Commission Implementing Regulation (EU) 2015/2450Show full title

S.26.04 — Solvency Capital Requirement — Health underwriting risk U.K.

General Comments:

This section relates to annual submission of information for individual entities, ring fenced–funds, matching adjustment portfolios and remaining part.

Template SR.26.04.01 has to be filled in for each ring–fenced fund (RFF), each matching adjustment portfolio (MAP) and for the remaining part. However, where a RFF/MAP includes a MAP/RFF embedded, the fund should be treated as different funds. This template shall be reported for all sub–funds of a material RFF/MAP as identified in the second table of S.01.03.

All values shall be reported net of reinsurance and other risk mitigating techniques.

Amounts before and after shock shall be filled in with the amount of assets and liabilities sensitive to that shock. For the liabilities the assessment shall be done at the most granular level available between contract and homogeneous risk group. This means that if a contract/HRG is sensitive to a shock the amount of liabilities associated to that contract/HRG shall be reported as amount sensitive to that shock.

	ITEM	INSTRUCTIONS
Z0010	Article 112	Identifies whether the reported figures have been requested under Article 112(7), to provide an estimate of the SCR using standard formula. One of the options in the following closed list shall be used: 1 — Article 112(7) reporting 2 — Regular reporting
Z0020	Ring–fenced fund, matching adjustment portfolio or remaining part	Identifies whether the reported figures are with regard to a RFF, matching adjustment portfolio or to the remaining part. One of the options in the following closed list shall be used: 1 — RFF/MAP 2 — Remaining part
Z0030	Fund/Portfolio number	When item Z0020 = 1, identification number for a ring fenced fund or matching adjustment portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates. When item Z0020 = 2, then report ‘0’
R0010/C0010	Simplifications used — health mortality risk	Identify whether an undertakings used simplifications for the calculation of health mortality risk. The following options shall be used: 1 — Simplifications used 2 — Simplifications not used If R0010/C0010 = 1, only C0060 and C0080 shall be filled in for R0100.
R0020/C0010	Simplifications used — health longevity risk	Identify whether an undertaking used simplifications for the calculation of health longevity risk. The following options shall be used: 1 — Simplifications used 2 — Simplifications not used If R0020/C0010 = 1, only C0060 and C0080 shall be filled in for R0200.
R0030/C0010	Simplifications used: health disability– morbidity risk — Medical expense	Identify whether an undertaking used simplifications for the calculation of health disability morbidity risk — Medical expense. The following options shall be used: 1 — Simplifications used 2 — Simplifications not used If R0030/C0010 = 1, only C0060/R0310 and C0080/R0310 shall be filled in. R0320 and R0330 shall not be filled in.
R0040/C0010	Simplifications used: health disability– morbidity risk — Income protection	Identify whether an undertaking used simplifications for the calculation of health disability morbidity risk — Income protection. The following options shall be used: 1 — Simplifications used 2 — Simplifications not used If R0040/C0010 = 1, only C0060 and C0080 shall be filled in for R0340.
R0050/C0010	Simplifications used: SLT lapse risk	Identify whether an undertaking used simplifications for the calculation of SLT lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35. The following options shall be used: 1 — Simplifications used 2 — Simplifications not used If R0050/C0010 = 1, only C0060 and C0080 shall be filled in for R0400 to R0420. R0430 shall be fully completed in any case
R0060/C0010	Simplifications used: health expense risk	Identify whether an undertaking used simplifications for the calculation of health expense risk. The following options shall be used: 1 — Simplifications used 2 — Simplifications not used If R0060/C0010 = 1, only C0060 and C0080 shall be filled in for R0500.
SLT health underwriting risk
R0100/C0020	Initial absolute values before shock — Assets — Health mortality risk	This is the absolute value of the assets sensitive to health mortality risk, before the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R0100/C0030	Initial absolute values before shock — Liabilities — Health mortality risk	This is the absolute value of liabilities sensitive to health mortality risk, before the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0100/C0040	Absolute values after shock — Assets — Health mortality risk	This is the absolute value of the assets sensitive to health mortality risk charge, after the shock (i.e. permanent increase in mortality rates). Recoverables from reinsurance and SPVs shall not be included in this cell.
R0100/C0050	Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health mortality risk	This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to health mortality risk charge, after the shock (i.e. permanent increase in mortality rates). The amount of TP shall be net of reinsurance and SPV recoverables.
R0100/C0060	Absolute value after shock — Net solvency capital requirement — Health mortality risk	This is the net capital charge for health mortality risk, after adjustment for the loss absorbing capacity of technical provisions. If R0010/C0010=1, this item represents net capital charge for health mortality risk calculated using simplifications.
R0100/C0070	Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health mortality risk	This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to health mortality risk charge, after the shock (permanent increase in mortality rates). The amount of TP shall be net of reinsurance and SPV recoverables.
R0100/C0080	Absolute value after shock — Gross solvency capital requirement — Health mortality risk	This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health mortality risk. If R0010/C0010=1, this item represents gross capital charge for health mortality risk calculated using simplifications.
R0200/C0020	Initial absolute values before shock — Assets — Health longevity risk	This is the absolute value of the assets sensitive to health longevity risk, before the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R0200/C0030	Initial absolute values before shock — Liabilities — Health longevity risk	This is the absolute value of liabilities sensitive to health longevity risk, before the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0200/C0040	Absolute values after shock — Assets — Health longevity risk	This is the absolute value of the assets sensitive to health longevity risk after the shock (i.e. permanent decrease in mortality rates). Recoverables from reinsurance and SPVs shall not be included in this cell.
R0200/C0050	Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health longevity risk	This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to health longevity risk, after the shock (i.e. permanent decrease in mortality rates. The amount of TP shall be net of reinsurance and SPV recoverables.
R0200/C0060	Absolute value after shock — Net solvency capital requirement — Health longevity risk	This is the net capital charge for health longevity risk, after adjustment for the loss absorbing capacity of technical provisions. If R0020/C0010=1, this item represents net capital charge for health longevity risk calculated using simplifications.
R0200/C0070	Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health longevity risk	This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to health longevity risk, after the shock (permanent decrease in mortality rates). The amount of TP shall be net of reinsurance and SPV recoverables.
R0200/C0080	Absolute value after shock — Gross solvency capital requirement — Health longevity risk	This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health longevity risk. If R0020/C0010=1, this item represents gross capital charge for health longevity risk calculated using simplifications.
R0300/C0060	Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk	This is the net capital charge for health disability — morbidity risk, after adjustment for the loss absorbing capacity of technical provisions.
R0300/C0080	Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk	This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk.
R0310/C0060	Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Medical expense	This is the net capital charge for health disability — morbidity risk — Medical expense, after adjustment for the loss absorbing capacity of technical provisions. If R0030/C0010=1, this item represents net capital charge for health disability — morbidity risk — Medical expense calculated using simplifications.
R0310/C0080	Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Medical expense	This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Medical expense. If R0030/C0010=1, this item represents gross capital charge for health disability — morbidity risk — Medical expense calculated using simplifications.
R0320/C0020	Initial absolute values before shock — Assets — Health disability — morbidity risk — Medical expense — increase of medical payments	This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, before the shock. Recoverables from reinsurance and SPVs shall not be included in this cell. If R0030/C0010=1, this row shall not be filled in.
R0320/C0030	Initial absolute values before shock — Liabilities — Health disability — morbidity risk — Medical expense — increase of medical payments	This is the absolute value of liabilities sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, before the shock. The amount of TP shall be net of reinsurance and SPV recoverables. If R0030/C0010=1, this row shall not be filled in.
R0320/C0040	Absolute values after shock — Assets — Health disability — morbidity risk — Medical expense — increase of medical payments	This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, after the shock (i.e. as prescribed by standard formula). Recoverables from reinsurance and SPVs shall not be included in this cell. If R0030/C0010=1, this row shall not be filled in.
R0320/C0050	Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — increase of medical payments	This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health disability — morbidity risk — Medical expense charge due to an increase of medical payments, after the shock (i.e. as prescribed by standard formula). The amount of TP shall be net of reinsurance and SPV recoverables. If R0030/C0010=1, this row shall not be filled in.
R0320/C0060	Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Medical expense — increase of medical payments	This is the net capital charge for health disability — morbidity risk — Medical expense — increase of medical payments, after adjustment for the loss absorbing capacity of technical provisions. If R0030/C0010=1, this row shall not be filled in.
R0320/C0070	Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — increase of medical payments	This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying health disability — morbidity risk — Medical expense charge expenses — increase of medical payments, after the shock (i.e. as prescribed by standard formula) as used to compute the risk. The amount of TP shall be net of reinsurance and SPV recoverables. If R0030/C0010=1, this row shall not be filled in.
R0320/C0080	Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Medical expense — increase of medical payments	This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Medical expense — increase of medical payments. If R0030/C0010=1, this row shall not be filled in.
R0330/C0020	Initial absolute values before shock — Assets — Health disability — morbidity risk — Medical expense — decrease of medical payments	This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, before the shock. Recoverables from reinsurance and SPVs shall not be included in this cell. If R0030/C0010=1, this row shall not be filled in.
R0330/C0030	Initial absolute values before shock — Liabilities — Health disability — morbidity risk — Medical expense — decrease of medical payments	This is the absolute value of liabilities sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, before the shock. The amount of TP shall be net of reinsurance and SPV recoverables. If R0030/C0010=1, this row shall not be filled in.
R0330/C0040	Absolute values after shock — Assets — Health disability — morbidity risk — Medical expense — decrease of medical payments	This is the absolute value of the assets sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, after the shock (i.e. as prescribed by standard formula). Recoverables from reinsurance and SPVs shall not be included in this cell. If R0030/C0010=1, this row shall not be filled in.
R0330/C0050	Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — decrease of medical payments	This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health disability — morbidity risk — Medical expense charge due to an decrease of medical payments, after the shock (i.e. as prescribed by standard formula). The amount of TP shall be net of reinsurance and SPV recoverables. If R0030/C0010=1, this row shall not be filled in.
R0330/C0060	Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Medical expense — decrease of medical payments	This is the net capital charge for health disability — morbidity risk — Medical expense — decrease of medical payments, after adjustment for the loss absorbing capacity of technical provisions. If R0030/C0010=1, this row shall not be filled in.
R0330/C0070	Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Medical expense — decrease of medical payments	This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying health disability — morbidity risk — Medical expense charge — decrease of medical payments, after the shock (i.e. as prescribed by standard formula) as used to compute the risk. The amount of TP shall be net of reinsurance and SPV recoverables. If R0030/C0010=1, this row shall not be filled in.
R0330/C0080	Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Medical expense — increase of medical payments	This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Medical expense — decrease of medical payments. If R0030/C0010=1, this row shall not be filled in.
R0340/C0020	Initial absolute values before shock — Assets — Health disability — morbidity risk — Income protection	This is the absolute value of the assets sensitive to health disability — morbidity risk — Income protection, before the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R0340/C0030	Initial absolute values before shock — Liabilities — Health disability — morbidity risk — Income protection	This is the absolute value of liabilities sensitive to health disability — morbidity risk — Income protection charge, before the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0340/C0040	Absolute values after shock — Assets — Health disability — morbidity risk — Income protection	This is the absolute value of the assets sensitive to health disability — morbidity risk — Income protection charge, after the shock (i.e. as prescribed by standard formula). Recoverables from reinsurance and SPVs shall not be included in this cell.
R0340/C0050	Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Income protection	This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health disability — morbidity risk — Income protection, after the shock (i.e. as prescribed by standard formula). The amount of TP shall be net of reinsurance and SPV recoverables.
R0340/C0060	Absolute value after shock — Net solvency capital requirement –Health disability — morbidity risk — Income protection	This is the net capital charge for health disability — morbidity risk — Income protection, after adjustment for the loss absorbing capacity of technical provisions. If R0040/C0010=1, this item represents net capital charge for health disability — morbidity risk — Income protection calculated using simplifications.
R0340/C0070	Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health disability — morbidity risk — Income protection	This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying health disability — morbidity risk — Income protection charge, after the shock (i.e. as prescribed by standard formula) as used to compute the risk. The amount of TP shall be net of reinsurance and SPV recoverables.
R0340/C0080	Absolute value after shock — Gross solvency capital requirement — Health disability — morbidity risk — Income protection	This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health disability — morbidity risk — Income protection. If R0040/C0010=1, this item represents gross capital charge for health disability — morbidity risk — Income protection calculated using simplifications.
R0400/C0060	Absolute value after shock — Net solvency capital requirement — SLT Health lapse risk	This is the overall net capital charge for SLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, after adjustment for the loss absorbing capacity of technical provisions
R0400/C0080	Absolute value after shock — Gross solvency capital requirement — SLT Health lapse risk	This is the overall gross capital charge (before the loss absorbing capacity for technical provisions) for SLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
R0410/C0020	Initial absolute values before shock — Assets — SLT health lapse risk– risk of increase in lapse	This is the absolute value of the assets sensitive to the risk of an increase in lapse rates, before the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R0410/C0030	Initial absolute values before shock — Liabilities — SLT health lapse risk — risk of increase in lapse	This is the absolute value of liabilities sensitive to the risk of an increase in lapse rates, before the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0410/C0040	Absolute values after shock — Assets — SLT health lapse risk –risk of increase in lapse	This is the absolute value of the assets sensitive to the risk of an increase in lapse rates after the shock (i.e. permanent increase in the rates of lapse). Recoverables from reinsurance and SPVs shall not be included in this cell.
R0410/C0050	Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — SLT health lapse risk –risk of increase in lapse	This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to the risk of an increase in lapse rates, after the shock (i.e. permanent increase of the rates of lapse). The amount of TP shall be net of reinsurance and SPV recoverables.
R0410/C0060	Absolute value after shock — Net solvency capital requirement — SLT health lapse risk –risk of increase in lapse	This is the net capital charge for the risk of a permanent increase in lapse rates, after adjustment for the loss absorbing capacity of technical provisions. If R0050/C0010=1, this item represents net capital charge for a permanent increase in SLT health lapse rates referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated using simplified calculation for SLT health lapse rate
R0410/C0070	Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — SLT health lapse risk — risk of increase in lapse	This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) underlying the risk of a permanent increase in lapse rates, after the shock (permanent increase in lapse rates) as used to compute the risk. The amount of TP shall be net of reinsurance and SPV recoverables.
R0410/C0080	Absolute value after shock — Gross solvency capital requirement — SLT health lapse risk –risk of increase in lapse	This is the gross capital charge (excluding the loss absorbing capacity for technical provisions) for the risk of a permanent increase in lapse rates. If R0050/C0010=1, this item represents gross capital charge for a permanent increase in lapse rates, calculated using simplified calculation for SLT health lapse rate referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
R0420/C0020	Initial absolute values before shock — Assets — SLT health lapse risk– risk of decrease in lapse	This is the absolute value of the assets sensitive to the risk of a permanent decrease in lapse rates, before the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R0420/C0030	Initial absolute values before shock — Liabilities — SLT health lapse risk — risk of decrease in lapse	This is the absolute value of liabilities sensitive to the risk of a permanent decrease in lapse rates, before the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0420/C0040	Absolute values after shock — Assets — SLT health lapse risk –risk of decrease in lapse	This is the absolute value of the assets sensitive to the risk of a permanent decrease in lapse rates, after the shock (i.e. permanent decrease in the rates of lapse). Recoverables from reinsurance and SPVs shall not be included in this cell.
R0420/C0050	Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — SLT health lapse risk –risk of decrease in lapse	This is the absolute value of the liabilities (after the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent decrease in lapse rates, after the shock (i.e. permanent decrease of the rates of lapse). The amount of TP shall be net of reinsurance and SPV recoverables.
R0420/C0060	Absolute value after shock — Net solvency capital requirement– SLT health lapse risk –risk of decrease in lapse	This is the net capital charge for the risk of a permanent decrease in lapse rates, after adjustment for the loss absorbing capacity of technical provisions. If R0050/C0010=1, this item represents net capital charge for a permanent decrease in SLT health rates referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated using simplified calculation for SLT health lapse rate
R0420/C0070	Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — SLT health lapse risk –risk of decrease in lapse	This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to the risk of a permanent decrease in lapse rates, after the shock (permanent decrease in lapse rates). The amount of TP shall be net of reinsurance and SPV recoverables.
R0420/C0080	Absolute value after shock — Gross solvency capital requirement — SLT health lapse risk — risk of decrease in lapse	This is the gross capital charge (before the loss absorbing capacity for technical provisions) for the risk of a permanent decrease in lapse rates If R0050/C0010=1, this item represents gross capital charge for a permanent decrease in SLT health rates referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated using simplified calculation for SLT health lapse rate.
R0430/C0020	Initial absolute values before shock — Assets — SLT health lapse risk– mass lapse risk	This is the absolute value of the assets sensitive to mass lapse risk, before the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R0430/C0030	Initial absolute values before shock — Liabilities — SLT health lapse risk –mass lapse risk	This is the absolute value of liabilities sensitive to mass lapse risk, before the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0430/C0040	Absolute values after shock — Assets — SLT health lapse risk — mass lapse risk	This is the absolute value of the assets sensitive to mass lapse risk, after the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R0430/C0050	Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — SLT health lapse risk — mass lapse risk	This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to mass lapse risk, after the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0430/C0060	Absolute value after shock — Net solvency capital requirement — SLT health lapse risk — mass lapse risk	This is the net capital charge for SLT health lapse risk — mass lapse risk, after adjustment for the loss absorbing capacity of technical provisions.
R0430/C0070	Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health lapse risk — mass lapse risk	This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to mass lapse risk, after the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0430/C0080	Absolute value after shock — Gross solvency capital requirement — SLT health lapse risk — mass lapse risk	This is the gross capital charge (excluding the loss absorbing capacity for technical provisions) for SLT health lapse risk — mass lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
R0500/C0020	Initial absolute values before shock — Assets — Health expense risk	This is the absolute value of the assets sensitive to expense risk, before the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R0500/C0030	Initial absolute values before shock — Liabilities — Health expense risk	This is the absolute value of liabilities sensitive to expense risk, before the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0500/C0040	Absolute values after shock — Assets — Health expense risk	This is the absolute value of the assets sensitive to health expense risk, after the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R0500/C0050	Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health expense risk	This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health expense risk, after the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0500/C0060	Absolute value after shock — Net solvency capital requirement — Health expense risk	This is the net capital charge for health expense risk, after adjustment for the loss absorbing capacity of technical provisions. If R0060/C0010=1, this item represents net capital charge for health expense risk calculated using simplified calculations.
R0500/C0070	Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health expense risk	This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to expense risk charge, after the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0500/C0080	Absolute value after shock — Gross solvency capital requirement — Health expense risk	This is the gross capital charge (excluding the loss absorbing capacity of technical provisions) for health expense risk. If R0060/C0010=1, this item represents gross capital charge for health expense risk calculated using simplified calculations.
R0600/C0020	Initial absolute values before shock — Assets — Health revision risk	This is the absolute value of the assets sensitive to health revision risk, before the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R0600/C0030	Initial absolute values before shock — Liabilities –Health revision risk	This is the absolute value of liabilities sensitive to health revision risk charge, before the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0600/C0040	Absolute values after shock — Assets — Health revision risk	This is the absolute value of the assets sensitive to health revision risk, after the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R0600/C0050	Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Health revision risk	This is the absolute value of liabilities (after the loss absorbing capacity of technical provisions) sensitive to health revision risk, after the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R0600/C0060	Absolute value after shock — Net solvency capital requirement — Health revision risk	This is the net capital charge for health revision risk, after adjustment for the loss absorbing capacity of technical provisions.
R0600/C0070	Absolute value after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Health revision risk	This is the absolute value of the liabilities (before the loss absorbing capacity of technical provisions) sensitive to health revision risk charge, after the shock (i.e. as prescribed by standard formula, a % increase in the annual amount payable for annuities exposed to revision risk). The amount of TP shall be net of reinsurance and SPV recoverables.
R0600/C0080	Absolute value after shock — Gross solvency capital requirement — Health revision risk	This is the gross capital charge (before the loss absorbing capacity of technical provisions) for health revision risk.
R0700/C0060	Diversification within SLT health underwriting risk module — Net	This is the diversification effect within the SLT health underwriting risk module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, as a result of the aggregation of the net capital requirements (after adjustment for the loss absorbing capacity of technical provisions) of the single risk sub–modules. Diversification shall be reported as a negative value if they reduce the capital requirement.
R0700/C0080	Diversification within SLT health underwriting risk module — Gross	This is the diversification effect within the SLT health underwriting risk module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, as a result of the aggregation of the gross capital requirements (before the loss absorbing capacity of technical provisions) of the single risk sub–modules. Diversification shall be reported as a negative value if they reduce the capital requirement.
R0800/C0060	Net solvency capital requirement — SLT health underwriting risk	This is the total net capital charge for SLT health underwriting risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, after adjustment of the loss absorbing capacity of technical provisions.
R0800/C0080	Gross solvency capital — SLT health underwriting risk	This is the total gross capital charge for SLT health underwriting risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, before adjustment of the loss absorbing capacity of technical provisions.
Further details on revision risk
R0900/C0090	Revision shock USP	Revision shock — undertaking specific parameter as calculated by the undertaking and approved by the supervisory authority. This item is not reported where no undertaking specific parameter is used.
NSLT Health premium and reserve risk
R1000–R1030/C0100	Standard deviation for premium risk — USP	This is the undertaking specific standard deviation for premium risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance as calculated by the undertaking and approved or prescribed by the supervisory authority. This item is not reported where no undertaking specific parameter is used.
R1000–R1030/C0110	USP Standard Deviation gross/net	Identify if the USP standard Deviation was applied gross or net. One of the options in the following closed list shall be used: 1 — USP gross 2 — USP net
R1000–R1030/C0120	Standard deviation for premium risk — USP — Adjustment factor for non — proportional reinsurance	This is the undertaking specific adjustment factor for non–proportional reinsurance of each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, which allows undertakings to take into account the risk–mitigating effect of particular per risk excess of loss (‘XL’) reinsurance — as calculated by the undertaking and approved or prescribed by the supervisory authority Where no undertaking specific parameter is used, this cell shall be left blank.
R1000–R1030/C0130	Standard deviation for reserve risk — USP	This is the undertaking specific standard deviation for reserve risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance as calculated by the undertaking and approved or prescribed by the supervisory authority. This item is not reported where no undertaking specific parameter is used.
R1000–R1030/C0140	Volume measure for premium and reserve risk — volume measure for premium risk: Vprem	The volume measure for premium risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance
R1000–R1030/C0150	Volume measure for premium and reserve risk –Volume measure reserve risk: Vres	The volume measure for reserve risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance
R1000–R1030/C0160	Volume measure for premium and reserve risk — Geographical Diversification	This represents the geographical diversification to be used for the volume measure for premium and reserve risk for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance. If the factor for geographical diversification is not calculated, then this item is set to the default value of 1.
R1000–R1030/C0170	Volume measure for premium and reserve risk — V	The volume measure for NSLT health premium and reserve risk referred to in Title I Chapter V Sections 4 and 12 of Delegated Regulation (EU) 2015/35, for each line of business, as defined in Annex I to Delegated Regulation (EU) 2015/35, and its proportional reinsurance
R1040/C0170	Total Volume measure for premium and reserve risk	The total volume measure for premium and reserve risk, equal to the sum of the volume measures for premium and reserve risk for all lines of business, as defined in Annex I to Delegated Regulation (EU) 2015/35.
R1050/C0100	Combined standard deviation	This is the combined standard deviation for premium and reserve risk for all segments.
R1100/C0180	Solvency capital requirement — NSLT health premium and reserve risk	This is the total capital charge for the NSLT health premium and reserve risk sub module referred to in Title I Chapter V Sections 4 and 12 of Delegated Regulation (EU) 2015/35.
R1200/C0190	Initial absolute values before shock — Assets — Lapse risk	This is the absolute value of the assets sensitive to the NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, before the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R1200/C0200	Initial absolute values before shock — Liabilities — Lapse risk	This is the absolute value of liabilities sensitive to the NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, before the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R1200/C0210	Absolute values after shock — Assets — Lapse risk	This is the absolute value of the assets sensitive to the NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, after the shock. Recoverables from reinsurance and SPVs shall not be included in this cell.
R1200/C0220	Absolute values after shock Liabilities — Lapse risk	This is the absolute value of the liabilities sensitive to lapse risk, after the shock. The amount of TP shall be net of reinsurance and SPV recoverables.
R1200/C0230	Absolute value after shock– Solvency capital requirement — Lapse risk	This is the capital charge for NSLT health lapse risk referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
R1300/C0240	Diversification within NSLT health underwriting risk — gross	This is the diversification effect within the NSLT health underwriting risk sub–module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, as a result of the aggregation of the capital requirements for NSLT health premium and reserve risk and NSLT health lapse risk. Diversification shall be reported as a negative value if they reduce the capital requirement.
R1400/C0240	Total solvency capital requirement for NSLT health underwriting	This is the total capital charge for the NSLT health underwriting risk sub module referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35.
Health catastrophe risk
R1500/C0250	Net solvency capital requirement for health catastrophe risks — Mass accident risk sub module	The net solvency capital requirement for the mass risk sub–module calculated after loss absorbing capacity of technical provisions
R1500/C0260	Gross solvency capital requirement for health catastrophe risks — Mass accident risk sub module	The gross solvency capital requirement for the mass risk sub–module, calculated before loss absorbing capacity of technical provisions.
R1510/C0250	Net solvency capital requirement for health catastrophe risks — Accident concentration risk	The net solvency capital requirement for the accident concentration risk sub–module, calculated after loss absorbing capacity of technical provisions
R1510/C0260	Gross solvency capital requirement for health catastrophe risks– Accident concentration risk	The gross solvency capital requirement for the accident concentration risk sub–module calculated before loss absorbing capacity of technical provisions.
R1520/C0250	Net solvency capital requirement for health catastrophe risks — Pandemic risk	The net solvency capital requirement for the pandemic risk sub–module, calculated after loss absorbing capacity of technical provisions.
R1520/C0260	Gross solvency capital requirement for health catastrophe risks — Pandemic risk	The gross solvency capital requirement for the pandemic risk sub–module is calculated before loss absorbing capacity of technical provisions.
R1530/C0250	Diversification within health catastrophe risk — Net	This is the diversification effect within the health catastrophe risk sub–module as a result of the aggregation of the capital requirements for the risks of a mass accident, accident concentration and pandemic risk, calculated after loss absorbing capacity of technical provisions
R1530/C0260	Diversification within health catastrophe risk — Gross	This is the diversification effect within the health catastrophe risk sub–module as a result of the aggregation of the capital requirements for the risks of a mass accident, accident concentration and pandemic risk, calculated after loss absorbing capacity of technical provisions.
R1540/C0250	Total net solvency capital requirement for health catastrophe risk	This is the total net capital charge (after loss absorbing capacity of technical provisions) for the health catastrophe risk sub–module
R1540/C0260	Total gross solvency capital requirement for health catastrophe risk	This is the total gross capital charge for the health catastrophe risk sub — module (before loss absorbing capacity of technical provisions)
Total health underwriting risk
R1600/C0270	Diversification within health underwriting risk module — Net	This is the diversification effect within the health underwriting risk sub–module as a result of the aggregation of the capital requirements SLT health underwriting risk sub–module, NSLT health underwriting risk sub–module and health catastrophe risk sub–module, referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated after loss absorbing capacity of technical provision.
R1600/C0280	Diversification within health underwriting risk module — Gross	This is the diversification effect within the health underwriting risk sub–module as a result of the aggregation of the capital requirements SLT health underwriting risk sub–module, NSLT health underwriting risk sub–module and health catastrophe risk sub–module, referred to in Title I Chapter V Section 4 of Delegated Regulation (EU) 2015/35, calculated before loss absorbing capacity of technical provisions.
R1700/C0270	Total net solvency capital requirement for health underwriting risk	This is the total net solvency capital requirement for the health underwriting risk module.
R1700/C0280	Total gross solvency capital requirement for health underwriting risk	This is the total gross solvency capital requirement for the health underwriting risk module.