- Latest available (Revised)
- Point in Time (31/12/2020)
- Original (As adopted by EU)
Commission Implementing Regulation (EU) 2015/2450 of 2 December 2015 laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC of the European Parliament and of the Council (Text with EEA relevance)
When the UK left the EU, legislation.gov.uk published EU legislation that had been published by the EU up to IP completion day (31 December 2020 11.00 p.m.). On legislation.gov.uk, these items of legislation are kept up-to-date with any amendments made by the UK since then.
Legislation.gov.uk publishes the UK version. EUR-Lex publishes the EU version. The EU Exit Web Archive holds a snapshot of EUR-Lex’s version from IP completion day (31 December 2020 11.00 p.m.).
Point in time view as at 31/12/2020.
Commission Implementing Regulation (EU) 2015/2450, S.22.01 — Impact of long term guarantees measures and transitionals is up to date with all changes known to be in force on or before 17 August 2024. There are changes that may be brought into force at a future date. Changes that have been made appear in the content and are referenced with annotations.
EUR 2015 No. 2450 may be subject to amendment by EU Exit Instruments made by the Prudential Regulation Authority under powers set out in The Financial Regulators' Powers (Technical Standards etc.) (Amendment etc.) (EU Exit) Regulations 2018 (S.I. 2018/1115), regs. 2, 3, Sch. Pt. 2. These amendments are not currently available on legislation.gov.uk. Details of relevant amending instruments can be found on their website/s.
Changes and effects yet to be applied by the editorial team are only applicable when viewing the latest version or prospective version of legislation. They are therefore not accessible when viewing legislation as at a specific point in time. To view the ‘Changes to Legislation’ information for this provision return to the latest version view using the options provided in the ‘What Version’ box above.
General comments:
This section relates to annual submission of information for individual entities.
This template is relevant when at least one long term guarantee measure or transitional is used by the undertaking.
This template shall reflect the impact on the financial positions when no transitional is used and each LTG measures or transitional is set to zero. [F1For that purpose, a cumulative step–by–step approach shall be followed taking out each transitional and LTG measure one by one and without recalculating the impact of the remaining measures after each step.]
Textual Amendments
F1 Substituted by Commission Implementing Regulation (EU) 2017/2189 of 24 November 2017 amending and correcting Implementing Regulation (EU) 2015/2450 laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC of the European Parliament and of the Council (Text with EEA relevance).
The impacts need to be reported positive if they increase the amount of the item being reported and negative if they decrease the amount of the item (e.g. if amount of SCR increases or if amount of Own Funds increases then positive values shall be reported).
ITEM | INSTRUCTIONS | |
---|---|---|
C0010/R0010 | Amount with LTG measures and transitionals — Technical Provisions | [F1Total amount of gross technical provisions] including long term guarantee measures and transitional measures |
C0020/R0010 | Without transitional on technical provisions — Technical Provisions | [F1Total amount of gross technical provisions] without the adjustment due to the transitional deduction to technical provisions, but keeping adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional deduction to technical provisions is not applicable report the same amount as in C0010.] |
C0030/R0010 | Impact of transitional on technical provisions — Technical provisions | Amount of the [F1adjustment to the gross technical provisions] due to the application of the transitional deduction to technical provisions. It shall be the difference between the technical provisions without transitional deduction to technical provisions and the technical provisions with LTG and transitional measures. |
C0040/R0010 | Without transitional on interest rate — Technical Provisions | [F1Total amount of gross technical provisions] without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping adjustments due to the volatility adjustment and the matching adjustment (‘MA’). [F2If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020.] |
C0050/R0010 | Impact of transitional on interest rate — Technical provisions | Amount of the [F1adjustment to the gross technical provisions] due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the technical provisions with LTG and transitional measures. |
C0060/R0010 | Without volatility adjustment and without other transitional measures — Technical Provisions | [F1Total amount of gross technical provisions] without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping adjustments due to the matching adjustment, if any. [F2If volatility adjustment is not applicable report the same amount as in C0040.] |
C0070/R0010 | Impact of volatility adjustment set to zero — Technical provisions | Amount of the [F1adjustment to the gross technical provisions] due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the technical provisions without volatility adjustment and without other transitional measures and the maximum between the technical provisions reported under C0010, C0020 and C0040. |
C0080/R0010 | Without matching adjustment and without all the others — Technical Provisions | [F1Total amount of gross technical provisions] without any LTG measure. [F2If matching adjustment is not applicable report the same amount as in C0060.] |
C0090/R0010 | Impact of matching adjustment set to zero — Technical Provisions | Amount of the [F1adjustment to the gross technical provisions] due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the technical provisions without matching adjustment and without all the other transitional measures and the maximum between the technical provisions reported under C0010, C0020, C0040 and C0060. |
C0100/R0010 | Impact of all LTG measures and transitionals — Technical Provisions | Amount of the [F1adjustment to the gross technical provisions] due to the application of the LTG measures and transitionals. |
C0010/R0020 | Amount with LTG measures and transitionals — Basic own funds | Total amount of basic own funds calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures. |
C0020/R0020 | Without transitional on technical provisions — Basic own funds | Total amount of basic own funds calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional deduction to technical provisions is not applicable report the same amount as in C0010.] |
C0030/R0020 | Impact of transitional on technical provisions — Basic own funds | Amount of the adjustment to the Basic own funds due to the application of the transitional deduction to technical provisions. [F1It shall be the difference between the basic own funds calculated considering the technical provisions without transitional deduction to technical provisions and the basic own funds calculated with the technical provisions with LTG and transitional measures.] |
C0040/R0020 | Without transitional on interest rate — Basic own funds | Total amount of basic own funds calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020.] |
C0050/R0020 | Impact of transitional on interest rate — Basic own funds | Amount of the adjustment to the basic own funds due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. [F1It shall be the difference between the basic own funds calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the basic own funds calculated with the technical provisions reported under C0020.] |
C0060/R0020 | Without volatility adjustment and without other transitional measures — Basic own funds | Total amount of basic own funds calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. [F2If volatility adjustment is not applicable report the same amount as in C0040.] |
C0070/R0020 | Impact of volatility adjustment set to zero — Basic own funds | Amount of the adjustment to the Basic own funds due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. [F1It shall be the difference between the basic own funds calculated considering the technical provisions without volatility adjustment and without other transitional measures and the basic own funds calculated with the technical provisions reported under C0040.] |
C0080/R0020 | Without matching adjustment and without all the others — Basic own funds | Total amount of basic own funds calculated considering technical provisions without any LTG measure. [F2If matching adjustment is not applicable report the same amount as in C0060.] |
C0090/R0020 | Impact of matching adjustment set to zero — Basic own funds | Amount of the adjustment to the basic own funds due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. [F1It shall be the difference between the basic own funds calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the basic own funds calculated with the technical provisions reported under C0060.] |
C0100/R0020 | Impact of all LTG measures and transitionals — Basic own funds | Amount of the adjustment to the basic own funds due to the application of the LTG measures and transitionals. |
C0010/R0030 | Amount with LTG measures and transitionals — Basic own funds — Excess of assets over liabilities | Total amount of excess of assets over liabilities calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures. |
C0020/R0030 | Without transitional on technical provisions — Basic own funds — Excess of assets over liabilities | Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional deduction to technical provisions is not applicable report the same amount as in C0010.] |
C0030/R0030 | Impact of transitional on technical provisions — Basic own funds — Excess of assets over liabilities | Amount of the adjustment to the excess of assets over liabilities due to the application of the transitional deduction to technical provisions. [F1It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without transitional deduction to technical provisions and the excess of assets over liabilities calculated with the technical provisions with LTG and transitional measures.] |
C0040/R0030 | Without transitional on interest rate — Basic own funds — Excess of assets over liabilities | Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020.] |
C0050/R0030 | Impact of transitional on interest rate — Basic own funds — Excess of assets over liabilities | Amount of the adjustment to the excess of assets over liabilities due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. [F1It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the excess of assets over liabilities calculated with the technical provisions reported under C0020.] |
C0060/R0030 | Without volatility adjustment and without other transitional measures — Basic own funds — Excess of assets over liabilities | Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. [F2If volatility adjustment is not applicable report the same amount as in C0040.] |
C0070/R0030 | Impact of volatility adjustment set to zero — Basic own funds — Excess of assets over liabilities | Amount of the adjustment to the excess of assets over liabilities due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. [F1It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without volatility adjustment and without other transitional measures and the excess of assets over liabilities calculated with the technical provisions reported under C0040.] |
C0080/R0030 | Without matching adjustment and without all the others — Basic own funds — Excess of assets over liabilities | Total amount of excess of assets over liabilities calculated considering Technical provisions without any LTG measure. [F2If matching adjustment is not applicable report the same amount as in C0060.] |
C0090/R0030 | Impact of matching adjustment set to zero — Basic own funds — Excess of assets over liabilities | Amount of the adjustment to the excess of assets over liabilities due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. [F1It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the excess of assets over liabilities calculated with the technical provisions reported under C0060.] |
C0100/R0030 | Impact of all LTG measures and transitionals — Basic own funds — Excess of assets over liabilities | Amount of the adjustment to the excess of assets over liabilities due to the application of the LTG measures and transitionals. |
C0010/R0040 | Amount with LTG measures and transitionals — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio | Total amount of restricted own funds due to ring–fencing calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures. |
C0020/R0040 | Without transitional on technical provisions — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio | Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional deduction to technical provisions is not applicable report the same amount as in C0010.] |
C0030/R0040 | Impact of transitional on technical provisions — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio | Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the transitional deduction to technical provisions. [F1It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without transitional deduction to technical provisions and the restricted own funds due to ring–fencing calculated with the technical provisions with LTG and transitional measures.] |
C0040/R0040 | Without transitional on interest rate — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio | Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020.] |
C0050/R0040 | Impact of transitional on interest rate — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio | Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. [F1It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the restricted own funds due to ring–fencing calculated with the technical provisions reported under C0020.] |
C0060/R0040 | Without volatility adjustment and without other transitional measures — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio | Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. [F2If volatility adjustment is not applicable report the same amount as in C0040.] |
C0070/R0040 | Impact of volatility adjustment set to zero — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio | Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. [F1It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without volatility adjustment and without other transitional measures and the restricted own funds due to ring–fencing calculated with the technical provisions reported under C0040.] |
C0080/R0040 | Without matching adjustment and without all the others — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio | Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without any LTG measure. [F2If matching adjustment is not applicable report the same amount as in C0060.] |
C0090/R0040 | Impact of matching adjustment set to zero — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio | Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. [F1It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the restricted own funds due to ring–fencing calculated with the technical provisions reported under C0060.] |
C0100/R0040 | Impact of all LTG measures and transitionals — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio | Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the LTG measures and transitionals. |
C0010/R0050 | Amount with LTG measures and transitionals — Eligible own funds to meet SCR | Total amount of eligible own funds to meet SCR calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures. |
C0020/R0050 | Without transitional on technical provisions — Eligible own funds to meet SCR | Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional deduction to technical provisions is not applicable report the same amount as in C0010.] |
C0030/R0050 | Impact of transitional on technical provisions — Eligible own funds to meet SCR | Amount of the adjustment to the eligible own funds to meet SCR due to the application of the transitional deduction to technical provisions. [F1It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR calculated with the technical provisions with LTG and transitional measures.] |
C0040/R0050 | Without transitional on interest rate — Eligible own funds to meet SCR | Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020.] |
C0050/R0050 | Impact of transitional on interest rate — Eligible own funds to meet SCR | Amount of the adjustment to the eligible own funds to meet SCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. [F1It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet SCR calculated with the technical provisions reported under C0020.] |
C0060/R0050 | Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR | Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. [F2If volatility adjustment is not applicable report the same amount as in C0040.] |
C0070/R0050 | Impact of volatility adjustment set to zero — Eligible own funds to meet SCR | Amount of the adjustment to the eligible own funds to meet SCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. [F1It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR calculated with the technical provisions reported under C0040.] |
C0080/R0050 | Without matching adjustment and without all the others — Eligible own funds to meet SCR | Total amount of eligible own funds to meet SCR calculated considering technical provisions without any LTG measure. [F2If matching adjustment is not applicable report the same amount as in C0060.] |
C0090/R0050 | Impact of matching adjustment set to zero — Eligible own funds to meet SCR | Amount of the adjustment to the eligible own funds to meet SCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. [F1It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet SCR calculated with the technical provisions reported under C0060.] |
C0100/R0050 | Impact of all LTG measures and transitionals — Eligible own funds to meet SCR | Amount of the adjustment to the eligible own funds to meet SCR due to the application of the LTG measures and transitionals. |
C0010/R0060 | Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 1 | Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures. |
C0020/R0060 | Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 1 | Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional deduction to technical provisions is not applicable report the same amount as in C0010.] |
C0030/R0060 | Impact of transitional on technical provisions — Eligible own funds to meet SCR–Tier 1 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the transitional deduction to technical provisions. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions with LTG and transitional measures.] |
C0040/R0060 | Without transitional on interest rate — Eligible own funds to meet SCR–Tier 1 | Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020.] |
C0050/R0060 | Impact of transitional on interest rate — Eligible own funds to meet SCR–Tier 1 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions reported under C0020.] |
C0060/R0060 | Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR–Tier 1 | Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. [F2If volatility adjustment is not applicable report the same amount as in C0040.] |
C0070/R0060 | Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 1 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions reported under C0040.] |
C0080/R0060 | Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 1 | Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without any LTG measure. [F2If matching adjustment is not applicable report the same amount as in C0060.] |
C0090/R0060 | Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 1 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions reported under C0060.] |
C0100/R0060 | Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 1 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the LTG measures and transitionals. |
C0010/R0070 | Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 2 | Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures. |
C0020/R0070 | Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 2 | Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional deduction to technical provisions is not applicable report the same amount as in C0010.] |
C0030/R0070 | Impact of transitional on technical provisions — Eligible own funds to meet SCR–Tier 2 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the transitional deduction to technical provisions. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR–Tier 2 calculated with the technical provisions with LTG and transitional measures.] |
C0040/R0070 | Without transitional on interest rate — Eligible own funds to meet SCR–Tier 2 | Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020.] |
C0050/R0070 | Impact of transitional on interest rate — Eligible own funds to meet SCR–Tier 2 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet SCR–Tier 2 calculated with the technical provisions reported under C0020.] |
C0060/R0070 | Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR–Tier 2 | Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. [F2If volatility adjustment is not applicable report the same amount as in C0040.] |
C0070/R0070 | Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 2 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR–Tier 2 calculated with the technical provisions reported under C0040.] |
C0080/R0070 | Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 2 | Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without any LTG measure. [F2If matching adjustment is not applicable report the same amount as in C0060.] |
C0090/R0070 | Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 2 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet SCR–Tier 2 calculated with the technical provisions reported under C0060.] |
C0100/R0070 | Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 2 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the LTG measures and transitionals. |
C0010/R0080 | Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 3 | Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures. |
C0020/R0080 | Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 3 | Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional deduction to technical provisions is not applicable report the same amount as in C0010.] |
C0030/R0080 | Impact of transitional on technical provisions — Eligible own funds to meet SCR–Tier 3 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the transitional deduction to technical provisions. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR–Tier 3 calculated with the technical provisions with LTG and transitional measures.] |
C0040/R0080 | Without transitional on interest rate — Eligible own funds to meet SCR–Tier 3 | Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020.] |
C0050/R0080 | Impact of transitional on interest rate — Eligible own funds to meet SCR–Tier 3 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet SCR–Tier 3 calculated with the technical provisions reported under C0020.] |
C0060/R0080 | Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR–Tier 3 | Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. [F2If volatility adjustment is not applicable report the same amount as in C0040.] |
C0070/R0080 | Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 3 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR–Tier 3 calculated with the technical provisions reported under C0040.] |
C0080/R0080 | Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 3 | Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without any LTG measure. [F2If matching adjustment is not applicable report the same amount as in C0060.] |
C0090/R0080 | Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 3 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. [F1It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet SCR–Tier 3 calculated with the technical provisions reported under C0060.] |
C0100/R0080 | Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 3 | Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the LTG measures and transitionals. |
C0010/R0090 | Amount with LTG measures and transitionals — SCR | Total amount of SCR calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures |
C0020/R0090 | Without transitional on technical provisions –SCR | Total amount of SCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional deduction to technical provisions is not applicable report the same amount as in C0010.] |
C0030/R0090 | Impact of transitional on technical provisions — SCR | Amount of the adjustment to the SCR due to the application of the transitional deduction to technical provisions. [F1It shall be the difference between the SCR calculated considering the technical provisions without transitional deduction to technical provisions and the SCR calculated with the technical provisions with LTG and transitional measures.] |
C0040/R0090 | Without transitional on interest rate — SCR | Total amount of SCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020.] |
C0050/R0090 | Impact of transitional on interest rate — SCR | Amount of the adjustment to the SCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. [F1It shall be the difference between the SCR calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the SCR calculated with the technical provisions reported under C0020.] |
C0060/R0090 | Without volatility adjustment and without other transitional measures — SCR | Total amount of SCR calculated considering Technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. [F2If volatility adjustment is not applicable report the same amount as in C0040.] |
C0070/R0090 | Impact of volatility adjustment set to zero — SCR | Amount of the adjustment to the SCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. [F1It shall be the difference between the SCR calculated considering the technical provisions without volatility adjustment and without other transitional measures and the SCR calculated with the technical provisions reported under C0040.] |
C0080/R0090 | Without matching adjustment and without all the others — SCR | Total amount of SCR calculated considering Technical provisions without any LTG measure. [F2If matching adjustment is not applicable report the same amount as in C0060.] |
C0090/R0090 | Impact of matching adjustment set to zero — SCR | Amount of the adjustment to the SCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. [F1It shall be the difference between the SCR calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the SCR calculated with the technical provisions reported under C0060.] |
C0100/R0090 | Impact of all LTG measures and transitionals –SCR | Amount of the adjustment to the SCR due to the application of the LTG measures and transitionals. |
C0010/R0100 | Amount with LTG measures and transitionals — Eligible own funds to meet MCR | Total amount of eligible own funds to meet MCR calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures. |
C0020/R0100 | Without transitional on technical provisions — Eligible own funds to meet MCR | Total amount of eligible own funds to meet MCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional deduction to technical provisions is not applicable report the same amount as in C0010.] |
C0030/R0100 | Impact of transitional on technical provisions — Eligible own funds to meet MCR | Amount of the adjustment to the eligible own funds to meet MCR due to the application of the transitional deduction to technical provisions. [F1It shall be the difference between the eligible own funds to meet MCR calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet MCR calculated with the technical provisions with LTG and transitional measures.] |
C0040/R0100 | Without transitional on interest rate — Eligible own funds to meet MCR | Total amount of eligible own funds to meet MCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020.] |
C0050/R0100 | Impact of transitional on interest rate — Eligible own funds to meet MCR | Amount of the adjustment to the Eligible own funds to meet MCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. [F1It shall be the difference between the eligible own funds to meet MCR calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet MCR calculated with the technical provisions reported under C0020.] |
C0060/R0100 | Without volatility adjustment and without other transitional measures — Eligible own funds to meet MCR | Total amount of Eligible own funds to meet MCR calculated considering Technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. [F2If volatility adjustment is not applicable report the same amount as in C0040.] |
C0070/R0100 | Impact of volatility adjustment set to zero — Eligible own funds to meet MCR | Amount of the adjustment to the Eligible own funds to meet MCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. [F1It shall be the difference between the eligible own funds to meet MCR calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet MCR calculated with the technical provisions reported under C0040.] |
C0080/R0100 | Without matching adjustment and without all the others — Eligible own funds to meet MCR | Total amount of Eligible own funds to meet MCR calculated considering Technical provisions without any LTG measure. [F2If matching adjustment is not applicable report the same amount as in C0060.] |
C0090/R0100 | Impact of matching adjustment set to zero — Eligible own funds to meet MCR | Amount of the adjustment to the Eligible own funds to meet MCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. [F1It shall be the difference between the eligible own funds to meet MCR calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet MCR calculated with the technical provisions reported under C0060.] |
C0100/R0100 | Impact of all LTG measures and transitionals — Eligible own funds to meet MCR | Amount of the adjustment to the Eligible own funds to meet MCR due to the application of the LTG measures and transitionals. |
C0010/R0110 | Amount with LTG measures and transitionals — Minimum Capital Requirement | Total amount of MCR calculated considering technical provisions including the adjustments due to the long term guarantee measures and transitional measures. |
C0020/R0110 | Without transitional on technical provisions — Minimum Capital Requirement | Total amount of MCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional deduction to technical provisions is not applicable report the same amount as in C0010.] |
C0030/R0110 | Impact of transitional on technical provisions — Minimum Capital Requirement | Amount of the adjustment to the MCR due to the application of the transitional deduction to technical provisions. [F1It shall be the difference between the MCR calculated considering the technical provisions without transitional deduction to technical provisions and the MCR calculated with the technical provisions with LTG and transitional measures.] |
C0040/R0110 | Without transitional on interest rate — Minimum Capital Requirement | Total amount of MCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. [F2If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020.] |
C0050/R0110 | Impact of transitional on interest rate — Minimum Capital Requirement | Amount of the adjustment to the MCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. [F1It shall be the difference between the MCR calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and MCR calculated with the technical provisions reported under C0020.] |
C0060/R0110 | Without volatility adjustment and without other transitional measures — Minimum Capital Requirement | Total amount of MCR calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. [F2If volatility adjustment is not applicable report the same amount as in C0040.] |
C0070/R0110 | Impact of volatility adjustment set to zero — Minimum Capital Requirement | Amount of the adjustment to the MCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. [F1It shall be the difference between the MCR calculated considering the technical provisions without volatility adjustment and without other transitional measures and the MCR calculated with the technical provisions reported under C0040.] |
C0080/R0110 | Without matching adjustment and without all the others — MCR | Total amount of MCR calculated considering technical provisions without any LTG measure. [F2If matching adjustment is not applicable report the same amount as in C0060.] |
C0090/R0110 | Impact of matching adjustment set to zero — Minimum Capital Requirement | Amount of the adjustment to the MCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. [F1It shall be the difference between the MCR calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the MCR calculated with the technical provisions reported under C0060.] |
C0100/R0110 | Impact of all LTG measures and transitionals — Minimum Capital Requirement | Amount of the adjustment to the MCR due to the application of the LTG measures and transitionals. |
Textual Amendments
F2 Inserted by Commission Implementing Regulation (EU) 2017/2189 of 24 November 2017 amending and correcting Implementing Regulation (EU) 2015/2450 laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities according to Directive 2009/138/EC of the European Parliament and of the Council (Text with EEA relevance).
The Whole Regulation you have selected contains over 200 provisions and might take some time to download. You may also experience some issues with your browser, such as an alert box that a script is taking a long time to run.
Would you like to continue?
The Schedules you have selected contains over 200 provisions and might take some time to download. You may also experience some issues with your browser, such as an alert box that a script is taking a long time to run.
Would you like to continue?
Latest Available (revised):The latest available updated version of the legislation incorporating changes made by subsequent legislation and applied by our editorial team. Changes we have not yet applied to the text, can be found in the ‘Changes to Legislation’ area.
Original (As adopted by EU): The original version of the legislation as it stood when it was first adopted in the EU. No changes have been applied to the text.
Point in Time: This becomes available after navigating to view revised legislation as it stood at a certain point in time via Advanced Features > Show Timeline of Changes or via a point in time advanced search.
Geographical Extent: Indicates the geographical area that this provision applies to. For further information see ‘Frequently Asked Questions’.
Show Timeline of Changes: See how this legislation has or could change over time. Turning this feature on will show extra navigation options to go to these specific points in time. Return to the latest available version by using the controls above in the What Version box.
Access essential accompanying documents and information for this legislation item from this tab. Dependent on the legislation item being viewed this may include:
This timeline shows the different versions taken from EUR-Lex before exit day and during the implementation period as well as any subsequent versions created after the implementation period as a result of changes made by UK legislation.
The dates for the EU versions are taken from the document dates on EUR-Lex and may not always coincide with when the changes came into force for the document.
For any versions created after the implementation period as a result of changes made by UK legislation the date will coincide with the earliest date on which the change (e.g an insertion, a repeal or a substitution) that was applied came into force. For further information see our guide to revised legislation on Understanding Legislation.
Use this menu to access essential accompanying documents and information for this legislation item. Dependent on the legislation item being viewed this may include:
Click 'View More' or select 'More Resources' tab for additional information including: