Commission Implementing Regulation (EU) 2015/2451Dangos y teitl llawn

ANNEX I U.K. TEMPLATES FOR THE DISCLOSURE OF AGGREGATE STATISTICAL DATA

The disclosure of aggregate statistical data referred to in Article 3 shall be performed using Templates A, B, C and D below.

TEMPLATE A FOR THE DISCLOSURE OF AGGREGATE STATISTICAL DATA WITH REGARD TO INSURANCE AND REINSURANCE UNDERTAKINGS SUPERVISED UNDER DIRECTIVE 2009/138/EC U.K.

a Data on the Solvency Capital Requirement by risk module and sub-module does not include information on undertakings with ring-fenced funds or matching portfolios, since data on the Solvency Capital Requirement is only available at entity level for these undertakings due to the nature of the calculation.
Cell Number	Item	31.12.(x-4)					31.12.(x-3)					31.12.(x-2)					31.12.(x-1)
		All insurance and reinsurance undertakings	Life insurance undertakings	Non-life insurance undertakings	Insurance undertakings which simultaneously pursue both life and non-life insurance activities	Reinsurance undertakings	All insurance and reinsurance undertakings	Life insurance undertakings	Non-life insurance undertakings	Insurance undertakings which simultaneously pursue both life and non-life insurance activities	Reinsurance undertakings	All insurance and reinsurance undertakings	Life insurance undertakings	Non-life insurance undertakings	Insurance undertakings which simultaneously pursue both life and non-life insurance activities	Reinsurance undertakings	All insurance and reinsurance undertakings	Life insurance undertakings	Non-life insurance undertakings	Insurance undertakings which simultaneously pursue both life and non-life insurance activities	Reinsurance undertakings
TYPES OF UNDERTAKINGS
AS1a	The number of insurance and reinsurance undertakings
AS1b	The number of branches as referred to in Article 13(11) of Directive 2009/138/EC established in the Member State of the supervisory authority
AS1c	The number of branches as referred to in Article 162(3) of Directive 2009/138/EC established in the Member State of the supervisory authority
AS2	The number of Union branches of insurance and reinsurance undertakings established in the Member State of the supervisory authority carrying out relevant business in one or more other Member States
AS3	The number of insurance undertakings established in the Member State of the supervisory authority pursuing business in other Member States under the freedom to provide services					N/A					N/A					N/A					N/A
AS4a	The number of insurance undertakings established in other Member States which have notified their intention to pursue business in the Member State of the supervisory authority under the freedom to provide services					N/A					N/A					N/A					N/A
AS4b	The number of insurance undertakings established in other Member States which actually pursue business in the Member State of the supervisory authority under the freedom to provide services					N/A					N/A					N/A					N/A
AS5	The number of insurance and reinsurance undertakings falling outside the scope of Directive 2009/138/EC
AS6	The number of special purpose vehicles authorised in accordance with Article 211 of Directive 2009/138/EC from insurance and reinsurance undertakings		N/A					N/A					N/A					N/A
AS7	The number of insurance and reinsurance undertakings subject to reorganisation measures or winding-up proceedings
USE OF ADJUSTMENTS OR TRANSITIONAL MEASURES BY UNDERTAKINGS
AS8	The number of insurance and reinsurance undertakings and the number of their portfolios where the matching adjustment referred to in Article 77b of Directive 2009/138/EC is applied
AS9	The number of insurance and reinsurance undertakings applying the volatility adjustment referred to in Article 77d of Directive 2009/138/EC
AS10	The number of insurance and reinsurance undertakings applying the transitional risk-free interest rate term structure referred to in Article 308c Directive 2009/138/EC
AS11	The number of insurance and reinsurance undertakings applying the transitional deduction to technical provisions referred to in Article 308d Directive 2009/138/EC
AMOUNTS OF ASSETS, LIABILITIES AND OWN FUNDS
AS12	The total amount of assets of the insurance and reinsurance undertakings valued in accordance with Article 75 of Directive 2009/138/EC
AS12a	Intangible assets
AS12b	Deferred tax assets
AS12c	Pension benefit surplus
AS12d	Property, plant & equipment held for own use
AS12e	Investments (other than assets held for unit-linked and index-linked contracts)
AS12f	Assets held for unit-linked & index-linked contracts
AS12g	Loans & mortgages (except loans on policies)
AS12h	Loans on policies
AS12i	Reinsurance recoverables
AS12j	Deposits to cedants
AS12k	Insurance & intermediaries receivables
AS12l	Reinsurance receivables
AS12m	Receivables (trade, not insurance)
AS12n	Own shares
AS12o	Amounts due in respect of own fund items or initial fund called up but not yet paid in
AS12p	Cash and cash equivalents
AS12q	Any other assets, not elsewhere shown
AS13	The total amount of liabilities of the insurance and reinsurance undertakings valued in accordance with Articles 75 to 86 of Directive 2009/138/EC
AS13a	Technical provisions
AS13b	Other liabilities, excluding subordinated liabilities which are not included in the own funds
AS13c	Subordinated liabilities which are not included in the own funds
AS14a	The total amount of basic own funds
AS14aa	Of which, subordinated liabilities
AS14b	The total amount of ancillary own funds
AS15	The total eligible amount of own funds to cover the Solvency Capital Requirement
AS15a	Tier 1 unrestricted
AS15b	Tier 1 restricted
AS15c	Tier 2
AS15d	Tier 3
AS16	The total eligible amount of basic own funds to cover the Minimum Capital Requirement
AS16a	Tier 1 unrestricted
AS16b	Tier 1 restricted
AS16c	Tier 2
REGULATORY CAPITAL REQUIREMENTS — STANDARD FORMULA
AS17	The total amount of the Minimum Capital Requirement
AS18	The total amount of the Solvency Capital Requirement		N/A					N/A					N/A					N/A
AS19	Total amount of the Solvency Capital Requirement calculated using the standard formula by risk module and sub-module — at the level of aggregation available — expressed as percentage of the total amount of the Solvency Capital Requirementa		N/A					N/A					N/A					N/A
AS19a	Market risk		N/A					N/A					N/A					N/A
AS19aa	Interest rate risk		N/A					N/A					N/A					N/A
AS19ab	Equity risk		N/A					N/A					N/A					N/A
AS19ac	Property risk		N/A					N/A					N/A					N/A
AS19ad	Spread risk		N/A					N/A					N/A					N/A
AS19ae	Market risk concentrations		N/A					N/A					N/A					N/A
AS19af	Currency risk		N/A					N/A					N/A					N/A
AS19b	Counterparty default risk		N/A					N/A					N/A					N/A
AS19c	Life underwriting risk		N/A					N/A					N/A					N/A
AS19ca	Mortality risk		N/A					N/A					N/A					N/A
AS19cb	Longevity risk		N/A					N/A					N/A					N/A
AS19cc	Disability-morbidity risk		N/A					N/A					N/A					N/A
AS19cd	Lapse risk		N/A					N/A					N/A					N/A
AS19ce	Life expense risk		N/A					N/A					N/A					N/A
AS19cf	Revision risk		N/A					N/A					N/A					N/A
AS19cg	Life catastrophe risk		N/A					N/A					N/A					N/A
AS19d	Health underwriting risk		N/A					N/A					N/A					N/A
AS19da	SLT health underwriting risk		N/A					N/A					N/A					N/A
AS19db	NSLT health underwriting risk		N/A					N/A					N/A					N/A
AS19dc	Health catastrophe risk		N/A					N/A					N/A					N/A
AS19e	Non-life underwriting risk		N/A					N/A					N/A					N/A
AS19ea	Non-life premium and reserve risk		N/A					N/A					N/A					N/A
AS19eb	Non-life lapse risk		N/A					N/A					N/A					N/A
AS19ec	Non-life catastrophe risk		N/A					N/A					N/A					N/A
AS19f	Intangible asset risk		N/A					N/A					N/A					N/A
AS19g	Operational risk		N/A					N/A					N/A					N/A
AS20	Total amount of the Solvency Capital Requirement for spread risk and market concentration sub-modules and counterparty default risk module for which a reassessment of the credit quality steps of the larger or more complex exposures has been conducted in accordance with Article 4(5) of Delegated Regulation (EU) 2015/35 — at the level of aggregation available — expressed as percentage of the total amount of the respective sub-modules or module (where the Solvency Capital Requirement for credit risk is calculated using the standard formula)a		N/A					N/A					N/A					N/A
AS20a	Spread risk		N/A					N/A					N/A					N/A
AS20b	Market risk concentration		N/A					N/A					N/A					N/A
AS20c	Counterparty default risk		N/A					N/A					N/A					N/A
REGULATORY CAPITAL REQUIREMENTS — INTERNAL MODELS
AS21	Total amount of the Solvency Capital Requirement calculated using an approved partial internal model — at the level of aggregation available — expressed as percentage of the total amount of the Solvency Capital Requirement		N/A					N/A					N/A					N/A
AS21a	Total amount of the Solvency Capital Requirement calculated using an approved partial internal model which scope includes credit risk in both market and counterparty default risk — at the level of aggregation available — expressed as percentage of the total amount of the Solvency Capital Requirement calculated using partial internal model		N/A					N/A					N/A					N/A
AS22a	The number of insurance and reinsurance undertakings using an approved full internal model for the calculation of the Solvency Capital Requirement		N/A					N/A					N/A					N/A
AS22b	The number of insurance and reinsurance undertakings using an approved partial internal model for the calculation of the Solvency Capital Requirement		N/A					N/A					N/A					N/A
AS22c	The number of insurance and reinsurance undertakings using an approved internal model which scope includes credit risk in both market risk and counterparty default risk		N/A					N/A					N/A					N/A
REGULATORY CAPITAL REQUIREMENTS — CAPITAL ADD-ONS
AS23a	The number of capital add-ons		N/A					N/A					N/A					N/A
AS23b	The average capital add-on per undertaking		N/A					N/A					N/A					N/A
AS23c	The distribution of capital add-ons measured as a percentage of the Solvency Capital Requirement with regard to all insurance and reinsurance undertakings supervised under Directive 2009/138/EC		N/A					N/A					N/A					N/A

TEMPLATE B FOR THE DISCLOSURE OF AGGREGATE STATISTICAL DATA WITH REGARD TO INSURANCE GROUPS SUPERVISED UNDER DIRECTIVE 2009/138/EC U.K.

Cell Number	Item	31.12.(x-4)	31.12.(x-3)	31.12.(x-2)	31.12.(x-1)
TYPES OF GROUPS
AG24	The number of insurance groups of which the supervisory authority is the group supervisor including:
AG24a	The number of insurance and reinsurance subsidiary undertakings at national level
AG24b	The number of insurance and reinsurance subsidiary undertakings in other Member States
AG24c	The number of insurance and reinsurance subsidiary undertakings in third countries:
AG24ca	Of which the number of insurance and reinsurance subsidiary undertakings in equivalent third countries
AG24cb	Of which the number of insurance and reinsurance subsidiary undertakings in non-equivalent third countries
AG25	The number of insurance groups of which the supervisory authority is the group supervisor, where the ultimate parent insurance or reinsurance undertaking or insurance holding company which has its head office in the Union is a subsidiary undertaking of a company which has its head office outside of the Union
AG26	The number of ultimate parent insurance or reinsurance undertakings or insurance holding companies or mixed financial holding companies subject to group supervision at national level by the supervisory authority in accordance with Article 216 of Directive 2009/138/EC, including:
AG26a	Name of such undertaking or holding company
AG26b	The number of its insurance and reinsurance subsidiary undertakings at national level
AG26c	The number of its insurance and reinsurance subsidiary undertakings in other Member States
AG26d	The number of its insurance and reinsurance subsidiary undertakings in third countries
AG26da	Of which, the number of its insurance and reinsurance subsidiary undertakings in equivalent third countries
AG26db	Of which, the number of its insurance and reinsurance subsidiary undertakings in non-equivalent third countries
AG27	The number of ultimate parent insurance or reinsurance undertakings or insurance holding companies subject to group supervision at national level by the supervisory authority in accordance with Article 216 of Directive 2009/138/EC, where another related ultimate parent undertaking at national level is present as referred to in Article 217 of Directive 2009/138/EC
AG28	The number of cross-border insurance groups where the supervisory authority is the group supervisor
ACCOUNTING METHOD AND GROUP OWN FUNDS
AG29	The number of insurance groups that have been allowed to use method 2 or a combination of methods 1 and 2 in accordance with Article 220(2) of Directive 2009/138/EC for the calculation of the solvency at the level of the group
AG30	The total amount of the group eligible own funds for the insurance groups of which the supervisory authority is the group supervisor
AG30a	The total amount of the group eligible own funds calculated in accordance with method 1 as referred to in Article 230(1) of Directive 2009/138/EC for the insurance groups of which the supervisory authority is the group supervisor
AG30b	The total amount of the group eligible own funds calculated in accordance with method 2 as referred to in Article 233 of Directive 2009/138/EC for the insurance groups of which the supervisory authority is the group supervisor
AG30c	The total amount of the group eligible own funds calculated in accordance with the combination of method 1 and method 2 as referred to in Article 220 of Directive 2009/138/EC for the insurance groups of which the supervisory authority is the group supervisor
GROUP SOLVENCY CAPITAL REQUIREMENT
AG31	The total amount of the group Solvency Capital Requirement for the insurance groups of which the supervisory authority is the group supervisor
AG31a	The total amount of the group Solvency Capital Requirement calculated in accordance with method 1 as referred to in Article 230(1) of Directive 2009/138/EC for the insurance groups of which the supervisory authority is the group supervisor for the group Solvency Capital Requirement
AG31b	The total amount of the group Solvency Capital Requirement calculated in accordance with method 2 as referred to in Article 233 of Directive 2009/138/EC for the insurance groups of which the supervisory authority is the group supervisor for the group Solvency Capital Requirement
AG31c	The total amount of the group Solvency Capital Requirement calculated in accordance with a combination of methods 1 and 2 for the insurance groups of which the supervisory authority is the group supervisor for the group Solvency Capital Requirement
GROUP INTERNAL MODELS
AG32a	The number of insurance groups of which the supervisory authority is the group supervisor using an approved full internal model for the calculation of the group Solvency Capital Requirements
AG32aa	Of which, approvals in accordance with Article 230 of Directive 2009/138/EC
AG32ab	Of which, approvals in accordance with Article 231 of Directive 2009/138/EC
AG32b	The number of insurance groups of which the supervisory authority is the group supervisor using an approved partial internal model for the calculation of the group Solvency Capital Requirement
AG32ba	Of which, approvals in accordance with Article 230 of Directive 2009/138/EC
AG32bb	Of which, approvals in accordance with Article 231 of Directive 2009/138/EC

TEMPLATE C FOR THE DISCLOSURE OF QUANTITATIVE AGGREGATE STATISTICAL DATA ON THE SUPERVISORY AUTHORITY U.K.

Cell Number	Item	31.12.(x-4)	31.12.(x-3)	31.12.(x-2)	31.12.(x-1)
STAFF OF THE SUPERVISORY AUTHORITY
B1b	The number of staff at the end of the calendar year
ON-SITE INSPECTIONS
B2a	The total number of on-site inspections undertaken both at solo and group level
B2aa	Of which, the number of regular inspections
B2ab	Of which, the number of ad-hoc inspections
B2ac	Of which, the number of on-site inspections mandated to third parties
B2ad	Of which, the number of on-site inspections under group supervision which were undertaken jointly with other members of the group's College of supervisors
B2ae	Of which, the total number of inspections conducted in order to review and evaluate the reliance of undertakings on external ratings
B2b	The total number of man-days spent on on-site inspections both at solo and group level
B3	The number of formal reviews of ongoing compliance of full or partial internal models with the requirements both at solo and group level
B3a	Of which, the number of reviews conducted in order to review and evaluate the reliance of undertakings on external ratings
INTERNAL MODELS
B4a	The number of partial and of full internal models submitted for approval at solo level
B4aa	Of which, the number of partial and of full internal models which scope includes credit risk in both market risk and counterparty default risk submitted for approval at solo level
B4b	The number of successful applications for approval of partial and of full internal models at solo level
B4ba	Of which, the number of partial and of full internal models which scope includes credit risk in both market risk and counterparty default risk at solo level
B4c	The number of partial and of full internal models submitted for approval at group level
B4ca	Of which, the number of partial and of full internal models which scope includes credit risk in both market risk and counterparty default risk submitted for approval at group level
B4d	The number of successful application for approval of partial and of full internal models at group level
B4da	Of which, the number of partial and of full internal models which scope includes credit risk in both market risk and counterparty default risk at group level
SUPERVISORY MEASURES AND POWERS
B5a	The number of corrective measures taken, as defined by Articles 110 of Directive 2009/138/EC
B5b	The number of corrective measures taken, as defined by Articles 117 of Directive 2009/138/EC
B5c	The number of corrective measures taken, as defined by Articles 119 of Directive 2009/138/EC
B5ca	Of which, the number of corrective measures which were triggered by a deviation of the risk profile of the insurance or reinsurance undertakings with respect to their credit risk
B5d	The number of corrective measures taken, as defined by Articles 137 of Directive 2009/138/EC
B5e	The number of corrective measures taken, as defined by Articles 138 of Directive 2009/138/EC
B5f	The number of corrective measures taken, as defined by Articles 139 of Directive 2009/138/EC
B6	The number of authorisations withdrawn
B7	The number of authorisations granted to insurance or reinsurance undertakings
B9	The number of applications submitted to the supervisory authorities to use the matching adjustment referred to in Article 77b Directive 2009/138/EC.
B9a	Of which, the number of successful applications to use the matching adjustment referred to in Article 77b Directive 2009/138/EC
B10	The number of applications submitted to the supervisory authorities to use the volatility adjustment referred to in Article 77d of Directive 2009/138/EC
B10a	Of which, the number of successful applications to use the volatility adjustment referred to in Article 77d of Directive 2009/138/EC
B11a	The number of extensions granted in accordance with Article 138(4) of Directive 2009/138/EC
B11b	The average duration of extensions granted in accordance with Article 138(4) of Directive 2009/138/EC
B12	The number of authorisations granted in accordance with Article 304 of Directive 2009/138/EC
B13	The number of applications submitted to the supervisory authority to use the transitional risk-free interest rate term structure referred to in Article 308c Directive 2009/138/EC
B13a	Of which, the number of successful applications to use the transitional risk-free interest rate term structure referred to in Article 308c Directive 2009/138/EC
B13b	The number of decisions to revoke the approval of this transitional measure pursuant to Article 308e of Directive 2009/138/EC.
B14	The number of applications submitted to the supervisory authority to use the transitional deduction to technical provisions referred to in Article 308d Directive 2009/138/EC
B14a	Of which, the number of successful applications to use the transitional deduction to technical provisions referred to in Article 308d Directive 2009/138/EC
COLLEGES OF SUPERVISORS
B15a	The number of meetings of Colleges of supervisors which the supervisory authority attended as a member
B15b	The number of meetings of Colleges of supervisors which the supervisory authority chaired as group supervisor
OWN FUND APPROVALS
B16a	The number of applications submitted to the supervisory authorities for the approval of ancillary own funds
B16aa	Of which, the number of successful applications for approval of ancillary own funds
B17	The number of applications submitted to the supervisory authorities for approval of the assessment and classification of own-fund items, which are not covered by the lists laid down in Articles 69, 72, 74, 76 and 78 of Delegated Regulation (EU) 2015/35
B17a	Of which, the number of successful applications for the approval of the assessment and classification of own-fund items, which are not covered by the lists laid down in Articles 69, 72, 74, 76 and 78 of Delegated Regulation (EU) 2015/35
PEER REVIEWS
B18a	The number of peer review analyses organised and conducted by EIOPA in accordance with Article 30 of Regulation (EU) No 1094/2010, in which the supervisory authority participated

TEMPLATE D FOR THE DISCLOSURE OF QUALITATIVE AGGREGATE STATISTICAL DATA ON THE SUPERVISORY AUTHORITY U.K.

Information shall be disclosed under the headings below. The disclosure shall include data of the four previous years under each heading.

B1a

–

The structure of the supervisory authority

B8a

–

The criteria used for the application of capital add-ons

B8b

–

The criteria used for the calculation of capital add-ons

B8c

–

The criteria used for the removal of capital add-ons

B16b

–

The main features of the approved items of ancillary own funds

B17b

–

The main features of the approved items of own-fund items, which are not covered by the relevant lists of the Articles 69, 72, 74, 76 and 78 of Delegated Regulation (EU) 2015/35

B17c

–

The method used to assess and classify the approved items of own-fund items, which are not covered by the relevant lists of the Articles 69, 72, 74, 76 and 78 of Delegated Regulation (EU) 2015/35

B18b

–

The scope of peer review analyses organised and conducted by EIOPA in accordance with Article 30 of Regulation (EU) No 1094/2010, in which the supervisory authority participated