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)

Changes over time for: S.27.01 — Solvency Capital Requirement — Non–life and health catastrophe risk

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Changes to legislation:

Commission Implementing Regulation (EU) 2015/2450, S.27.01 — Solvency Capital Requirement — Non–life and health catastrophe risk is up to date with all changes known to be in force on or before 18 July 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.

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Changes and effects yet to be applied to Annex III Division 37:

Regulation revoked by 2023 c. 29 Sch. 1 Pt. 3

S.27.01 — Solvency Capital Requirement — Non–life and health catastrophe risk U.K.

General comments:

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

Template S.27.01 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.

Template SR.27.01 is only applicable in relation to RFF/MAP from undertakings consolidated according to Article 335, paragraph 1, (a), (b) and (c) of Delegated Regulation (EU) 2015/35, when method 1 (Accounting consolidation–based method) is used, either exclusively or in combination with method 2 (Deduction and aggregation method).

This template is designed to allow an understanding of how the catastrophe risk module of the SCR has been calculated and what are the main drivers.

For every type of catastrophe risk the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles must be determined. This calculation is prospective and must be based on the reinsurance program of the next reporting year as described in the reinsurance templates for Facultative covers (S.30.01 and S.30.02 of Annex II) and Outgoing reinsurance program in the next reporting year (S.30.03 and S.30.04 of Annex II).

Undertakings need to estimate their recoveries from risk mitigation in line with the Directive 2009/138/EC, Delegated Regulation (EU) 2015/35 and any relevant technical standard. Undertakings shall complete the catastrophe reporting template only to the granularity required to perform this calculation.

Under the non–life and health underwriting risk modules, catastrophe risk is defined as the risk of loss, or of adverse change in the value of insurance liabilities, resulting from significant uncertainty of pricing and provisioning assumptions related to extreme or exceptional events as set out in Article 105(2)(b) and (4)(c) of the Directive 2009/138/EC.

The reported capital requirements reflects the capital requirements before and after risk mitigation which is the risk mitigating effect of the undertaking's specific reinsurance contracts and special purpose vehicles. The reported capital requirement after risk mitigation is before the loss absorbing capacity of technical provisions. The default value of the risk mitigation shall be reported as a positive value in order to be deducted.

In case the diversification effect reduces the capital requirement the default value of the diversification shall be reported as a negative value.

For group reporting the following specific requirements shall be met:

This information is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;

When combination method is being used, this information is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC, and;

This information does not apply to groups when method 2 as defined in Article 233 of Directive 2009/138/EC is being used exclusively.

Non–life catastrophe risk — Summary
[ F1 ]
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 within the scope of group supervision and must be consistent over time and with the fund/portfolio number reported in other templates. [F2When item Z0020 = 2, then report ‘0]’
[F3R0001/C001	Simplifications used – fire risk	Identify whether an undertaking within the scope of group for the SCR calculation used simplifications for the calculation of fire risk. The following options shall be used: 1 – Simplifications for the purposes of Article 90c 9 – Simplifications not used Where R0001/C0001 = 1, only C0880 shall be filled in for R2600.
R0002/C001	Simplifications used – natural catastrophe risk	Identify whether an undertaking within the scope of group for the SCR calculation used simplifications for the calculation of natural catastrophe risk. The following options shall be used: 1 – Simplification for the purposes of Article 90b windstorm 2 – Simplification for the purposes of Article 90b earthquake 3 – Simplification for the purposes of Article 90b flood 4 – Simplification for the purposes of Article 90b hail 5 – Simplification for the purposes of Article 90b subsidience 9 – Simplifications not used Options 1 to 5 may be used simultaneously.]
C0010/R0010	SCR before risk mitigation — Natural catastrophe risk	This is the total catastrophe risk before risk mitigation arising from all natural catastrophe perils and taking into consideration the diversification effect between the perils given in C0010/R0070.
C0010/R0020–R0060	SCR before risk mitigation — Natural catastrophe risk perils	This is the total capital requirement before risk mitigation per natural catastrophe peril, taking into consideration the diversification effect between zones and regions. Per natural peril this amount is equal to the Catastrophe Risk Charge before risk mitigation.
C0010/R0070	SCR before risk mitigation — Diversification between perils	Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different natural catastrophe perils.
C0020/R0010	Total risk mitigation — Natural catastrophe risk	This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all natural catastrophe perils and taking into consideration the diversification effect between the perils given in C0020/R0070.
C0020/R0020–R0060	Total risk mitigation — Natural catastrophe risk perils	This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles per natural catastrophe peril.
C0020/R0070	Total risk mitigation — Diversification between perils	Diversification effect arising from the aggregation of the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to different natural catastrophe perils.
C0030/R0010	SCR after risk mitigation — Natural catastrophe risk	This is the total catastrophe risk after risk mitigation arising from all natural catastrophe perils and taking into consideration the diversification effect between the perils given in C0030/R0070.
C0030/R0020–R0060	SCR after risk mitigation — Natural catastrophe risk perils	This is the total capital requirement after risk mitigation per natural catastrophe peril, taking into consideration the diversification effect between zones and regions. Per natural peril this amount is equal to the Catastrophe Risk Charge after risk mitigation.
C0030/R0070	SCR after risk mitigation — Diversification between perils	Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different natural catastrophe perils.
C0010/R0080	SCR before risk mitigation — Catastrophe risk non–proportional property reinsurance	This is the total catastrophe risk before risk mitigation arising from non–proportional property reinsurance.
C0020/R0080	Total risk mitigation — Catastrophe risk non–proportional property reinsurance	This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles for non–proportional property reinsurance.
C0030/R0080	SCR after risk mitigation — Catastrophe risk non–proportional property reinsurance	This is the total catastrophe risk after risk mitigation arising from non–proportional property reinsurance.
C0010/R0090	SCR before risk mitigation — Man–made catastrophe risk	This is the total catastrophe risk before risk mitigation arising from all man–made perils and taking into consideration the diversification effect between the perils given in C0010/R0160.
C0010/R0100–R0150	SCR before risk mitigation — Man–made catastrophe risk perils	This is the total capital requirement before risk mitigation per man–made peril, taking into consideration the diversification effect between sub–perils. Per man–made peril this amount is equal to the Catastrophe Risk Charge before risk mitigation.
C0010/R0160	SCR before risk mitigation — Diversification between perils	Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different man–made perils.
C0020/R0090	Total risk mitigation — Man–made catastrophe risk	This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all man–made perils and taking into consideration the diversification effect between the perils given in C0020/R0160.
C0020/R0100–R0150	Total risk mitigation — Man–made catastrophe risk perils	This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles per man–made catastrophe peril.
C0020/R0160	Total risk mitigation — Diversification between perils	Diversification effect arising from the aggregation of the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to different man–made perils.
C0030/R0090	SCR after risk mitigation — Man–made catastrophe risk	This is the total catastrophe risk after risk mitigation arising from all man–made catastrophe perils and taking into consideration the diversification effect between the perils given in C0030/R0160.
C0030/R0100–R0150	SCR after risk mitigation — Man–made catastrophe risk perils	This is the total capital requirement after risk mitigation per man–made catastrophe peril, taking into consideration the diversification effect between sub–perils. Per man–made peril this amount is equal to the Catastrophe Risk Charge after risk mitigation.
C0030/R0160	SCR after risk mitigation — Diversification between perils	Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different man–made catastrophe perils.
C0010/R0170	SCR before risk mitigation — Other non–life catastrophe risk	This is the total catastrophe risk before risk mitigation arising from all ‘other non–life’ perils and taking into consideration the diversification effect between the perils given in C0010/R0180.
C0010/R0180	SCR before risk mitigation — Diversification between perils	Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different ‘other non–life’ perils.
C0020/R0170	Total risk mitigation — Other non–life catastrophe risk	This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all ‘other non–life’ perils and taking into consideration the diversification effect between the perils given in C0020/R0180.
C0020/R0180	Total risk mitigation — Diversification between perils	Diversification effect arising from the aggregation of the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to different ‘other non–life’ perils.
C0030/R0170	SCR after risk mitigation — Other non–life catastrophe risk	This is the total catastrophe risk after risk mitigation arising from all ‘other non–life’ catastrophe perils and taking into consideration the diversification effect between the perils given in C0030/R0180.
C0030/R0180	SCR after risk mitigation — Diversification between perils	Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different ‘other non–life’ catastrophe perils.
C0010/R0190	SCR before risk mitigation — Total Non–life catastrophe risk before diversification	This is the total catastrophe risk before risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks) before the diversification effect between the sub–modules.
C0010/R0200	SCR before risk mitigation — Diversification between sub–modules	Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks).
C0010/R0210	SCR before risk mitigation — Total Non–life catastrophe risk after diversification	This is the total catastrophe risk before risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), taking into consideration the diversification effect between the sub–modules given in C0010/R0200.
C0020/R0190	Total risk mitigation — Total Non–life catastrophe risk before diversification	This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), before the diversification effect between the sub–modules.
C0020/R0200	Total risk mitigation — Diversification between sub–modules	Diversification effect arising from the aggregation of the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to different sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks).
C0020/R0210	Total risk mitigation — Total Non–life catastrophe risk after diversification	This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), taking into consideration the diversification effect between the sub–modules given in C0020/R0200.
C0030/R0190	SCR after risk mitigation — Total Non–life catastrophe risk before diversification	This is the total catastrophe risk after risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), before the diversification effect between the sub–modules.
C0030/R0200	SCR after risk mitigation — Diversification between sub–modules	Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks).
C0030/R0210	SCR after risk mitigation — Total Non–life catastrophe risk after diversification	This is the total catastrophe risk after risk mitigation arising from all the sub–modules (Natural catastrophe, Non–proportional property reinsurance, Man–made and ‘Other non–life’ catastrophe risks), taking into consideration the diversification effect between the sub–modules given in item C0030/R0200.
Health catastrophe risk — Summary
C0010/R0300	SCR before risk mitigation — Health catastrophe risk	This is the total catastrophe risk before risk mitigation arising from all Health catastrophe risk sub–modules and taking into consideration the diversification effect between the sub–modules given in C0010/R0340.
C0010/R0310–R0330	SCR before risk mitigation — Health catastrophe risk sub–modules	This is the total capital requirement before risk mitigation per Health catastrophe risk sub–modules, taking into consideration the diversification effect between the countries. Per Health catastrophe risk sub–module this amount is equal to the Catastrophe Risk Charge before risk mitigation.
C0010/R0340	SCR before risk mitigation — Diversification between sub–modules	Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different Health catastrophe risk sub–modules.
C0020/R0300	Total risk mitigation — Health catastrophe risk	This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles arising from all Health catastrophe risk sub–modules and taking into consideration the diversification effect between the sub–modules given in C0020/R0340.
C0020/R0310–R0330	Total risk mitigation — Health catastrophe risk sub–modules	This is the total risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles per Health catastrophe risk sub–module.
C0020/R0340	Total risk mitigation — Diversification between sub–modules	Diversification effect arising from the aggregation of the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to different Health catastrophe risk sub–modules.
C0030/R0300	SCR after risk mitigation — Health catastrophe risk	This is the total catastrophe risk after risk mitigation arising from all Health catastrophe risk sub–modules and taking into consideration the diversification effect between the sub–modules given in C0030/R0340.
C0030/R0310–R0330	SCR after risk mitigation — Health catastrophe risk sub–modules	This is the total capital requirement after risk mitigation per Health catastrophe risk sub–module, taking into consideration the diversification effect between countries. Per Health catastrophe risk sub–module this amount is equal to the Catastrophe Risk Charge after risk mitigation.
C0030/R0340	SCR after risk mitigation — Diversification between sub–modules	Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different Health catastrophe risk sub–modules.
Non–life catastrophe risk
Natural catastrophe risk — Windstorm
C0040/R0610–R0780	Estimation of the gross premium to be earned — Other Regions	An estimate of the premiums to be earned by the insurance or reinsurance group, during the following year in relation to the 14 regions other than the [F4specified] regions(include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business fire and other damage covering windstorm risk, including the proportional reinsurance obligations and marine, aviation and transport insurance covering onshore property damage by windstorm, including the proportional reinsurance obligations. Premiums shall be gross, without deduction of premiums for reinsurance contracts.
C0040/R0790	Estimation of the gross premium to be earned — Total Windstorm Other Regions before diversifications	Total of the estimate of the premiums to be earned by the insurance or reinsurance group before diversification, during the following year for the other 14 regions other than the [F4specified] regions.
C0050/R0400–R0590	Exposure — [F4specified] Region	The sum of the total insured per each of the 20 [F4specified] regions for lines of business: Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover windstorm risk and where the risk is situated in this particular [F4specified] region; and Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Windstorm and where the risk is situated in this particular [F4specified] region.
C0050/R0600	Exposure — Total Windstorm [F4specified] Regions before diversification	Total of the exposure before diversification for the 20 [F4specified] regions.
C0060/R0400–R0590	Specified Gross Loss — [F4specified] Region	Specified gross windstorm loss per each of the 20 [F4specified] regions, taking into consideration the effect of diversification effect between zones.
C0060/R0600	Specified Gross Loss — Total Windstorm [F4specified] Regions before diversification	Total of the specified gross loss before diversification for the 20 [F4specified] regions.
C0070/R0400–R0590	Catastrophe Risk Charge Factor before risk mitigation — [F4specified] Region	The risk charge factor per each of the 20 [F4specified] regions for Windstorm, taking into consideration the effect of diversification effect between zones.
C0070/R0600	Catastrophe Risk Charge Factor before risk mitigation — Total Windstorm [F4specified] Regions before diversification	Ratio between total specified gross loss and total exposure.
C0080/R0400–R0590	Scenario A or B — [F4specified] Region	The larger of the capital requirement for Windstorm risk for each of the 20 [F4specified] regions according to scenario A or scenario B. When determining the largest amount of scenario A and B, the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, shall be taken into account.
C0090/R0400–R0590	Catastrophe Risk Charge before risk mitigation — [F4specified] Region	Capital requirement before risk mitigation arising from Windstorm for each of the 20 [F4specified] Regions corresponding to the larger of scenario A or B.
C0090/R0600	Catastrophe Risk Charge before risk mitigation — Total Windstorm [F4specified] Regions before diversification	Total of the capital requirement before risk mitigation arising from Windstorm for the 20 [F4specified] regions.
C0090/R0790	Catastrophe Risk Charge before risk mitigation — Total Windstorm Other Regions before diversifications	The capital requirement before risk mitigation for Windstorm risk in regions other than the [F4specified] Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
C0090/R0800	Catastrophe Risk Charge before risk mitigation — Total Windstorm all Regions before diversification	Total of the capital requirement before risk mitigation arising from Windstorm for all regions.
C0090/R0810	Catastrophe Risk Charge before risk mitigation — Diversification effect between regions	Diversification effect arising from the aggregation of the Windstorm risks relating to the different regions (both [F4specified] Regions and ‘other regions’)
C0090/R0820	Catastrophe Risk Charge before risk mitigation — Total Windstorm after diversification	This is the total capital requirement before risk mitigation for Windstorm risk, taking into consideration the diversification effect reported in item C0090/R0810.
C0100/R0400–R0590	Estimated Risk Mitigation — [F4specified] Region	Per each of the 20 [F4specified] Regions, the estimated risk mitigation effect, corresponding to the selected scenario, of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
C0100/R0600	Estimated Risk Mitigation — Total Windstorm [F4specified] Regions before diversification	Total of the estimated risk mitigation arising from Windstorm for the 20 [F4specified] regions.
C0100/R0790	Estimated Risk Mitigation — Total Windstorm Other Regions before diversifications	For all the regions other the [F4specified] Regions, the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
C0100/R0800	Estimated Risk Mitigation — Total Windstorm all Regions before diversification	Total of the estimated risk mitigation arising from Windstorm for all regions.
C0110/R0400–R0590	Estimated Reinstatement Premiums — [F4specified] Region	For each of the 20 [F4specified] Regions, the estimated reinstatement premiums, corresponding to the selected scenario, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
C0110/R0600	Estimated Reinstatement Premiums — Total Windstorm [F4specified] Regions before diversification	Total of the estimated reinstatement premiums for the 20 [F4specified] regions.
C0110/R0790	Estimated Reinstatement Premiums — Total Windstorm Other Regions before diversifications	For all the regions other than the [F4specified] Regions, the estimated reinstatement premiums, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
C0110/R0800	Estimated Reinstatement Premiums — Total Windstorm all Regions before diversification	Total of the estimated reinstatement premiums for all regions.
C0120/R0400–R0590	Catastrophe Risk Charge after risk mitigation — [F4specified] Region	Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Windstorms in each of the [F4specified] regions, corresponding to the selected scenario.
C0120/R0600	Catastrophe Risk Charge after risk mitigation — Total Windstorm [F4specified] Regions before diversification	Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles for the 20 [F4specified] regions.
C0120/R0790	Catastrophe Risk Charge after risk mitigation — Total Windstorm Other Regions before diversifications	Capital requirement after risk mitigation for Windstorm risk in regions other than the [F4specified] Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
C0120/R0800	Catastrophe Risk Charge after risk mitigation — Total Windstorm all Regions before diversification	Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles for all regions.
C0120/R0810	Catastrophe Risk Charge after risk mitigation — Diversification effect between regions	Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Windstorm risks relating to the different regions (both [F4specified] Regions and ‘other regions’).
C0120/R0820	Catastrophe Risk Charge after risk mitigation — Total Windstorm after diversification	This is the total capital requirement after risk mitigation for Windstorm risk, taking into consideration the diversification effect given in item C0120/R0810.
Natural catastrophe risk — Earthquake
C0130/R1040–R1210	Estimation of the gross premium to be earned — Other Regions	An estimate of the premiums to be earned by the insurance or reinsurance group, during the following year in relation to each of the 14 regions other than the [F4specified] Regions(include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business: Fire and other damage covering earthquake risk, including the proportional reinsurance obligations; and Marine, aviation and transport insurance covering onshore property damage by earthquake, including the proportional reinsurance obligations. Premiums shall be gross, without deduction of premiums for reinsurance contracts.
C0130/R1220	Estimation of the gross premium to be earned — Total Earthquake Other Regions before diversification	Total of the estimate of the premiums to be earned, by the insurance or reinsurance group, during the following year for the other regions.
C0140/R0830–R1020	Exposure — [F4specified] Region	The sum of the total insured per each of the 20 [F4specified] regions for the lines of business: Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover Earthquake risk and where the risk is situated in this particular [F4specified] region; and For lines of business Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Earthquake and where the risk is situated in this particular [F4specified] region.
C0140/R1030	Exposure — Total Earthquake [F4specified] Regions before diversification	Total of the exposure for the 20 [F4specified] regions.
C0150/R0830–R1020	Specified Gross Loss — [F4specified] Region	Specified gross Earthquake loss for each of the 20 [F4specified] regions, taking into consideration the effect of diversification effect between zones.
C0150/R1030	Specified Gross Loss — Total Earthquake [F4specified] Regions before diversification	Total of the specified gross Earthquake loss for the 20 [F4specified] regions.
C0160/R0830–R1020	Catastrophe Risk Charge Factor before risk mitigation — [F4specified] Region	The Risk Charge Factor per each of the 20 [F4specified] regions for Earthquake according to the Standard Formula, taking into consideration the effect of diversification effect between zones.
C0160/R1030	Catastrophe Risk Charge Factor before risk mitigation — Total Earthquake [F4specified] Regions before diversification	Ratio between total specified gross loss and total exposure.
C0170/R0830–R1020	Catastrophe Risk Charge before risk mitigation — [F4specified] Region	Capital requirement before risk mitigation arising from Earthquakes in each of the 20 [F4specified] Regions.
C0170/R1030	Catastrophe Risk Charge before risk mitigation — Total Earthquake [F4specified] Regions before diversification	Total of the capital requirement before risk mitigation arising from Earthquakes for the 20 [F4specified] regions.
C0170/R1220	Catastrophe Risk Charge before risk mitigation — Total Earthquake Other Regions before diversification	The capital requirement before risk mitigation for Earthquake risk in regions other than the [F4specified] Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
C0170/R1230	Catastrophe Risk Charge before risk mitigation Total Earthquake — All Regions before diversification	Total of the capital requirement before risk mitigation arising from Earthquakes for all regions.
C0170/R1240	Catastrophe Risk Charge before risk mitigation — Diversification effect between regions	Diversification effect arising from the aggregation of the Earthquake risks relating to the different regions (both [F4specified] Regions and Other regions).
C0170/R1250	Catastrophe Risk Charge before risk mitigation — Total Earthquake after diversification	This is the total capital requirement before risk mitigation for Earthquake risk, taking into consideration the diversification effect given in C0170/R1240.
C0180/R0830–R1020	Estimated Risk Mitigation — [F4specified] Region	Per each of the 20 [F4specified] Regions the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
C0180/R1030	Estimated Risk Mitigation — Total Earthquake [F4specified] Regions before diversification	Total of the estimated Risk Mitigation for the 20 [F4specified] regions.
C0180/R1220	Estimated Risk Mitigation — Total Earthquake — Other Regions before diversification	For all the regions other than the [F4specified] Regions, the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
C0180/R1230	Estimated Risk Mitigation — Total Earthquake — All Regions before diversification	Total of the estimated Risk Mitigation for all regions.
C0190/R0830–R1020	Estimated Reinstatement Premiums — [F4specified] Region	Per each of the 20 [F4specified] Regions the estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
C0190/R1030	Estimated Reinstatement Premiums — Total Earthquake [F4specified] Regions before diversification	Total of the estimated reinstatement premiums for the 20 [F4specified] regions.
C0190/R1220	Estimated Reinstatement Premiums — Total Earthquake — Other Regions before diversification	For all the regions other than the [F4specified] Regions, the estimated reinstatement premiums, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
C0190/R1230	Estimated Reinstatement Premiums — Total Earthquake — All Regions before diversification	Total of the estimated reinstatement premiums for all regions.
C0200/R0830–R1020	Catastrophe Risk Charge after risk mitigation — [F4specified] Region	Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Earthquake in each of the 20 [F4specified] regions.
C0200/R1030	Catastrophe Risk Charge after risk mitigation — Total Earthquake [F4specified] Regions before diversification	Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Earthquake for the 20 [F4specified] regions.
C0200/R1220	Catastrophe Risk Charge after risk mitigation — Total Earthquake — Other Regions before diversification	Capital requirement after risk mitigation for Earthquake risk in regions other than the [F4specified] Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
C0200/R1230	Catastrophe Risk Charge after risk mitigation — Total Earthquake — All Regions before diversification	Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Earthquake for all regions.
C0200/R1240	Catastrophe Risk Charge after risk mitigation — Diversification effect between regions	Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Earthquake risks relating to the different regions (both [F4specified] Regions and Other regions).
C0200/R1250	Catastrophe Risk Charge after risk mitigation — Total Earthquake after diversification	This is the total capital requirement after risk mitigation for Earthquake risk, taking into consideration the diversification effect given in C0200/R1240
Natural catastrophe risk — Flood
C0210/R1410–R1580	Estimation of the gross premiums to be earned — Other Regions	An estimate of the premiums to be earned by the insurance or reinsurance group, during the following year in relation to each of the 14 regions other than the [F4specified] Regions(include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business: Fire and other damage covering flood risk, including the proportional reinsurance obligations; Marine, aviation and transport insurance covering onshore property damage by flood, including the proportional reinsurance obligations; Other motor insurance, including the proportional reinsurance obligations. Premiums shall be gross, without deduction of premiums for reinsurance contracts.
C0210/R1590	Estimation of the gross premium to be earned — Total Flood Other Regions before diversification	Total of the estimate of the premiums to be earned, by the insurance or reinsurance group, during the following year for the other regions.
C0220/R1260–R1390	Exposure — [F4specified] Region	The sum of the total insured per each of the 14 [F4specified] regions of lines of business: Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover Flood risk and where the risk is situated in this particular [F4specified] region; Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Flood and where the risk is situated in this particular [F4specified] region; and Other motor insurance, including the proportional reinsurance obligations, multiplied by 1.5, in relation to contracts that cover onshore property damage by Flood and where the risk is situated in this particular [F4specified] region.
C0220/R1400	Exposure — Total Flood [F4specified] Regions before diversification	Total of the exposure for the 14 [F4specified] regions.
C0230/R1260–R1390	Specified Gross Loss — [F4specified] Region	Specified gross Flood loss in each of the 14 [F4specified] regions, taking into consideration the effect of diversification effect between zones.
C0230/R1400	Specified Gross Loss — Total Flood [F4specified] Regions before diversification	Total of the specified gross Flood loss for the 14 [F4specified] regions.
C0240/R1260–R1390	Catastrophe Risk Charge Factor before risk mitigation — [F4specified] Region	The Risk Charge Factor per each of the 14 [F4specified] regions for Flood according to the Standard Formula, taking into consideration the effect of diversification effect between zones.
C0240/R1400	Catastrophe Risk Charge Factor before risk mitigation — Total Flood [F4specified] Regions before diversification	Ratio between total specified gross loss and total exposure.
C0250/R1260–R1390	Scenario A or B — [F4specified] Region	The larger of the capital requirement for Flood risk in each of the 14 [F4specified] regions according to scenario A or scenario B. When determining the largest amount of scenario A and B, the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, must be taken into account.
C0260/R1260–R1390	Catastrophe Risk Charge before risk mitigation — [F4specified] Region	Capital requirement before risk mitigation arising from Floods in each of the 14 [F4specified] Regions, corresponding to the larger of scenario A or B.
C0260/1400	Catastrophe Risk Charge before risk mitigation — Total Flood [F4specified] Regions before diversification	Total of the capital requirement before risk mitigation arising from Floods for the 14 [F4specified] regions.
C0260/R1590	Catastrophe Risk Charge before risk mitigation — Total Flood Other Regions before diversification	The capital requirement before risk mitigation for Flood risk in regions other than the [F4specified] Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
C0260/R1600	Catastrophe Risk Charge before risk mitigation — Total Flood All Regions before diversification	Total of the capital requirement before risk mitigation arising from Floods for all regions.
C0260/R1610	Catastrophe Risk Charge before risk mitigation — Diversification effect between regions	Diversification effect arising from the aggregation of the Flood risks relating to the different regions (both [F4specified] Regions and Other regions).
C0260/R1620	Catastrophe Risk Charge before risk mitigation — Total Flood after diversification	This is the total capital requirement before risk mitigation for Flood risk, taking into consideration the diversification effect given in C0260/R1610.
C0270/R1260–R1390	Estimated Risk Mitigation — [F4specified] Region	Per each of the 14 [F4specified] Regions the estimated risk mitigation effect, corresponding to the selected scenario, of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
C0270/R1400	Estimated Risk Mitigation — Total Flood [F4specified] Regions before diversification	Total of the estimated Risk Mitigation for the 14 [F4specified] regions.
C0270/R1590	Estimated Risk Mitigation — Total Flood Other Regions before diversification	For all the regions other than the [F4specified] Regions, the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
C0270/R1600	Estimated Risk Mitigation — Total Flood All Regions before diversification	Total of the estimated Risk Mitigation for all regions.
C0280/R1260–R1390	Estimated Reinstatement Premiums — [F4specified] Region	Per each of the 14 [F4specified] Regions the estimated reinstatement premiums, corresponding to the selected scenario, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
C0280/R1400	Estimated Reinstatement Premiums — Total Flood — [F4specified] Regions before diversification	Total of the estimated reinstatement premiums for the 14 [F4specified] regions.
C0280/R1590	Estimated Reinstatement Premiums — Total Flood — Other Regions before diversification	For all the regions other than the [F4specified] Regions, the estimated reinstatement premiums, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
C0280/R1600	Estimated Reinstatement Premiums — Total Flood — All Regions before diversification	Total of the estimated reinstatement premiums for all regions.
C0290/R1260–R1390	Catastrophe Risk Charge after risk mitigation — [F4specified] Region	Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Flood in each of the 14 [F4specified] regions, corresponding to the selected scenario.
C0290/R1400	Catastrophe Risk Charge after risk mitigation — Total Flood — [F4specified] Regions before diversification	Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles for the 14 [F4specified] regions.
C0290/R1590	Catastrophe Risk Charge after risk mitigation — Total Flood — Other Regions before diversification	Capital requirement after risk mitigation for Flood risk in regions other than the [F4specified] Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
C0290/R1600	Catastrophe Risk Charge after risk mitigation — Total Flood — All Regions before diversification	Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles all regions.
C0290/R1610	Catastrophe Risk Charge after risk mitigation — Diversification effect between regions	Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Flood risks relating to the different regions (both [F4specified] Regions and Other regions).
C0290/R1620	Catastrophe Risk Charge after risk mitigation — Total Flood after diversification	This is the total capital requirement after risk mitigation for Flood risk, taking into consideration the diversification effect given in C0290/R1610.
Natural catastrophe risk — Hail
C0300/R1730–R1900	Estimation of the gross premium to be earned — Other Regions	An estimate of the premiums to be earned by the insurance or reinsurance group, during the following year and in relation to each of the 9 regions other than the [F4specified] Regions(include regions as specified in Annex III, except the ones specified in Annex V or in Annex XIII of Delegated Regulation (EU) 2015/35), for the contract in relation to the obligations of lines of business: Fire and other damage covering hail risk, including the proportional reinsurance obligations; Marine, aviation and transport insurance covering onshore property damage by hail, including the proportional reinsurance obligations; and Other motor insurance, including the proportional reinsurance obligations. Premiums shall be gross, without deduction of premiums for reinsurance contracts.
C0300/R1910	Estimation of the gross premium to be earned — Total Hail Other Regions before diversification	Total of the estimate of the premiums to be earned, by the insurance or reinsurance group, during the following year for the other regions.
C0310/R1630–R1710	Exposure — [F4specified] Region	The sum of the total insured per each of the 9 [F4specified] regions for lines of business: Fire and other damage, including the proportional reinsurance obligations, in relation to contracts that cover Hail risk and where the risk is situated in this particular [F4specified] region; Marine, aviation and transport insurance, including the proportional reinsurance obligations, in relation to contracts that cover onshore property damage by Hail and where the risk is situated in this particular [F4specified] region; and Other motor insurance, including the proportional reinsurance obligations, multiplied by 5, in relation to contracts that cover onshore property damage by Hail and where the risk is situated in this particular [F4specified] region.
C0310/R1720	Exposure — Total Hail [F4specified] Regions before diversification	Total of the exposure for the 9 [F4specified] regions.
C0320/R1630–R1710	Specified Gross Loss — [F4specified] Region	Specified gross Hail loss in each of the 9 [F4specified] regions, taking into consideration the effect of diversification effect between zones.
C0320/R1720	Specified Gross Loss — Total Hail [F4specified] Regions before diversification	Total of the specified gross Hail loss for the 9 [F4specified] regions.
C0330/R1630–R1710	Catastrophe Risk Charge Factor before risk mitigation — [F4specified] Region	The Risk Charge Factor per each of the 9 [F4specified] regions for Hail according to the Standard Formula, taking into consideration the effect of diversification effect between zones.
C0330/R1720	Catastrophe Risk Charge Factor before risk mitigation — Total Hail [F4specified] Regions before diversification	Ratio between total specified gross loss and total exposure.
C0340/R1630–R1710	Scenario A or B — [F4specified] Region	The larger of the capital requirement for Hail risk in each of the 9 [F4specified] regions according to scenario A or scenario B. When determining the largest amount of scenario A and B, the risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, must be taken into account.
C0350/R1630–R1710	Catastrophe Risk Charge before risk mitigation — [F4specified] Region	Capital requirement before risk mitigation arising from Hails in each of the 9 [F4specified] Regions corresponding to the larger of scenario A or B.
C0350/R1720	Catastrophe Risk Charge before risk mitigation — Total Hail [F4specified] Regions before diversification	Total of the capital requirement before risk mitigation arising from Hails for the 9 [F4specified] regions.
C0350/R1910	Catastrophe Risk Charge before risk mitigation — Total Hail Other Regions before diversification	The capital requirement before risk mitigation for Hail risk in regions other than the [F4specified] Regions. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
C0350/R1920	Catastrophe Risk Charge before risk mitigation — Total Hail All Regions before diversification	Total of the capital requirement before risk mitigation arising from Hails for all regions.
C0350/R1930	Catastrophe Risk Charge before risk mitigation — Diversification effect between regions	Diversification effect arising from the aggregation of the Hail risks relating to the different regions (both [F4specified] Regions and other regions).
C0350/R1940	Catastrophe Risk Charge before risk mitigation — Total Hail after diversification	This is the total capital requirement before risk mitigation for Hail risk, taking into consideration the diversification effect given in C0350/R1930.
C0360/R1630–R1710	Estimated Risk Mitigation — [F4specified] Region	Per each of the 9 [F4specified] Regions the estimated risk mitigation effect, corresponding to the selected scenario, of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
C0360/R1720	Estimated Risk Mitigation — Total Hail [F4specified] Region before diversification	Total of the estimated risk mitigation for the 9 [F4specified] regions.
C0360/R1910	Estimated Risk Mitigation — Total Hail Other Regions before diversification	For all the regions other than the [F4specified] Regions, the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
C0360/R1820	Estimated Risk Mitigation — Total Hail All Regions before diversification	Total of the estimated risk mitigation for all regions.
C0370/R1630–R1710	Estimated Reinstatement Premiums — [F4specified] Region	Per each of the 9 [F4specified] Regions the estimated reinstatement premiums, corresponding to the selected scenario, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
C0370/R1720	Estimated Reinstatement Premiums — Total Hail [F4specified] Regions before diversification	Total of the estimated reinstatement premiums for the 9 [F4specified] regions.
C0370/R1910	Estimated Reinstatement Premiums — Total Hail Other Regions before diversification	For all the regions other than the [F4specified] Regions, the estimated reinstatement premiums, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
C0370/R1920	Estimated Reinstatement Premiums — Total Hail All Regions before diversification	Total of the estimated reinstatement premiums for all regions.
C0380/R1630–R1710	Catastrophe Risk Charge after risk mitigation — [F4specified] Region	Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from Hail in each of the 9 [F4specified] Regions, corresponding to the selected scenario.
C0380/R1720	Catastrophe Risk Charge after risk mitigation — Total Hail [F4specified] Regions before diversification	Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles for the 9 [F4specified] regions.
C0380/R1910	Catastrophe Risk Charge after risk mitigation — Total Hail Other Regions before diversification	Capital requirement after risk mitigation for Hail risk in regions other than the [F4specified] Regions. It is the amount of the instantaneous loss, including the deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
C0380/R1920	Catastrophe Risk Charge after risk mitigation — Total Hail All Regions before diversification	Total of the capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles for all regions.
C0380/R1930	Catastrophe Risk Charge after risk mitigation — Diversification effect between regions	Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Hail risks relating to the different regions (both [F4specified] Regions and Other regions).
C0380/R1940	Catastrophe Risk Charge after risk mitigation — Total Hail after diversification	This is the total capital requirement after risk mitigation for Hail risk, taking into consideration the diversification effect given in C0380/R1930.
Natural catastrophe risk — Subsidence
C0390/R1950	Estimation of the gross premium to be earned — Total Subsidence before diversification	An estimate of the premiums to be earned, by the insurance or reinsurance group, during the following year, for the contract in relation to the obligations of fire and other damage, including the proportional reinsurance obligations. Premiums shall be gross, without deduction of premiums for reinsurance contracts, and in relation to the territory of France.
C0400/R1950	Exposure — Total Subsidence before diversification	The sum of the total insured made up of the geographical divisions of the territory of France for fire and other damage, including the proportional reinsurance obligations, which are sufficiently homogeneous in relation to the subsidence risk that the insurance and reinsurance groups are exposed to in relation to the territory. Together the zones shall comprise the whole territory.
C0410/R1950	Specified Gross Loss — Total Subsidence before diversification	[F4Specified gross subsidence loss, before taking into consideration the effect of diversification effect between zones.]
C0420/R1950	Catastrophe Risk Charge Factor before risk mitigation — Total Subsidence before diversification	[F4The Risk Charge Factor of the territory of France for subsidence, before taking into consideration the effect of diversification effect between zones.]
C0430/R1950	Catastrophe Risk Charge before risk mitigation — Total Subsidence before diversification	The capital requirement before risk mitigation for Subsidence risk in the territory of France. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles, which for subsidence is equal to the Specified Gross Loss (item C0410/R1950).
C0430/R1960	Catastrophe Risk Charge before risk mitigation — Diversification effect between zones — Total Subsidence before diversification	Diversification effect arising from the aggregation of the Subsidence risks relating to the different zones of the territory of France.
C0430/R1970	Catastrophe Risk Charge before risk mitigation — Total Subsidence — Total Subsidence before diversification	This is the total capital requirement before risk mitigation for subsidence risk, taking into consideration the diversification effect given in item C0430/R1960.
C0440/R1950	Estimated Risk Mitigation — Total Subsidence before diversification	The estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
C0450/R1950	Estimated Reinstatement Premiums — Total Subsidence before diversification	The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
C0460/R1950	Catastrophe Risk Charge after risk mitigation — Total Subsidence before diversification	Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from subsidence.
C0460/R1960	Catastrophe Risk Charge after risk mitigation — Diversification effect between zones	Diversification effect arising from the aggregation of the capital requirement after risk mitigations for Subsidence risks relating to the different zones of the territory of France.
C0460/R1970	Catastrophe Risk Charge after risk mitigation — Total Subsidence after diversification	This is the total capital requirement after risk mitigation for subsidence risk, taking into consideration the diversification effect given in item C0460/R1960.
Natural catastrophe risk — Non–proportional property reinsurance
C0470/R2000	Estimation of the gross premium to be earned	An estimate of the premiums to be earned, by the insurance or reinsurance group, during the following year, for the contract in relation to the obligations of the line of business non–proportional property reinsurance, as defined in Annex I to Delegated Regulation (EU) 2015/35. Premiums shall be gross, without deduction of premiums for reinsurance contracts.
C0480/R2000	Catastrophe Risk Charge before risk mitigation	The capital requirement before risk mitigation for non–proportional property reinsurance. It is the amount of the instantaneous loss, without deduction of the amounts recoverable from reinsurance contracts and Special Purpose Vehicles.
C0490/R2000	Estimated Risk Mitigation	The estimated risk mitigation effect of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from accepted non–proportional property reinsurance, excluding the estimated reinstatement premiums.
C0500/R2000	Estimated Reinstatement Premiums	The estimated reinstatement premiums as a result of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from accepted non–proportional property reinsurance.
C0510/R2000	Catastrophe Risk Charge after risk mitigation	Capital requirement, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from accepted non–proportional property reinsurance.
Man–made catastrophe risk — Motor Vehicle Liability
C0520/R2100	Number of vehicles policy limit above 24M EUR	Number of vehicles insured by the insurance or reinsurance group in lines of business Motor vehicle liability insurance, including proportional reinsurance obligations, with a deemed policy limit above 24,000,000 Euro.
C0530/R2100	Number of vehicles policy limit below or equal to 24M EUR	Number of vehicles insured by the insurance or reinsurance group in lines of business lines of business Motor vehicle liability insurance, including proportional reinsurance obligations, with a deemed policy limit below or equal to 24,000,000 Euro.
C0540/R2100	Catastrophe Risk Charge Motor Vehicle Liability before risk mitigation	This is the total capital requirement before risk mitigation for Motor Vehicle Liability risk.
C0550/R2100	Estimated Risk Mitigation	The estimated risk mitigation effect of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from Motor Vehicle Liability, excluding the estimated reinstatement premiums.
C0560/R2100	Estimated Reinstatement Premiums	The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Motor Vehicle Liability.
C0570/R2100	Catastrophe Risk Charge Motor Vehicle Liability after risk mitigation	Capital requirement, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Motor Vehicle Liability.
Man–made catastrophe risk — Marine Tanker Collision
C0580/R2200	Type of cover Catastrophe Risk Charge Share marine hull in tanker t before risk mitigation	This is the capital requirement before risk mitigation, per each marine hull cover, for risks arising from Marine Tanker Collision. The maximum relates to all oil and gas tankers insured by the insurance or reinsurance group in respect of tanker collision in lines of business: Marine, aviation and transport, including proportional reinsurance obligations; and Non–proportional marine, aviation and transport reinsurance. The amount for this cover is equal to the sum insured accepted by the insurance or reinsurance group for marine insurance and reinsurance in relation to each tanker.
C0590/R2200	Catastrophe Risk Charge Share marine liability in tanker t before risk mitigation	This is the capital requirement before risk mitigation, per marine liability cover, for risks arising from Marine Tanker Collision. The maximum relates to all oil and gas tankers insured by the insurance or reinsurance group in respect of tanker collision in lines of business: Marine, aviation and transport, including proportional reinsurance obligations; and Non–proportional marine, aviation and transport reinsurance. The amount for this cover is equal to the sum insured accepted by the insurance or reinsurance group for marine insurance and reinsurance in relation to each tanker.
C0600/R2200	Catastrophe Risk Charge Share marine oil pollution liability in tanker t before risk mitigation	This is the capital requirement before risk mitigation, per marine oil polution liability cover, for risks arising from Marine Tanker Collision. The maximum relates to all oil and gas tankers insured by the insurance or reinsurance group in respect of tanker collision in lines of business: Marine, aviation and transport, including proportional reinsurance obligations; and Non–proportional marine, aviation and transport reinsurance. The amount for this cover is equal to the sum insured accepted by the insurance or reinsurance group for marine insurance and reinsurance in relation to each tanker.
C0610/R2200	Catastrophe Risk Charge Marine Tanker Collision before risk mitigation	This is the total capital requirement before risk mitigation for risks arising from Marine Tanker Collision.
C0620/R2200	Estimated Risk Mitigation	The estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Tanker Collision, excluding the estimated reinstatement premiums.
C0630/R2200	Estimated Reinstatement Premiums	The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Tanker Collision.
C0640/R2200	Catastrophe Risk Charge Marine Tanker Collision after risk mitigation	The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Marine Tanker Collision.
C0650/R2200	Name vessel	Name of the corresponding vessel.
Man–made catastrophe risk — Marine Platform Explosion
C0660–C0700/R2300	Catastrophe Risk Charge Marine Platform Explosion — Type of cover — before risk mitigation	This is the capital requirement before risk mitigation, per type of cover (Property damage, Removal of wreckage, Loss of production income, Capping of the well or making the well secure, Liability insurance and reinsurance obligations), for risks arising from Marine Platform Explosion. The maximum relates to all oil and gas offshore platforms insured by the insurance or reinsurance group in respect of platform explosion in lines of business: Marine, aviation and transport, including proportional reinsurance obligations; and Non–proportional marine, aviation and transport reinsurance. The amount per type of cover is equal to the sum insured for the specific type of cover accepted by the insurance or reinsurance group in relation to the selected platform.
C0710/R2300	Catastrophe Risk Charge Marine Platform Explosion before risk mitigation	This is the total capital requirement before risk mitigation for risks arising from Marine Platform Explosion.
C0720/R2300	Estimated Risk Mitigation	The estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Platform Explosion, excluding the estimated reinstatement premiums.
C0730/R2300	Estimated Reinstatement Premiums	The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Marine Platform Explosion.
C0740/R2300	Catastrophe Risk Charge Marine Platform Explosion after risk mitigation	Capital requirement, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Marine Platform Explosion.
C0750/R2300	Name platform	Name of the corresponding platform.
[F3Number of vessels
C0781/R2421	Number of vessels below the threshold of EUR 250k	This is the number of vessels below the threshold of EUR 250k]
Man–made catastrophe risk — Marine
C0760/R2400	Catastrophe Risk Charge Marine before risk mitigation — Total before diversification	This is the total capital requirement before risk mitigation, before diversification effect between types of events, for marine risks.
C0760/R2410	Catastrophe Risk Charge Marine before risk mitigation — Diversification between type of event	Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different type of events for marine risks.
C0760/R2420	Catastrophe Risk Charge Marine before risk mitigation — Total after diversification	This is the total capital requirement before risk mitigation, after diversification effect between the types of events, for marine risks.
C0770/R2400	Estimated Total Risk Mitigation — Total before diversification	This is the total risk mitigation effect, before diversification effect between types of events, of the group's specific reinsurance contracts and special purpose vehicles arising from the marine risks.
C0780/R2400	Catastrophe Risk Charge Marine after risk mitigation — Total before diversification	This is the total capital requirement after risk mitigation, before diversification effect between types of events, for marine risks.
C0780/R2410	Catastrophe Risk Charge Marine after risk mitigation — Diversification between type of event	Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different type of events for marine risks.
C0780/R2420	Catastrophe Risk Charge Marine after risk mitigation — Total after diversification	This is the total capital requirement after risk mitigation, after diversification effect between the types of events, for marine risks.
Man–made catastrophe risk — Aviation
C0790–C0800/R2500	Catastrophe Risk Charge Aviation before risk mitigation — Type of cover– before risk mitigation	This is the capital requirement before risk mitigation, per type of cover (Aviation hull and Aviation liability), for risks arising from Aviation. The maximum relates to all aircrafts insured by the insurance or reinsurance group in lines of business: Marine, aviation and transport, including proportional reinsurance obligations; and Non–proportional marine, aviation and transport reinsurance. The amount per type of cover is equal to the sum insured for the specific type of cover accepted by the insurance or reinsurance group for aviation insurance and reinsurance and in relation to the selected aircraft.
C0810/R2500	Catastrophe Risk Charge Aviation before risk mitigation	This is the total capital requirement before risk mitigation for risks arising from Aviation.
C0820/R2500	Estimated Risk Mitigation	The estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Aviation, excluding the estimated reinstatement premiums.
C0830/R2500	Estimated Reinstatement Premiums	The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Aviation.
C0840/R2500	Catastrophe Risk Charge Aviation after risk mitigation — Total (row)	The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Aviation.
Man–made catastrophe risk — Fire
C0850/R2600	Catastrophe Risk Charge Fire before risk mitigation	This is the total capital requirement before risk mitigation for Fire risks. Amount is equal to the largest fire risk concentration of an insurance or reinsurance group being the set of buildings with the largest sum insured that meets the following conditions: The insurance or reinsurance group has insurance or reinsurance obligations in lines of business Fire and other damage to property insurance, including proportional reinsurance obligations, in relation to each building which cover damage due to fire or explosion, including as a result of terrorist attacks. All buildings are partly or fully located within a radius of 200 meters.
C0860/R2600	Estimated Risk Mitigation	The estimated risk mitigation effect of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from Fire, excluding the estimated reinstatement premiums.
C0870/R2600	Estimated Reinstatement Premiums	The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Fire.
C0880/R2600	Catastrophe Risk Charge after risk mitigation Fire	The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Fire.
Man–made catastrophe risk — Liability
C0890/R2700–R2740	Earned premium following 12 months –Type of cover	Premiums earned, per type of cover, by the insurance or reinsurance group, during the following 12 months, in relation to insurance and reinsurance obligations in liability risks, for the following type of covers: Professional malpractice liability insurance and proportional reinsurance obligations other than professional malpractice liability insurance and reinsurance for self–employed crafts persons or artisans; Employers liability insurance and proportional reinsurance obligations; Directors and officers liability insurance and proportional reinsurance obligations; Liability insurance and reinsurance obligations included in lines of business General liability insurance, including proportional reinsurance obligations, other than obligations included in liability risk groups 1 to 3 and other than personal liability insurance and proportional reinsurance and other than professional malpractice liability insurance and reinsurance for self–employed crafts persons or artisans; Non–proportional reinsurance. For this purpose premiums shall be gross, without deduction of premiums for reinsurance contracts.
C0890/R2750	Earned premium following 12 months — Total	Total for all types of covers of premiums earned by the insurance or reinsurance group, during the following 12 months.
C0900/R2700–R2740	Largest liability limit provided –Type of cover	The largest liability limit, per type of cover, provided by the insurance or reinsurance group in liability risks.
C0910/R2700–R2740	Number of claims –Type of cover	The number of claims, per type of cover, which is equal to the lowest integer that exceeds the amount according to the provided formula.
C0920/R2700–R2740	Catastrophe Risk Charge Liability before risk mitigation –Type of cover	This is the capital requirement before risk mitigation, per type of cover, for liability risks.
C0920/R2750	Catastrophe Risk Charge Liability before risk mitigation — Total	Total for all types of cover of the capital requirement before risk mitigation for liability risks.
C0930/R2700–R2740	Estimated Risk Mitigation — Type of cover	The estimated risk mitigation effect, per type of cover, of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Liability, excluding the estimated reinstatement premiums.
C0930/R2750	Estimated Risk Mitigation — Total	Total for all types of cover of the estimated risk mitigation.
C0940/R2700–R2740	Estimated Reinstatement Premiums — Type of cover	The estimated reinstatement premiums, per type of cover, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from Liability.
C0940/R2750	Estimated Reinstatement Premiums — Total	Total for all types of cover of the estimated reinstatement premiums.
C0950/R2700–R2740	Catastrophe Risk Charge Liability after risk mitigation — Type of cover	Capital requirement, per type of cover, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Liability.
C0950/R2750	Catastrophe Risk Charge Liability after risk mitigation — Total	Total for all types of cover of the capital requirement, per type of cover, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from Liability.
C0960/R2800	Catastrophe Risk Charge Liability before risk mitigation — Total before diversification	This is the total capital requirement before risk mitigation, before diversification effect between types of cover, for liability risks.
C0960/R2810	Catastrophe Risk Charge Liability before risk mitigation — Diversification between type of cover	Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different type of covers for liability risks.
C0960/R2820	Catastrophe Risk Charge Liability before risk mitigation — Total after diversification	This is the total capital requirement before risk mitigation, after diversification effect between the types of covers, for liability risks.
C0970/R2800	Estimated Total Risk Mitigation — Total before diversification	This is the estimated total risk mitigation, before diversification effect between types of cover, for liability risks.
C0980/R2800	Catastrophe Risk Charge Liability after risk mitigation — Total before diversification	This is the total capital requirement after risk mitigation, before diversification effect between types of cover, for liability risks.
C0980/R2810	Catastrophe Risk Charge Liability after risk mitigation — Diversification between type of cover	Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different type of covers for liability risks.
C0980/R2820	Catastrophe Risk Charge Liability after risk mitigation — Total after diversification	This is the total capital requirement after risk mitigation, after diversification effect between the types of covers, for liability risks.
Man–made catastrophe risk — Credit & Suretyship
C0990/R2900–R2910	Exposure (individual or group) — Largest exposure	Two largest gross credit insurance exposures of the insurance or reinsurance group based on a comparison of the net loss–given–default of the credit insurance exposures, being the loss–given–default after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles.
C0990/R2920	Exposure (individual or group) — Total	Total of the two largest gross credit insurance exposures of the insurance or reinsurance group based on a comparison of the net loss–given–default of the credit insurance exposures, being the loss–given–default after deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles.
C1000/R2900–R2910	Proportion of damage caused by scenario — Largest exposure	Percentage representing the loss given default of the gross credit exposure without deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles, for each of the two largest gross credit insurance exposures of the insurance or reinsurance group.
C1000/R2920	Proportion of damage caused by scenario — Total	Average loss given default of the two largest gross credit exposures without deduction of the amounts recoverable from reinsurance contracts and special purpose vehicles.
C1010/R2900–R2910	Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Large Credit Default –Largest exposure	This is the capital requirement before risk mitigation, per largest exposure, arising from the Large Credit Default scenario of Credit & Suretyship risks.
C1010/R2920	Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Large Credit Default — Total	This is the total capital requirement before risk mitigation arising from the Large Credit Default scenario of Credit & Suretyship risks.
C1020/R2900–R2910	Estimated Risk Mitigation — Largest exposure	The estimated risk mitigation effect, per largest exposure, of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship, excluding the estimated reinstatement premiums.
C1020/R2920	Estimated Risk Mitigation — Total	The estimated risk mitigation effect, for the two largest exposures, of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship, excluding the estimated reinstatement premiums.
C1030/R2900–R2910	Estimated Reinstatement Premiums — Largest exposure	The estimated reinstatement premiums, per largest exposure, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
C1030/R2920	Estimated Reinstatement Premiums — Total	The estimated reinstatement premiums, for the two largest exposures, as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
C1040/R2900–R2910	Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Large Credit Default — Largest exposure	Net capital requirement, per largest exposure, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
C1040/R2920	Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Large Credit Default — Total	The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from the Large Credit Default scenario of Credit & Suretyship.
C1050/R3000	Earned premium following 12 months	Gross premiums earned by the insurance or reinsurance group, during the following 12 months, in lines of business Credit and Suretyship insurance including proportional reinsurance obligations.
C1060/R3000	Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Recession Risk	This is the total capital requirement before risk mitigation for the Recession scenario of Credit & Suretyship risks.
C1070/R3000	Estimated Risk Mitigation	The estimated risk mitigation effect of the group's specific retrocession contracts and special purpose vehicles relating to risks arising from the Recession scenario of Credit & Suretyship, excluding the estimated reinstatement premiums.
C1080/R3000	Estimated Reinstatement Premiums	The estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to risks arising from the Recession scenario of Credit & Suretyship.
C1090/R3000	Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Recession Risk	The total capital requirement after risk mitigation, after the deduction of the risk mitigating effect of the group's specific retrocession contracts and special purpose vehicles, relating to risks arising from the Recession scenario of Credit & Suretyship.
C1100/R3100	Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Total before diversification	This is the total capital requirement before risk mitigation, before diversification effect between types of events, for Credit & Suretyship risks.
C1100/R3110	Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Diversification between type of event	Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different type of events for Credit & Suretyship risks.
C1100/R3120	Catastrophe Risk Charge Credit & Suretyship before risk mitigation — Total after diversification	This is the total capital requirement before risk mitigation, after diversification effect between the types of events, for Credit & Suretyship risks.
C1110/R3100	Estimated Total Risk Mitigation — Total before diversification	This is the total risk mitigation effect, before diversification effect between types of events, of the group's specific reinsurance contracts and special purpose vehicles arising from the Credit & Suretyship risks.
C1120/R3100	Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Total before diversification	This is the total capital requirement after risk mitigation, before diversification effect between types of events, for Credit & Suretyship risks.
C1120/R3110	Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Diversification between type of event	Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different type of events for Credit & Suretyship risks.
C1120/R3120	Catastrophe Risk Charge Credit & Suretyship after risk mitigation — Total after diversification	This is the total capital requirement after risk mitigation, after diversification effect between the types of events, for Credit & Suretyship risks.
Man–made catastrophe risk — Other non–life catastrophe risk
C1130/R3200–R3240	Estimation of the gross premium to be earned — Group of obligations	An estimate of the premiums to be earned by the insurance or reinsurance group, during the following year, for the contracts in relation to the following group of obligations: Insurance and reinsurance obligations included in lines of business Marine, aviation and transport insurance, including proportional reinsurance obligations, other than marine insurance and reinsurance and aviation insurance and reinsurance; Reinsurance obligations included in line of business Non–proportional marine, aviation and transport reinsurance, other than marine reinsurance and aviation reinsurance, as defined in Annex I to Delegated Regulation (EU) 2015/35; Insurance and reinsurance obligations included in lines of business Miscellaneous financial loss, including proportional reinsurance obligations other than extended warranty insurance and reinsurance obligations provided that the portfolio of these obligations is highly diversified and these obligation do not cover the costs of product recalls; Reinsurance obligations included in line of business Non–proportional casualty reinsurance, other than general liability reinsurance, as defined in Annex I to Delegated Regulation (EU) 2015/35; Non–proportional reinsurance obligations relating to insurance obligations included in lines of business Credit and Suretyship insurance, including proportional reinsurance obligations. Premiums shall be gross, without deduction of premiums for reinsurance contracts.
C1140/R3200–R3240	Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Group of obligations	This is the capital requirement before risk mitigation, per group of obligations, for Other non–life catastrophe risks.
C1140/R3250	Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Total before diversification	This is the total capital requirement before risk mitigation, before diversification effect between groups of obligations, for Other non–life catastrophe risks.
C1140/R3260	Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Diversification between groups of obligations	Diversification effect arising from the aggregation of the total capital charges before risk mitigation relating to different groups of obligations for Other non–life catastrophe risks.
C1140/R3270	Catastrophe Risk Charge Other non–life catastrophe risk before risk mitigation — Total after diversification	This is the total capital requirement before risk mitigation, after diversification effect between groups of obligations, for Other non–life catastrophe risks.
C1150/R3250	Estimated Total Risk Mitigation — Total before diversification	This is the estimated total risk mitigation, before diversification effect between groups of obligations, for Other non–life catastrophe risks.
C1160/R3250	Catastrophe Risk Charge Other non–life catastrophe risk after risk mitigation — Total before diversification	This is the total capital requirement after risk mitigation, before diversification effect between groups of obligations, for Other non–life catastrophe risks.
C1160/R3260	Catastrophe Risk Charge Other non–life catastrophe risk after risk mitigation — Diversification between groups of obligations	Diversification effect arising from the aggregation of the total capital charges after risk mitigation relating to different groups of obligations for Other non–life catastrophe risks.
C1160/R3270	Catastrophe Risk Charge Other non–life catastrophe risk after risk mitigation — Total after diversification	This is the total capital requirement after risk mitigation, after diversification effect between groups of obligations, for Other non–life catastrophe risks.
Health catastrophe risk
Health catastrophe risk — Mass accident
C1170/R3300–R3600, C1190/R3300–R3600, [F5C1210/R3300–R3600,] C1230/R3300–R3600, C1250/R3300–R3600	Policyholders — per type of event	All insured persons of the insurance or reinsurance group who are inhabitants of each of the countries and are insured against the following types of event: Death caused by an accident; Permanent disability caused by an accident; Disability that lasts 10 years caused by an accident; Disability that lasts 12 months caused by an accident; Medical treatment caused by an accident.
C1180/R3300– /R3600, C1200/R3300–R3600, [F5C1220/R3300–R3600,] C1240/R3300–R3600, C1260/R3300–R3600	Value of benefits payable — per type of event	The value of the benefits shall be the sum insured or where the insurance contract provides for recurring benefit payments the best estimate of the benefit payments, using the cash–flow projection, per event type. Where the benefits of an insurance contract depend on the nature or extent of any injury resulting from event types, the calculation of the value of the benefits shall be based on the maximum benefits obtainable under the contract which are consistent with the event. For medical expense insurance and reinsurance obligations the value of the benefits shall be based on an estimate of the average amounts paid in case of event types taking into account the specific guarantees the obligations include.
C1270/R3300–R3600	Catastrophe Risk Charge before risk mitigation	Capital requirement before risk mitigation, for each of the countries, arising from the mass accident risk sub–module to health insurance and reinsurance obligations.
C1270/R3610	Catastrophe Risk Charge before risk mitigation — Total Mass accident all countries before diversification	This is the total capital requirement before risk mitigation, before diversification effect between countries, for the mass accident risk sub–module to health insurance and reinsurance obligations.
C1270/R3620	Catastrophe Risk Charge before risk mitigation — Diversification effect between countries	Diversification effect arising from the aggregation of the mass accident risk sub–module to health insurance and reinsurance obligations relating to the different countries.
C1270/R3630	Catastrophe Risk Charge before risk mitigation — Total Mass accident all countries after diversification	This is the total capital requirement before risk mitigation, after diversification effect between countries, for the mass accident risk sub–module to health insurance and reinsurance obligations.
C1280/R3300–R3600	Estimated Risk Mitigation	For each country the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
C1280/R3610	Estimated Risk Mitigation — Total Mass accident all countries before diversification	Total amount of estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles for all countries.
C1290/R3300–R3600	Estimated Reinstatement Premiums	For each country the estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
C1290/R3610	Estimated Reinstatement Premiums — Total	Total amount of estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles for all countries.
C1300/R3300–R3600	Catastrophe Risk Charge after risk mitigation	Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from the mass accident risk sub–module to health insurance and reinsurance obligations, for each country.
C1300/R3610	Catastrophe Risk Charge after risk mitigation — Total Mass accident all countries before diversification	This is the total capital requirement after risk mitigation, before diversification effect between countries, for the mass accident risk sub–module to health insurance and reinsurance obligations.
C1300/R3620	Catastrophe Risk Charge after risk mitigation — Diversification effect between countries	Diversification effect arising from the aggregation of the capital requirement after risk mitigations for the mass accident risk sub–module to health insurance and reinsurance obligations relating to the different countries.
C1300/R3630	Catastrophe Risk Charge after risk mitigation — Total Mass accident all countries after diversification	This is the total capital requirement after risk mitigation for the mass accident risk sub–module to health insurance and reinsurance obligations, taking into consideration the diversification effect given in C1300/R3620.
Health catastrophe risk — Concentration accident
C1310/R3700–R4010	Largest known accident risk concentration — Countries	The largest accident risk concentration of an insurance or reinsurance group, for each country, shall be equal to the largest number of persons for which the following conditions are met: The insurance or reinsurance group has a workers' compensation insurance or reinsurance obligation or a group income protection insurance or reinsurance obligation in relation to each of the persons; The obligations in relation to each of the persons cover at least one of the events set out in the next item; The persons are working in the same building which is situated in this particular country. These persons are insured against the following types of event: Death caused by an accident; Permanent disability caused by an accident; Disability that lasts 10 years caused by an accident; Disability that lasts 12 months caused by an accident; Medical treatment caused by an accident.
C1320/R3700–R4010, C1330/R3700–R4010, [F5C1340/R3700–R4010,] C1350/R3700–R4010, C1360/R3700–R4010	Average sum insured per type of event	[F4The average value of benefits payable by insurance and reinsurance undertakings for the largest accident risk concentration.]
C1370/R3700–R4010	Catastrophe Risk Charge before risk mitigation	Capital requirement before risk mitigation, for each country, arising from the health sub–module concentration accident.
C1410	Other countries to be considered in the Concentration accident	Identify the ISO code of other countries to be considered in the Concentration accident.
C1370/R4020	Catastrophe Risk Charge before risk mitigation — Total Concentration accident all countries before diversification	This is the total capital requirement before risk mitigation, before diversification effect between countries, for the health sub–module concentration accident.
C1370/R4030	Catastrophe Risk Charge before risk mitigation — Diversification effect between countries	Diversification effect arising from the aggregation of the health sub–module concentration accident relating to the different countries.
C1370/R4040	Catastrophe Risk Charge before risk mitigation — Total Concentration accident all countries after diversification	This is the total capital requirement before risk mitigation, after diversification effect between countries, for the health sub–module concentration accident.
C1380/R3700–R4010	Estimated Risk Mitigation — Countries	For each of the countries identified the estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums.
C1380/R4020	Estimated Risk Mitigation — Total Concentration accident all countries before diversification	Total of estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles for all countries.
C1390/R3700–R4010	Estimated Reinstatement Premiums — Countries	For each of the countries identified the estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril.
C1390/R4020	Estimated Reinstatement Premiums — Total Concentration accident all countries before diversification	Total of the estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles for all countries.
C1400/R3700–R4010	Catastrophe Risk Charge after risk mitigation — Countries	Capital requirement, after the deduction of the risk mitigating effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, arising from the health sub–module concentration accident for each of the countries identified.
C1400/R4020	Catastrophe Risk Charge after risk mitigation — Total Concentration accident all countries before diversification	The total capital requirement after risk mitigation, before diversification effect between countries, for the health sub–module concentration accident.
C1400/R4030	Catastrophe Risk Charge after risk mitigation — Diversification effect between countries	Diversification effect arising from the aggregation of the capital requirement after risk mitigations for the health sub–module concentration accident risks relating to the different countries.
C1400/R4040	Catastrophe Risk Charge after risk mitigation — Total Concentration accident all countries after diversification	This is the total capital requirement after risk mitigation for the health sub–module concentration accident risk, taking into consideration the diversification effect given in C1400/R4020.
Health catastrophe risk — Pandemic
C1440/R4100–R4410	Medical expense — Number of insured persons — Countries	The number of insured persons of insurance and reinsurance groups, for each of the countries identified, which meet the following conditions: The insured persons are inhabitants of this particular country; The insured persons are covered by medical expense insurance or reinsurance obligations, other than workers' compensation insurance or reinsurance obligations that cover medical expense resulting from an infectious disease. These insured persons may claim benefits for the following healthcare utilisation: Hospitalisation; Consultation with a medical practitioner; No formal medical care sought.
C1450/R4100–R4410, C1470/R4100–R4410, C1490/R4100–R4410	Medical expense — Unit claim cost per type of healthcare — Countries	Best estimate of the amounts payable, using the cash–flow projection, by insurance and reinsurance groups for an insured person in relation to medical expense insurance or reinsurance obligations, other than workers' compensation insurance or reinsurance obligations per healthcare utilisation type, in the event of a pandemic, for each of the countries identified.
C1460/R4100–R4410, C1480/R4100–R4410, C1500/R4100–R4410	Medical expense — Ratio of insured persons per type of healthcare — Countries	The ratio of insured persons with clinical symptoms utilising healthcare type, for each of the countries identified.
C1510/R4100–R4410	Catastrophe Risk Charge before risk mitigation — Countries	Capital requirement before risk mitigation, for each of the countries identified, arising from the health sub–module pandemic.
C1550	Other countries to be considered in the Pandemic	Identify the ISO code of other countries to be considered in the Concentration accident.
C1420/R4420	Income protection — Number of insured persons — Total Pandemic all countries	Total number of insured persons for all countries identified covered by the income protection insurance or reinsurance obligations other than workers' compensation insurance or reinsurance obligations.
C1430/R4420	Income protection — Total pandemic exposure — Total Pandemic all countries	The total of all income protection pandemic exposure for all countries identified of insurance and reinsurance groups. The value of the benefits payable for the insured person shall be the sum insured or where the insurance contract provides for recurring benefit payments the best estimate of the benefit payments assuming that the insured person is permanently disabled and will not recover.
C1510/R4420	Catastrophe Risk Charge before risk mitigation — Total Pandemic all countries	This is the total capital requirement before risk mitigation for the health sub–module pandemic for all countries identified.
C1520/R4420	Estimated Risk Mitigation — Total Pandemic all countries	The total estimated risk mitigation effect of the group's specific reinsurance contracts and special purpose vehicles relating to this peril, excluding the estimated reinstatement premiums for all countries identified.
C1530/R4420	Estimated Reinstatement Premiums — Total Pandemic all countries	The total estimated reinstatement premiums as a result of the group's specific reinsurance contracts and special purpose vehicles relating to this peril for all countries identified.
C1540/R4420	Catastrophe Risk Charge after risk mitigation — Total Pandemic all countries	The total capital requirement after risk mitigation for the health sub–module pandemic for all countries identified.

Textual Amendments

F1 Deleted by Commission Implementing Regulation (EU) 2016/1868 of 20 October 2016 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).

F2 Deleted 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).

F3 Inserted by Commission Implementing Regulation (EU) 2019/2103 of 27 November 2019 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 in accordance with Directive 2009/138/EC of the European Parliament and of the Council (Text with EEA relevance).

F4 Substituted by Commission Implementing Regulation (EU) 2016/1868 of 20 October 2016 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).

F5 Deleted by Commission Implementing Regulation (EU) 2019/2103 of 27 November 2019 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 in accordance with Directive 2009/138/EC of the European Parliament and of the Council (Text with EEA relevance).

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