S.01.01 — Content of the submission
General comments:
This section relates to opening, quarterly and annual submission of information for groups, ring fenced funds, matching portfolios and remaining part at group level.
When a special justification is needed the explanation is not to be submitted within the reporting template but shall be part of the dialogue with the national competent authorities.
ITEM | INSTRUCTIONS | |
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Z0010 | Ring–fenced fund/matching portfolio/remaining part | Identifies whether the reported figures are with regard to a ring–fenced fund (‘RFF’), matching adjustment portfolio (‘MAP’) or to the remaining part. One of the options in the following closed list shall be used:
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Z0020 | Fund/Portfolio number | When item Z0010 = 1, identification number for a ring–fenced fund or matching 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 Z0010 = 2, then report ‘0’ |
C0010/R0010 | S.01.02 — Basic Information — General | This template shall always be reported. The only option possible is: 1 — Reported |
C0010/R0020 | S.01.03 — Basic Information — RFF and matching adjustment portfolios | One of the options in the following closed list shall be used:
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C0010/R0030 | S.02.01 — Balance sheet | One of the options in the following closed list shall be used:
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C0010/R0040 | S.02.02 — Assets and liabilities by currency | One of the options in the following closed list shall be used:
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C0010/R0060 | S.03.01. — Off–balance sheet items — general | One of the options in the following closed list shall be used:
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C0010/R0070 | S.03.02 — Off–balance sheet items — List of unlimited guarantees received by the group | One of the options in the following closed list shall be used:
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C0010/R0080 | S.03.03 — Off–balance sheet items — List of unlimited guarantees provided by the group | One of the options in the following closed list shall be used:
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C0010/R0110 | S.05.01 — Premiums, claims and expenses by line of business | One of the options in the following closed list shall be used:
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C0010/R0120 | S.05.02 — Premiums, claims and expenses by country | One of the options in the following closed list shall be used:
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C0010/R0130 | S.06.01 — Summary of Assets | One of the options in the following closed list shall be used:
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C0010/R0140 | S.06.02 — List of assets | One of the options in the following closed list shall be used:
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C0010/R0150 | S.06.03 — Collective investment undertakings — look–through approach | One of the options in the following closed list shall be used:
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C0010/R0160 | S.07.01 — Structured products | One of the options in the following closed list shall be used:
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C0010/R0170 | S.08.01 — Open derivatives | One of the options in the following closed list shall be used:
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C0010/R0180 | S.08.02 — Derivatives Transactions | One of the options in the following closed list shall be used:
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C0010/R0190 | S.09.01 — Income/gains and losses in the period | One of the options in the following closed list shall be used:
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C0010/R0200 | S.10.01 — Securities lending and repos | One of the options in the following closed list shall be used:
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C0010/R0210 | S.11.01 — Assets held as collateral | One of the options in the following closed list shall be used:
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C0010/R0260 | S.15.01 — Description of the guarantees of variable annuities | One of the options in the following closed list shall be used:
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C0010/R0270 | S.15.02 — Hedging of guarantees of variable annuities | One of the options in the following closed list shall be used:
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C0010/R0370 | S.22.01 — Impact of long term guarantees measures and transitionals | One of the options in the following closed list shall be used:
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C0010/R0410 | S.23.01 — Own funds | One of the options in the following closed list shall be used:
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C0010/R0420 | S.23.02 — Detailed information by tiers on own funds | One of the options in the following closed list shall be used:
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C0010/R0430 | S.23.03 — Annual movements on own funds | One of the options in the following closed list shall be used:
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C0010/R0440 | S.23.04 — List of items on own funds | One of the options in the following closed list shall be used:
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C0010/R0460 | S.25.01 — Solvency Capital Requirement — for groups on Standard Formula | One of the options in the following closed list shall be used:
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C0010/R0470 | S.25.02 — Solvency Capital Requirement — for groups using the standard formula and partial internal model | One of the options in the following closed list shall be used:
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C0010/R0480 | S.25.03 — Solvency Capital Requirement — for groups on Full Internal Models | One of the options in the following closed list shall be used:
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C0010/R0500 | S.26.01 — Solvency Capital Requirement — Market risk | One of the options in the following closed list shall be used:
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C0010/R0510 | S.26.02 — Solvency Capital Requirement — Counterparty default risk | One of the options in the following closed list shall be used:
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C0010/R0520 | S.26.03 — Solvency Capital Requirement — Life underwriting risk | One of the options in the following closed list shall be used:
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C0010/R0530 | S.26.04 — Solvency Capital Requirement — Health underwriting risk | One of the options in the following closed list shall be used:
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C0010/R0540 | S.26.05 — Solvency Capital Requirement — Non–Life underwriting risk | One of the options in the following closed list shall be used:
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C0010/R0550 | S.26.06 — Solvency Capital Requirement — Operational risk | One of the options in the following closed list shall be used:
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C0010/R0560 | S.26.07 — Solvency Capital Requirement — Simplifications | One of the options in the following closed list shall be used:
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C0010/R0570 | S.27.01 — Solvency Capital Requirement — Non–Life and Health catastrophe risk | One of the options in the following closed list shall be used:
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C0010/R0680 | S.31.01 — Share of reinsurers (including Finite Reinsurance and SPV's) | One of the options in the following closed list shall be used:
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C0010/R0690 | S.31.02 — Special Purpose Vehicles | One of the options in the following closed list shall be used:
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C0010/R0700 | S.32.01 — Undertakings in the scope of the group | One of the options in the following closed list shall be used:
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C0010/R0710 | S.33.01 — Insurance and Reinsurance individual requirements | One of the options in the following closed list shall be used:
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C0010/R0720 | S.34.01 — Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements | One of the options in the following closed list shall be used:
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C0010/R0730 | S.35.01 — Contribution to group Technical Provisions | One of the options in the following closed list shall be used:
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C0010/R0740 | S.36.01 — IGT — Equity–type transactions, debt and asset transfer | One of the options in the following closed list shall be used:
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C0010/R0750 | S.36.02 — IGT — Derivatives | One of the options in the following closed list shall be used:
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C0010/R0760 | S.36.03 — IGT — Internal reinsurance | One of the options in the following closed list shall be used:
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C0010/R0770 | S.36.04 — IGT — Cost Sharing, contingent liabilities, off BS and other items | One of the options in the following closed list shall be used:
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C0010/R0780 | S.37.01 — Risk concentration | One of the options in the following closed list shall be used:
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C0010/R0790 | SR.02.01 — Balance Sheet | One of the options in the following closed list shall be used:
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C0010/R0840 | SR.25.01 — Solvency Capital Requirement — Only SF | One of the options in the following closed list shall be used:
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C0010/R0850 | SR.25.02 — Solvency Capital Requirement — SF and PIM | One of the options in the following closed list shall be used:
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C0010/R0860 | SR.25.03 — Solvency Capital Requirement — IM | One of the options in the following closed list shall be used:
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C0010/R0870 | SR.26.01 — Solvency Capital Requirement — Market risk | One of the options in the following closed list shall be used:
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C0010/R0880 | SR.26.02 — Solvency Capital Requirement — Counterparty default risk | One of the options in the following closed list shall be used:
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C0010/R0890 | SR.26.03 — Solvency Capital Requirement — Life underwriting risk | One of the options in the following closed list shall be used:
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C0010/R0900 | SR.26.04 — Solvency Capital Requirement — Health underwriting risk | One of the options in the following closed list shall be used:
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C0010/R0910 | SR.26.05 — Solvency Capital Requirement — Non–Life underwriting risk | One of the options in the following closed list shall be used:
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C0010/R0920 | SR.26.06 — Solvency Capital Requirement — Operational risk | One of the options in the following closed list shall be used:
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C0010/R0930 | SR.26.07 — Solvency Capital Requirement — Simplifications | One of the options in the following closed list shall be used:
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C0010/R0940 | SR.27.01 — Solvency Capital Requirement — Non–Life Catastrophe risk | One of the options in the following closed list shall be used:
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