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Commission Implementing Regulation (EU) 2015/2450Show full title
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)
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- 2015 No. 2450
- ANNEX III
- S.22.01 — Impact of...
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Changes over time for: S.22.01 — Impact of long term guarantees measures and transitionals
Alternative versions:
Status:
Point in time view as at 31/12/2020.
Changes to legislation:
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 to Legislation
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S.22.01 — Impact of long term guarantees measures and transitionals U.K.
General comments:
This section relates to annual submission of information for groups.
This template is relevant when at least one long term guarantee measure or transitional is used by any undertaking within the scope of group supervision.
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. For that purpose, a step–by–step approach should be followed taking out each transitional and LTG measure one by one and without recalculating the impact of the remaining measures after each step. [F1As it is possible within a group for both types of transitional measure to be applied the template follows a cumulative step by step approach.]
Textual Amendments
F1 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 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).
The amounts reported in this template shall be net of Intra Group Transactions.
| ITEM | INSTRUCTIONS | |
|---|---|---|
| C0010/R0010 | Amount with LTG measures and transitionals — Technical Provisions | [F2Total amount of gross technical provisions] including long term guarantee measures and transitional measures |
| C0020/R0010 | Without transitional on technical provisions — Technical Provisions | [F2Total 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. [F1If 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 [F2adjustment 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 | [F2Total 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. [F1If 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 [F2adjustment 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 | [F2Total 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. [F1If 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 [F2adjustment 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 | [F2Total amount of gross technical provisions] without any LTG measure. [F1If 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 [F2adjustment 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 [F2adjustment 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. [F1If 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. [F2It 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. |
Textual Amendments
F2 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).
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