Expenses paid
Gross - Direct Business E1Z
Gross - Reinsurance accepted F1Z
Reinsurers' share G1Z
Total Net H1Z=E1Z+F1Z-G1Z
Other expenses H1F
Total expenses H1G=H1Z+H2Z+…+H16Z+H1F H2G

Life Line of Business for: life obligations Top 5 countries (by amount of gross premiums written)

Annuities
stemming
Annuities
from non-life
stemming from
insurance
non-life
contracts and
insurance
Insurance with profit Index-linked and unit- Other life relating to Health
contracts and Life reinsurance Health insurance Country 1 Country 2 Country 3 Country 4 Country 5
participation linked insurance insurance insurance reinsurance
relating to
obligations
health
other than
insurance
health
obligations
insurance
obligations
Premiums written
Gross I1 I2 I3 I3A I3B I4 I5 I6 I7 I8 I9 I10 I11
Reinsurers' share J1
Net K1=I1-J1
Claims paid
Gross L1
Reinsurers' share M1
Net N1=L1-M1
Expenses paid
Gross L1Z
Reinsurers' share M1Z
Total Net N1Z=L1Z-M1Z
Other expenses R
Total expenses S1=N1Z+N2Z+…+N6Z+R S2
OF-B1A
Own funds (annual template)
Key
Data to be entered
Cell not relevant
Cell calculated by a formula
Total calculated by a formula

Total
Basic own funds
Own Funds items
Ordinary share capital (gross of own shares) A1=B1+C1

Share premium account related to ordinary share capital A2=B2+C2

Iinitial funds, members' contributions or the equivalent basic own A3=B3+C3

- fund item for mutual and mutual-type undertakings

Subordinated mutual member accounts A4=B4+C4+D4

Surplus funds A6=B6

Preference shares A8=B8+C8+D8
Share premium account related to preference shares A9=B9+C9+D9
Reconciliation reserve (solo) A12=B12

Subordinated liabilities A13=B13+C13+D13

An amount equal to the value of net deferred tax assets A15=D15

Other items approved by supervisory authority as basic own A16=B16+C16+D16

funds not specified above (Article 67 COF10 of the Delegated
Acts)

Total basic own funds after adjustments (solo) A20=

A1+A2+A3+A4+A6+A8+A9
+A12+A13+A15+A16
Validation check (solo) A22: A20 = L27(BS-C1)-
B24-B25-B27-
B28+L26(BS-C1)
Reconciliation reserve
Excess of assets over liabilities
Own shares (included as assets on the balance sheet)
Forseeable dividends and distributions
Other basic own fund items (items in (a) to (e) of COF1(1), COF3(1) and COF7(1))

Restricted own fund items due to ring fencing

Participations in financial and credit institutions
Reconciliation reserve (total solo)
Expected profits included in future premiums (EPIFP) - Life A30 = B30
business
Expected profits included in future premiums (EPIFP) - Non- life A31 = B31
business
Total EPIFP A32=A30+A31

Ancillary own funds

Unpaid and uncalled ordinary share capital callable on demand A33 = C33

Unpaid and uncalled initial funds, members' contributions or the A34 = C34
equivalent basic own fund item for mutual and mutual - type
undertakings, callable on demand
Unpaid and uncalled preference shares callable on demand A35 =C35+D35
A legally binding commitment to subscribe and pay for A36 =C36+D36
subordinated liabilities on demand
Letters of credit and guarantees under Article 96(2) of the A37=C37
Framework Directive

Letters of credit and guarantees other than under Article 96(2) of A38 =C38+D38
the Framework Directive

Supplementary members calls under Article 96(3) of the A39=C39

Framework Directive

Supplementary members calls - other than under Article 96(3) of A40 =C40+D40
the Framework Directive

Other ancillary own funds A42 =C42+D42

Total ancillary own funds (solo) A43 =C43+D43

Total

Total available own funds to meet the SCR (solo) A46=B46+C46+D46+E46

Total available own funds to meet the MCR (solo) A47=B47+C47+D47

Total

Total eligible own funds to meet the SCR A50 = B50+C50+D50+E50

Total eligible own funds to meet the MCR A51=B51+C51+D51

SCR A52
MCR/Minimum Group SCR A53
Ratio of Eligible own funds to SCR A54 = A50/A52
Ratio of Eligible own funds to MCR/Minimum Group SCR A55 = A51/A53

Ordinary share capital Total

Paid in A56=B56
Called up but not yet paid in A57=C57
Own shares held A58 = B58
Total ordinary share capital A59=B56+C56

Ordinary share capital - movements in the reporting period

Balance b/fwd
Paid in A60
Called up but not yet paid in A61
Own shares held A62
Total ordinary share capital A63 = A60+A61+A62

Share premium account related to ordinary share capital -

movements in the reporting period
Balance b/fwd
Tier 1 A64
Tier 2 A65
Total A66=A64+A65

The initial fund members' contributions or the

equivalent basic own - fund item for mutual and
mutual - type undertakings
Total
Paid in A67=B67
Called up but not yet paid in A68=C68
Total initial fund A69 = B67 + C67

The initial fund (Mutuals) - movements in the reporting

period

Balance b/fwd
Paid in A70
Called up but not yet paid in A71
Total initial fund A72=A70+A71

Subordinated mutual members accounts (MMA)

Total
Dated subordinated MMA A73= B73+D73+F73
Undated subordinated MMA with a call option A74= B74+D74+F74
Undated subordinated MMA with no contractual opportunity to A75= B75+D75+F75
redeem
Total subordinated MMA A76=A73+A74+A75
 Amount (in reporting
Description of subordinated MMA (solo) currency)
A77.1 B77.1
A77.n B77.n

Preference shares Total

Dated preference shares A79=B79+D79+F79
Undated preference shares with a call option A80=B80+D80+F80
Undated preference shares with no contractual opportunity to A81=B81+D81+F81
redeem
Total preference shares A82=B82+D82+F82

Preference shares - movements in the reporting period Balance b/fwd

Tier 1 A83
Tier 2 A84
Tier 3 A85
Total preference shares A86=A83+A84+A85

Description of preference shares Amount

A87.1 B87.1
A87.n B87.n

Share premium relating to preference shares Balance b/fwd

Tier 1 A88
Tier 2 A89
Tier 3 A90
Total A91=A91+A91+A91

Subordinated liabilities
Total
Dated subordinated liabilities A92=B92+D92+F92
Undated subordinated liabilities with a call option A93=B93+D93+F93
Undated subordinated liabilities with no contractual opportunity t A94=B94+D94+F94
Total subordinated liabilities A95=B92+D93+F94

Subordinated liabilities - movements in the reporting period Balance b/fwd

Tier 1 A96

Tier 2 A97

Tier 3 A98

Total subordinated liabilities A99=A96+A97+A98

Amount (in reporting

Description of subordinated liabilities (solo) currency)
A100.1 B100.1
A100.n B100.n

Other items approved by supervisory authority as

basic own funds not specified above - movements
in the reporting period Balance b/fwd
Tier 1 A102

Tier 2 A103

Tier 2 A104

Total basic own funds items not specified above A105=A102+A103+A104

Other items approved by supervisory authority as basic own

funds not specified above (solo) Amount
A106.1 B106.1
A106.n B106.n

Ancillary own funds Tier 2

Initial amounts
approved
Items for which an amount was approved A108
Items for which a method was approved

Ancillary own funds - movements in the reporting period Balance b/fwd

Tier 2 A110
Tier 3 A111

Total ancillary own funds A112=A110+A111

Description of ancillary own funds (solo) Amount

A113.1 B113.1
A113.n B113.n

Adjustment for ring fenced funds

Name of ring-fenced fund Notional SCR

A115.1 B115.1

A115.n B115.n

Risks outside any ring-fenced fund B116

Totals

RFF deduction

Participations Total
Total holdings in participations
Deductions

Participation is excluded from scope of group supervision

Financial and credit institutions
(Re)insurers
Financial non-regulated undertakings
Non financial non regulated undertakings
Participation is within scope of group supervision
Financial and credit institutions
(Re)insurers
Financial non-regulated undertakings
Non financial non regulated undertakings
Total deductions

Reconciliation reserve - attribution of valuation differences

(References are to BS-C1, to be updated as required)
 S2 Value - Statutory
accounts
Increase/(decrease) in the valuation of investments Q1= A4-AS4

Increase/(decrease) in the valuation of reinsurance assets Q2 = A16-AS16

Q3 = (A30-AS30) - Q1 -
Increase/(decrease) in the valuation of other assets Q2
Total reconciliation reserve attributable to valuation differences
for assets Q4 = Sum Q1:Q3

Q5 =
(L1+L4+L6B+L7+L10) -
(LS1+LS4+LS6B+LS7+LS1
Decrease/(increase) in the valuation of technical provisions 0)

Decrease/(increase) in the valuation of other liabilities Q6 = (L25A -LS25A) - Q5

Total reconciliation reserve attributable to valuation differences
for liabilities Q7 = Q5 +Q6

Total reconciliation reserve attributable to valuation differences Q8 = Q4 +Q7

 Solo/Group Template

Tier 1 Tier 2 Tier 3

B1=B59 C1=C59

B2=D64 C2=D65

B3=B67 C3=C68

B4=B76 C4=D76 D4=F76

B6
B8=B82 C8=D82 D8=F82
B9=D88 C9=D89 D9=D90
B12=B29
B13=B95 C13=D95 D13=F95
D15

B16=E102 C16=E103 D16=E104

B20= C20= D20=

B1+B2+B3+B4+B6+B8+ C1+C2+C3+C4+C8+C9+ D4+D8+D9+D13+D15+D1
B9+B12+B13+B16 C13+C16 6

B23=BSC-C1 "L27"
B24=BSC-C1 "A28A"
B25
B26=A1+A2+A3+A4
+A6+A8+A9+A15
B27 = F118
B28
B29 = B23-B24-B25-
B26-B27-B28
 B30

B31

B32 =B30+B31

C33

C34

C35 D35
C36 D36

C37

C38 D38

C39

C40 D40

C42 D42
C43 = SUM(C33:C40) + D43 =
C42 D35+D36+D38+D40+D42

Tier 1 Tier 1 Tier 2 Tier 3

unrestricted restricted
B46=B1+B2+B3+B6+B1 C46 = B4+B8+B9+B13 D46=C20+C43 E46=D20+D43
2+B16
B47=B46 C47 = C46 D47=C20

Tier 1 Tier 1 Tier 2 Tier 3

unrestricted restricted
B50= MAX(0,(B46 or C50=MAX(0, D50=MAX(0,(MIN(0.5*A52, E50=MAX(0,MIN(((0.5*A52)-
B48)) (MIN(B50*0.25, (C46 or ((C46 or C48)-C50)+ (D46 D50), 0.15*A52, (E46 or E48)))
C48)))) or D48))))

B51=B50 C51=C50 D51=MAX(0,(MIN(0.2*A53,

((C46 or C48)-C51)+ (D46
or D48))))

Note: For groups, the ratio is computed for the insurance part of the group. Capital requirements of other financial sectors are not includ
Note: For groups, the ratio is computed for the insurance part of the group. Capital requirements of other financial sectors are not includ

Tier 1 Tier 2 Tier 3

B56 = D60
C57 = D61
B58 = "BS-C1 A28A"
B59 = B56 + B58 C59 = C57

Increase Reduction Balance c/fwd

B60 C60 D60 = A60 + B60 - C60
B61 C61 D61= A61 + B61 - C61
B62 C62 D62 = A62 + B62 - C62
B63 = B60+B61+B62 C63 = C60+C61+C62 D63 = A63 + B63 - C63

Increase Reduction Balance c/fwd

B64 C64 D64 = A64+B64-C64
B65 C65 D65 = A65+B65-C65
B66=B64+B65 C66=C64+C65 D66 = A66+B66-C66

Tier 1 Tier 2 Tier 3

B67 = D70
C68 = D71
B69=B67 C69=C68

Increase Reduction Balance c/fwd

B70 C70 D70 = A70 + B70 - C70
B71 C71 D71 = A71 + B71 - C71
B72=B70+B71 C72=C70+C71 D72 = A72 + B72 - C72

Of which
Tier 1 grandfathered Tier 2 Of which grandfathered
B73 C73 D73 E73
B74 C74 D74 E74
B75 C75 D75 E75

B76=B73+B74+B75 C76=C73+C74+C75 D76=D73+D74+D75 E76=E73+E74+E75

 Currency Code (if
different to reporting
Tier currency) Lender (if specific) Is this grandfathered?
C77.1 D77.1 E77.1 F77.1
C77.n D77.n E77.n F77.n

Of which Of which grandfathered

Tier 1 grandfathered Tier 2
B79 C79 D79 E79
B80 C80 D80 E80
B81 C81 D81 E81

B82=B79+B80+B81 C82=C79+C80+C81 D82=D79+D80+D81 E82=E79+E80+E81

Movements in
Increase Reduction valuation Balance c/fwd
B83 C83 D83 E83=A83+B83-C83+D83
B84 C84 D84 E84=A84+B84-C84+D84
B85 C85 D85 E85=A85+B85-C85+D85
B86=B83+B84+B85 C86=C83+C84+C85 D86=D83+D84+D85 E86=E83+E84+E85

Is this Counterparty (if issue

grandfathered? specific) date First call date
C87.1 D87.1 E87.1 F87.1
C87.n D87.n E87.n F87.n

Increase Reduction Balance c/fwd

B88 C88 D88 = A88 + B88 - C88
B89 C89 D89 = A89 + B89 - C89
B90 C90 D90 = A90 + B90 - C90
B91=B91+B91+B91 C91=C91+C91+C91 D91=D91+D91+D91

Of which
Tier 1 grandfathered Tier 2 Of which grandfathered
B92 C92 D92 E92
B93 C93 D93 E93
B94 C94 D94 E94
B95=B92+B93+B94 C95=C92+C93+C94 D95=D92+D93+D94 E95=E92+E93+E94

Movements in
issued redeemed valuation Regulatory action
 B96 C96 D96 E96

B97 C97 D97 E97

B98 C98 D98 E98

B99=B96+B97+B98 C99=C96+C97+C98 D99=D96+D97+D98 E99=E96+E97+E98

Currency Code (if

different to reporting
Tier currency) Lender (if specific) Is this grandfathered?
C100.1 D100.1 E100.1 F100.1
C100.n D100.n E100.n F100.n

Movements in
issued redeemed valuation Balance c/fwd
B102 C102 D102 E102=A102+B102-C102+D102

B103 C103 D103 E103=A103+B103-C103+D103

B104 C104 D104 E104=A104+B104-C104+D104

B105=B102+B103+B10 C105=C102+C103+C104 D105=D102+D103+D104 E105=E102+E103+E104

4

Currency Code Tier 1 Tier 2 Tier 3

C106.1 D106.1 E106.1 F106.1
C106.n D106.n E106.n F106.n

Tier 2 Tier 3
Initial amounts
Current amounts approved Current amounts
B108 C108 D108
B109 D109

New amount made Reduction to amount Called up to basic own

available available fund Movements in valuation
B110 C110 D110 E110
 B111 C111 D111 E111

B112=B110+B111 C112=C110+C111 D112=D110+D111 E112=E110+E111

issue
Counterpart date Date of authorisation
C113.1 D113.1 E113.1
C113.n D113.n E113.n

Notional SCR
(negative results set Shareholder value in Own funds eligible for
to zero) Own funds RFF undertaking
C115.1=IF(B115.1<0,0, D115.1 E115.1 F115.1=IF((D115.1>=C115.1),
B115.1) (C115.1+E115.1),D115.1)
C115.n=IF(B115.n<0,0, D115.n E115.n F115.n=IF((D115.n>=C115.n),
B115.n) (C115.n+E115.n),D115.n)
C116=IF(B116<0,0,B11 D116 E116 F116
6)
D117=sumD115.1:D115. F117=sumF115.1:F115.n
n+D116
F118=D117-F117

Awaiting Level 2
Still in development by
EIOPA
ther financial sectors are not included.
ther financial sectors are not included.

Tier 3
F73
F74
F75

F76=F73+F74+F75
 Details of
Counterparty (if issue further call
specific) date maturity date First call date dates
G77.1 H77.1 I77.1 J77.1 K77.1
G77.n H77.n I77.n J77.n K77.n

Tier 3
F79
F80
F81

F82=F79+F80+F81

Details of further call Details of incentives to

dates redeem
G87.1 H87.1
G87.n H87.n

Tier 3
F92
F93
F94
F95=F92+F93+F94

Balance c/fwd
 F96=A96+B96-
C96+D96+E96
F97=A97+B97-
C97+D97+E97
F98=A98+B98-
C98+D98+E98
F99=F96+F97+F98

Details of
Counterparty (if issue further call
specific) date maturity date First call date dates
G100.1 H100.1 I100.1 J100.1 K100.1
G100.n H100.n I100.n J100.n K100.n

Buy back during the

Date of authorisation year
G106.1 H106.1
G106.n H106.n

Balance c/fwd
F110=A110+B110-C110-
D110+E110
F111=A111+B111-C111-
D111+E111
F112=F110+F111
Details of incentives Buy back
to redeem notice during the year
L77.1 M77.1 N77.1
L77.n M77.n N77.n
Details of incentives Buy back
to redeem notice during the year
L100.1 M100.1 N100.1
L100.n M100.n N100.n
OF-B1Q
Own funds
Key
Data to be entered
Cell not relevant
Cell calculated by a formula
Total calculated by a formula

Total
Basic own funds
Own Funds items
Ordinary share capital (gross of own shares) A1=B1+C1

Share premium account related to ordinary share capital A2=B2+C2

Iinitial funds, members' contributions or the equivalent basic own A3=B3+C3

- fund item for mutual and mutual-type undertakings

Subordinated mutual member accounts A4=B4+C4+D4

Surplus funds A6=B6

Preference shares A8=B8+C8+D8
Share premium account related to preference shares A9=B9+C9+D9
Non-available preference shares at group level A10=B10+C10+D10=K131

Non-available share premium account related to preference A11=B11+C11+D11

shares at group level
Reconciliation reserve (solo) A12=B12

Reconciliation reserve (group) A12A=B12A

Subordinated liabilities A13=B13+C13+D13

Non-available subordinated liabilities at group level A14=B14+C14+D14=L131

An amount equal to the value of net deferred tax assets A15=D15

An amount equal to the value of non-available net deferred tax A15A=D15A=M131

assets at the group level
Other items approved by supervisory authority as basic own A16=B16+C16+D16
funds not specified above (Article 67 COF10 of the Delegated
Acts)

Total basic own funds after adjustments (solo) A20=

A1+A2+A3+A4+A6+A8+A9
+A12+A13+A15+A16
Total basic own funds after adjustments (group) A21= A1-A1A+A2+A3+A4-
A5+A6-A7+A8+A9-A10-
A11+A12A+A13-
A14+A15+A16-A17-A18-
A19

Reconciliation reserve
Excess of assets over liabilities
Own shares (included as assets on the balance sheet)
Forseeable dividends and distributions
Other basic own fund items (items in (a) to (e) of COF1(1), COF3(1) and COF7(1))

Restricted own fund items due to ring fencing

Participations in financial and credit institutions
Reconciliation reserve (total solo)

Expected profits included in future premiums (EPIFP) - Life A30 = B30

business
Expected profits included in future premiums (EPIFP) - Non- life A31 = B31
business
Total EPIFP A32=A30+A31

Ancillary own funds

Unpaid and uncalled ordinary share capital callable on demand A33 = C33

Unpaid and uncalled initial funds, members' contributions or the A34 = C34
equivalent basic own fund item for mutual and mutual - type
undertakings, callable on demand
Unpaid and uncalled preference shares callable on demand A35 =C35+D35
A legally binding commitment to subscribe and pay for A36 =C36+D36
subordinated liabilities on demand
Letters of credit and guarantees under Article 96(2) of the A37=C37
Framework Directive

Letters of credit and guarantees other than under Article 96(2) of A38 =C38+D38
the Framework Directive

Supplementary members calls under Article 96(3) of the A39=C39

Framework Directive

Supplementary members calls - other than under Article 96(3) of A40 =C40+D40
the Framework Directive

Other ancillary own funds A42 =C42+D42

Total ancillary own funds (solo) A43 =C43+D43

Total

Total available own funds to meet the SCR (solo) A46=B46+C46+D46+E46

Total available own funds to meet the MCR (solo) A47=B47+C47+D47

Total available own funds to meet the SCR (group) A48=B48+C48+D48+E48

Total available own funds to meet the minimum group SCR A49=B49+C49+D49
(group)
 Total

Total eligible own funds to meet the SCR A50 = B50+C50+D50+E50

Total eligible own funds to meet the MCR A51=B51+C51+D51

 Solo/Group Template

Tier 1 Tier 2 Tier 3

B1=B59 C1=C59

B2=D64 C2=D65

B3=B67 C3=C68

B4=B76 C4=D76 D4=F76

B6
B8=B82 C8=D82 D8=F82
B9=D88 C9=D89 D9=D90
B10 C10 D10

B11 C11 D11

B12=B29
B12A=B29A
B13=B95 C13=D95 D13=F95
B14 C14 D14

D15

D15A=M131

B16=E102 C16=E103 D16=E104

B20= C20= D20=

B1+B2+B3+B4+B6+B8+ C1+C2+C3+C4+C8+C9+ D4+D8+D9+D13+D15+D1
B9+B12+B13+B16 C13+C16 6
B21= B1+B2+B3+B4- C21= C1- D21= D4-D5+D8+D9-D10-
B5+B6-B7+B8+B9-B10- C1A+C2+C3+C4- D11+D13-D14+D15-
B11+B12A+B13- C5+C8+C9-C10- D15A+D16-D17+D18-D19
B14+B16-B17+B18-B19 C11+C13-C14+C16-
C17+C18-C19
B23
B24
B25
B26=A1+A2+A3+A4
+A6+A8+A9+A15
B27 = F118
B28
B29 = B23-B24-B25-
B26-B27-B28

B30

B31

B32 =B30+B31

C33

C34

C35 D35
C36 D36

C37

C38 D38

C39

C40 D40

C42 D42
C43 = SUM(C33:C40) + D43 =
C42 D35+D36+D38+D40+D42

Tier 1 Tier 1 Tier 2 Tier 3

unrestricted restricted
B46=B1+B2+B3+B6+B1 C46 = B4+B8+B9+B13 D46=C20+C43 E46=D20+D43
2+B16
B47=B46 C47 = C46 D47=C20
B48 = B1+B2+B3+B6- C48 = B4-B5+B8+B9- D48=C21+C44 E48=D21+D44
B7+B12+b16-B17-B18- B10-B11+B13-B14
B19
B49=B48 C49=C48 D49=C21
 Tier 1 Tier 1 Tier 2 Tier 3
unrestricted restricted
B50= MAX(0,(B46 or C50=MAX(0, D50=MAX(0,(MIN(0.5*A52, E50=MAX(0,MIN(((0.5*A52)-
B48)) (MIN(B50*0.25, (C46 or ((C46 or C48)-C50)+ (D46 D50), 0.15*A52, (E46 or E48)))
C48)))) or D48))))

B51=B50 C51=C50 D51=MAX(0,(MIN(0.2*A53,

((C46 or C48)-C51)+ (D46
or D48))))
C2A
Data from other template Formula (data from VA
Summary Analysis of changes in BOF (OF-B1 ) templates)

Reconciliation with OF-B1

Own Funds items Year N Year N-1 Var
Ordinary share capital (gross of own shares) V1 variation detailed in OF B1 = D60-A60
Iinitial funds, members' contributions or the equivalent basic own - fund item for
mutual and mutual-type undertakings V2 variation detailed in OF B1 = D65-A65
Share premium account V3 variation detailed in OF B1=(D71-A71)+(D75-A75)
Subordinated mutual member accounts V4 variation detailed in OF B1= to be added in OF-B1
Preference shares V5 variation detailed in OF B1 = 'line 163'
Other items approved by supervisory authority as basic own funds not specified
above (Article 67 COF10 of the Delegated Acts) V6 variation detailed in OF B1='line 200'
Subordinated liabilities (in Basic Own Funds) V7 =F83-A83 in OF-B1 (but gap)
Reconciliation reserve V8 =Var (B26 in OF-B1)
An amount equal to the value of net deferred tax assets V9 other variations in BOF =Var (A13 in OF-B1)
Surplus funds V10 incl. adjustments =Var (A6 in OF-B1)
Variation of total BOF (eligible as in OF-B1, i.e. after adjustments) =sum =sum V11=sum(V1:V10) =Var 21 (OF-B1)=Var L30 (BS-C1) - V12 (infra)

Variation of own shares (held as asets in BS) V13 variation detailed in OF B1

Variation of restricted own funds due to RFF V14 variation detailed in OF B1
Variation of participations in financial and credit institutions V15 variation detailed in OF B1
Varaition of forseeable dividends and distributions V16 variation detailed in OF B1
Variation of BOF adjustments (items excluded from BOF) = sum = sum V12=sum(V13:V16)

Variations of BOF
explained by
Variation Analysis V17=V8+V9+V10+V12=V2
Templates 2

Summary Analysis of other variations in BOF excl. Adjustments

Change in BOF due to investments V18=AA4 (VA C2B) Template VA C2B

Changes in BOF due to technical provisions V19=AA6 (VA C2C) Template VA C2C
Change in BOF due to impact of Financing (own debt) V20= O1 (VA C2D) Template VA C2D
Other changes in BOF V21=O5 (VA C2D) Template VA C2D

TOTAL V22=sum(V18:V21) Check = V17

VA C2B
Analysis of Changes in BOF due to Investments

Overview
Investment revenues AA1=A5
Investments expenses (other than investments management expenses related
to recognised insurance and reinsurance obligations) AA2 not further analyzed

Impact on BOF due to movements in investment portfolio and in valuation AA3=A9

TOTAL Changes in BOF due to investments AA4=sum(AA1:AA3) cross ref VA C2A (V18)

Investment revenues

Interests received A1
Dividends A2
Rents A3
Others A4
Total Investment Revenues A5=sum(A1:A4)

Impact on BOF due to movements in investment portfolio and valuation

Changes in BOF due to the change in valuation of assets held at opening balance
sheet and at closing period A6
Changes in BOF due to the sale of investments during the period A7
Changes in BOF due to the change in valuation of assets acquired during the
period A8

Total Impact on BOF due to movements in investment portfolio and valuation A9=sum(A6:A8)

Summary of Investment Balance Sheet variation

Opening Investments Balance Sheet O1 check BS C1

Investments acquired during the period O2

Investments sold during the period O3
Total Impact on BOF due to movements in investment portfolio and valuation O4=A9=AA3

Closing Investments Balance Sheet O5=O1+O2-O3+O4

C2C
Analysis of Changes in BOF due to technical provisions

Overview

Risks accepted during the reporting period (net of reinsurance)

Impact from risks accepted during reporting period (net of reinsurance) AA1=K1 Life + K1 Non Life
Risks accepted prior to the reporting period (net of reinsurance)
Impact from changes in estimates excl. assumptions AA2=H2
Impact from changes in assumptions AA3=D3 Life + D3 Non life
Impact from experience and other sources than changes in assumptions and
other estimates
AA4=K4 Life + K4 Non Life

Impact from changes in risk margin AA5

TOTAL Changes in BOF due to technical provisions AA6=Sum (AA1:AA5)

Risks accepted during period

Line of
business A0

Premiums paid on contract underwritten during year N A1

Claims & benefits paid B1
Salvages and subrogations recovered C1
Expenses (related to insurance & reinsurance obligations) paid D1
BE of cash flows (gross of reinsurance) E1
TP as a whole E1A
Subtotal - Impact from risks accepted during period (gross of reinsurance) F1=A1-B1+C1-D1+E1+E1A
Reinsurance and SPV recoverables received G1
BE of reinsurance and SPV recoverables H1
Subtotal - Reinsurance recoverables from risks accepted during period I1=G1+H1
Adjustment of valuation of Assets held for unit-linked funds J1

Total - Impact from risks accepted during reporting period (net of reinssurance)
K1=F1-I1+J1

Risks accepted prior to period - Changes in estimates (only for scope of risks captured in BE)
The impact of changes should be considered at the end of the reporting period
Unwinding of discount rate on BE gross of reinsurance A2
Unwinding of discount rate on BE of reinsurance and SPV recoverables B2
Subtotal - Changes in BOF due to unwinding of discount rate on BE C2=A2-B2
Effect of changes of discount rate on BE gross of reinsurance D2
Effect of changes of discount rate on BE of reinsurance and SPV recoverables E2
Subtotal - Changes in BOF due to changes in discount rate in BE F2=D2-E2
Effect of changes of expected default on reinsurance and SPV recoverables G2
Total - Changes in BOF due to modifications in estimates on Best Estimate (BE)
H2=C2+F2+G2

Risks accepted prior to period - Changes in assumptions (only for scope of risks captured in BE)
The impact of changes should be considered at the end of the reporting period

Line of A0B
business

Effect of changes in economic assumptions on BE (gross of reinsurance) A3

Effect of changes in non economic assumptions on BE (gross of reinsurance) B3
Effect of changes in assumptions on BE of reinsurance and SPV recoverables C3
Total - Changes in BOF due to modifications in assumptions on Best Estimate
(BE) D3=A3+B3+C3

Risks accepted prior to period - impact from experience and others

Line of A0A
business

Premiums considered as future premiums in BE end of year N-1 and paid during year N
A4
Claims & benefits paid B4
Salvages and subrogations recovered C4
Expenses (related to insurance & reinsurance obligations) paid D4
Variation of BE due to experience and other sources than changes in assumptions and
other estimates on risks accepted prior to period (gross of reinsurance)
E4
Variation of TP as a whole E4A
Subtotal - Changes in BOF related to risks accepted to prior, gross of reinsurance
F4=A4-B4+C4-D4+E4+E4A
Reinsurance recoverables received G4
Variation of BE of reinsurance recoverables due to experience relating to risks
accepted prior to period H4
Subtotal - Changes in BOF related to reinsurance recoverables I4=G4+H4
Adjustment of valuation of Assets held for unit-linked funds J4
Total - Impact on BOF from experience and others on risks accepted prior to the
reporting period (net of reinssurance) K4=F4-I4+J4

Summary of BE variation
BE of reinsurance
Gross of reinsurance
recoverables
Opening BE BB1 CC1 check BS C1 (year N-1)
BE on risk accepted during the period BB2=E1 CC2=H1
Variation of BE due to unwinding of discount rate - risks accepted prior to period BB3=A2 CC3=B2
Variation of BE due to change of discount rate - risks accepted prior to period BB4=D2 CC4=E2
Variation of BE due to changes in assumptions - risks accepted prior to period BB5=A3+B3 CC5=C3

Variation of BE due to experience and other sources - risks accepted prior to period BB6=E4 CC6=H4

Variation of BE due to counterparty's default risk - risks accepted prior to period CC7=C3
Closing BE BB8=sum(BB1:BB6) CC8=sum(CC1:CC7) check BS C1
C2D
Analysis of Changes in BOF due to own debt and Other items

Changes in OF related to debts owed to credit institutions, other financial

liabilities and subordinated liabilities O1=O2-O3-O4
changes in valuation (excl. subordinated liabilites in BOF) O2 =Var (L19+L20+L15D in BS-C1)
interests charges (excl. subordinated liabilities in BOF) O3
interests charges (related to subordinated liabilities in BOF) O4

Changes in OF related to other items O5=-O6+O7+O8-O9+O10+O11-O12

Current tax O6
Impact of variation of BS value of deferred tax (DTA - DTL) O7 =Var(A26-L17 in BS-C1)
Other (non operating) incomes O8
Other (non operating) expenses O9
Changes in BOF related to impact of variation of pension benefit surplus and
pension benefit obligations O10 =Var(A25B-L22 in BS-C1)
Changes in BOF related to impact of variation of BS value of remaining Assets O11
items
Changes in BOF related to impact of variation of BS value of remaining Liabilities O12
items
SCR-B2A
Solvency Capital Requirement - for firms on Standard Formula or Partial Internal Models

Net solvency capital Gross solvency capital

requirement (including the requirement
loss-absorbing capacity of
technical provisions)

Market risk A1 B1

Counterparty default risk A2 B2

Life underwriting risk A3 B3

Health underwriting risk A4 B4

Non-life underwriting risk A5 B5=A5

Diversification A6 B6

Intangible asset risk A7 B7=A7

Remaining part of the Solvency Capital Requirement A8 B8

calculated using partial internal model

Diversification effects (between Standard Formula and Partial A9 B9

Internal Model components)

Basic Solvency Capital Requirement A10 = sum(A1…A9) B10 = Sum (B1….B9)

Loss-absorbing capacity of technical provisions A11=-min(FDB;B10-A10)

Loss-absorbing capacity of deferred taxes A12

Operational risk A13

Notional Solvency Capital Requirement for ring fenced funds A14

other than those referred to in cell A17
Diversification within ring fenced funds A14A

Non-insurance capital requirements (groups only): A15= A15A+A15B+A15C

A15A
Credit institution & investment firms and financial institutions
A15B
Institutions for occupational retirement provision
A15C
Non regulated entities carrying out financial activties

Non-controlled participation requirements (groups only) A16

Capital requirement for business operated in accordance with A17

Art. 4 of Directive 2003/41/EC (transitional)

Solvency Capital Requirement, excluding capital add-on A18

Capital add-ons already set A19

Solvency Capital Requirement A20

SCR-B2B
Solvency Capital Requirement - for undertakings on Partial Internal Models

Solvency capital requirement

(including the loss absorbing
capacity of technical
provisions and/or deferred
taxes when applicable)
Unique number of
Components in descending order of size component
A1.1 A1A.1 B1.1
A1.n A1A.n B1.n
Total undiversified components B2=sum(B1.1:B1.n)

Diversification B3

Solvency capital requirement calculated using partial

internal model before adjustments B4=B2+B3

Loss-absorbing capacity of technical provisions B5

Adjustment for deferred taxation B6

Solvency capital requirement calculated using partial

internal model B7=B4+ B5+B6

Date of formal approval of partial internal model B8

SCR-B2C
Solvency Capital Requirement - for firms on Full Internal Models

Solvency capital requirement

(including the loss
absorbing capacity of
technical provisions and/or
deferred taxes when
Unique number applicable)
Components in descending order of size of component
A1.1 A1A.1 B1.1
A1.n A1A.n B1.n
Total undiversified components B2=sum B1.1:B1.n

Diversification B3

Solvency capital requirement calculated using

full internal model before adjustments B4=B2+B3

Loss-absorbing capacity of technical provisions B5

Adjustment for deferred taxation B6

Total net capital requirement calculated using full B7=B4+B5+B6

internal model before group requirements

Non-insurance capital requirements (groups only): B8 = B8A+ B8B+B8C

Credit institution & investment firms and financial institutions B8A
Institutions for occupational retirement provision B8B
Non regulated entities carrying out finnacial activties B8C

Non-controlled participations requirements (groups only): B9

Total net capital requirement calculated using full B10 =B7+B8+B9

internal model, excluding capital add - on

Capital add-ons B11

Solvency Capital Requirement calculated B12 = B10 + B11

using full internal model

Date of formal approval of internal model B13

SCR-B3A
Solvency Capital Requirement - Market risk

Market risk - basic information

Initial absolute values
Absolute values after shock
before shock

Net solvency
capital
Liabilities
requirement
(including the
(including the Gross solvency
loss absorbing
Assets Liabilities Assets loss-absorbing Liabilities capital
capacity of
capacity of requirement
technical
technical
provisions)
provisions)

Interest rate risk CO D0

interest rate down shock A1 A1A B1 B1A C1 B1B D1
interest rate up shock A2 A2A B2 B2A C2 B2B D2

Equity risk C3 D3
type 1 equities A4 A4A B4 B4A C4 B4B D4
type 1 equity A5 B5
strategic participations (type 1 equities) A6 B6
duration-based (type 1 equities) A7 B7
type 2 equities A8 A8A B8 B8A C8 B8B D8
type 2 equity A9 B9
strategic participations (type 2 equities) A10 B10
duration-based (type 2 equities) A11 B11

Property risk A12 A12A B12 B12A C12 B12B D12

Spread risk C13 D13

bonds A14 A14A B14 B14A C14 B14B D14
credit derivatives C15 D15
downward shock on credit derivatives A16 A16A B16 B16A C16 B16B D16
upward shock on credit derivatives A17 A17A B17 B17A C17 B17B D17
structured finance instruments A18 A18A B18 B18A C18 B18B D18

Market risk concentrations A19 A19A C19 D19

Currency risk A20 A20A C20 D20

Counter-cyclical premium risk A21 A21A B21 B21A C21 B21B D21

Diversification within module C22 D22

Total capital requirement for market risk C23 D23

Key
Data to be entered

Cell not relevant

Cell calculated by a formula

Total calculated by a formula

SCR-B3B
Solvency Capital Requirement - Counterparty default risk

Gross solvency capital Net solvency capital

requirement requirement (including the
loss-absorbing capacity of
Counterparty default risk - basic technical provisions)
information

Type 1 exposures A0 B0
of which Reinsurance A1
of which Securitisations A1A
of which Derivatives A2
of which Other risk mitigating contracts A3
of which Other credit exposures A4

Diversification within Type 1 exposures A5=A0-(A1+A1A+A2+A3+A4)

Type 2 exposures A6=A7+A8 B6

of which Intermediaries A7
of which Other credit exposures A8

Diversification within module A8A=A9-(A0+A6) B8A=B9-(B0+B6)

Total capital requirement for counterparty

default risk A9 B9
Key
SCR-B3C
Solvency Capital Requirement - Life underwriting risk

Life underwriting risk - basic information

Initial absolute values before
Absolute values after shock
shock

Net solvency
capital
Liabilities requirement
(including the (including the
loss absorbing loss-absorbing Gross solvency
Assets Liabilities Assets Liabilities
capacity of capacity of capital requirement
technical technical
provisions) provisions)

Mortality risk A1 A1A B1 B1A C1 B1B D1

Longevity risk A2 A2A B2 B2A C2 B2B D2

Disability-morbidity risk A3 A3A B3 B3A C3 B3B D3

Lapse risk C04 D04

risk of increase in lapsation A4 A4A B4 B4A C4 B4B D4
risk of decrease in lapsation A5 A5A B5 B5A C5 B5B D5
mass lapse risk A6 A6A B6 B6A C6 B6B D6

Life expense risk A7 A7A B7 B7A C7 B7B D7

Revision risk A8 A8A B8 B8A C8 B8B D8

Life catastrophe risk A9 A9A B9 B9A C9 B9B D9

Diversification within module C10 D10

Total capital requirement for life underwriting risk C11 D11

Further details on revision risk USP

Factor applied for the revision shock A12

Key
Data to be entered
Cell not relevant
Cell calculated by a
formula
Total calculated by a
formula
SCR-B3D
Solvency Capital Requirement - Health underwriting risk

SLT health underwriting risk - basic information

Initial absolute values before
Absolute values after shock
shock

Net solvency capital

requirement
Liabilities (including the
(including the loss- Gross solvency capital
Assets Liabilities Assets loss absorbing capacity Liabilities
absorbing capacity requirement
of technical provisions)
of technical
provisions)

Health mortality risk A1 A1A B1 B1A C1 B1B D1

Health longevity risk A2 A2A B2 B2A C2 B2B D2

Health disability-morbidity risk A3 A3A B3 B3A C3 B3B D3

SLT health lapse risk C04 D04

risk of increase in lapsation A4 A4A B4 B4A C4 B4B D4
risk of decrease in lapsation A5 A5A B5 B5A C5 B5B D5
mass lapse risk A6 A6A B6 B6A C6 B6B D6

Health expense risk A7 A7A B7 B7A C7 B7B D7

Health revision risk A8 A8A B8 B8A C8 B8B D8

Diversification within SLT health underwriting risk C9 D9

Total capital requirement for SLT health underwriting risk C10 D10

Further details on revision risk USP

Factor applied for the revision shock A11

Standard
Standard deviation for premium
deviation for Volume measure for premium and reserve risk
risk
reserve risk

NSLT health Premium and Reserve Risk - basic information

Adjustment
factor for non- Geographical
USP USP Vprem Vres V
proportional Diversification
reinsurance

Medical expenses A12 A12A B12 C12 D12 E12 F12

Income protection A13 A13A B13 C13 D13 E13 F13
Worker's compensation A14 A14A B14 C14 D14 E14 F14
Non-proportional health insurance A15 A15A B15 C15 D15 E15 F15

Combined standard deviation A16

Total NSLT health premium and reserve risk A17

Initial absolute values before

Absolute values after shock
shock
Solvency capital
Assets Liabilities Assets Liabilities
requirement

NSLT health lapse risk A18 A18A B18 B18A C18

Diversification within NSLT health underwriting risk A19

Total NSLT health underwriting risk A20

Health catastrophe risk

Mass accident risk A21

Accident concentration risk A22
Pandemic risk A23

Diversification within health catastrophe risk A24

Total capital requirement for health catastrophe risk A25

Diversification within health underwriting risk module A26

Total capital requirement for health underwriting risk A27

Key
Data to be entered
Cell not relevant
Cell calculated by a
formula
Total calculated by a
formula
SCR-B3E
Solvency Capital Requirement - Non-life underwriting risk

Non-life underwriting risk

Standard deviation
Standard deviation for premium risk Volume measure for premium and reserve risk
for reserve risk
Premium and Reserve Risk - Basic information
Adjustment factor
Geographical
USP for non-proportional USP Vprem Vres V
Diversification
reinsurance

Motor vehicle liability A1 A1A B1 C1 D1 E1 F1

Motor, other classes A2 A2A B2 C2 D2 E2 F2
Marine, aviation, transport (MAT) A3 A3A B3 C3 D3 E3 F3
Fire and other property damage A4 A4A B4 C4 D4 E4 F4
Third-party liability A5 A5A B5 C5 D5 E5 F5
Credit and suretyship A6 A6A B6 C6 D6 E6 F6
Legal expenses A7 A7A B7 C7 D7 E7 F7
Assistance A8 A8A B8 C8 D8 E8 F8
Miscellaneous A9 A9A B9 C9 D9 E9 F9
Non-proportional reinsurance - property A10 A10A B10 C10 D10 E10 F10
Non-proportional reinsurance - casualty A11 A11A B11 C11 D11 E11 F11
Non-proportional reinsurance - MAT A12 A12A B12 C12 D12 E12 F12

Combined standard deviation A13

Total non-life premium and reserve risk A14

Non-Life lapse risk

Initial absolute values before shock Absolute values after shock

Solvency
Assets Liabilities Assets Liabilities capital
requirement

Non-life lapse risk A15 A15A B15 B15A C15

Non-life catastrophe risk A16

Diversification within module A17

Total capital requirement for non-life underwriting

risk A18

Key
Data to be entered
Cell not relevant
Cell calculated by a
formula
Total calculated by a
formula
SCR-B3F
Solvency Capital Requirement - Non-life catastrophe risk - Revised version

Non-life catastrophe risk - Summary Gross SCR Total risk mitigation Net SCR
Natural catastrophe risk A1 B1 C1
Windstorm A2 B2 C2
Earthquake A3 B3 C3
Flood A4 B4 C4
Hail A5 B5 C5
Subsidence A6 B6 C6
Diversification between perils A7 B7 C7

Catastrophe risk non-proportional property reinsurance A8 B8 C8

Man-made catastrophe risk A9 B9 C9

Motor vehicle liability A10 B10 C10
Marine A11 B11 C11
Aviation A12 B12 C12
Fire A13 B13 C13
Liability A14 B14 C14
Credit and Suretyship A15 B15 C15
Diversification between perils A16 B16 C16

Other non-life catastrophe risk A17 B17 C17

MAT other than Marine and Aviation A18 B18 C18
Non-proportional MAT reinsurance other than Marine and Aviation A19 B19 C19
Miscellaneous financial loss A20 B20 C20
Non-proportional Casualty reinsurance other than General liability A21 B21 C21
Non-proportional Credit & Surety reinsurance A22 B22 C22
Diversification between perils A23 B23 C23

Total Non-life catastrophe risk before diversification A24 B24 C24

Diversification between sub-modules A25 B25 C25
Total Non-life catastrophe risk after diversification A26 B26 C26

Health catastrophe risk - Summary Gross SCR Total risk mitigation Net SCR
Health catastrophe risk A27 B27 C27
Mass accident A28 B28 C28
Accident concentration A29 B29 C29
Pandemic A30 B30 C30
Diversification between sub-modules A31 B31 C31

Estimation of the Gross Cat Risk Charge Gross Catastrophe Estimated Risk
Natural Catastrophe risk - Windstorm premiums to be earned Exposure Specified Gross Loss Factor Scenario A or B Risk Charge Mitigation
EEA Region 1 A1 B1 C1 D1=C1/B1 E1 F1 G1
EEA Region 2 A2 B2 C2 D2=C2/B2 E2 F2 G2
EEA Region 3 A3 B3 C3 D3=C3/B3 E3 F3 G3
EEA Region 20 A20 B20 C20 D20=C20/B20 E4 F20 G20
Total Windstorm EEA Regions before diversification A21=SUM(A1:A20) B21=SUM(B1:B20) C21=SUM(C1:C20) D21=C21/B21 F21=SUM(F1:F20) G21=SUM(G1:G20)
Other regions A22 F22 G22
Total Windstorm all Regions before diversification A23 B23 C23 D23 F23=F21+F22 G23=G21+G22
Diversification effect between regions F24
Total Windstorm F25=F23-F24
SCR-B3G
Solvency Capital Requirement - Operational risk

Operational risk - basic information

Life gross technical provisions - TP life

Life gross technical provisions unit-linked - TP Life-ul
Non-life gross technical provisions - TP nl

Capital requirement for operation risk based on technical provisions (Opprovisions)

Earned life gross premiums (previous 12 months) - Earn life

Earned life gross premiums unit-linked (previous 12 months) - Earn life-ul

Earned non-life gross premiums (previous 12 months) - Earn nl

Earned life gross premiums (12 months prior to the previous 12 months) - pEarn life

Earned life gross premiums unit-linked (12 months prior to the previous 12 months) - pEarn life-ul

Earned life gross premiums unit-linked (12 months prior to the previous 12 months) - pEarn nl

Capital requirement for operational risk based on earned premiums (Oppremiums)

Basic solvency capital requirement for operational risk before capping (Op)
Basic Solvency Capital Requirement
Basic solvency capital requirement for operational risk after capping

Expenses incurred in respect of unit linked business (previous 12 months) (Expul)

Capital requirement for operational risk

 Capital requirement

A1
A2
A3

A4

A5

A6

A7

A8

A9

A10

A11

A12
A13
A14

A15

A16

Key
Data to be entered
Cell not relevant
Cell calculated by a formula
Total calculated by a formula
MCR-B4A
Minimum Capital Requirement (except for composite insurance undertakings)

MCR components
Linear formula component for non-life insurance or reinsurance obligations
MCRNL Result A1

Medical expense insurance and proportional reinsurance

Income protection insurance and proportional reinsurance
Workers' compensation insurance and proportional reinsurance
Motor vehicle liability insurance and proportional reinsurance
Other motor insurance and proportional reinsurance
Marine, aviation and transport insurance and proportional reinsurance
Fire and other damage to property insurance and proportional reinsurance
General liability insurance and proportional reinsurance
Credit and suretyship insurance and proportional reinsurance
Legal expenses insurance and proportional reinsurance
Assistance and its proportional reinsurance
Miscellaneous financial loss insurance and proportional reinsurance
Non-proportional casualty reinsurance
Non-proportional property reinsurance
Non-proportional marine, aviation and transport reinsurance
Non-proportional health reinsurance

Linear formula component for life insurance or reinsurance obligations

MCRL Result A18

Obligations with profit participation - guaranteed benefits

Obligations with profit participation - future discretionary benefits
Index-linked and unit-linked insurance obligations
Other life (re)insurance and health obligations
Capital at risk for all life (re)insurance obligations

Overall MCR calculation

Linear MCR A24
SCR without add-on (annual or latest calculation) A25
Capital add-on A26
MCR cap A27
MCR floor A28
Combined MCR A29
Absolute floor of the MCR A30

MCR A31
ndertakings)

MCR components Background information

Net (of Net (of reinsurance)

reinsurance) best written premiums in
estimate the last 12 months
provisions
B2 C2
B3 C3
B4 C4
B5 C5
B6 C6
B7 C7
B8 C8
B9 C9
B10 C10
B11 C11
B12 C12
B13 C13
B14 C14
B15 C15
B16 C16
B17 C17

Net (of Net (of reinsurance)

reinsurance) best capital at risk
estimate
provisions
B19
B20
B21
B22
C23
MCR-B4B
Minimum capital Requirement - Composite insurance undertakings

Linear formula component for non-life insurance or reinsurance obligation

Medical expense insurance and proportional reinsurance

Income protection insurance and proportional reinsurance
Workers' compensation insurance and proportional reinsurance
Motor vehicle liability insurance and proportional reinsurance
Other motor insurance and proportional reinsurance
Marine, aviation and transport insurance and proportional reinsurance
Fire and other damage to property insurance and proportional reinsurance
General liability insurance and proportional reinsurance
Credit and suretyship insurance and proportional reinsurance
Legal expenses insurance and proportional reinsurance
Assistance and its proportional reinsurance
Miscellaneous financial loss insurance and proportional reinsurance
Non-proportional casualty reinsurance
Non-proportional property reinsurance
Non-proportional marine, aviation and transport reinsurance
Non-proportional health reinsurance

Linear formula component for life insurance or reinsurance obligations

Obligations with profit participation - guaranteed benefits

Obligations with profit participation - future discretionary benefits
Index-linked and unit-linked obligations
Other life (re)insurance obligations
Capital at risk for all life (re)insurance obligations

Overall MCR calculation

Linear MCR A24
SCR without add-on A25
Capital add-on A26
MCR cap A27
MCR floor A28
Combined MCR A29
Absolute floor of the MCR A30

MCR A31

Notional non-life and life MCR calculation

Notional linear MCR
Notional SCR without add-on (annual or latest calculation)
Capital add-on
Notional MCR cap
Notional MCR floor
Notional Combined MCR
Absolute floor of the notional MCR
Notional MCR
 MCR components Background information
Non-life activiti Life activities Non-life activities
MCR(NL,NL) Result MCR(NL,L)Result
B1 C1
Net (of Net (of
reinsurance) best reinsurance)
estimate provisions written
premiums in the
last 12 months

D2 E2
D3 E3
D4 E4
D5 E5
D6 E6
D7 E7
D8 E8
D9 E9
D10 E10
D11 E11
D12 E12
D13 E13
D14 E14
D15 E15
D16 E16
D17 E17

Non-life activiti Life activities Non-life activities

MCR(L,NL) Result MCR(L,L) Result
B18 C18
Net (of Net (of
reinsurance) best reinsurance)
estimate provisions capital at risk

D19
D20
D21
D22
E23
Non-life activiti Life activities
B32 C32
B33 C33
B34 C34
B35 C35
B36 C36
B37 C37
B38 C38
B39 C39
round information
Life activities

Net (of Net (of

reinsurance) reinsurance)
best estimate written premiums
provisions in the last 12
months

F2 G2
F3 G3
F4 G4
F5 G5
F6 G6
F7 G7
F8 G8
F9 G9
F10 G10
F11 G11
F12 G12
F13 G13
F14 G14
F15 G15
F16 G16
F17 G17

Life activities

Net (of Net (of

reinsurance) reinsurance)
best estimate capital at risk
provisions
F19
F20
F21
F22
G23
 Assets - D1

D1 (annual)
Investments Data - Portfolio list

Identification section Categorisation section Risk section Data section

Portfolio Fund number Asset held in unit ID Code ID Code type Asset Security Title Issuer Name Issuer Sector Issuer Issuer Country of Currency (ISO CIC Participation External rating Rating Duration Quantity Unit SII price Valuation Acquisition Total SII amount Maturity date
linked and index pledged as Group Country custody code) agency method SII cost
linked funds (Y/N) collateral (Code)

A26=A22*A23 +
Cell Number A1 A2 A3 A4 A5 A6 A7 A8 A9 A10 A11 A12 A13 A15 A16 A17 A18 A20 A22 A23 A24 A25 accrued interest A28

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 Assets - D1Q
D1Q (quarterly)
Investments Data - Portfolio list

This is to be reported quarterly by every undertaking that fall into the eligibility criteria for
reporting “Investment Data – Portfolio List”

Identification section
Portfolio

Cell Number A1

D1Q
Investments Data - Quarterly Summary

Quarterly assets summary. This is to be reported quarterly by every undertaking that doesn’t
fall into the eligibility criteria for reporting “Investment Data – Portfolio List”.
Assets Solvency II value
Property, plant & equipement held for own use A3
A4=A5+A6+A7+A7A+A8
Investments (other than assets held for unit-linked and index-linked funds) +A8A+A8C+A8D+A9+A1
0A+A10B+A11+A14
Property (other than for own use) A5
Participations A6
Equities - listed A7
Equities - unlisted A7A
Government Bonds A8
Corporate Bonds A8A
Structured notes A8C
Collateralised securities A8D
A9=A9A+A9B+A9C+A9D
Investment funds +A9E+A9F
including equities in investment funds A9A
including government bonds in investment funds A9B
including corporate bonds in investment funds A9C
including property in investment funds A9D
including derivatives in investment funds A9E
including other investments in investment funds A9F
Derivatives A10A
Deposits other than cash equivalents A10B
Loans & mortgages (except loans on policies) A14
Other investments A11
Assets held for unit-linked & index-linked funds A12
Deposits to cedants A13
Cash and cash equivalents A27
A30=A3+A4+A12+A13+A
Total assets 27

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 Assets - D1Q
Solvency II value
Liabilities

Derivatives L16

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 Assets - D1Q

Fund number Asset held in unit ID Code ID Code type Asset pledged as
linked and index collateral
linked funds (Y/N)

A2 A3 A4 A5 A6

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 Assets - D1Q

Security Title Issuer Name Issuer Sector Issuer Group Issuer Country
(Code)

A7 A8 A9 A10 A11

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 Assets - D1Q

Categorisation section Risk section

Country of custody Currency (ISO CIC Participation External rating
code)

A12 A13 A15 A16 A17

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 Assets - D1Q

Data section
Rating agency Duration Quantity Unit SII price Valuation method
SII

A18 A20 A22 A23 A24

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 Assets - D1Q

Acquisition cost Total SII amount Maturity date Accrued interest

A26=A22*A23 +
A25 accrued interest A28 A30

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 Assets - D1S
D1S
Structured products Data - Portfolio list

Identification section Categorisation section Data section

ID Code Type of Capital Collateral Collateral Underlying Risk factors Callable or Synthetic Prepayment Fixed Annual Variable Annual Loss given Attachment Detachment
structured protection type security / index / Putable structured structured Return Return default point point
product portfolio product (Y/N) product (Y/N)
Cell Number A1 A2 A3 A4 A5 A6 A7 A8 A15 A16 A9 A10 A12 A13 A14

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 Assets - D2O

D2O
Derivatives data: open positions
Purpose: it is required to report the cumulative and net position of all the derivatives hold at the time of the reporting period on a
securities-by-securities approach.

Identification section Categorisation section Data section

Portfolio Fund number Derivatives held ID Code ID Code type Counterparty External rating Rating agency Counterparty Contract name Asset or Currency (ISO CIC Use of Delta Notional Long or Premium Number of Contract Trigger value Unwind trigger Maximum loss Swap outflow Swap inflow Swap Swap Trade date Maturity Duration SII value Valuation
in unit linked and ID Group (Code) liability code) derivative amount short paid/received contracts dimension of contract under amount amount delivered received date method SII
index linked underlying position to date unwinding currency currency
funds (Y/N) the derivative event

Cell Number A1 A2 A3 A4 A5 A6 A34 A35 A7 A8 A9 A10 A11 A13 A14 A15 A16 A17 A19 A20 A21 A31 A32 A22 A23 A24 A25 A26 A27 A33 A28 A29

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 Assets - D2T

D2T
Derivatives data: historical derivatives trades
Purpose: it is required to report all the derivatives trades excuted over the reporting period (e.g. from the 1th Jan to the 31th Dec) on a
trade-by-trade approach, i.e. each transaction (buy, partiall/total sell, unwind, excercise of options, etc) should be reported separatly
and do not off-set.

Identification section Categorisation section Data section

Portfolio Fund number Derivatives held ID Code ID Code type Counterparty External rating Rating agency Counterparty Contract name Asset or Currency (ISO CIC Use of Delta Notional amount Long or Premium Profit and Number of Contract Trigger value Unwind trigger Maximum loss Swap outflow Swap inflow Swap Swap Trade date Maturity SII value
in unit linked and ID Group (Code) liability code) derivative short paid/received loss to date contracts dimension of contract under amount amount delivered received date
index linked underlying position to date unwinding currency currency
funds (Y/N) the derivative event

Cell Number A1 A2 A3 A4 A5 A6 A34 A35 A7 A8 A9 A10 A11 A13 A14 A15 A16 A17 A18 A19 A20 A21 A31 A32 A22 A23 A24 A25 A26 A27 A28

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 Assets - D3
D3
Return on investment assets (by asset category)

Identification section Profitability section

Portfolio Asset held in unit Asset category Dividends Interest Rent Net gains and
linked and index losses
linked funds (Y/N)

Cell Number A1 A3 A4 A6 A7 A8 A15

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 Assets - D4

D4
Investment funds (look-through approach)

Identification section Data section

ID Code ID Code type Fund number Underlying asset category Geographical Currency - Total amount Level of look-
zone of issue Local or foreign through

Cell Number A1 A2 A3 A4 A5 A6 A7 A8

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 Assets - D5

D5
Securities lending and repo´s

Identification section Data section

Portfolio Fund number Asset held in unit Asset category Type of repo / Buyer or seller / Counterparty ID Collateral type Near leg amount Far leg amount Weight in total Start date Maturity date SII Value
linked and index securities lending Lender or exposures
linked funds (Y/N) borrower
Cell Number A1 A2 A3 A4 A5 A6 A7 A8 A9 A10 A11 A12 A13 A14

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D6
Assets held as collateral

Identification section (on the collateral) Categorisation section (on the collateral) Data section (on the collateral)
ID Code ID Code type Security Title Issuer Name Issuer Sector Issuer Issuer Country of Currency (ISO CIC Quantity Unit SII price Valuation Total SII amount Maturity date
Group Country custody code) method SII
(Code)
A22=A19*A20 +
Cell Number A2 A3 A4 A5 A6 A7 A8 A9 A10 A12 A19 A20 A21 accrued interest A24
 TP - F1

F1
Life and Health SLT Technical Provisions (Annual)

Index-linked and unit-linked Annuities stemming from Health insurance (direct business) Annuities stemming Health reinsurance
Other life insurance Accepted reinsurance (reinsurance accepted)
insurance non-life insurance from non-life
Insurance with profit contracts and relating to Total (Life other than health insurance contracts
Contracts Contracts with Contracts Contracts with Contracts without Contracts with Total (Health similar to life insurance)
participation insurance obligation insurance, incl. Unit-Linked) and relating to
without options options and without options options and other than health options and options and health insurance
and guarantees guarantees and guarantees guarantees insurance contracts guarantees guarantees obligations

Technical provisions calculated as a whole (Replicable portfolio) A1 A3 A5 A6 A7=A7A+A7B+A7C A9=A1+A3+A5+A6+A7 A10 A12 A13 A14=A10+A12+A13
Of which WP A7A
Of which UL A7B
Technical provisions calculated as a sum of BE and RM (Non-Replicable portfolio) Of which OL A7C

Best Estimate
Gross B1 B2 B3 B4 B5 B6 B7 B9=SOMME(B1:B7) B10 B11 B12 B13 B14=SOMME(B10:B13)
Future guaranteed benefits BA1 BA7 BA10 BA13
BA2 BA4 BA6 BA12
Cash out-flows Future discretionary benefits BB1 BB10 BB13
Future expenses and other cash out-flows BC1 BC2 BC4 BC6 BC7 BC9=BC1+BC2+BC4+BC6+BC7 BC10 BC12 BC13 BC14=BC10+BC12+BC13
Future premiums BD1 BD2 BD4 BD6 BD7 BD9=BD1+BD2+BD4+BD6+BD7 BD10 BD12 BD13 BD14=BD10+BD12+BD13
Cash in-flows
Other cash in-flows BF1 BF2 BF4 BF6 BF7 BF9=BF1+BF2+BF4+BF6+BF7 of which Reinsurance ceded to intra- BF10 BF12 BF13 BF14=BF10+BF12+BF13 of which Reinsurance
group ceded to intra-group

Total recoverables from reinsurance and SPV before the adjustment for expected losses CA2=CB2+CC2 CA3=CB3+CC3+C CA4=CB4+CC4 CA5=CB5+CC5 CA10=CB10+CC10+ CA11=CB11+CC11 CA12=CB12+CC12 CA14A=CB14A+CD
due to counterparty default CA1=CB1+CC1+CD1 +CD2 D3 +CD4 +CD5 CA6=CB6+CC6+CD6 CA7=CB7+CC7+CD7 CA9=SOMME(CA1:CA7) CA9A=CB9A+CD9A CD10 +CD11 +CD12 CA13=CB13+CC13+CD13 CA14=SOMME(CA10:CA13) 14A
Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment
for expected losses CB1 CB2 CB3 CB4 CB5 CB6 CB7 CB9 CB9A CB10 CB11 CB12 CB13 CB14 CB14A
Recoverables from SPV before adjustment for expected losses CC1 CC2 CC3 CC4 CC5 CC6 CC7 CC9 CC10 CC11 CC12 CC13 CC14
Recoverables from Finite Reinsurance before adjustment for expected losses CD1 CD2 CD3 CD4 CD5 CD6 CD7 CD9 CD9A CD10 CD11 CD12 CD13 CD14 CD14A
Total Recoverables from reinsurance and SPV after the adjustment for expected losses
due to counterparty default C1 C2 C3 C4 C5 C6 C7 C9=SOMME(C1:C7) C9A C10 C11 C12 C13 C14=SOMME(C10:C13) C14A
Best estimate minus recoverables from reinsurance and SPV - total D1=B1-C1 D2=B2-C2 D3=B3-C3 D4=B4-C4 D5=B5-C5 D6=B6-C6 D7=B7-C7 D9=SOMME(D1:D7) D10=B10-C10 D11=B11-C11 D12=B12-C12 D13=B13-C13 D14=SOMME(D10:D13)

Risk Margin E1 E2 E4 E6 E7 E9=E1+E2+E4+E6+E7 E10 E12 E13 E14=E10+E12+E13

Technical provisions - total F1=A1+B1+E1 F2=A3+B2+B3+E2 F4=A5+B4+B5+E4 F6=A6+B6+E6 F7=A7+B7+E7 F9=SOMME(F1:F7) F10=A10+B10+E10 F11=A10+B11+E10 F12=A12+B12+E12 F13=A13+B13+E13 F14=SOMME(F10:F13)
FB7=F7-
Technical provisions minus recoverables from reinsurance and SPV - total FB1=F1-C1 FB2=F2-C2-C3 FB4=F4-C4-C5 FB6=F6-C6 C7=FB7A+FB7B+FB7C FB9=SOMME(FB1:FB7) FB10=F10-C10 FB11=F11-C11 FB12=F12-C12 FB13=F13-C13 FB14=SOMME(FB10:FB13)
Of which WP FB7A
Of which UL FB7B
Of which OL FB7C

Technical provisions of products with a surrender option IA1 IA2 IA4 IA6 IA9=IA1+IA2+IA4+IA6 IA10 IA12 IA13 IA14=IA10+IA12+IA13

ADDITIONAL INFORMATION
Gross BE for different countries
Home J1 J2 J4 J6 J7 J9=J1+J2+J4+J6+J7 J10 J12 J13 J14=J10+J12+J13
AT JA1 JA2 JA4 JA6 JA7 JA9=JA1+JA2+JA4+JA6+JA7 JA10 JA12 JA13 JA14=JA10+JA12+JA13
BE JB1 JB2 JB4 JB6 JB7 JB9=JB1+JB2+JB4+JB6+JB7 JB10 JB12 JB13 JB14=JB10+JB12+JB13
CZ JC1 JC2 JC4 JC6 JC7 JC9=JC1+JC2+JC4+JC6+JC7 JC10 JC12 JC13 JC14=JC10+JC12+JC13
… JD1 JD2 JD4 JD6 JD7 JD9=JD1+JD2+JD4+JD6+JD7 JD10 JD12 JD13 JD14=JD10+JD12+JD13
other EEA (sum of not material countries) JE1 JE2 JE4 JE6 JE7 JE9=JE1+JE2+JE4+JE6+JE7 JE10 JE12 JE13 JE14=JE10+JE12+JE13
US JF1 JF2 JF4 JF6 JF7 JF9=JF1+JF2+JF4+JF6+JF7 JF10 JF12 JF13 JF14=JF10+JF12+JF13
CA JG1 JG2 JG4 JG6 JG7 JG9=JG1+JG2+JG4+JG6+JG7 JG10 JG12 JG13 JG14=JG10+JG12+JG13
AU JH1 JH2 JH4 JH6 JH7 JH9=JH1+JH2+JH4+JH6+JH7 JH10 JH12 JH13 JH14=JH10+JH12+JH13
CH JI1 JI2 JI4 JI6 JI7 JI9=JI1+JI2+JI4+JI6+JI7 JI10 JI12 JI13 JI14=JI10+JI12+JI13
JP JJ1 JJ2 JJ4 JJ6 JJ7 JJ9=JJ1+JJ2+JJ4+JJ6+JJ7 JJ10 JJ12 JJ13 JJ14=JJ10+JJ12+JJ13
… JK1 JK2 JK4 JK6 JK7 JK9=JK1+JK2+JK4+JK6+JK7 JK10 JK12 JK13 JK14=JK10+JK12+JK13
other non-EEA (sum of not material countries) JL1 JL2 JL4 JL6 JL7 JL9=JL1+JL2+JL4+JL6+JL7 JL10 JL12 JL13 JL14=JL10+JL12+JL13

Use of simplified methods to calculate technical provisions

Use of Simplified (S) or Non-Simplified methods (NS) M1 M2 M4 M6 M7 M10 M12 M13
In the case of "S", please indicate briefly the item used N1 N2 N4 N6 N7 N10 N12 N13
In the case of "S", indicate amount of gross TP calculated using
O1 O2 O4 O6 O7 O10 O12 O13
simplified methods

Total amount of surrenders P1 P2 P4 P6 P7 P9=P1+P2+P4+P6+P7 P10 P12 P13 P14=P10+P12+P13

Additional information in case of use of discount rates other than risk free rates Q1 Q2 Q4 Q6 Q7 Q9=Q1+Q2+Q4+Q6+Q7 Q10 Q12 Q13 Q14+Q10+Q12+Q13
(to be further developed)
 TP - F1Q

F1Q
Life and Health SLT Technical Provisions (Quarterly)

Index-linked and unit-linked Annuities stemming Accepted

Other life insurance
insurance from non-life reinsurance
insurance contracts
Insurance with profit Total (Life other than health
Contracts Contracts with Contracts Contracts with and relating to
participation insurance incl. Unit-Linked)
without options options and without options options and insurance obligation
and guarantees guarantees and guarantees guarantees other than health
insurance contracts

Technical provisions calculated as a whole (Replicable portfolio) A1 A3 A5 A6 A7 A9=A1+A3+A5+A6+A7

Of which WP A7A
Of which UL A7B
Of which OL A7C
Best Estimate
Gross B1 B2 B3 B4 B5 B6 B7 B9=SOMME(B1:B7)
Total Recoverables from reinsurance and SPV after the adjustment for expected
losses due to counterparty default C1 C2 C3 C4 C5 C6 C7 C9=SOMME(C1:C7)

Risk Margin E1 E2 E4 E6 E7 E9=E1+E2+E4+E6+E7

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 TP - F1Q

F1Q
Life and Health SLT Technical Provisions (Quarterly)

Health insurance (direct business) Health reinsurance

Annuities stemming (reinsurance
from non-life accepted)
insurance contracts Total (Health similar to
Contracts without Contracts with and relating to life insurance)
options and options and health insurance
guarantees guarantees obligations

Technical provisions calculated as a whole (Replicable portfolio) A10 A12 A13 A14=A10+A12+A13

Best Estimate of which Reinsurance of which Reinsurance

Gross ceded to intra-group B10 B11 B12 B13 B14=SOMME(B10:B13) ceded to intra-group

Total Recoverables from reinsurance and SPV after the adjustment for expected
losses due to counterparty default C9A C10 C11 C12 C13 C14=SOMME(C10:C13) C14A

Risk Margin E10 E12 E13 E14=E10+E12+E13

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 TP - F2

F2
Projection of future cash flows (Best Estmitate - Life)

Insurance with profit participation Index linked and unit-linked insurance Other life insurance Annuities stemming from non-life contracts Accepted reinsurance Health insurance Health reinsurance
Gross Gross Gross Gross Gross Gross Gross
Year (projection Cash out-flows Cash in-flows Cash out-flows Cash in-flows Cash out-flows Cash in-flows Cash out-flows Cash in-flows Cash out-flows Cash in-flows Cash out-flows Cash in-flows Cash out-flows Cash in-flows Total
of undiscounted recoverable
expected cash- Future Future from
Future Future Future Future Future
flows) expenses expenses reinsurance
Future expenses and Future Other cash Future Future Other cash Future expenses and Future Other cash in- Future expenses and Future Other cash in- Future expenses and Future Other cash in- Future Future Other cash in- Future expenses and Future Other cash in-
and other and other
Benefits other cash premiums in-flows Benefits premiums in-flows Benefits other cash premiums flows Benefits other cash premiums flows Benefits other cash premiums flows Benefits premiums flows Benefits other cash premiums flows
cash out- cash out-
out-flows out-flows out-flows out-flows out-flows
flows flows
1 A1 C1 D1 F1 AU1 CU1 DU1 FU1 I1 J1 K1 L1 M1 N1 O1 P1 Q1 R1 S1 T1 U1 CH1 DH1 FH1 V1 X1 Y1 Z1 GH1
2 A2 C2 D2 F2 AU2 CU2 DU2 FU2 I2 J2 K2 L2 M2 N2 O2 P2 Q2 R2 S2 T2 U2 CH2 DH2 FH2 V2 X2 Y2 Z2 GH2
3 A3 C3 D3 F3 AU3 CU3 DU3 FU3 I3 J3 K3 L3 M3 N3 O3 P3 Q3 R3 S3 T3 U3 CH3 DH3 FH3 V3 X3 Y3 Z3 GH3
4 A4 C4 D4 F4 AU4 CU4 DU4 FU4 I4 J4 K4 L4 M4 N4 O4 P4 Q4 R4 S4 T4 U4 CH4 DH4 FH4 V4 X4 Y4 Z4 GH4
5 A5 C5 D5 F5 AU5 CU5 DU5 FU5 I5 J5 K5 L5 M5 N5 O5 P5 Q5 R5 S5 T5 U5 CH5 DH5 FH5 V5 X5 Y5 Z5 GH5
6 A6 C6 D6 F6 AU6 CU6 DU6 FU6 I6 J6 K6 L6 M6 N6 O6 P6 Q6 R6 S6 T6 U6 CH6 DH6 FH6 V6 X6 Y6 Z6 GH6
7 A7 C7 D7 F7 AU7 CU7 DU7 FU7 I7 J7 K7 L7 M7 N7 O7 P7 Q7 R7 S7 T7 U7 CH7 DH7 FH7 V7 X7 Y7 Z7 GH7
8 A8 C8 D8 F8 AU8 CU8 DU8 FU8 I8 J8 K8 L8 M8 N8 O8 P8 Q8 R8 S8 T8 U8 CH8 DH8 FH8 V8 X8 Y8 Z8 GH8
9 A9 C9 D9 F9 AU9 CU9 DU9 FU9 I9 J9 K9 L9 M9 N9 O9 P9 Q9 R9 S9 T9 U9 CH9 DH9 FH9 V9 X9 Y9 Z9 GH9
10 A10 C10 D10 F10 AU10 CU10 DU10 FU10 I10 J10 K10 L10 M10 N10 O10 P10 Q10 R10 S10 T10 U10 CH10 DH10 FH10 V10 X10 Y10 Z10 GH10
11 A11 C11 D11 F11 AU11 CU11 DU11 FU11 I11 J11 K11 L11 M11 N11 O11 P11 Q11 R11 S11 T11 U11 CH11 DH11 FH11 V11 X11 Y11 Z11 GH11
12 A12 C12 D12 F12 AU12 CU12 DU12 FU12 I12 J12 K12 L12 M12 N12 O12 P12 Q12 R12 S12 T12 U12 CH12 DH12 FH12 V12 X12 Y12 Z12 GH12
13 A13 C13 D13 F13 AU13 CU13 DU13 FU13 I13 J13 K13 L13 M13 N13 O13 P13 Q13 R13 S13 T13 U13 CH13 DH13 FH13 V13 X13 Y13 Z13 GH13
14 A14 C14 D14 F14 AU14 CU14 DU14 FU14 I14 J14 K14 L14 M14 N14 O14 P14 Q14 R14 S14 T14 U14 CH14 DH14 FH14 V14 X14 Y14 Z14 GH14
15 A15 C15 D15 F15 AU15 CU15 DU15 FU15 I15 J15 K15 L15 M15 N15 O15 P15 Q15 R15 S15 T15 U15 CH15 DH15 FH15 V15 X15 Y15 Z15 GH15
16 A16 C16 D16 F16 AU16 CU16 DU16 FU16 I16 J16 K16 L16 M16 N16 O16 P16 Q16 R16 S16 T16 U16 CH16 DH16 FH16 V16 X16 Y16 Z16 GH16
17 A17 C17 D17 F17 AU17 CU17 DU17 FU17 I17 J17 K17 L17 M17 N17 O17 P17 Q17 R17 S17 T17 U17 CH17 DH17 FH17 V17 X17 Y17 Z17 GH17
18 A18 C18 D18 F18 AU18 CU18 DU18 FU18 I18 J18 K18 L18 M18 N18 O18 P18 Q18 R18 S18 T18 U18 CH18 DH18 FH18 V18 X18 Y18 Z18 GH18
19 A19 C19 D19 F19 AU19 CU19 DU19 FU19 I19 J19 K19 L19 M19 N19 O19 P19 Q19 R19 S19 T19 U19 CH19 DH19 FH19 V19 X19 Y19 Z19 GH19
20 A20 C20 D20 F20 AU20 CU20 DU20 FU20 I20 J20 K20 L20 M20 N20 O20 P20 Q20 R20 S20 T20 U20 CH20 DH20 FH20 V20 X20 Y20 Z20 GH20
21 A21 C21 D21 F21 AU21 CU21 DU21 FU21 I21 J21 K21 L21 M21 N21 O21 P21 Q21 R21 S21 T21 U21 CH21 DH21 FH21 V21 X21 Y21 Z21 GH21
22 A22 C22 D22 F22 AU22 CU22 DU22 FU22 I22 J22 K22 L22 M22 N22 O22 P22 Q22 R22 S22 T22 U22 CH22 DH22 FH22 V22 X22 Y22 Z22 GH22
23 A23 C23 D23 F23 AU23 CU23 DU23 FU23 I23 J23 K23 L23 M23 N23 O23 P23 Q23 R23 S23 T23 U23 CH23 DH23 FH23 V23 X23 Y23 Z23 GH23
24 A24 C24 D24 F24 AU24 CU24 DU24 FU24 I24 J24 K24 L24 M24 N24 O24 P24 Q24 R24 S24 T24 U24 CH24 DH24 FH24 V24 X24 Y24 Z24 GH24
25 A25 C25 D25 F25 AU25 CU25 DU25 FU25 I25 J25 K25 L25 M25 N25 O25 P25 Q25 R25 S25 T25 U25 CH25 DH25 FH25 V25 X25 Y25 Z25 GH25
26 A26 C26 D26 F26 AU26 CU26 DU26 FU26 I26 J26 K26 L26 M26 N26 O26 P26 Q26 R26 S26 T26 U26 CH26 DH26 FH26 V26 X26 Y26 Z26 GH26
27 A27 C27 D27 F27 AU27 CU27 DU27 FU27 I27 J27 K27 L27 M27 N27 O27 P27 Q27 R27 S27 T27 U27 CH27 DH27 FH27 V27 X27 Y27 Z27 GH27
28 A28 C28 D28 F28 AU28 CU28 DU28 FU28 I28 J28 K28 L28 M28 N28 O28 P28 Q28 R28 S28 T28 U28 CH28 DH28 FH28 V28 X28 Y28 Z28 GH28
29 A29 C29 D29 F29 AU29 CU29 DU29 FU29 I29 J29 K29 L29 M29 N29 O29 P29 Q29 R29 S29 T29 U29 CH29 DH29 FH29 V29 X29 Y29 Z29 GH29
30 A30 C30 D30 F30 AU30 CU30 DU30 FU30 I30 J30 K30 L30 M30 N30 O30 P30 Q30 R30 S30 T30 U30 CH30 DH30 FH30 V30 X30 Y30 Z30 GH30
31-40 A33 C33 D33 F33 AU33 CU33 DU33 FU33 I33 J33 K33 L33 M33 N33 O33 P33 Q33 R33 S33 T33 U33 CH33 DH33 FH33 V33 X33 Y33 Z33 GH33
41-50 A34 C34 D34 F34 AU34 CU34 DU34 FU34 I34 J34 K34 L34 M34 N34 O34 P34 Q34 R34 S34 T34 U34 CH34 DH34 FH34 V34 X34 Y34 Z34 GH34
51 & after A35 C35 D35 F35 AU35 CU35 DU35 FU35 I35 J35 K35 L35 M35 N35 O35 P35 Q35 R35 S35 T35 U35 CH35 DH35 FH35 V35 X35 Y35 Z35 GH35

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 TP - F3

F3
Life obligations analysis

Identification and classification Stock and Movements Best Estimate and guarantees Valuation basis
Ring fenced fund
Product Total amount of Best Estimate Total amount of Use of financial
Are HRG or other internal Number of new
Product Number of Product still commercialized ? classification ID Number of contracts at premiums (by HRG - Surrender value Annualized theoritical claims instrument for
Line of Business common to other funds (ID of fund Type of product Type of premium Country Capital-at-risk
denomination HRG
products? (Y/N) or Not Ring-
(Y/N) (harmonized the end of the year contracts during year written during merger of (where available) guaranteed rate (according to table) replication ? (Y/N)
code) the year different cells) during year
fenced)
A1 A2A A2B A2C A3 A4 A5 A6 A7 A8 A9 A10 A15 A21 A24 A26 A30 A34A A41
F3A
Only for Variable Annuities - Description of guarantees by product

Identification Description of guarantees Detail of GMDB guarantees Detail of GMAB guarantees Detail of GMIB guarantees Detail of GMWB guarantees
Product
Entity Denomination General Description Cover Term Present? Level Description Present? Level Description Present? Level Description Present? Level Description
A1 A2=A1(F3) A3 A4 A5 A6 A7 A8 A9 A10 A11 A12 A13 A14 A15 A16
F3B
Only for Variable Annuities - Hedging of guarantees

Identification Hedging Results

Product Type of Delta Gamma Vega Other hedged Economic result Economic result
Rho hedged FX hedged
Denomination strategy hedged hedged hedged risks without hedging with hedging
A1=A1(F3)=A2(F3A) A2 A3 A4 A5 A6 A7 A8 A9 A10
TP - F4

F4
Information on annuities stemming from Non-Life Insurance obligations

The related non-life line of business

Currency:
Latest Year N

Accident year Undiscounted Undiscounted Annuity Undiscounted Number of annuities Best Estimate for Test for under /
annuity claims annuity claims payments paid annuity claims obligations at the annuity claims over reserving
provisions at the provisions set during year N provisions at end of year N provisions at the end
start of year N up during year N the end of year of year N
N (discounted basis)

A0 A1 A2 A3 A4 A5 (A6) = (A0+A1-
A2)-(A3)
Prior years
N-9
N-8
N-7
N-6
N-5
N-4
N-3
N-2
N-1
N
SUM

The average technical rate in year N B1

The average duration of the obligations C1

The weighted average age of the beneficiaries D1

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 TP - E1
E1 - Non-Life Technical Provisions (annual)
Segmentation for:
Direct business and accepted proportional reinsurance accepted non-proportional reinsurance:

Non-proportional Total Non-Life obligation

Workers' Marine, aviation Fire and other Credit and Non-proportional Non-proportional
Medical expense Income protection Motor vehicle Other motor General liability Legal expenses Miscellaneous Non-proportional marine, aviation and
compensation and transport damage to property suretyship Assistance casualty property
insurance insurance liability insurance insurance insurance insurance financial loss health reinsurance transport
insurance insurance insurance insurance (11) reinsurance reinsurance
(1) (2) (4) (5) (8) (10) (12) (13) reinsurance
(3) (6) (7) (9) (14) (16)
(15)

Technical provisions calculated as a whole (REPL.) A1=A2+A3 B1=B2+B3 C1=C2+C3 D1=D2+D3 E1=E2+E3 F1=F2+F3 G1=G2+G3 H1=H2+H3 I1=I2+I3 J1=J2+J3 K1=K2+K3 L1=L2+L3 M1=M4 N1=N4 O1=O4 P1=P4 Q1=SOMMA(A1:P1)
Direct business A2 B2 C2 D2 E2 F2 G2 H2 I2 J2 K2 L2 Q2=SOMMA(A2:L2)
Accepted proportional reinsurance business A3 B3 C3 D3 E3 F3 G3 H3 I3 J3 K3 L3 Q3=SOMMA(A3:L3)
Accepted non-proportional reinsurance M4 N4 O4 P4 Q4=SOMMA(M4:P4)

Technical provisions calculated as a sum of BE and RM (NON-REPL.)

Best estimate
Premium provisions
Gross - direct business A5 B5 C5 D5 E5 F5 G5 H5 I5 J5 K5 L5 Q5=SOMMA(A5:L5)
Gross - accepted proportional reinsurance business A6 B6 C6 D6 E6 F6 G6 H6 I6 J6 K6 L6 Q6=SOMMA(A6:L6)
Gross - accepted non-proportional reinsurance business M7 N7 O7 P7 Q7=SOMMA(M7:P7)
Total recoverable from reinsurance/SPV before the adjustment for expected losses due to counterparty default A8=A9+A10+A11 B8=B9+B10+B11 C8=C9+C10+C11 D8=D9+D10+D11 E8=E9+E10+E11 F8=F9+F10+F11 G8=G9+G10+G11 H8=H9+H10+H11 I8=I9+I10+I11 J8=J9+J10+J11 K8=K9+K10+K11 L8=L9+L10+L11 M8=M9+M10+M11 N8=N9+N10+N11 O8=O9+O10+O11 P8=P9+P10+P11 Q8=SOMMA(A8:P8)
Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses A9 B9 C9 D9 E9 F9 G9 H9 I9 J9 K9 L9 M9 N9 O9 P9 Q9=SOMMA(A9:P9)
Recoverables from SPV before adjustment for expected losses A10 B10 C10 D10 E10 F10 G10 H10 I10 J10 K10 L10 M10 N10 O10 P10 Q10=SOMMA(A10:P10)
Recoverables from Finite Reinsurance before adjustment for expected losses A11 B11 C11 D11 E11 F11 G11 H11 I11 J11 K11 L11 M11 N11 O11 P11 Q11=SOMMA(A11:P11)
Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty default A12 B12 C12 D12 E12 F12 G12 H12 I12 J12 K12 L12 M12 N12 O12 P12 Q12=SOMMA(A12:P12)
Net Best Estimate of Premium Provisions A13=A5+A6-A12 B13=B5+B6-B12 C13=C5+C6-C12 D13=D5+D6-D12 E13=E5+E6-E12 F13=F5+F6-F12 G13=G5+G6-G12 H13=H5+H6-H12 I13=I5+I6-I12 J13=J5+J6-J12 K13=K5+K6-K12 L13=L5+L6-L12 M13=M7-M12 N13=N7-N12 O13=O7-O12 P13=P7-P12 Q13=SOMMA(A13:P13)

Claims provisions
Gross - direct business A14 B14 C14 D14 E14 F14 G14 H14 I14 J14 K14 L14 Q14=SOMMA(A14:L14)
Gross - accepted proportional reinsurance business A15 B15 C15 D15 E15 F15 G15 H15 I15 J15 K15 L15 Q15=SOMMA(A15:L15)
Gross - accepted non-proportional reinsurance business M16 N16 O16 P16 Q16=SOMMA(M16:P16)
Total recoverable from reinsurance/SPV before the adjustment for expected losses due to counterparty default A17=A18+A19+A20 B17=B18+B19+B20 C17=C18+C19+C20 D17=D18+D19+D20 E17=E18+E19+E20 F17=F18+F19+F20 G17=G18+G19+G20 H17=H18+H19+H20 I17=I18+I19+I20 J17=J18+J19+J20 K17=K18+K19+K20 L17=L18+L19+L20 M17=M18+M19+M20 N17=N18+N19+N20 O17=O18+O19+O20 P17=P18+P19+P20 Q17=SOMMA(A17:P17)
Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses A18 B18 C18 D18 E18 F18 G18 H18 I18 J18 K18 L18 M18 N18 O18 P18 Q18=SOMMA(A18:P18)
Recoverables from SPV before adjustment for expected losses A19 B19 C19 D19 E19 F19 G19 H19 I19 J19 K19 L19 M19 N19 O19 P19 Q19=SOMMA(A19:P19)
Recoverables from Finite Reinsurance before adjustment for expected losses A20 B20 C20 D20 E20 F20 G20 H20 I20 J20 K20 L20 M20 N20 O20 P20 Q20=SOMMA(A20:P20)
Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty default A21 B21 C21 D21 E21 F21 G21 H21 I21 J21 K21 L21 M21 N21 O21 P21 Q21=SOMMA(A21:P21)
Net Best Estimate of Claims Provisions A22=A14+A15-A21 B22=B14+B15-B21 C22=C14+C15-C21 D22=D14+D15-D21 E22=E14+E15-E21 F22=F14+F15-F21 G22=G14+G15-G21 H22=H14+H15-H21 I22=I14+I15-I21 J22=J14+J15-J21 K22=K14+K15-K21 L22=L14+L15-L21 M22=M16-M21 N22=N16-N21 O21=O16-O21 P22=P16-P21 Q22=SOMMA(A22:P22)

Total Best estimate - gross A23=A5+A6+A14+A15 B23=B5+B6+B14+B15 C23=C5+C6+C14+C15 D23=D5+D6+D14+D15 E23=E5+E6+E14+E15 F23=F5+F6+F14+F15 G23=G5+G6+G14+G15 H23=H5+H6+H14+H15 I23=I5+I6+I14+I15 J23=J5+J6+J14+J15 K23=K5+K6+K14+K15 L23=L5+L6+L14+L15 M23=M7+M16 N23=N7+N16 O23=O7+O16 P23=P7+P16 Q23=SOMMA(A23:P23)
Total Best estimate - net A24=A13+A22 B24=B13+B22 C24=C13+C22 D24=D13+D22 E24=E13+E22 F24=F13+F22 G24=G13+G22 H24=H13+H22 I24=I13+I22 J24=J13+J22 K24=K13+K22 L24=L13+L22 M24=M13+M22 N24=N13+N22 O24=O13+O22 P24=P13+P22 Q24=SOMMA(A24:P24)

Risk margin A25 B25 C25 D25 E25 F25 G25 H25 I25 J25 K25 L25 M25 N25 O25 P25 Q25=SOMMA(A25:P25)

Technical provisions - total

Technical provisions - total A26=A1+A23+A25 B26=B1+B23+B25 C26=C1+C23+C25 D26=D1+D23+D25 E26=E1+E23+E25 F26=F1+F23+F25 G26=G1+G23+G25 H26=H1+H23+H25 I26=I1+I23+I25 J26=J1+J23+J25 K26=K1+K23+K25 L26=L1+L23+L25 M26=M1+M23+M25 N26=N1+N23+N25 O26=O1+O23+O25 P26=P1+P23+P25 Q26=SOMMA(A26:P26)

A27=A12+A21 B27=B12+B21 C27=C12+C21 D27=D12+D21 E27=E12+E21 F27=F12+F21 G27=G12+G21 H27=H12+H21 I27=I12+I21 J27=J12+J21 K27=K12+K21 L27=L12+L21 M27=M12+M21 N27=N12+N21 O27=O12+O21 P27=P12+P21 Q27=SOMMA(A27:P27)
Recoverable from reinsurance contract/SPV after the adjustment for expected losses due to counterparty default - total
Technical provisions minus recoverables from reinsurance and SPV - total A28=A1+A24+A25 B28=B1+B24+B25 C28=C1+C24+C25 D28=D1+D24+D25 E28=E1+E24+E25 F28=F1+F24+F25 G28=G1+G24+G25 H28=H1+H24+H25 I28=I1+I24+I25 J28=J1+J24+J25 K28=K1+K24+K25 L28=L1+L24+L25 M28=M1+M24+M25 N28=N1+N24+N25 O28=O1+O24+O25 P28=P1+P24+P25 Q28=SOMMA(A28:P28)

ADDITIONAL INFORMATION:

Additional information in case of use of discount rates other than risk-free rates (to be further developed) A29 B29 C29 D29 E29 F29 G29 H29 I29 J29 K29 L29 M29 N29 O29 P29

Line of Business (LoB): further segmentation (Homogeneous Risk Groups - HRG)

a) Premium provisions
further segmentation into homogeneous risk groups (Y/N) A30 B30 C30 D30 E30 F30 G30 H30 I30 J30 K30 L30 M30 N30 O30 P30
If yes, specify total number of homogenious risk groups (HRGs) A31 B31 C31 D31 E31 F31 G31 H31 I31 J31 K31 L31 M31 N31 O31 P31

b) Claims provisions
further segmentation into homogeneous risk groups (Y/N) A32 B32 C32 D32 E32 F32 G32 H32 I32 J32 K32 L32 M32 N32 O32 P32
If yes, specify total number of homogenious risk groups (HRGs) A33 B33 C33 D33 E33 F33 G33 H33 I33 J33 K33 L33 M33 N33 O33 P33

Best estimate of Claims Provisions (Gross)

Future benefits and claims A34 B34 C34 D34 E34 F34 G34 H34 I34 J34 K34 L34 M34 N34 O34 P34 Q34=SOMMA(A34:P34)
Cash out-flows
Future expenses and other cash-out flows A35 B35 C35 D35 E35 F35 G35 H35 I35 J35 K35 L35 M35 N35 O35 P35 Q35=SOMMA(A35:P35)
Future premiums A36 B36 C36 D36 E36 F36 G36 H36 I36 J36 K36 L36 M36 N36 O36 P36 Q36=SOMMA(A36:P36)
Cash in-flows
Other cash-in flows (incl. Recoverable from salvages and subrogations) A37 B37 C37 D37 E37 F37 G37 H37 I37 J37 K37 L37 M37 N37 O37 P37 Q37=SOMMA(A37:P37)

Use of simplified methods and techniques to calculate technical provisions

Use of Simplified (S) or Non-Simplified method (NS) A38 B38 C38 D38 E38 F38 G38 H38 I38 J38 K38 L38 M38 N38 O38 P38
In the case of "S", please indicate briefly the item used A39 B39 C39 D39 E39 F39 G39 H39 I39 J39 K39 L39 M39 N39 O39 P39
In the case of "S", indicate amount of gross TP calculated using simplified methods A40 B40 C40 D40 E40 F40 G40 H40 I40 J40 K40 L40 M40 N40 O40 P40 Q40=SOMMA(A40:P40)

Gross Best estimate for different countries

Home A41 B41 C41 D41 E41 F41 G41 H41 I41 J41 K41 L41 Q41=SOMMA(A41:L41)
AT A42 B42 C42 D42 E42 F42 G42 H42 I42 J42 K42 L42 Q42=SOMMA(A42:L42)
BE A43 B43 C43 D43 E43 F43 G43 H43 I43 J43 K43 L43 Q43=SOMMA(A43:L43)
CZ A44 B44 C44 D44 E44 F44 G44 H44 I44 J44 K44 L44 Q44=SOMMA(A44:L44)
… A45 B45 C45 D45 E45 F45 G45 H45 I45 J45 K45 L45 Q45=SOMMA(A45:L45)
other EEA (sum of not material countries) A46 B46 C46 D46 E46 F46 G46 H46 I46 J46 K46 L46 Q46=SOMMA(A46:L46)
US A47 B47 C47 D47 E47 F47 G47 H47 I47 J47 K47 L47 Q47=SOMMA(A47:L47)
CA A48 B48 C48 D48 E48 F48 G48 H48 I48 J48 K48 L48 Q48=SOMMA(A48:L48)
AU A49 B49 C49 D49 E49 F49 G49 H49 I49 J49 K49 L49 Q49=SOMMA(A49:L49)
CH A50 B50 C50 D50 E50 F50 G50 H50 I50 J50 K50 L50 Q50=SOMMA(A50:L50)
JP A51 B51 C51 D51 E51 F51 G51 H51 I51 J51 K51 L51 Q51=SOMMA(A51:L51)
… A52 B52 C52 D52 E52 F52 G52 H52 I52 J52 K52 L52 Q52=SOMMA(A52:L52)
other non-EEA (sum of not material countries) A53 B53 C53 D53 E53 F53 G53 H53 I53 J53 K53 L53 Q53=SOMMA(A53:L53)

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 TP - E1 Q
E1Q - Non-Life Technical Provisions (quarterly)

Segmentation for:
Direct business and accepted proportional reinsurance accepted non-proportional reinsurance:

Marine, Fire and other Non-proportional Total Non-Life obligation

Income protection Workers' Motor vehicle Credit and Non-proportional Non-proportional
Medical expense compensation liability Other motor aviation and damage to General liability suretyship Legal expenses Assistance Miscellaneous Non-proportional marine, aviation and
insurance insurance transport property insurance insurance financial loss casualty property
insurance insurance insurance insurance (11) health reinsurance transport
(5) insurance insurance (8) (10) (12) reinsurance reinsurance
(1) (2) (3) (4) (9) (13) reinsurance
(6) (7) (14) (16)
(15)

Technical provisions calculated as a whole (REPL.) A1 B1 C1 D1 E1 F1 G1 H1 I1 L1 M1 N1 O1 P1 Q1 R1 Q1=SOMMA(A1:R1)

Technical provisions calculated as a sum of BE and RM (NON-REPL.)

Best estimate
Premium provisions
Gross A2 B2 C2 D2 E2 F2 G2 H2 I2 L2 M2 N2 O2 P2 Q2 R2 Q2=SOMMA(A2:R2)
Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty default A3 B3 C3 D3 E3 F3 G3 H3 I3 L3 M3 N3 O3 P3 Q3 R3 Q3=SOMMA(A3:R3)
Net A4=A2-A3 B4=B2-B3 C4=C2-C3 D4=D2-D3 E4=E2-E3 F4=F2-F3 G4=G2-G3 H4=H2-H3 I4=I2-I3 L4=L2-L3 M4=M2-M3 N4=N2-N3 O4=O2-O3 P4=P2-P3 Q4=Q2-Q3 R4=R2-R3 Q4=SOMMA(A4:R4)

Claims provisions
Gross A5 B5 C5 D5 E5 F5 G5 H5 I5 L5 M5 N5 O5 P5 Q5 R5 Q5=SOMMA(A5:R5)
Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty default A6 B6 C6 D6 E6 F6 G6 H6 I6 L6 M6 N6 O6 P6 Q6 R6 Q6=SOMMA(A6:R6)
Net A7=A5-A6 B7=B5-B6 C7=C5-C6 D7=D5-D6 E7=E5-E6 F7=F5-F6 G7=G5-G6 H7=H5-H6 I7=I5-I6 L7=L5-L6 M7=M5-M6 N7=N5-N6 O7=O5-O6 P7=P5-P6 Q7=Q5-Q6 R7=R5-R6 Q7=SOMMA(A7:R7)

Total Best estimate - gross A8=A2+A5 B8=B2+B5 C8=C2+C5 D8=D2+D5 E8=E2+E5 F8=F2+F5 G8=G2+G5 H8=H2+H5 I8=I2+I5 L8=L2+L5 M8=M2+M5 N8=N2+N5 O8=O2+O5 P8=P2+P5 Q8=Q2+Q5 R8=R2+R5 Q8=SOMMA(A8:R8)
Total Best estimate - net A9=A4+A7 B9=B4+B7 C9=C4+C7 D9=D4+D7 E9=E4+E7 F9=F4+F7 G9=G4+G7 H9=H4+H7 I9=I4+I7 L9=L4+L7 M9=M4+M7 N9=N4+N7 O9=O4+O7 P9=P4+P7 Q9=Q4+Q7 R9=R4+R7 Q9=SOMMA(A9:R9)

Risk margin A10 B10 C10 D10 E10 F10 G10 H10 I10 L10 M10 N10 O10 P10 Q10 R10 Q10=SOMMA(A10:R10)

Technical provisions - total

Technical provisions - total A11=A1+A8+A10 B11=B1+B8+B10 C11=C1+C8+C10 D11=D1+D8+D10 E11=E1+E8+E10 F11=F1+F8+F10 G11=G1+G8+G10 H11=H1+H8+H10 I11=I1+I8+I10 L11=L1+L8+L10 M11=M1+M8+M10 N11=N1+N8+N10 O11=O1+O8+O10 P11=P1+P8+P10 Q11=Q1+Q8+Q10 R11=R1+R8+R10 Q11=SOMMA(A11:R11)

Recoverable from reinsurance contract/SPV after the adjustment for expected losses due to counterparty default - A12=A3+A6 B12=B3+B6 C12=C3+C6 D12=D3+D6 E12=E3+E6 F12=F3+F6 G12=G3+G6 H12=H3+H6 I12=I3+I6 L12=L3+L6 M12=M3+M6 N12=N3+N6 O12=O3+O6 P12=P3+P6 Q12=Q3+Q6 R12=R3+R6
total Q12=SOMMA(A12:R12)
Technical provisions minus recoverables from reinsurance and SPV - total A13=A1+A9+A10 B13=B1+B9+B10 C13=C1+C9+C10 D13=D1+D9+D10 E13=E1+E9+E10 F13=F1+F9+F10 G13=G1+G9+G10 H13=H1+H9+H10 I13=I1+I9+I10 L13=L1+L9+L10 M13=M1+M9+M10 N13=N1+N9+N10 O13=O1+O9+O10 P13=P1+P9+P10 Q13=Q1+Q9+Q10 R13=R1+R9+R10 Q13=SOMMA(A13:R13)

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 TP - E2

E2: Projection of future cash flows (Best Estimate - Non Life)

Best Estimate Claim Provision

(Gross)
Year Best Estimate Total recoverable
(projection of
Premium Cash out-flows Cash in-flows from reinsurance
undiscounted
expected cash- Provision (after the
(Gross) adjustment)
flows) Future expenses
Other cash-in
Future benefits and other cash- Future premiums
flows
out flows
1 A1 B1 C1 D1 E1 F1
2 A2 B2 C2 D2 E2 F2
3 A3 B3 C3 D3 E3 F3
4 A4 B4 C4 D4 E4 F4
5 A5 B5 C5 D5 E5 F5
6 A6 B6 C6 D6 E6 F6
7 A7 B7 C7 D7 E7 F7
8 A8 B8 C8 D8 E8 F8
9 A9 B9 C9 D9 E9 F9
10 A10 B10 C10 D10 E10 F10
11 A11 B11 C11 D11 E11 F11
12 A12 B12 C12 D12 E12 F12
13 A13 B13 C13 D13 E13 F13
14 A14 B14 C14 D14 E14 F14
15 A15 B15 C15 D15 E15 F15
16 A16 B16 C16 D16 E16 F16
17 A17 B17 C17 D17 E17 F17
18 A18 B18 C18 D18 E18 F18
19 A19 B19 C19 D19 E19 F19
20 A20 B20 C20 D20 E20 F20
21 A21 B21 C21 D21 E21 F21
22 A22 B22 C22 D22 E22 F22
23 A23 B23 C23 D23 E23 F23
24 A24 B24 C24 D24 E24 F24
25 A25 B25 C25 D25 E25 F25
26 A26 B26 C26 D26 E26 F26
27 A27 B27 C27 D27 E27 F27
28 A28 B28 C28 D28 E28 F28
29 A29 B29 C29 D29 E29 F29
30 A30 B30 C30 D30 E30 F30
31 & after A31 B31 C31 D31 E31 F31

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 TP - E3
E3: Non-life Insurance Claims Information

Line of Business A00 Methodology used for provisions A01

Tail factor used A02
Latest Year A03: N Currency A04

Gross Claims Paid (non-cumulative) Gross undiscounted Best Estimate Claims Provisions Gross Reported but not Settled Claims (RBNS)
(absolute amount) (absolute amount) (absolute amount)

Development year Development year Development year

Sum of years Year end

Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + In Current year Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + Year end
(cumulative) (discounted data)
Prior J0 J0 J0 Prior J0 J0.1 Prior J0 J0
N-14 A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 M1 N1 O1 O1 =Somma(A1:O1) N-14 P1 Q1 R1 S1 T1 U1 V1 W1 X1 Y1 Z1 AA1 AB1 AC1 AD1 AD1.1 N-14 AE1 AF1 AG1 AH1 AI1 AJ1 AK1 AL1 AM1 AN1 AO1 AP1 AQ1 AR1 AS1 AS1
N-13 A2 B2 C2 D2 E2 F2 G2 H2 I2 J2 K2 L2 M2 N2 N2 =Somma(A2:N2) N-13 P2 Q2 R2 S2 T2 U2 V2 W2 X2 Y2 Z2 AA2 AB2 AC2 AC2.1 N-13 AE2 AF2 AG2 AH2 AI2 AJ2 AK2 AL2 AM2 AN2 AO2 AP2 AQ2 AR2 AR2
N-12 A3 B3 C3 D3 E3 F3 G3 H3 I3 J3 K3 L3 M3 M3 =Somma(A3:M3) N-12 P3 Q3 R3 S3 T3 U3 V3 W3 X3 Y3 Z3 AA3 AB3 AB3.1 N-12 AE3 AF3 AG3 AH3 AI3 AJ3 AK3 AL3 AM3 AN3 AO3 AP3 AQ3 AQ3
N-11 A4 B4 C4 D4 E4 F4 G4 H4 I4 J4 K4 L4 L4 =Somma(A4:L4) N-11 P4 Q4 R4 S4 T4 U4 V4 W4 X4 Y4 Z4 AA4 AA4.1 N-11 AE4 AF4 AG4 AH4 AI4 AJ4 AK4 AL4 AM4 AN4 AO4 AP4 AP4
N-10 A5 B5 C5 D5 E5 F5 G5 H5 I5 J5 K5 K5 =Somma(A5:K4) N-10 P5 Q5 R5 S5 T5 U5 V5 W5 X5 Y5 Z5 Z5.1 N-10 AE5 AF5 AG5 AH5 AI5 AJ5 AK5 AL5 AM5 AN5 AO5 AO5
N-9 A6 B6 C6 D6 E6 F6 G6 H6 I6 J6 J6 =Somma(A6:J6) N-9 P6 Q6 R6 S6 T6 U6 V6 W6 X6 Y6 Y6.1 N-9 AE6 AF6 AG6 AH6 AI6 AJ6 AK6 AL6 AM6 AN6 AN6
N-8 A7 B7 C7 D7 E7 F7 G7 H7 I7 I7 =Somma(A7:I7) N-8 P7 Q7 R7 S7 T7 U7 V7 W7 X7 X7.1 N-8 AE7 AF7 AG7 AH7 AI7 AJ7 AK7 AL7 AM7 AM7
N-7 A8 B8 C8 D8 E8 F8 G8 H8 H8 =Somma(A8:H8) N-7 P8 Q8 R8 S8 T8 U8 V8 W8 W8.1 N-7 AE8 AF8 AG8 AH8 AI8 AJ8 AK8 AL8 AL8
N-6 A9 B9 C9 D9 E9 F9 G9 G9 =Somma(A9:G9) N-6 P9 Q9 R9 S9 T9 U9 V9 V9.1 N-6 AE9 AF9 AG9 AH9 AI9 AJ9 AK9 AK9
N-5 A10 B10 C10 D10 E10 F10 F10 =Somma(A10:F10) N-5 P10 Q10 R10 S10 T10 U10 U10.1 N-5 AE10 AF10 AG10 AH10 AI10 AJ10 AJ10
N-4 A11 B11 C11 D11 E11 E11 =Somma(A11:E11) N-4 P11 Q11 R11 S11 T11 T11.1 N-4 AE11 AF11 AG11 AH11 AI11 AI11
N-3 A12 B12 C12 D12 D12 =Somma(A12:D12) N-3 P12 Q12 R12 S12 S12.1 N-3 AE12 AF12 AG12 AH12 AH12
N-2 A13 B13 C13 C13 =Somma(A13:C13) N-2 P13 Q13 R13 R13.1 N-2 AE13 AF13 AG13 AG13
N-1 A14 B14 B14 =Somma(A14;B14) N-1 P14 Q14 Q14.1 N-1 AE14 AF14 AF14
N A15 A15 A15 N P15 P15.1 N AE15 AE15
Total =J0+…A15 formula=SOMMA Total =JO.1+…Q14.1 Total =jO+…+AE15

Salvage and subrogation included within Gross Claims Paid (non-cumulative) Salvage and subrogation included within Gross RBNS Claims
(absolute amount) (absolute amount)

Development year Development year

Sum of years
Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + In Current year Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + Year end
(cumulative)
Prior J16 J16 J16 Prior J0 J0
N-14 A17 B17 C17 D17 E17 F17 G17 H17 I17 J17 K17 L17 M17 N17 O17 O17 =Somma(A17:O17) N-14 AE17 AF17 AG17 AH17 AI17 AJ17 AK17 AL17 AM17 AN17 AO17 AP17 AQ17 AR17 AS17 AS17
N-13 A18 B18 C18 D18 E18 F18 G18 H18 I18 J18 K18 L18 M18 N18 N18 =Somma(A18:N18) N-13 AE18 AF18 AG18 AH18 AI18 AJ18 AK18 AL18 AM18 AN18 AO18 AP18 AQ18 AR18 AR18
N-12 A19 B19 C19 D19 E19 F19 G19 H19 I19 J19 K19 L19 M19 M19 =Somma(A19:M19) N-12 AE19 AF19 AG19 AH19 AI19 AJ19 AK19 AL19 AM19 AN19 AO19 AP19 AQ19 AQ19
N-11 A20 B20 C20 D20 E20 F20 G20 H20 I20 J20 K20 L20 L20 =Somma(A20:L20) N-11 AE20 AF20 AG20 AH20 AI20 AJ20 AK20 AL20 AM20 AN20 AO20 AP20 AP20
N-10 A21 B21 C21 D21 E21 F21 G21 H21 I21 J21 K21 K21 =Somma(A21:K21) N-10 AE21 AF21 AG21 AH21 AI21 AJ21 AK21 AL21 AM21 AN21 AO21 AO21
N-9 A22 B22 C22 D22 E22 F22 G22 H22 I22 J22 J22 =Somma(A22:J22) N-9 AE22 AF22 AG22 AH22 AI22 AJ22 AK22 AL22 AM22 AN22 AN22
N-8 A23 B23 C23 D23 E23 F23 G23 H23 I23 I23 =Somma(A23:I23) N-8 AE23 AF23 AG23 AH23 AI23 AJ23 AK23 AL23 AM23 AM23
N-7 A24 B24 C24 D24 E24 F24 G24 H24 H24 =Somma(A24:H24) N-7 AE24 AF24 AG24 AH24 AI24 AJ24 AK24 AL24 AL24
N-6 A25 B25 C25 D25 E25 F25 G25 G25 =Somma(A25:G25) N-6 AE25 AF25 AG25 AH25 AI25 AJ25 AK25 AK25
N-5 A26 B26 C26 D26 E26 F26 F26 =Somma(A26:F26) N-5 AE26 AF26 AG26 AH26 AI26 AJ26 AJ26
N-4 A27 B27 C27 D27 E27 E27 =Somma(A27:E27) N-4 AE27 AF27 AG27 AH27 AI27 AI27
N-3 A28 B28 C28 D28 D28 =Somma(A28:D28) N-3 AE28 AF28 AG28 AH28 AH28
N-2 A29 B29 C29 C29 =Somma(A29:C29) N-2 AE29 AF29 AG29 AG29
N-1 A30 B30 B30 =Somma(A30:B30) N-1 AE30 AF30 AF30
N A31 A31 =A31 N AE31 AE31
Total J16+…+A31 formula=SOMMA Total =jO+…+AE31

Reinsurance Recoveries received (non-cumulative) Undiscounted Best Estimate Claims Provisions - Reinsurance recoverable Reinsurance RBNS Claims
(absolute amount) (absolute amount) (absolute amount)

Development year DECISION POINT Development year Development year

See note on "TPNL - Outstanding issues_SG3TPSG_7 Sept 2011 vTelCo", point 2.1 E3- Reinsurance
Sum of years triangles Year end
Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + In Current year Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + Year end
(cumulative) (discounted data)
Prior J32 J32 J32 Prior J32 J32.1 Prior J0 J0
N-14 A33 B33 C33 D33 E33 F33 G33 H33 I33 J33 K33 L33 M33 N33 O33 O33 =Somma(A33:O33) N-14 P33 Q33 R33 S33 T33 U33 V33 W33 X33 Y33 Z33 AA33 AB33 AC33 AD33 AD33.1 N-14 AE33 AF33 AG33 AH33 AI33 AJ33 AK33 AL33 AM33 AN33 AO33 AP33 AQ33 AR33 AS33 AS33
N-13 A34 B34 C34 D34 E34 F34 G34 H34 I34 J34 K34 L34 M34 N34 N34 =Somma(A34:N34) N-13 P34 Q34 R34 S34 T34 U34 V34 W34 X34 Y34 Z34 AA34 AB34 AC34 AC34.1 N-13 AE34 AF34 AG34 AH34 AI34 AJ34 AK34 AL34 AM34 AN34 AO34 AP34 AQ34 AR34 AR34
N-12 A35 B35 C35 D35 E35 F35 G35 H35 I35 J35 K35 L35 M35 M35 =Somma(A35:M35) N-12 P35 Q35 R35 S35 T35 U35 V35 W35 X35 Y35 Z35 AA35 AB35 AB35.1 N-12 AE35 AF35 AG35 AH35 AI35 AJ35 AK35 AL35 AM35 AN35 AO35 AP35 AQ35 AQ35
N-11 A36 B36 C36 D36 E36 F36 G36 H36 I36 J36 K36 L36 L36 =Somma(A36:L36) N-11 P36 Q36 R36 S36 T36 U36 V36 W36 X36 Y36 Z36 AA36 AA36.1 N-11 AE36 AF36 AG36 AH36 AI36 AJ36 AK36 AL36 AM36 AN36 AO36 AP36 AP36
N-10 A37 B37 C37 D37 E37 F37 G37 H37 I37 J37 K37 K37 =Somma(A37:K37) N-10 P37 Q37 R37 S37 T37 U37 V37 W37 X37 Y37 Z37 Z37.1 N-10 AE37 AF37 AG37 AH37 AI37 AJ37 AK37 AL37 AM37 AN37 AO37 AO37
N-9 A38 B38 C38 D38 E38 F38 G38 H38 I38 J38 J38 =Somma(A38:J38) N-9 P38 Q38 R38 S38 T38 U38 V38 W38 X38 Y38 Y38.1 N-9 AE38 AF38 AG38 AH38 AI38 AJ38 AK38 AL38 AM38 AN38 AN38
N-8 A39 B39 C39 D39 E39 F39 G39 H39 I39 I39 =Somma(A39:I39) N-8 P39 Q39 R39 S39 T39 U39 V39 W39 X39 X39.1 N-8 AE39 AF39 AG39 AH39 AI39 AJ39 AK39 AL39 AM39 AM39
N-7 A40 B40 C40 D40 E40 F40 G40 H40 H40 =Somma(A40:H40) N-7 P40 Q40 R40 S40 T40 U40 V40 W40 W40.1 N-7 AE40 AF40 AG40 AH40 AI40 AJ40 AK40 AL40 AL40
N-6 A41 B41 C41 D41 E41 F41 G41 G41 =Somma(A41:G41) N-6 P41 Q41 R41 S41 T41 U41 V41 V41.1 N-6 AE41 AF41 AG41 AH41 AI41 AJ41 AK41 AK41
N-5 A42 B42 C42 D42 E42 F42 F42 =Somma(A42:F42) N-5 P42 Q42 R42 S42 T42 U42 U42.1 N-5 AE42 AF42 AG42 AH42 AI42 AJ42 AJ42
N-4 A43 B43 C43 D43 E43 E43 =Somma(A43:E43) N-4 P43 Q43 R43 S43 T43 T43.1 N-4 AE43 AF43 AG43 AH43 AI43 AI43
N-3 A44 B44 C44 D44 D44 =Somma(A44:D44) N-3 P44 Q44 R44 S44 S44.1 N-3 AE44 AF44 AG44 AH44 AH44
N-2 A45 B45 C45 C45 =Somma(A45:C45) N-2 P45 Q45 R45 R45.1 N-2 AE45 AF45 AG45 AG45
N-1 A46 B46 B46 =Somma(A46:B46) N-1 P46 Q46 Q46.1 N-1 AE46 AF46 AF46
N A47 A47 A47 N P47 Total P47.1 N AE47 AE47
Total =J32+…+A47 formula=SOMMA =J32.1+…Q46.1 Total =JO+…+AE47

Net Claims Paid (non-cumulative) Net Undiscounted Best Estimate Claims Provisions Net RBNS Claims
(absolute amount) (absolute amount) (absolute amount)

Development year Development year Development year

Sum of years Year end
Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + In Current year Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + Year end
(cumulative) (discounted data)
Prior formula formula formula Prior formula U4.1 Prior formula formula
N-14 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-14 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-14 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula
N-13 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-13 formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-13 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula
N-12 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-12 formula formula formula formula formula formula formula formula formula formula formula formula formula N-12 formula formula formula formula formula formula formula formula formula formula formula formula formula formula
N-11 formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-11 formula formula formula formula formula formula formula formula formula formula formula formula N-11 formula formula formula formula formula formula formula formula formula formula formula formula formula
N-10 formula formula formula formula formula formula formula formula formula formula formula formula formula N-10 formula formula formula formula formula formula formula formula formula formula formula N-10 formula formula formula formula formula formula formula formula formula formula formula formula
N-9 formula formula formula formula formula formula formula formula formula formula formula formula N-9 formula formula formula formula formula formula formula formula formula formula U5.1 N-9 formula formula formula formula formula formula formula formula formula formula formula
N-8 formula formula formula formula formula formula formula formula formula formula formula N-8 formula formula formula formula formula formula formula formula formula T5.1 N-8 formula formula formula formula formula formula formula formula formula formula
N-7 formula formula formula formula formula formula formula formula formula formula N-7 formula formula formula formula formula formula formula formula S9.1 N-7 formula formula formula formula formula formula formula formula formula
N-6 formula formula formula formula formula formula formula formula formula N-6 formula formula formula formula formula formula formula R12.1 N-6 formula formula formula formula formula formula formula formula
N-5 formula formula formula formula formula formula formula formula N-5 formula formula formula formula formula formula Q15.1 N-5 formula formula formula formula formula formula formula
N-4 formula formula formula formula formula formula formula N-4 formula formula formula formula formula P18.1 N-4 formula formula formula formula formula formula
N-3 formula formula formula formula formula formula N-3 formula formula formula formula O21.1 N-3 formula formula formula formula formula
N-2 formula formula formula formula formula N-2 formula formula formula N24.1 N-2 formula formula formula formula
N-1 formula formula formula formula N-1 formula formula M27.1 N-1 formula formula formula
N formula formula formula N formula L40.1 N formula formula
Total formula formula =U4.1+…+L40.1 Total formula

ADDITIONAL INFORMATION: INFLATION RATES (only in the case of using methods that take into account inflation to adjust data)

N-14 N-13 N-12 N-11 N-10 N-9 N-8 N-7 N-6 N-5 N-4 N-3 N-2 N-1 N
Historic inflation rate - total
Historic inflation rate: external inflation
Historic inflation rate: endogenous inflation

N+1 N+2 N+3 N+4 N+5 N+6 N+7 N+8 N+9 N+10 N+11 N+12 N+13 N+14
Expected inflation rate - total
Expected inflation rate: external inflation
Expected inflation rate: endogenous inflation

Description of inflation rate used:

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Y62: DECISION POINT Comments
See note on "TPNL - Outstanding issues_SG3TPSG_7 Sept 2011 vTelCo", point 2.1 E3- Reinsurance triangles

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E4: Movements of RBNS Claims

Line of business:
Currency:
Latest Year N

(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20)
RBNS claims. Open Claims at the beginning of the year Claims incurred during the year Reopen Claims during the year

Gross Closed Claims at the end of the period: Closed Claims at the end of the period:
Open Claims at the end of the period Open Claims at the end of the period Open Claims at the end of the period Closed Claims at the end of the period:
settled without any
settled settled without any payment settled
payment

Gross RBNS at
the beginning of
Gross RBNS at Gross payments Gross RBNS at Number of claims Gross RBNS at Gross payments Number of claims Gross payments Gross RBNS at Gross payments Number of claims Gross payments Gross RBNS at Number of claims Gross payments
the year referred Number of claims ended
Year Number of claims the beginning of made during the the end of the ended with the beginning of made during the ended without Number of claims made during the the end of the made during the ended without any Number of claims made during the the end of the ended with made during the
to claim settled with payments
the year current year period payments the year current year any payments current year period current year payments current year period payments current year
without any
payment
N - 10 + previous year A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 M1 N1 O1 P1 Q1 R1 S1 T1
N-9 A2 B2 C2 D2 E2 F2 G2 H2 I2 J2 K2 L2 M2 N2 O2 P2 Q2 R2 S2 T2
N-8 A3 B3 C3 D3 E3 F3 G3 H3 I3 J3 K3 L3 M3 N3 O3 P3 Q3 R3 S3 T3
N-7 A4 B4 C4 D4 E4 F4 G4 H4 I4 J4 K4 L4 M4 N4 O4 P4 Q4 R4 S4 T4
N-6 A5 B5 C5 D5 E5 F5 G5 H5 I5 J5 K5 L5 M5 N5 O5 P5 Q5 R5 S5 T5
N-5 A6 B6 C6 D6 E6 F6 G6 H6 I6 J6 K6 L6 M6 N6 O6 P6 Q6 R6 S6 T6
N-4 A7 B7 C7 D7 E7 F7 G7 H7 I7 J7 K7 L7 M7 N7 O7 P7 Q7 R7 S7 T7
N-3 A8 B8 C8 D8 E8 F8 G8 H8 I8 J8 K8 L8 M8 N8 O8 P8 Q8 R8 S8 T8
N-2 A9 B9 C9 D9 E9 F9 G9 H9 I9 J9 K9 L9 M9 N9 O9 P9 Q9 R9 S9 T9
N-1 A10 B10 C10 D10 E10 F10 G10 H10 I10 J10 K10 L10 M10 N10 O10 P10 Q10 R10 S10 T10
Total previous year =Somma(A1:A10) =Somma(B1:B10) =Somma(C1:C10) =Somma(D1:D10) =Somma(E1:E10) =Somma(F1:F10) =Somma(G1:G10) =Somma(h1:h10) =Somma(I1:I10) =Somma(J1:J10) =Somma(K1:K10) =Somma(L1:L10) =Somma(M1:M10) =Somma(N1:N10) =Somma(O1:O10) =Somma(P1:P10) =Somma(Q1:Q10) =Somma(R1:R10) =Somma(S1:S10) =Somma(T1:T10)

N J11 K11 L11 M11 N11 O11

Total =Somma(J1:J10)+J11 =Somma(K1:K10)+K12 =Somma(L1:L10)+L11 =Somma(M1:M10)+M11 =Somma(N1:N10)+N11 =Somma(O1:O10)+O11

TP - E4
 TP - E6

E6

Loss distribution profile non-life

Line of business A00

Number of Total claims Number of Total claims Number of Total claims Number of Total claims Number of Total claims Number of
Start claims End claims claims UWY/AY incurred UWY/AY claims UWY/AY incurred UWY/AY claims UWY/AY incurred UWY/AY claims UWY/AY incurred UWY/AY claims UWY/AY incurred UWY/AY claims UWY/AY
incurred incurred N N N-1 N-1 N-2 N-2 N-3 N-3 N-4 N-4 N-14
A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 AE1

Total sum(C1..C20) sum(D1..D20) sum(E1..E20) sum(F1..F20) sum(G1..G20) sum(H1..H20) sum(I1..I20) sum(J1..J20) sum(K1..K20) sum(L1..L20) sum(AE1..AE20)

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 TP - E7A

E7A

Underwriting risks non-life

Peak risks (based on net retention)

Type of
underwriting Amount share
Risk model (SI, MPL, Amount sum insured Amount share
identification (Policy number) Validity period Validity period Sum insured PML, EML or underwriting facultative sum insured
code Insured Description risk Line of business Line of activity (start date) (expiry date) Currency (SI) Other) model reinsurers other reinsurers
A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 M1

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 TP - E7B

E7B

Underwriting risks non-life

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Reinsurance - J1

Facultative covers non-life (10 most important risks in terms of reinsured exposure)

Line of business A00

Facultative Type of
reinsurance Non-traditional underwriting
Name of Risk placement reinsurance model (SI, MPL, Amount Amount
reinsured entity Reinsurance identification identification and/or Finite Re Proportional (Policy number) Validity period Validity period Sum insured PML, EML or underwriting reinsured on a Legal name Country of Legal name Activity code
(only for groups) program code code code (Y/N) (Y/N) Insured Description risk Line of activity (start date) (expiry date) Currency (SI) Other) model facultative basis Code reinsurer reinsurer Type of reinsurer residency Rating Rating agency Code broker broker broker
A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 M1 N1 O1 P1 Q1 R1 (Q1-result) S1 (Q1-result) T1 (Q1-result) U1 (Q1-result) V1 (Q1-result) W1 X1 (W1-result) Y1

Facultative covers life (10 most important risks in terms of reinsured exposure)

Line of business A01

Facultative
reinsurance Non-traditional Amount of
Name of Risk placement reinsurance Amount exposure ceded
reinsured entity Reinsurance identification identification and/or Finite Re Proportional (Policy number) Validity period Validity period reinsured on a Legal name Country of Legal name Activity code Share reinsurer to facultative
(only for groups) program code code code (Y/N) (Y/N) Insured Line of activity (start date) (expiry date) Currency Insured capital Risk capital facultative basis Code reinsurer reinsurer Type of reinsurer residency Rating Rating agency Code broker broker broker (%) reinsurer
A11 B11 C11 D11 E11 F11 G11 H11 I11 J11 K11 L11 M11 N11 O11 P11 (O1-result) Q11 (O1-result) R11 (O1-result) S11 (O1-result) T11 (O1-result) U11 V11 (U11-result) W11 X11 Y11=N11*X11
Reinsurance - J2

Outgoing Reinsurance Program in the next reporting year

Gross Estimated
Treaty Premium
Progressive Non-traditional Type of Estimated Income
Name of Treaty Progressive number of Quantity of reinsurance Type of Inclusion of underwriting Subject Premium (proportional and Aggregate Aggregate Retention or Retention or Number and Reinsurance Overriding Profit
reinsured entity Reinsurance identification section number surplus/layer in surplus/layers in and/or Finite Re reinsurance catastrophic Validity period Validity period model (SI, MPL, income (XL- non deductibles deductibles priority priority Limit Maximum cover Maximum cover descriptions of Commission commission commission XL premium flat Legal name Country of Legal name Activity code Share reinsurer
(only for groups) program code code in treaty program program (Y/N) Line of business Line of activity treaty guarantees (start date) (expiry date) Currency PML, EML) ESPI) proportional) (amount) (%) (amount) (%) (amount) Limit (%) per risk or event per treaty reinstatements (flat or sliding) (flat or sliding) (flat or sliding) XL rate 1 XL rate 2 (Y/N) Code reinsurer reinsurer Type of reinsurer residency Rating Rating agency Code broker broker broker (%)
A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 M1 N1 O1 P1 Q1 R1 S1 T1 U1 V1 W1 X1 Y1 Z1 AA1 AB1 AC1 AD1 AE1 AF1 AG1 AH1 (AG1-result) AI1 (AG1-result) AJ1 (AG1-result) AK1 (AG1-result) AL1 (AG1-result) AM1 AN1 (AM1-result) AO1 AP1

Total
Reinsurance - J3

Share of reinsurers

Reinsurance recoverables Guarantees received

Premium Claims Technical

Name of provision Non- provisions Non- provisions Life Total
reinsured entity Legal name Country of Legal name Activity code life including life including including SLT reinsurance Assets pledged Financial Total guarantees
(only for groups) Code reinsurer reinsurer Type of reinsurer residency Rating Rating agency Code broker broker broker Non-SLT Health Non-SLT Health Health recoverables Net receivables by reinsurer guarantees Cash deposits received
A1 B1 C1 (B1-result) D1 (B1-result) E1 (B1-result) F1 (B1-result) G1 (B1-result) H1 I1 (H1-result) J1 K1 L1 M1 N1=K1+L1+M1 O1 P1 Q1 R1 S1=P1+Q1+R1

Total Sum Sum Sum Sum Sum Sum Sum Sum Sum
SPV

Special Purpose Insurance Vehicles

Recoverables (prior to adjusments

Identification Risk(s) ceded Risk tranfer Assets for settling cedant-specific obligations for expected losses) Alignment of interests Edward Akhras:

SPV sufficiently Securitisation

Total maximum collateralised to assets related to
ID Code of SPV Other non possible meet cedant cedant held in
SPV country of notes or other Portfolio to Same trigger as Basis risk SPV assets ring- cedant-specific obligations from obligations Classification of trust with other
Name of Incorporation no. SPV authorisation financing which SPV Type of in underlying Basis risk arising arising from fenced to settle SPV Assets for Other recourse SPV under throughout the Identification of material cedant third party than
reinsured entity Legal nature of of SPV (where authorisation (where SPV External mechanism securitisation Type of Risks Trigger(s) in the Contractual cedant's from risk-transfer contractual cedant-specific which recourse arising from reinsurance reporting period investments held by investment in cedant /
(only for groups) SPV Name of SPV applicable) conditions applicable) Rating Rating agency issued ID Code Type relates Transferred SPV trigger event portfolio? (Y/N) structure terms obligations may exist securitisation policy (Y/N) Current recoverables from SPV cedant in securitisation SPV sponsor? (Y/N)
A1 B1 B1A C1 E1 D1 F1 F1A G1 H1 I1 J1 K1 L1 M1 N1 O1 Q1 R1 S1 U1 V1 W1 X1 Y1 Z1

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