Commission Delegated Regulation (EU) 2015/35Dangos y teitl llawn

A. Data on supervised undertakings and groups U.K.

Data with regard to insurance and reinsurance undertakings supervised under Directive 2009/138/EC U.K.

(1) The number of insurance and reinsurance undertakings, the number of branches as referred to in Article 13(11) of Directive 2009/138/EC and 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; U.K.

(2) The number of 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; U.K.

(3) 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; U.K.

(4) 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 and those which actually pursue business; U.K.

(5) The number of insurance and reinsurance undertakings falling outside the scope of Directive 2009/138/EC; U.K.

(6) The number of special purpose vehicles authorised in accordance with Article 211 of Directive 2009/138/EC; U.K.

(7) The number of insurance and reinsurance undertakings subject to reorganisation measures or winding-up proceedings; U.K.

(8) 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. U.K.

(9) The number of insurance and reinsurance undertakings applying the volatility adjustment referred to in Article 77d of Directive 2009/138/EC. U.K.

(10) 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. U.K.

(11) The number of insurance and reinsurance undertakings applying the transitional deduction to technical provisions referred to in Article 308d Directive 2009/138/EC. U.K.

(12) The total amount of assets of the insurance and reinsurance undertakings valued in accordance with Article 75 of Directive 2009/138/EC, by material asset classes; U.K.

(13) The total amount of liabilities of the insurance and reinsurance undertakings valued in accordance with Articles 75 to 86 of Directive 2009/138/EC, divided by technical provisions and other liabilities, with separate indication of the subordinated liabilities which are not included in the own funds; U.K.

(14) The total amount of basic own funds, with separate indication of the subordinated liabilities which are included in own funds, and the total amount of ancillary own funds; U.K.

(15) The total eligible amount of own funds to cover the Solvency Capital Requirement, classified by tiers; U.K.

(16) The total eligible amount of basic own funds to cover the Minimum Capital Requirement, classified by tiers; U.K.

(17) The total amount of the Minimum Capital Requirement; U.K.

(18) The total amount of the Solvency Capital Requirement; U.K.

(19) Where the Solvency Capital Requirement is calculated using the standard formula the total amount of the Solvency Capital Requirement by risk module and sub-module — at the level of aggregation available — expressed as percentage of the total amount of the Solvency Capital Requirement; U.K.

(20) Where the Solvency Capital Requirement for credit risk is calculated using the standard formula the total amount of the Solvency Capital Requirement for spread risk and market risk concentration sub-modules and for 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 paragraph 5 of Article 4 — at the level of aggregation available — expressed as percentage of the total amount of the respective sub-modules or module; U.K.

(21) Where the Solvency Capital Requirement is calculated using an approved partial internal model the total amount of the Solvency Capital Requirement by risk module and sub-module — at the level of aggregation available — expressed as percentage of the total amount of the Solvency Capital Requirement; data on internal models which scope includes credit risk in both market risk and counterparty default risk shall be separately disclosed; U.K.

(22) The number of insurance and reinsurance undertakings using an approved full internal model and the number of insurance and reinsurance undertakings using an approved partial internal model for the calculation of the Solvency Capital Requirement; data on internal models which scope includes credit risk in both market risk and counterparty default risk shall be separately disclosed; U.K.

(23) The number of capital add-ons, the average capital add-on per undertaking and 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. U.K.

The information set out in paragraphs 1 to 5, 7 to 17 shall be provided separately for:

• 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.

Data with regard to insurance groups supervised under Directive 2009/138/EC U.K.

(24) The number of insurance groups of which the supervisory authority is the group supervisor including, the number of insurance and reinsurance subsidiary undertakings at national level, in other Member States and third countries, further split by equivalent and non-equivalent third countries in accordance with Article 260 of Directive 2009/138/EC; U.K.

(25) 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 or mixed financial 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; U.K.

(26) 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 for each such undertaking and holding company the number of its insurance and reinsurance subsidiary undertakings at national level, in other Member States and third countries, further split by equivalent and non-equivalent third countries in accordance with Article 260 of Directive 2009/138/EC; U.K.

(27) 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, where another related ultimate parent undertaking at national level is present as referred to in Article 217 of Directive 2009/138/EC; U.K.

(28) The number of cross-border insurance groups where the supervisory authority is the group supervisor; U.K.

(29) 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; U.K.

(30) The total amount of the group eligible own funds for the insurance groups of which the supervisory authority is the group supervisor, separately for group eligible own funds calculated in accordance with method 1 as referred to in Article 230(1) of Directive 2009/138/EC and for group eligible own funds calculated in accordance with method 2 as referred to in Article 233 of Directive 2009/138/EC; U.K.

(31) The total amount of the group Solvency Capital Requirement for the insurance groups of which the supervisory authority is the group supervisor separately for the group Solvency Capital Requirement calculated in accordance with method 1 as referred to in Article 230(1) of Directive 2009/138/EC and for the group Solvency Capital Requirement calculated in accordance with method 2 as referred to in Article 233 of Directive 2009/138/EC; U.K.

(32) 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, and 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. The information shall be disclosed separately for approvals in accordance with Article 230 and Article 231 of Directive 2009/138/EC. U.K.

[F1 The information set out in paragraphs 1 to 32 shall be provided in relation to the end of the last calendar year. In relation to paragraphs 12 to 21, 23, 24 and 29 to 31 the information shall relate to the financial year-ends of insurance and reinsurance undertakings and insurance groups which ended in the last calendar year.]

Textual Amendments

F1 Substituted by Commission Delegated Regulation (EU) 2016/467 of 30 September 2015 amending Commission Delegated Regulation (EU) 2015/35 concerning the calculation of regulatory capital requirements for several categories of assets held by insurance and reinsurance undertakings (Text with EEA relevance).