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BS-C1

document.xlsx 05/06/2023

C1

Balance sheet Cell not relevant Formula

Assets Solvency II value Statutory accounts value

Goodwill AS1Deferred acquisition costs AS24Intangible assets A2 AS2Deferred tax assets A26 AS26Pension benefit surplus A25B AS25BProperty, plant & equipement held for own use A3 AS3

Investments (other than assets held for index-linked and unit-linked funds)

Property (other than for own use) A5 AS5 Participations A6 AS6Equities A7B=A7+A7A AS7B=AS7+AS7A Equities - listed A7 AS7 Equities - unlisted A7A AS7ABonds A8E=A8+A8A+A8C+A8D AS8E=AS8+AS8A+AS8C+AS8D Government Bonds A8 AS8 Corporate Bonds A8A AS8A Structured notes A8C AS8C Collateralised securities A8D AS8D Investment funds A9 AS9 Derivatives A10A AS10A Deposits other than cash equivalents A10B AS10B Other investments A11 AS11Assets held for index-linked and unit-linked funds A12 AS12Loans & mortgages (except loans on policies) A14=A14B+A14C AS14 Loans & mortgages to individuals A14B Other loans & mortgages A14CLoans on policies A14A AS14A

Reinsurance recoverables from:A16=A17A+A19B+A19A AS16=AS17A+AS19B+AS19A

Non-life and health similinar to non-life A17A=A17+A18 AS17A=AS17+AS18 Non-life excluding health A17 AS17 Health similar to non-life A18 AS18

A19B=A18A+A19 AS19B=AS18A+AS19 Health similar to life A18A AS18A Life excluding health and index-linked and unit-linked A19 AS19 Life index-linked and unit-linked A19A AS19ADeposits to cedants A13 AS13Insurance & intermediaries receivables A21 AS21Reinsurance receivables A20 AS20Receivables (trade, not insurance) A23 AS23Own shares A28A AS28A

A28B AS28BCash and cash equivalents A27 AS27Any other assets, not elsewhere shown A29 AS29

Total assets

LiabilitiesSolvency II value Statutory accounts value

Technical provisions – non-life (excluding health) L1=L1A+L2+L3 LS1 TP calculated as a whole L1A Best Estimate L2 Risk margin L3Technical provisions - health (similar to non-life) L4=L4A+L5+L6 LS4 TP calculated as a whole L4A Best Estimate L5 Risk margin L6Technical provisions - health (similar to life) L6B=L6C+L6D+L6E LS6B TP calculated as a whole L6C Best Estimate L6D Risk margin L6E

L7=L7A+L8+L9 LS7 TP calculated as a whole L7A Best Estimate L8 Risk margin L9Technical provisions – index-linked and unit-linked L10=L10A+L11+L12 LS10 TP calculated as a whole L10A Best Estimate L11 Risk margin L12Other technical provisions LS14Contingent liabilities L23Provisions other than technical provisions L18 LS18Pension benefit obligations L22 LS22Deposits from reinsurers L13 LS13Deferred tax liabilities L17 LS17Derivatives L16 LS16Debts owed to credit institutions L19 LS19Financial liabilities other than debts owed to credit institutions L20 LS20Insurance & intermediaries payables L15A LS15AReinsurance payables L15B LS15BPayables (trade, not insurance) L15C LS15CSubordinated liabilities not in BOF L15D

LS15DSubordinated liabilities in BOF L26

Cell used more than once in one single template

Cell reported in a different template

A4=A5+A6+A7B+A8E+A9+A10A+A10B+A11

AS4=AS5+AS6+AS7B+AS8E+AS9+AS10A+AS10B+AS11

Life and health similar to life, excluding health and index-linked and unit-linked

Amounts due in respect of own fund items or initial fund called up but not yet paid in

A30=A2+A26+A25B+A3+A4+A11+A12+A14+A14A+A16+A13+A20+A21+A22+A23+A28A+A28B+A27+A29

AS30=AS2+AS26+AS25B+AS3+AS4+AS11+AS12+AS14+AS14A+AS16+AS13+AS20+AS21+AS22+AS23+AS28A+AS28B+AS27+AS29

Technical provisions – life (excluding health and index-linked and unit-linked)

BS-C1


Any other liabilities, not elsewhere shown L25 LS25

Total liabilities

Excess of assets over liabilities L27=A30-L25A LS27=AS30-LS25A

L25A=L1+L4+L6B+L7+L10+L23+L18+L22+L13+L17+L16+L19+L20+L15A+L15B+L15C+L15D+L26+L25

LS25A=LS1+LS4+LS6B+LS7+LS10+LS14+LS18+LS22+LS13+LS17+LS16+LS19+LS20+LS15A+LS15B+LS15C+LS15D+LS25

C1B

Off-balance sheet items Cell not relevant Formula

Guarantees received

Maximum value

Guarantees received by the undertaking directly A2 Of which, guarantees received from other entities of the same group A3A

List of unlimited guarantees receivedA3C E3C B3C C3C D3C

Maximum value

Guarantees received for assets held by the undertaking A3B B3B

Collateral held

SII value

Collateral held for loans made or bonds purchased A10 B10Collateral held for derivatives A12A B12AAssets pledged by reinsurers for ceded technical provisions A13 B13Other collateral held A13A B13A

Total collateral held

Collateral pledged

SII value

Collateral pledged for loans received or bonds issued A14 B14Collateral pledged for derivatives A15A B15AAssets pledged to cedants for technical provisions (reinsurance accepted) A17 B17Other collateral pledged A17A B17A

Total collateral pledged

Contingent liabilities

Contingent liabilities not in SII BS A18A5

A9A

List of unlimited guarantees provided by the undertakingA9B D9B B9B C9B

Contingent liabilities in SII BS A19 B19

Cell used more than once in one single

template Cell reported in a different template

Name of provider of guarantee

Provider of guarantee belonging to the same

groupY/N

Triggering event(s) of guarantee

Application date of guarantee

Ancillary Own Funds

Y/N

Value of guaranteed assets

Value of guaranteed assets

A13B=A10+A12A+A13+A13A

B13B=B10+B12A+B13+B13A

Value of guaranteed liabilities

A17B=A14+A15A+A17+A17A

B17B=B14+B15A+B17+B17A

Maximum possible value

Of which guarantees off BS provided by the undertaking Including guarantees off BS provided by the undertaking to entities of the same group

Name of receiver of guarantee

Provider of guarantee belonging to the same

groupY/N

Triggering event(s) of guarantee

Application date of guarantee

Maximum possible value

Expected value (SII value)

C1D

Assets and liabilities by currency Cell not relevant Formula

Currencies

Total

Currency codeB1 C1 D1 E1 etc. Other

AssetsA3 Sum

A4 SumA5 Sum

Reinsurance recoverables A5A SumDeposits to cedants and insurance and reinsurance receivables A6 SumAny other assets A7 SumTotal assets A7A=sum (A3:A7) B7A=sum sum sum sum sum sum sum Liabilities

A8 SumA9 Sum

Deposits from reinsurers and insurance, intermediaries and reinsurance payables A10 SumDerivatives A11 SumFinancial liabilities A12 SumContingent liabilities A13 SumAny other liabilities A14 SumTotal liabilites A15=sum (A8:A14) B15=sum sum sum sum sum sum sum



A1/reporting currency

Investments (other than assets held for index-linked and unit-linked funds)

Other assets within scope of Assets-D1 (other than index-linked and unit-linked funds)Assets held for index-linked and unit-linked funds

Technical provisions (excluding index-linked and unit-linked funds)Technical provisions - index-linked and unit-linked funds

K1

Activity by country Cell not relevant Formula

Home country Country 1 (EEA member state)

Branch FPS Branch FPS Branch FPSClass 1Premiums written A1 A2 A3 A4Claims incurred C1 C2 C3 C4Commissions E1 E2 E3 E4Class 2Premiums written

Claims incurredCommissions

Class etc.Same information as aboveFrequency of claims for Motor Vehicle Liability (except carrier's liability) H1 H2 H3Average cost of claims for Motor Vehicle Liability (except carrier's liability)

H1A H2A H3A



Country ... (EEA member state)

Country 29 (EEA member

state)

Country X (not an EEA member state)

Country Y (not an EEA member state)

A1A

Premiums, claims & expenses - annual data Cell not relevant Formula

Non-life Top 5 countries (by amount of gross premiums written)

Health (13) Property (14) Casualty (15) Country 1 Country 2 Country 3 Country 4 Country 5

Premiums written Gross - Direct Business A1 A2 A3 A4 A5 A6 A7 A8 A9 A10 A11 A12 A19 A20 A21 A22 A23

B1 B2 … B13 B14 B15 B16C1

D1=A1+B1-C1Premiums earned Gross - Direct Business A1A

B1AC1A

D1A=A1A+B1A-C1AClaims incurred Gross - Direct Business E1

F1G1

H1=E1+F1-G1Expenses incurred Administrative expenses Gross - Direct Business E1A

F1AG1A

H1A=E1A+F1A-G1A Investment management expenses Gross - Direct Business E1B

F1BG1B

H1B=E1B+F1B-G1B Claims management expenses Gross - Direct Business E1C

F1CG1C

H1C=E1C+F1C-G1C Acquisition expenses Gross - Direct Business E1D

F1DG1D

H1D=E1D+F1D-G1D Overhead expenses Gross - Direct Business E1E

F1EG1E

H1E=E1E+F1E-G1EOther expenses H1FTotal expenses H1G=H1A+..+H16A+H1B+…+H16B+H1C+…+H16C+H1D+..+H16D+H1E+..+H16E+H1F H1H



Line of Business for: non-life obligations Line of business for:accepted non-proportional reinsurance

Medical expense insurance

(1)

Income protection insurance

(2)

Workers' compensation

insurance(3)

Motor vehicle liability insurance

(4)

Other motor insurance

(5)

Marine, aviation and transport

insurance(6)

Fire and other damage to property

insurance(7)

General liability

insurance(8)

Credit and suretyship insurance

(9)

Legal expenses insurance

(10)

Assistance(11)

Miscellaneous financial loss

(12)

Marine, aviation, transport

(16)

Gross - Reinsurance accepted Reinsurers' share Net



Gross - Reinsurance accepted Reinsurers' share Total Net





Life Top 5 countries (by amount of gross premiums written)

Other life insurance Health insurance Country 1 Country 2 Country 3 Country 4 Country 5

Premiums written Gross I1 I2 I3 I3A I3B I4 I5 I6 I7 I8 I9 I10 I11

J1K1=I1-J1

Premiums earned Gross I1A

J1AK1A=I1A-J1A

Claims incurred Gross L1

M1N1=L1-M1

Expenses incurred Administrative expenses Gross L1A

M1AN1A=L1A-M1A

Investment management expenses Gross O1

P1Q1=O1-P1

Claims management expenses Gross O1A

P1AQ1A=O1A-P1A

Acquisition expenses Gross O1B

P1BQ1B=O1B-P1B

Overhead expenses Gross O1C

P1CQ1C=O1C-P1C

Other expenses RTotal expenses S1=N1A+…+N16A+Q1+…+Q16+Q1A+…+Q16A+Q1B+…+Q16B+Q1C+…+Q16C+R S2

`

Line of Business for: life obligations

Insurance with profit participation

Index-linked and unit-linked insurance

Annuities stemming from non-life

insurance contracts and relating to

health insurance obligations

Annuities stemming from

non-life insurance

contracts and relating to insurance obligations other than

health insurance obligations

Life reinsurance Health reinsurance

Reinsurers' share Net



Reinsurers' share Total Net





OF-B1A (solo)

Own funds (annual template - for solo entities)Cell not relevant

Basic own funds

Total

Ordinary share capital (gross of own shares) A1=B1+C1

Share premium account related to ordinary share capital A2=B2+C2

A3=B3+C3

Subordinated mutual member accounts A4=B4+C4+D4

Surplus funds A6=B6Preference shares A8=B8+C8+D8Share premium account related to preference shares A9=B9+C9+D9Reconciliation reserve (solo) A12=B12

Subordinated liabilities A13=B13+C13+D13An amount equal to the value of net deferred tax assets A15=D15

A16=B16+C16+D16

Total

Deductions not included in the reconcilation reserveTotal

Deductions for participations in financial and credit institutions A503 = SUM(B503:E503)

Own funds items that meet the criteria in COF2, COF4, COF8 or TOF1

Iinitial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual-type undertakings

Other items approved by supervisory authority as basic own funds not specified above

Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds


B502 = SUM(B501.1:B501.n)

Total

Total basic own funds after adjustments (solo)

Validation check (solo)

Ancillary own fundsUnpaid and uncalled ordinary share capital callable on demand A33 = C33

A34 = C34

Unpaid and uncalled preference shares callable on demand A35 =C35+D35A36 =C36+D36

A37=C37

A38 =C38+D38

A39=C39

A40 =C40+D40

Other ancillary own funds A42 =C42+D42Total ancillary own funds (solo) A43 =C43+D43

Total

Total available own funds to meet the SCR (solo) A46=B46+C46+D46+E46

Total available own funds to meet the MCR (solo) A47=B47+C47+D47

Total

A20= A1+A2+A3+A4+A6+A8+A9+A12+A13+A15+A16-B502-

A503

A22=: A20 = BS-C1 "L27"-B24-B25-B27-B502-A503+ BS-C1 "L26"

Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual - type undertakings, callable on demand

A legally binding commitment to subscribe and pay for subordinated liabilities on demand

Letters of credit and guarantees under Article 96(2) of the Framework Directive

Letters of credit and guarantees other than under Article 96(2) of the Framework Directive

Supplementary members calls under Article 96(3) of the Framework Directive

Supplementary members calls - other than under Article 96(3) of the Framework Directive

Total eligible own funds to meet the SCR A50 = B50+C50+D50+E50

Total eligible own funds to meet the MCR A51=B51+C51+D51

SCR A52MCR A53Ratio of Eligible own funds to SCR A54 = A50/A52Ratio of Eligible own funds to MCR A55 = A51/A53

Reconciliation reserveExcess of assets over liabilitiesOwn shares (included as assets on the balance sheet)Forseeable dividends and distributionsOther basic own fund items

Restricted own fund items due to ring fencingReconciliation reserve (total solo)

A30 = B30

A31 = B31

Total EPIFP A32=A30+A31

Ordinary share capital TotalPaid in A56=B56

Called up but not yet paid in A57=C57

Own shares held A58 = B58

Total ordinary share capital A59=A56+A57

Ordinary share capital - movements in the reporting period Balance b/fwd

Paid in A60Called up but not yet paid in A61Own shares held A62Total ordinary share capital A63 = A60+A61

Balance b/fwd

Expected profits included in future premiums (EPIFP) - Life businessExpected profits included in future premiums (EPIFP) - Non- life business

Share premium account related to ordinary share capital - movements in the reporting period

Tier 1 A64

Tier 2 A65

Total A66=A64+A65

TotalPaid in A67=B67

Called up but not yet paid in A68=C68

Total initial fund A69 = B69 + C69

Balance b/fwd A70

Called up but not yet paid in A71Total initial fund A72=A70+A71

Subordinated mutual members accounts (MMA)Total

Dated subordinated MMA A73= B73+D73+F73Undated subordinated MMA with a call option A74= B74+D74+F74

A75= B75+D75+F75

Total subordinated MMA A76=A73+A74+A75

Balance b/fwd Tier 1 A511

Tier 2 A512

Tier 3 A513

Total subordinated MMA A514=A511+A512+A513

Description of subordinated MMA (solo)A77.1 B77.1A77.n B77.n

Surplus fundsBalance b/fwd

The initial fund members' contributions or the equivalent basic own - fund item for mutual and mutual - type undertakings

The initial fund (Mutuals) - movements in the reporting period

Paid in

Undated subordinated MMA with no contractual opportunity to redeem

Subordinated mutual members accounts - movements in the reporting period

Amount (in reporting currency)

A505

Preference shares TotalDated preference shares A79=B79+D79+F79Undated preference shares with a call option A80=B80+D80+F80

A81=B81+D81+F81

Total preference shares A82=B82+D82+F82

Preference shares - movements in the reporting period Balance b/fwd Tier 1 A83Tier 2 A84

A85Total preference shares A86=A83+A84+A85

Description of preference shares AmountA87.1 B87.1A87.n B87.n

Share premium relating to preference shares Balance b/fwd Tier 1 A88Tier 2 A89Tier 3 A90Total A91=A88+89+A90

Subordinated liabilitiesTotal

Dated subordinated liabilities A92=B92+D92+F92A93=B93+D93+F93

A94=B94+D94+F94

Total subordinated liabilities A95=A92+A93+A94

Subordinated liabilities - movements in the reporting period Balance b/fwd Tier 1 A96

Tier 2 A97

Tier 3 A98

Undated preference shares with no contractual opportunity to redeem

Tier 3

Undated subordinated liabilities with a contractual opportunity to redeemUndated subordinated liabilities with no contractual opportunity to redeem

Total subordinated liabilities A99=A96+A97+A98

Description of subordinated liabilities (solo)A100.1 B100.1A100.n B100.n

Balance b/fwd A504

Balance b/fwd Tier 1 to be treated as COF1 (1)(a), (1)(b), (1)(d) and (1)(f) items A102

Tier 1 to be treated as COF1 (1)(c), (1)(e), and (2) items A102A

Tier 2 A103

Tier 3 A104

Total basic own funds items not specified above A105=A102+A103+A104

AmountA106.1 B106.1A106.n B106.n

TotalDescription of itemA501.1 B501.1

A501.n B501.n

Ancillary own funds Tier 2

Amount (in reporting currency)

An amount equal to the value of net deferred tax assets

Other items approved by supervisory authority as basic own funds not specified above - movements in the reporting period

Other items approved by supervisory authority as basic own funds not specified above (solo)


Items for which an amount was approved A108

Items for which a method was approved

Ancillary own funds - movements in the reporting period Balance b/fwd Tier 2 A110

Tier 3 A111

Total ancillary own funds A112=A110+A111

Description of ancillary own funds (solo) AmountA113.1 B113.1A113.n B113.n

Adjustment for ring fenced funds

Name of ring-fenced fund Notional SCRA115.1 B115.1

A115.n B115.n

Risks outside any ring-fenced fund B116

Totals

RFF deduction

Adjustment for participations

Name of related undertaking Total

Initial amounts approved

Article 71 POF1 (1) financial and credit institutions (>10% of items included in (a), (b), (d) and (f) of Article 58(1), not including consolidated strategic participations)

A506.1

A506.n


A507.1 B507.1

A507.n B507.n

Total

Article 71 POF1 (1) deductionA508 = B508+C508+D508

Article 71 POF1 (2) deduction A509 = B509+C509+D509Total A510 = B510+C510+D510

Excess of assets over liabilities - attribution of valuation differencesReferences to BS-C1, refer to the balance sheet remplate

Difference in the valuation of assets

Difference in the valuation of technical provisions

Difference in the valuation of other liabilities

Q4

Other, please explain why you need to use this line. Q5

Q6 = Q1-Q2-Q3+Q4+Q5

B506.1= C506.1+D506.1+E506.1

B506.n= C506.n+D506.n+E506.n

Article 71 POF1 (2) financial and credit institutions (<10% of items included in (a), (b), (d) and (f) of Article 58(1), not including consolidated strategic participations)

S2 Value - Statutory accounts

Q1 = BS-C1 "A30" - BS-C1 "AS30"

Q2 = BS-C1("L1"+"L4"+"L6B"+"L7"+"

L10") - BS-C1("LS1"+"LS4"+"LS6B"+"L

S7"+"LS10"+"AS14")

Q3 = BS-C1("L25A" -"LS25A") - Q2

Total of reserves and retained earnings from financial statements

Reserves from financial statements adjusted for Solvency II valuation differences

Q7 = B26

Excess of assets over liabilities Q8 = B23 = Q6+ Q7

Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve)

Formula

Tier 1 Tier 1 Tier 2 Tier 3

B1=B59 C1=C59

B2=D64 C2=D65

B3=B67 C3=C68

B4=B76 C4=D76 D4=F76

B6 = B505B8=B82 C8=D82 D8=F82B9=D88 C9=D89 D9=D90

B12=B29

B13=B95 C13=D95 D13=F95D15=B504

B16=E102 B16A = E102A C16=E103 D16=E104

Tier 1 Tier 1 Tier 2

B503 = B510 C503 = C510 D503 = D510



COF1 (1)(a), (1)(b), (1)(d) and (1)(f) items

COF1 (1)(c), (1)(e), and (2) items


COF1 (1)(c), (1)(e), and (2) items


Tier 2 Tier 3C33

C34

C35 D35C36 D36

C37

C38 D38

C39

C40 D40

C42 D42D43 = D35+D36+D38+D40+D42


B46=B20 C46 = B20A D46=C20+C43 E46=D20+D43

B47=B46 C47 = C46 D47=C20



COF1 (1)(c), (1)(e), and (2) items

B20= B1+B2+B3+B6+B12+B1

6-B502-B503

B20A= B4+B8+B9+B13+B16A-

C503

C20= C1+C2+C3+C4+C8+C9+C

13+C16-D503

D20= D4+D8+D9+D13+D15+D16

C43 = SUM(C33:C40) + C42


COF1 (1)(c), (1)(e), and (2) items

B50=B46

B51=B50 C51=C50

B23=BSC-C1 "L27"B24=BSC-C1 "A28A"B25

B27 = F118

B30

B31

B32 =B30+B31

Tier 1 Tier 2 Tier 3B56 = D60

C57 = D61

B58 = "BS-C1 A28A"

B59 = B56 C59 = C57

Increase Reduction Balance c/fwdB60 C60 D60 = A60 + B60 - C60B61 C61 D61= A61 + B61 - C61B62 C62 D62 = A62 + B62 - C62

B63 = B60+B61 C63 = C60+C61 D63 = A63 + B63 - C63

Increase Reduction Balance c/fwd


COF1 (1)(c), (1)(e), and (2) items

C50=MAX(0,(MIN(B50*0.25, C46)))

D50=MAX(0,(MIN(0.5*A52,((C46)-C50)+ (D46))))

E50=MAX(0,MIN(((0.5*A52)-D50), 0.15*A52, (E46)))

D51=MAX(0,(MIN(0.2*A53,((C46)-C51)+ (D46))))

B26=(A1-B24)+A2+A3+A4 +A6+A8+A9+A15+A16

B29 = B23-B24-B25-B26-B27

B64 C64 D64 = A64+B64-C64

B65 C65 D65 = A65+B65-C65

B66=B64+B65 C66=C64+C65 D66 = A66+B66-C66

Tier 1 Tier 2 Tier 3B67 = D70

C68 = D71

B69=B67 C69=C68

Increase Reduction Balance c/fwdB70 C70 D70 = A70 + B70 - C70B71 C71 D71 = A71 + B71 - C71

B72=B70+B71 C72=C70+C71 D72 = A72 + B72 - C72

Tier 1 Tier 2B73 C73 D73 E73B74 C74 D74 E74B75 C75 D75 E75

B76=B73+B74+B75 C76=C73+C74+C75 D76=D73+D74+D75 E76=E73+E74+E75

issued redeemed Regulatory actionB511 C511 D511 E511

B512 C512 D512 E512

B513 C513 D513 E513

D514=D511+D512 +D513 E514=E511+E512+E513

Tier Counterparty (if specific)C77.1 D77.1 F77.1 G77.1C77.n D77.n F77.n G77.n

Balance c/fwd

Of which counted under transitionals


Movements in valuation

B514=B511+B512 +B513

C514=C511+C512 +C513

Currency Code (if different to reporting

currency)Is this counted under

transitionals?

B505

Tier 1 Tier 2B79 C79 D79 E79B80 C80 D80 E80B81 C81 D81 E81


Increase Reduction Balance c/fwdB83 C83 E83=A83+B83-C83B84 C84 E84=A84+B84-C84B85 C85 E85=A85+B85-C85

B86=B83+B84+B85 C86=C83+C84+C85 E86=E83+E84+E85

First call dateC87.1 D87.1 E87.1 F87.1C87.n D87.n E87.n F87.n

Increase Reduction Balance c/fwdB88 C88 D88 = A88 + B88 - C88B89 C89 D89 = A89 + B89 - C89B90 C90 D90 = A90 + B90 - C90

B91=B88+B89+B90 C91=C88+C89+C90 D91=D88+D89+D90

Tier 1 Tier 2B92 C92 D92 E92B93 C93 D93 E93

B94 C94 D94 E94


issued redeemed Regulatory actionB96 C96 D96 E96

B97 C97 D97 E97

B98 C98 D98 E98



Is this counted under transitionals?

Counterparty (if specific)

issue date





Tier Lender (if specific)C100.1 D100.1 E100.1 F100.1C100.n D100.n E100.n F100.n

Balance c/fwdB504

issued redeemed Balance c/fwdB102 C102 D102 E102=A102+B102-C102+D102

B102A C102A D102A

B103 C103 D103 E103=A103+B103-C103+D103

B104 C104 D104 E104=A104+B104-C104+D104


Currency Code Tier 1 Tier 2 Tier 3C106.1 D106.1 E106.1 F106.1C106.n D106.n E106.n F106.n

Tier 2 Tier 3

Currency Code (if different to reporting

currency)Is this counted under

transitionals?


E102A=A102A+B102A-C102A+D102A

Current amounts Current amountsB108 C108 D108

B109 D109

Balance c/fwdB110 C110 D110 F110=A110+B110-C110-D110

B111 C111 D111 F111=A111+B111-C111-D111

B112=B110+B111 C112=C110+C111 D112=D110+D111 F112=F110+F111

Counterpart Date of authorisationC113.1 D113.1 E113.1C113.n D113.n E113.n

Own fundsD115.1 E115.1

D115.n E115.n

D116 E116 F116

F118=D117-F117

Additional Tier 1 Tier 2

Initial amounts approved

New amount made available

Reduction to amount available

Called up to basic own fund

issue date

Notional SCR (negative results set

to zero)Shareholder value in

RFFOwn funds eligible for

undertakingC115.1=IF(B115.1<0,0,B

115.1)F115.1=IF((D115.1>=C115.1),

(C115.1+E115.1),D115.1)C115.n=IF(B115.n<0,0,B

115.n)F115.n=IF((D115.n>=C115.n),

(C115.n+E115.n),D115.n)

C116=IF(B116<0,0,B116)

D117=sumD115.1:D115.n+D116

F117=sumF115.1:F115.n + F116

Article 71 POF1 (1) financial and credit institutions (>10% of items included in (a), (b), (d) and (f) of Article

Common Equity Tier 1

C506.1 D506.1 E506.1

C506.n D506.n E506.n


C507.1 D507.1 E507.1

C507.n D507.n E507.n


B509 C509 D509B510 = B508+B509 C510 = C508+C509 D510 = D508+D509

Explanation

Article 71 POF1 (2) financial and credit institutions (<10% of items included in (a), (b), (d) and (f) of Article



COF1 (1)(c), (1)(e), and (2) items

B508 = SUM(C506.1:C506.n)

C508 = SUM(D506.1:D506.n)

D508 = SUM(E506.1:E506.n)

Tier 3F73F74F75

F76=F73+F74+F75

Balance c/fwd

F514=F511+F512+F513

maturity date First call dateH77.1 I77.1 J77.1 K77.1 L77.1H77.n I77.n J77.n K77.n L77.n

F511=A511+B511-C511+D511+E511F512=A512+B512-C512+D512+E512F513=A513+B513-C513+D513+E513

issue date

Details of further call

dates

Details of incentives to

redeem

Tier 3F79F80F81

F82=F79+F80+F81

G87.1 H87.1G87.n H87.n

Tier 3F92F93

F94

F95=F92+F93+F94

Balance c/fwd

Details of further call dates

Details of incentives to redeem

F96=A96+B96-C96+D96+E96F97=A97+B97-C97+D97+E97F98=A98+B98-C98+D98+E98

F99=F96+F97+F98

maturity date First call dateH100.1 I100.1 J100.1 K100.1 L100.1H100.n I100.n J100.n K100.n L100.n

Date of authorisationG106.1G106.n

issue date

Further call dates

Details of incentives to

redeem

noticeM77.1 N77.1M77.n N77.n

Buy back during the year

Notice periodM100.1M100.n

Participations

Cell not relevant


A1.1 B1.1

A1.n B1.n


A2.1 B2.1

A2.n B2.n


A3.1 B3.1

A3.n B3.n


A4.1 B4.1

A4.n B4.n


A5.1 B5.1

A5.n B5.n

Total

Total participations in financial and credit institutionsA6 = B6+C6+D6



Article 71 POF1 (3) financial and credit institutions (consolidated strategic participations)

Other strategic participations, not included in A1.1 to A1.n, A2.1 to A2.n and A2.1 to A2.n

Other non-strategic participations, not included in A1.1 to A1.n, A2.1 to A2.n and A2.1 to A2.n

Total

A7 = B7+C7+D7

of which strategic A8 = B8+C8+D8

of which non-strategic A9 = B9+C9+D9

TotalTotal of all participations A10 = A6 +A7

Participations from balance sheet A11

Own funds deductionsTotal

Article 71 POF1 (1) deduction

Article 71 POF1 (2) deduction

Total

Total participations in related undertakings that are not financial and credit institutions

A12 = B12+C12+D12

A13 = B13+C13+D12

Remainder following POF1 (2) deductions which are strategic

A14 = B14+C14+D14

Remainder following POF1 (2) deductions which are not strategic

A15 = B15+C15+D15

Formula


C1.1 D1.1 E1.1

C1.n D1.n E1.n


C2.1 D2.1 E2.1

C2.n D2.n E2.n

Type 1 Equity Type 2 Equity

C3.1 D3.1 E3.1

C3.n D3.n E3.n

Type 1 Equity Type 2 EquityUntertaking type

C4.1 D4.1 E4.1 F4.1

C4.n D4.n E4.n F4.n

Type 1 Equity Type 2 EquityUntertaking type

C5.1 D5.1 E5.1 F5.1

C5.n D5.n E5.n F5.n








Subordinated liabilities




B6=Sum(C1.1:C1.n)+Sum(C2.1:C2.n)+

Sum(C3.1:C3.n)

C6=Sum(D1.1:D1.n)+Sum(D2.1:D2.n)+

Sum(D3.1:D3.n)

D6=Sum(E1.1:E1.n)+Sum(E2.1:E2.n)+

Sum(E3.1:E3.n)


B7=B8+B9 C7=C8+C9 D7=D8+D9

B8=Sum(C4.1:C4.n) C8=Sum(D4.1:D4.n) D8=Sum(E4.1:E4.n)

B9=Sum(C5.1:C5.n) C9=Sum(D5.1:D5.n) D9=Sum(E5.1:E5.n)


B12 = Sum(C1.1:C1.n) D12 = Sum(E1.1:E1.n)

B13 C13 D13


B14 C14 D14

B15 C15 D15


COF1 (1)(a), (1)(b), (1)(d) and (1)(f)

items

COF1 (1)(c), (1)(e), and (2) items

C12 = Sum(D1.1:D1.n)


C2A

Summary analysis of changes in BOF Cell not relevant Formula

Reconciliation with OF-B1Basic Own funds items Year N Year N-1 VarOrdinary share capital (gross of own shares) N1 O1 V1=N1-O1

N2 O2 V2=N2-O2

N3 O3 V3=N3-O3Subordinated mutual member accounts N4 O4 V4=N4-O4Surplus funds N5 O5 V5=N5-O5Preference shares N6 O6 V6=N6-O6Reconciliation reserve N7 O7 V7=N7-O7 See belowSubordinated liabilities (in Basic Own Funds) N8 O8 V8=N8-O8An amount equal to the value of net deferred tax assets N9 O9 V9=N9-O9

N10 O10 V10=N10-O10Variation of total BOF items before adjustments =sum =sum V11=sum(V1:V10)

Variation of components of reconciliation reserveExcess of assets over liabilities V12 Variations of BOF explained by Variation Analysis TemplatesOwn shares (included as assets on the balance sheet) V13

Forseeable dividends and distributions V14

Other basic own fund items

Restricted own fund items due to ring fencing V16

Total variation of Reconciliation Reserve

Summary Analysis of Variation of Excess of Assets over Liabilities

Changes due to investments and financial liabilities V17= AA3 (VA C2B) Template VA C2BChanges due to technical provisions Template VA C2C

V19= -V15 Variation in Deffered Tax position (var DTA-DTL) V20 From BS-C1Income Tax of the reporting period V21Dividend distribution V22Other changes in Excess of Assets over Liabilities



Variation detailed in OF-B1Share premium account (both related to preference shares and to ordinary share capital)

Variation detailed in OF-B1

Iinitial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual-type undertakings


Variation detailed in OF-B1Variation detailed in OF-B1Variation detailed in OF-B1

Variation detailed in OF-B1Variation detailed in OF-B1

Other items approved by supervisory authority as basic own funds not specified above (Article 67 COF10 of the Delegated Acts)


V15=sum(V1:V6)+V9+V10

V7 = V12-V13-V14-V15-V16

V18=AA5L + AA5NL + AA6L + AA6NL (VA C2C)

Variations in capital basic own fund items and other items approved explained in OF-B1

Already mostly explained in OF-B1

V23= V12-V17-V18-V19-V20-V21-V22

VA C2B

Analysis of changes due to investments and financial liabilities Cell not relevant Formula

Overview

Reconciliation with BS-C1 Year N Year N-1 Var

AssetsInvestments (other than assets held for index-linked and unit-linked funds) P1 Q1 V1=P1-Q1 BS C1Own shares P2 Q2 V2=P2-Q2 BS C1LiabilitiesDerivatives P3 Q3 V3=P3-Q3 BS C1Financial liabilities other than debts owed to credit institutions P4 Q4 V4=P4-Q4 BS C1Subordinated liabilities (whether or not in BOF) P5 Q5 V5=P5-Q5 BS C1

Analysis of movements affecting Excess of Assets over Liabilities

Of which movements in valuation with an impact on Excess of Assets over Liabilities

Valuation movements on investments incl. On sales and acquisitions

Valuation movements on own shares incl. On sales and acquisitions

Valuation movements on financial liabilities and subordinated liabilities

Of which Investments revenues and expenses with an impact on Excess of Assets over LiabilitiesInvestment revenues AA1=A4

AA2

Variation in Excess of Assets over Liabilities explained by Investments and financial liabilities management check VA C2A

Detail of Investment revenues

Dividends A1 link with Asset D3Interests A2 link with Asset D3Rents A3 link with Asset D3Total Investment Revenues A4=sum(A1:A3)



O4

O4A

O4B

Investments expenses incl. Interest charges on subordinated and financial liabilities

AA3 = O4+O4A-O4B-AA2

C2C

Analysis of changes due to technical provisions Cell not relevant Formula

OverviewReconciliation with BS C1

Year N Year N-1 VarLiabilities TP calculated as a whole - Life N1 O1 V1=N1-O1 BS C1 Best Estimate - Life N2 O2 V2=N2-O2 BS C1 Risk margin - Life N3 O3 V3=N3-O3 BS C1 TP calculated as a whole - Non Life N4 O4 V4=N4-O4 BS C1 Best Estimate - Non Life N5 O5 V5=N5-O5 BS C1 Risk margin - Non Life N6 O6 V6=N6-O6 BS C1AssetsAssets held for index-linked and unit-linked funds N7 O7 V7=N7-O7 BS C1Reinsurance recoverables - Life N8 O8 V8=N8-O8 BS C1Reinsurance recoverables - Non Life N9 O9 V9=N9-O9 BS C1

Analysis of movements affecting Excess of Assets over LiabilitiesOf which the following breakdown of Variation in Best Estimate - analysis per UWY if applicable

LIFE NON LIFE

Gross of reinsurance Gross of reinsurance

Opening Best estimate A1 B1 C1 D1Exceptional elements triggering restating of opening BE A2 C2

Changes in perimeter A3 C3Foreign exchange variation A4 C4

BE on risk accepted during the period A5 C5Variation of BE due to unwinding of discount rate - risks accepted prior to period A6 C6

Variation of BE due to year N projected in and out flows - risks accepted prior to period A7 C7Variation of BE due to experience and other sources - risks accepted prior to period A8 C8

Variation of BE due to changes in non economic assumptions - risks accepted prior to period A9 C9

Variation of BE due to changes in economic environment - risks accepted prior to period A10 C10Closing Best Estimate A11=sum(A1:A10) B2 C11=sum(C1:C10) D2

Of which the following breakdown of Variation in Best Estimate - analysis per AY if applicableLIFE NON LIFE

Gross of reinsurance Gross of reinsurance

Opening Best estimate AA1 BB1 CC1 DD1Exceptional elements triggering restating of opening BE AA2 CC2

Changes in perimeter AA3 CC3Foreign exchange variation AA4 CC4

Variation of BE on risk covered after the period AA5 CC5Variation of BE on risks covered during the period AA6 CC6

Variation of BE due to unwinding of discount rate - risks covered prior to period AA7 CC7Variation of BE due to year N projected in and out flows - risks covered prior to period AA8 CC8

Variation of BE due to experience and other sources - risks covered prior to period AA9 CC9

Variation of BE due to changes in non economic assumptions - risks covered prior to period AA10 CC10

Variation of BE due to changes in economic environment - risks covered prior to period AA11 CC11Closing Best Estimate AA12=sum(AA1:AA11) BB2 CC12=sum(CC1:CC11) DD2

Of which adjustments in Technical Provisions related to valuation of Unit linked contracts, with theoretically a neutralizing impact on Assets over LiabilitiesLIFE

Variation in Investments in U-L U1=V7

Technical flows affecting Technical provisions LIFE NON LIFEPremiums written during the period CF1L from Cover A1 CF1NL from Cover A1

Claims & benefits during the period, net of salvages and subrogations CF2L* *from Cover A1 adjusted from S&S CF2NL* *from Cover A1 adjusted from S&SExpenses (excl Investment expenses) CF3L from Cover A1 CF3NL from Cover A1

TOTAL TECHNICAL FLOWS ON GROSS TECHNICAL PROVISIONS CF5L= CF1L-CF2L-CF3L CF5NL= CF1NL-CF2NL-CF3NLTechnical flows related to reinsurance during the period (recoverables received net of premiums paid) CF4L from Cover A1 CF4NL from Cover A1

Variation in Excess of Assets over Liabilities explained by Technical provisionsLIFE NON LIFE

Gross TP Gross TP AA5NL = - (V4+V5+V6-CF5NL)

Reinsurance recoverables AA6L= V8 + CF4L AA6NL= V9+VF4NL

Detailed analysis per period - Technical flows versus Technical provisions - UWY

A0A

Written premiums on contract underwritten during period UW1 UW12Claims & benefits - net of salvages and subrogations recovered UW2 UW13Expenses (related to insurance & reinsurance obligations) UW3 UW14BE on risk accepted during the period UW4=A5

UW15=A8TP as a whole on risks accepted during the period UW5Variation of TP as a whole on risks accepted prior to period UW16Adjustment of valuation of Assets held for unit-linked funds UW6 UW17

Total

Detailed analysis per period - Technical flows versus Technical provisions - AY

A0A

Premiums earned AY11 AY22Unearned premiums AY1Claims & benefits - net of salvages and subrogations recovered AY2 AY12 AY23Expenses (related to insurance & reinsurance obligations) AY3 AY13 AY24Variation of BE (gross of reinsurance) AY4=AA5 AY14 =AA6

AY25 =AA9Variation of TP as a whole AY15 AY26Adjustment of valuation of Assets held for unit-linked funds AY5 AY16 AY27



BE of reinsurance recoverables




AA5L = - (V1+V2+V3 -V7-CF5L)

Reinsurance recoverables

Line of business

Risks accepted during period

Risks accepted prior to period

Variation of BE due to experience and other sources on risks accepted prior to period (gross of reinsurance)

UW7=UW1-UW2-UW3-UW4-UW5+UW6

UW18=UW12-UW13-UW14-UW15-UW16+UW17

Line of business

Risks covered after the period

Risks covered during the period

Risks covered prior to period

Variation of BE due to experience and other sources on risks covered prior to period (gross of reinsurance)

Total AY6=AY1-AY2-AY3-AY4+AY5

AY17=AY11-AY12-AY13-AY14-AY15+AY16

AY28=AY22-AY23-AY24-AY25-AY26+AY27

SCR-B2ASolvency Capital Requirement - for undertakings on Standard Formula or Partial Internal Models

Cell not relevant Formula

A1 B1

A2 B2

A3 B3

Health underwriting risk A4

Non-life underwriting risk A5 B5=A5

Diversification A6 B6

Intangible asset risk A7 B7=A7

A8 B8

A9 B9

Basic Solvency Capital Requirement A10 = sum(A1…A9) B10 = Sum (B1….B9)

Loss-absorbing capacity of technical provisions

Loss-absorbing capacity of deferred taxes A12

Operational risk A13

A14

Diversification within ring fenced funds A14A

A15= A15A+A15B+A15C

Credit institution & investment firms and financial institutions

A15A

Institutions for occupational retirement provisionA15B

Non regulated entities carrying out financial activties A15C

Non-controlled participation requirements (groups only) A16

A17

Solvency capital requirement, excluding capital add-on

Capital add-ons already set A19

Solvency Capital Requirement

Solvency capital requirement floor (groups only) A21


Cell reported in a different

template

Net solvency capital requirement (including the loss-absorbing capacity of

technical provisions)

Gross solvency capital requirement (excluding the loss-absorbing capacity of


Market risk Counterparty default risk

Life underwriting riskB4=A4

Remaining part of the Solvency Capital Requirement calculated using partial internal model

Diversification (between Standard Formula and Partial Internal Model components)

A11=-max (min(B10-A10;FDB);0)

Notional Solvency Capital Requirement for ring fenced funds (other than those referred to in cell A17)

Capital requirements of other financial sectors (Non-insurance capital requirements) (groups only):

Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional)

A18 = A10+A11+A12+A13+A14+A14A+A1

5+A16+A17

A20 = A18+A19

SCR-B2B Solvency Capital Requirement - for undertakings on Partial Internal Models

Cell not relevant

Components in descending order of sizeA1.1 A1A.1 B1.1 C1.1

A1.n A1A.n B1.n C1.n

Total undiversified components B2=sum(B1.1:B1.n) C2=sum(C1.1:C1.n)

Diversification B3 C3

B4=B2+B3 C4=C2+C3

Loss-absorbing capacity of technical provisionsB5

Loss absorbing capacity for deferred taxes B6 C6

B7=B4+ B5+B6


Unique number of component

Net solvency capital requirement (including the loss absorbing

capacity of technical provisions and/or deferred taxes when

applicable)

Gross solvency capital requirement (excluding the loss-absorbing


applicable)

Solvency capital requirement calculated using partial internal model before adjustments

C5 = if(B5<>0,0,max (min(C4-B4-C6;FDB);0))

Solvency capital requirement calculated using partial internal model

For information only:B8

Diversification within ring fenced funds B8A

Date of formal approval of partial internal model B9

Notional Solvency Capital Requirement for ring fenced funds

FormulaCell reported in a different template

SCR-B2CSolvency Capital Requirement - for undertakings on Full Internal Models


Components in descending order of sizeA1.1 A1A.1 B1.1 C1.1

A1.n A1A.n B1.n C1.n

Total undiversified components C2=sum(C1.1:C1.n)

Diversification B3 C3

B4=B2+B3 C4=C2+C3

Loss-absorbing capacity of technical provisions

B5

Loss absorbing capacity for deferred taxes B6C6

B7 = B7A+ B7B+B7C

Credit institution & investment firms and financial institutions B7A

Institutions for occupational retirement provision B7B

Non regulated entities carrying out financial activties B7C

Non-controlled participations requirements (groups only): B8

B9

Capital add-ons B11

B12 = B10 + B11

Solvency capital requirement floor (groups only)B13

For information only:

B14

Diversification within ring fenced funds B14A

Date of formal approval of internal model B15



Unique number of component

Net solvency capital requirement (including the loss absorbing capacity of technical provisions and/or

deferred taxes when applicable)



applicable)

B2=sum B1.1:B1.n

Solvency capital requirement calculated using full internal model before adjustments

C5 = if(B5<>0,0,max (min(C4-B4-C6;FDB);0))

Capital requirements of other financial sectors (Non-insurance capital requirements) (groups only):

Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional)

Solvency capital requirement calculated using full internal model, excluding capital add - on

B10 =B4 + B5 + B6 + B7+B8+ B9

Solvency capital requirement calculated using full internal model

Notional Solvency Capital Requirement for ring fenced funds

SCR-B3A

Solvency Capital Requirement - Market riskFormula

Market risk - basic informationInitial absolute values before shock Absolute values after shock

Assets Liabilities Assets

Interest rate risk C0=sum(C1:C2) D0=sum(D1:D2)

interest rate down shock

A1 A1A B1 B1A B1B

interest rate up shock

A2=A1 A2A=A1A B2 B2A B2B

39

Equity risk

type 1 equities

A4A B4A B4B

type 1 equity A5 B5

strategic participations (type 1 equities) A6 B6

duration-based (type 1 equities) A7 B7

type 2 equities

A8A B8A B8B

type 2 equity A9 B9

strategic participations (type 2 equities) A10 B10

duration-based (type 2 equities) A11 B11

Property risk

A12 A12A B12 B12A B12B

Spread risk

bonds and loans

A14 A14A B14 B14A B14B

credit derivatives

downward shock on credit derivatives

A16 A16A B16 B16A B16B

upward shock on credit derivatives

A17 A17A B17 B17A B17B

A18 A18A B18 B18A B18B

Market risk concentrations A19 A19A C19 D19

Currency risk A20 A20A C20 D20

Counter-cyclical premium risk

A21 A21A B21 B21A B21B

Diversification within module C22 D22

Total capital requirement for market risk C23 D23

Cell not relevant


template


Liabilities (including the

loss absorbing capacity of technical

provisions)

Net solvency capital requirement (including the loss-absorbing

capacity of technical provisions) Liabilities (excluding the loss-absorbing

capacity of technical

provisions)



C1 = (A1 – B1) – (A1A- B1A) D1 = (A1 – B1) – (A1A - B1B)

C2 = (A2 – B2) – (A2A - B2A) D2 = (A2 – B2) – (A2A - B2B)

C3 = (C4²+2*0.75*C4*C8+C8²) º^0.5, C3 >/= 0

D3 = (D4²+2*0.75*D4*D8+D8²) º^0.5, D3 >/= 0

A4=sum(A5:A7) B4=sum(B5:B7) C4 = (A4 – B4) – (A4A- B4A), C4 >/= 0

D4 = (A4 – B4) – (A4A- B4B), D4 >/= 0.

A8=sum(A9:A11) B8=sum(B9:B11) C8 = (A8 – B8) – (A8A - B8A), C8 >/= 0.

D8 = (A8 – B8) – (A8A - B8B), D8 >/= 0

C12 = (A12 – B12) – (A12A - B12A), C12 >/= 0.

D12 = (A12 – B12) – (A12A - B12B), D12 >/= 0

C13 = (C14+C15+C18), C13 >/= 0 D13 = (D14+D15+D18), D13 >/= 0.

C14 = (A14 – B14) – (A14A- B14A), C14 >/= 0.

D14 = (A14 – B14) – (A14A - B14B), D14 >/= 0

C15 >/= 0, if C16>C17, C15=C16, if C16<C17, C15=C17

D15 >/= 0, ) If C16>C17, D15=D16; If C17> C16, D15=

C16 = (A16 – B16) – (A16A - B16A), C16 >/= 0

D16 = (A16 – B16) – (A16A - B16B), D16 >/= 0.

C17 = (A17 – B17) – (A17A - B17A) ,C17 >/= 0

D17 = (A17 – B17) – (A17A - B17B), D17 >/= 0.

tradable securities or other financial instruments based on repackaged loans

C18 = (A18 – B18) – (A18A - B18A), C18 >/= 0

D18 = (A18 – B18) – (A18A - B18B), D18 >/= 0

C21 = (A21 – B21) – (A21A - B21A), C21 >/= 0.

D21 = (A21 – B21) – (A21A - B21B), D21 >/= 0.

SCR-B3B

Solvency Capital Requirement - Counterparty default riskCell not relevant

Loss Given Default Probability of Default

Type 1 exposures C0

Single name exposure 1 A0.1 B0.1


… … …


Type 2 exposures C1= 0.9*A2 + 0.15*A3

A2

A3

Diversification within module C3=C4-(C0+C1)


Counterparty default risk - basic information



Receivables from Intermediaries due for more than 3 months

All type 2 exposures other than receivables from Intermediaries due for more than 3 months

Total capital requirement for counterparty default risk C4 = √CO² + 1.5 C0*C1 + C1²

Formula

D4




SCR-B3C

Solvency Capital Requirement - Life underwriting riskCell not relevant Formula

Life underwriting risk - basic informationAbsolute values after shock


Mortality riskA1 A1A B1 B1A C1= (A1-A1A)-(B1-B1A), C1>=0 B1B

Longevity riskA2 A2A B2 B2A B2B

Disability-morbidity riskA3 A3A B3 B3A B3B

Lapse riskC04= Max (C4, C5, C6)

risk of increase in lapse rates A4 A4A B4 B4A B4B

risk of decrease in lapse ratesA5 A5A B5 B5A B5B

mass lapse riskA6 A6A B6 B6A B6B

Life expense riskA7 A7A B7 B7A B7B

Revision riskA8 A8A B8 B8A B8B

A9 A9A B9 B9A B9B

Diversification within module

Total capital requirement for life underwriting risk C11 D11

Further details on revision risk USPFactor applied for the revision shock A12



Initial absolute values before shock

Liabilities (including the

loss absorbing capacity of technical

provisions)

Net solvency capital requirement (including

the loss-absorbing capacity of technical

provisions)

Liabilities (excluding the loss-absorbing capacity

of technical provisions)



D1= (A1-A1A)-(B1-B1B), D1>=0

C2= (A2-A2A)-(B2-B2A), C2>=0.

D2= (A2-A2A)-(B2-B2B) , D2>=0.

C3= (A3-A3A)-(B3-B3A), C3>=0

D3= (A3-A3A)-(B3-B3B), D3>=0.

D04 = IF (C04 = C4, D4, IF (C04 = C5, D5, D6))

C4= (A4-A4A)-(B4-B4A), C4>=0.

D4= (A4-A4A)-(B4-B4B), D4>=0

C5= (A5-A5A)-(B5-B5A), C5>=0.

D5= (A5-A5A)-(B5-B5B), D5>=0.

C6 = (A6-A6A)-(B6-B6A), C6 >=0.

D6 = (A6-A6A)-(B6-B6B), D6>=0.

C7 = (A7-A7A)-(B7-B7A), C7>=0.

D7 = (A7-A7A)-(B7-B7B), D7>=0.

C8 = (A8-A8A)-(B8-B8A), C8>=0.

D8 = (A8-A8A)-(B8-B8B), D8>=0.

Life catastrophe riskC9 = (A9-A9A)-(B9-B9A),

C9>=0.D9 = (A9-A9A)-(B9-B9B),

D9>=0.

C10 = C11 – C1 – C2 – C3 – C04 – C7 – C8 – C9

D10 = D11 – D1 – D2 – D3 – D04 – D7 – D8 – D9

SCR-B3D

Solvency Capital Requirement - Health underwriting riskFormula

SLT health underwriting risk - basic informationInitial absolute values before shock Absolute values after shock


Health mortality risk A1 A1A B1 B1A C1= (A1-A1A)-(B1-B1A), C1>=0 B1B D1= (A1-A1A)-(B1-B1B), D1>=0

Health longevity riskA2 A2A B2 B2A B2B D2= (A2-A2A)-(B2-B2B) , D2>=0.

Health disability-morbidity riskA3 A3A B3 B3A B3B D3= (A3-A3A)-(B3-B3B), D3>=0.

SLT health lapse riskC04= Max (C4, C5, C6)

risk of increase in lapse ratesA4 A4A B4 B4A B4B D4= (A4-A4A)-(B4-B4B), D4>=0

risk of decrease in lapse ratesA5 A5A B5 B5A B5B D5= (A5-A5A)-(B5-B5B), D5>=0.

mass lapse riskA6 A6A B6 B6A B6B D6 = (A6-A6A)-(B6-B6B), D6>=0.

Health expense riskA7 A7A B7 B7A B7B D7 = (A7-A7A)-(B7-B7B), D7>=0.

Health revision riskA8 A8A B8 B8A B8B D8 = (A8-A8A)-(B8-B8B), D8>=0.

Diversification within SLT health underwriting risk

Total capital requirement for SLT health underwriting risk C10 D10

Further details on revision risk USPFactor applied for the revision shock A11

Standard deviation for premium risk Volume measure for premium and reserve risk

USP V

Medical expenses insurance and proportional reinsurance A12 A12A B12 C12 D12 E12 F12= (C12 + D12) x (0.75 + 0.25E12)Income protection insurance and proportional reinsurance A13 A13A B13 C13 D13 E13 F13= (C13 + D13) x (0.75 + 0.25E13)Worker's compensation insurance and proportional reinsurance A14 A14A B14 C14 D14 E14 F14= (C14 + D14) x (0.75 + 0.25E14)Non-proportional health reinsurance A15 A15A B15 C15 D15 E15 F15= (C15 + D15) x (0.75 + 0.25E15)

Total Volume measure F16=sum(F12:F15)Combined standard deviation A16

Total NSLT health premium and reserve risk A17

Initial absolute values before shock Absolute values after shock


NSLT health lapse riskA18 A18A B18 B18A B18B

Diversification within NSLT health underwriting risk C19 D19

Total NSLT health underwriting risk C20 D20

Health catastrophe risk - basic information

Mass accident risk A21

Accident concentration risk A22

Pandemic risk A23

Diversification within health catastrophe risk A24

Total capital requirement for health catastrophe risk A25

A27

Cell not relevant



Liabilities (including the loss absorbing capacity of technical provisions)



Liabilities (excluding the loss-absorbing

capacity of technical provisions)



C2= (A2-A2A)-(B2-B2A), C2>=0.

C3= (A3-A3A)-(B3-B3A), C3>=0

D04 = IF (C04 = C4, D4, IF (C04 = C5, D5, D6))

C4= (A4-A4A)-(B4-B4A), C4>=0.

C5= (A5-A5A)-(B5-B5A), C5>=0.

C6 = (A6-A6A)-(B6-B6A), C6 >=0.

C7 = (A7-A7A)-(B7-B7A), C7>=0.

C8 = (A8-A8A)-(B8-B8A), C8>=0.

C9 = C10 – C1 – C2 – C3 – C04 – C7 – C8

D9 = D10 – D1 – D2 – D3 – D04 – D7 – D8

Standard deviation for reserve risk

NSLT Health premium and reserve risk - basic information

USP Standard Deviation

USPAdjustment

factor for non-proportional reinsurance

Vprem VresGeographical

Diversification

Liabilities (including the loss-absorbing capacity of technical provisions)



Liabilities (excluding the loss-absorbing




C18 = (A18-A18A)-(B18-B18A), C18>=0.

D18 = (A18-A18A)-(B18-B18B), D18>=0

Diversification within health underwriting risk module (Net)A26 =SUM(C10, C20,

A25) - A27

Total capital requirement for health underwriting risk (Net)

SCR-B3E

Solvency Capital Requirement - Non-life underwriting riskCell not relevant Formula

Non-life underwriting risk

Standard deviation for premium risk Volume measure for premium and reserve risk

Premium and reserve Risk - Basic information

USP V

Motor vehicle liability A1 A1A B1 C1 D1 E1 F1= (C1 + D1) x (0.75 + 0.25E1)Motor, other classes A2 A2A B2 C2 D2 E2 F2= (C2 + D2) x (0.75 + 0.25E2)Marine, aviation, transport (MAT) A3 A3A B3 C3 D3 E3 F3= (C3 + D3) x (0.75 + 0.25E3)Fire and other property damage A4 A4A B4 C4 D4 E4 F4= (C4 + D4) x (0.75 + 0.25E4)Third-party liability A5 A5A B5 C5 D5 E5 F5= (C5 + D5) x (0.75 + 0.25E5)Credit and suretyship A6 A6A B6 C6 D6 E6 F6= (C6 + D6) x (0.75 + 0.25E6Legal expenses A7 A7A B7 C7 D7 E7 F7= (C7 + D7) x (0.75 + 0.25E7)Assistance A8 A8A B8 C8 D8 E8 F8= (C8 + D8) x (0.75 + 0.25E8)Miscellaneous A9 A9A B9 C9 D9 E9 F9= (C9 + D9) x (0.75 + 0.25E9)Non-proportional reinsurance - property A10 A10A B10 C10 D10 E10 F10= (C10 + D10) x (0.75 + 0.25E10)Non-proportional reinsurance - casualty A11 A11A B11 C11 D11 E11 F11= (C11 + D11) x (0.75 + 0.25E11)Non-proportional reinsurance - MAT A12 A12A B12 C12 D12 E12 F12= (C12 + D12) x (0.75 + 0.25E12)

Total Volume measure F13=sum(F1:F12)

Combined standard deviation A13

Total non-life premium and reserve risk A14

Non-Life lapse riskInitial absolute values before shock Absolute values after shock

Assets Liabilities Assets Liabilities

Non-life lapse risk A15 A15A B15 B15A C15

Non-life catastrophe risk A16

Diversification within module

A18


template


Standard deviation for reserve risk

USPStandard Deviation

USP Adjustment factor

for non-proportional reinsurance

Vprem VresGeographical Diversification

Solvency capital requirement

A17=A18-C15-A16-A14

Total capital requirement for non-life underwriting risk

SCR-B3F

Solvency Capital Requirement - Non-life catastrophe riskCell not relevant Formula

Non-life catastrophe risk - Summary Gross SCR Total risk mitigation Net SCRNatural catastrophe risk A1 B1=A1-C1 C1 Windstorm A2=AF39 B2=A2-C2 C2=AI39 Earthquake A3=BE39 B3=A3-C3 C3=BH39 Flood A4=CF33 B4=A4-C4 C4=CI33 Hail A5=DF28 B5=A5-C5 C5=DI28 Subsidence A6=EE3 B6=A6-C6 C6=EH3 Diversification between perils A7=SUM(A2:A6)-A1 B7=A7-C7 C7=SUM(C2:C6)-C1

Catastrophe risk non-proportional property reinsurance A8=FB1 B8=A8-C8 C8=FE1

Man-made catastrophe risk A9 B9=A9-C9 C9 Motor vehicle liability A10=GA3 B10=A10-C10 C10=GA6 Marine A11=HC3 B11=A11-C11 C11=HC5 Aviation A12=IC1 B12=A12-C12 C12=IF1 Fire A13=JA1 B13=A13-C13 C13=JA4 Liability A14=KC8 B14=A14-C14 C14=KC10 Credit & Suretyship A15=LC12 B15=A15-C15 C15=LC14 Diversification between perils A16=SUM(A10:A15)-A9 B16=A16-C16 C16=SUM(C10:C15)-C9

Other non-life catastrophe risk A17 B17=A17-C17 C17 Diversification between perils A18=MG2 B18=A18-C18 C18=MG4

Total Non-life catastrophe risk before diversification A19=A1+A8+A9+A17 B19=A19-C19 C19=C1+C8+C9+C17 Diversification between sub-modules A20=A19-A21 B20=A20-C20 C20=C19-C21 Total Non-life catastrophe risk after diversification A21 B21=A21-C21 C21

Health catastrophe risk - Summary Gross SCR Total risk mitigation Net SCRHealth catastrophe risk A22 B22=A22-C22 C22 Mass accident A23=NK34 B23=A23-C23 C23=NN34 Accident concentration A24=OG18 B24=A24-C24 C24=OJ18 Pandemic A25=PJ21 B25=A25-C25 C25=PM21 Diversification between sub-modules A26=SUM(A23:A25)-A27 B26=A26-C26 C26=SUM(C23:C25)-C27

Natural Catastrophe risk - Windstorm Exposure Specified Gross Loss Scenario A or B Estimated Risk MitigationEEA Region 1 AA1 AB1 AC1 AD1=AC1/AB1 AE1 AF1 AG1 AH1 AI1=AF1-AG1+AH1 EEA Region 2 AA2 AB2 AC2 AD2=AC2/AB2 AE2 AF2 AG2 AH2 AI2=AF2-AG2+AH2 EEA Region 3 AA3 AB3 AC3 AD3=AC3/AB3 AE3 AF3 AG3 AH3 AI3=AF3-AG3+AH3

EEA Region 20 AA20 AB20 AC20 AD20=AC20/AB20 AE20 AF20 AG20 AH20 AI20=AF20-AG20+AH20 Total Windstorm EEA Regions before diversification AA21=SUM(AA1:AA20) AB21=SUM(AB1:AB20) AC21=SUM(AC1:AC20) AD21=AC21/AB21 AF21=SUM(AF1:AF20) AG21=SUM(AG1:AG20) AH21=SUM(AH1:AH20) AI21=SUM(AI1:AI20) Other Regions 1 AA22 AB22Other Regions 2 AA18 AB18

Other Regions 3 AA24 AB24Other Regions 14 AA35 AB35

Total Windstorm Other Regions before diversifications AA36=SUM(AA22:AA35) AB36=SUM(AB22:AB35) AF36 AG36 AH36 AI36=AF36-AG36+AH36 Total Windstorm all Regions before diversification AA37=AA21+AA36 AB37=AB21+AB36 AF37=AF21+AF36 AG37=AG21+AG36 AH37=AH21+AH36 AI37=AI21+AI36Diversification effect between regions AF38=AF37-AF39 AI38=AI37-AI39Total Windstorm after diversification AF39 AI39

Natural Catastrophe risk - Earthquake Exposure Specified Gross Loss Estimated Risk MitigationEEA Region 1 BA1 BB1 BC1 BD1=BC1/BB1 BE1 BF1 BG1 BH1=BE1-BF1+BG1 EEA Region 2 BA2 BB2 BC2 BD2=BC2/BB2 BE2 BF2 BG2 BH2=BE2-BF2+BG2 EEA Region 3 BA3 BB3 BC3 BD3=BC3/BB3 BE3 BF3 BG3 BH3=BE3-BF3+BG3 EEA Region 20 BA20 BB20 BC20 BD20=BC20/BB20 BE20 BF20 BG20 BH20=BE20-BF20+BG20 Total Earthquake EEA Regions before diversification BA21=SUM(BA1:BA20) BB21=SUM(BB1:BB20) BC21=SUM(BC1:BC20) BD21=BC21/BB21 BE21=SUM(BE1:BE20) BF21=SUM(BF1:BF20) BG21=SUM(BG1:BG20) BH21=SUM(BH1:BH20) Other Regions 1 BA22 BB22Other Regions 2 BA18 BB18Other Regions 3 BA24 BB24Other Regions 14 BA35 BB35Total Earthquake Other Regions before diversifications BA36=SUM(BA22:BA35) BB36=SUM(BB22:BB35) BE36 BF36 BG36 BH36=BE36-BF36+BG36 Total Earthquake all Regions before diversification BA37=BA21+BA36 BB37=BB21+BB36 BE37=BE21+BE36 BF37=BF21+BF36 BG37=BG21+BG36 BH37=BH21+BH36Diversification effect between regions BE38=BE37-BE39 BH38=BH37-BH39Total Earthquake after diversification BE39 BH39

Natural Catastrophe risk - Flood Exposure Specified Gross Loss Scenario A or B Estimated Risk MitigationEEA Region 1 CA1 CB1 CC1 CD1=CC1/CB1 CE1 CF1 CG1 CH1 CI1=CF1-CG1+CH1 EEA Region 2 CA2 CB2 CC2 CD2=CC2/CB2 CE2 CF2 CG2 CH2 CI2=CF2-CG2+CH2 EEA Region 3 CA3 CB3 CC3 CD3=CC3/CB3 CE3 CF3 CG3 CH3 CI3=CF3-CG3+CH3 EEA Region 14 CA14 CB14 CC14 CD14=CC14/CB14 CE14 CF14 CG14 CH14 CI14=CF14-CG14+CH14 Total Flood EEA Regions before diversification CA15=SUM(CA1:CA14) CB15=SUM(CB1:CB14) CC15=SUM(CC1:CC14) CD15=CC15/CB15 CF15=SUM(CF1:CF14) CG15=SUM(CG1:CG14) CH15=SUM(CH1:CH14) CI15=SUM(CI1:CI14) Other Regions 1 CA16 CB16Other Regions 2 CA17 CB17Other Regions 3 CA18 CB18Other Regions 14 CA29 CB29Total Flood Other Regions before diversifications CA30=SUM(CA16:CA29) CB30=SUM(CB16:CB29) CF30 CG30 CH30 CI30=CF30-CG30+CH30 Total Flood all Regions before diversification CA31=CA15+CA30 CB31=CB15+CB30 CF31=CF15+CF30 CG31=CG15+CG30 CH31=CH15+CH30 CI31=CI15+CI30Diversification effect between regions CF32=CF31-CF33 CI32=CI31-CI33Total Flood after diversification CF33 CI33

Natural Catastrophe risk - Hail Exposure Specified Gross Loss Scenario A or B Estimated Risk MitigationEEA Region 1 DA1 DB1 DC1 DD1=DC1/DB1 DE1 DF1 DG1 DH1 DI1=DF1-DG1+DH1 EEA Region 2 DA2 DB2 DC2 DD2=DC2/DB2 DE2 DF2 DG2 DH2 DI2=DF2-DG2+DH2 EEA Region 3 DA3 DB3 DC3 DD3=DC3/DB3 DE3 DF3 DG3 DH3 DI3=DF3-DG3+DH3 EEA Region 9 DA9 DB9 DC9 DD9=DC9/DB9 DE9 DF9 DG9 DH9 DI9=DF9-DG9+DH9 Total Hail EEA Regions before diversification DA10=SUM(DA1:DA9) DB10=SUM(DB1:DB9) DC10=SUM(DC1:DC9) DD10=DC10/DB10 DF10=SUM(DF1:DF9) DG10=SUM(DG1:DG9) DH10=SUM(DH1:DH9) DI10=SUM(DI1:DI9) Other Regions 1 DA11 DB11Other Regions 2 DA12 DB12Other Regions 3 DA13 DB13Other Regions 14 DA24 DB24Total Hail Other Regions before diversifications DA25=SUM(DA11:DA24) DB25=SUM(DB11:DB24) DF25 DG25 DH25 DI25=DF25-DG25+DH25 Total Hail all Regions before diversification DA26=DA10+DA25 DB26=DB10+DB25 DF26=DF10+DF25 DG26=DG10+DG25 DH26=DH10+DH25 DI26=DI10+DI25Diversification effect between regions DF27=DF26-DF28 DI27=DI26-DI28Total Hail after diversification DF28 DI28

Natural Catastrophe risk -Subsidence Exposure Specified Gross Loss Estimated Risk MitigationTotal Subsidence before diversification EA1 EB1 EC1 ED1=EC1/EB1 EE1=EC1 EF1 EG1 EH1=EE1-EF1+EG1 Diversification effect between zones EE2=EE1-EE3 EH2=EH1-EH3 Total Subsidence after diversification EE3 EH3

Natural Catastrophe risk - Non-proportional property reinsurance Estimated Risk MitigationNon-proportional property reinsurance FA1 FB1 FC1 FD1 FE1=FB1-FC1+FD1

Man made catastrophe risk - Motor Vehicle Liability TotalNumber of vehicles policy limit above 24M€ GA1Number of vehicles policy limit below or equal to 24M€ GA2Gross Cat Risk Charge Motor Vehicle Liability GA3Estimated Risk Mitigation GA4Estimated Reinstatement Premiums GA5Net Cat Risk Charge Motor Vehicle Liability GA6=GA3-GA4+GA5

Man made catastrophe risk - Marine Tanker Collision Estimated Risk Mitigation Name vesselMarine Tanker Collision HA1 HB1 HC1 HD1=SUM(HA1:HC1) HE1 HF1 HG1=HD1-HE1+HF1 HH1

Man made catastrophe risk - Marine Platform Explosion Estimated Risk Mitigation Name platformMarine Platform Explosion HA2 HB2 HC2 HD2 HE2 HF2=SUM(HA2:HE2) HG2 HH2 HI2=HF2-HG2+HH2 HJ2

Man made catastrophe risk - Marine Total after diversificationGross Cat Risk Charge Marine HA3=HD1+HF2 HB3=HA3-HC3 HC3Estimated Total Risk Mitigation HA4=HA3-HA5 HB4=HA4-HC4 HC4=HC3-HC5Net Cat Risk Charge Marine HA5=HG1+HI2 HB5=HA5-HC5 HC5

Man made catastrophe risk - Aviation Estimated Risk MitigationGross Cat Risk Charge Aviation IA1 IB1 IC1=IA1+IB1 ID1 IE1 IF1=IC1-ID1+IE1

Man made catastrophe risk - Fire TotalGross Cat Risk Charge Fire JA1Estimated Risk Mitigation JA2Estimated Reinstatement Premiums JA3Net Cat Risk Charge Fire JA4=JA1-JA2+JA3

Man made catastrophe risk - Liability Employers liability Other liability TotalEarned premium last 12 months KA1 KB1 KC1 KD1 KE1 KF1=SUM(KA1:KE1)Largest liability limit provided KA2 KB2 KC2 KD2 KE2Number of claims KA3 KB3 KC3 KD3 KE3

Gross Cat Risk Charge Liability KA4 KB4 KC4 KD4 KE4 KF4=SUM(KA4:KE4)Estimated Risk Mitigation KA5 KB5 KC5 KD5 KE5 KF5=SUM(KA5:KE5)Estimated Reinstatement Premiums KA6 KB6 KC6 KD6 KE6 KF6=SUM(KA6:KE6)Net Cat Risk Charge Liability KA7=KA4-KA5+KA6 KB7=KB4-KB5+KB6 KC7=KC4-KC5+KC6 KD7=KD4-KD5+KD6 KE7=KE4-KE5+KE6 KF7=SUM(KA7:KE7)

Man made catastrophe risk - Liability Total after diversificationGross Cat Risk Charge Liability KA8=KF4 KB8=KA8-KC8 KC8Estimated Total Risk Mitigation KA9=KF5+KF6 KB9=KA9-KC9 KC9=KC8-KC10Net Cat Risk Charge Liability KA10=KF7 KB10=KA10-KC10 KC10

Man made catastrophe risk - Credit & Suretyship - Large Credit Default Largest exposure 1 Largest exposure 2 TotalExposure (individual or group) LA1 LB1 LC1=LA1+LB1Proportion of damage caused by scenario LA2 LB2 LC2=LC3/LC1Gross Cat Risk Charge Credit & Surety - Large Credit Default LA3=LA1 x LA2 LB3=LB1 x LB2 LC3=LA3+LB3Estimated Risk Mitigation LA4 LB4 LC4=LA4+LB4Estimated Reinstatement Premiums LA5 LB5 LC5=LA5+LB5Net Cat Risk Charge Credit & Surety - Large Credit Default LA6=LA3-LA4+LA5 LB6=LB3-LB4+LB5 LC6=LA6+LB6

Man made catastrophe risk - Credit & Suretyship - Recession Risk TotalEarned premium last 12 months LA7 Gross Cat Risk Charge Credit & Suretyship - Recession Risk LA8 Estimated Risk Mitigation LA9Estimated Reinstatement Premiums LA10Net Cat Risk Charge Credit & Suretyship - Recession Risk LA11=LA8-LA9+LA10

Man made catastrophe risk - Credit & Suretyship Total after diversificationGross Cat Risk Charge Credit & Suretyship LA12=LC3+LA8 LB12=LA12-LC12 LC12Estimated Total Risk Mitigation LA13=LA12-LA14 LB13=LB12-LB14 LC13=LC12-LC14Net Cat Risk Charge Credit & Suretyship LA14=LC6+LA11 LB14=LA13-LC14 LC14

Man made catastrophe risk - Other non-life catastrophe risk Total after diversificationEstimation of the gross premiums to be earned MA1 MB1 MC1 MD1 ME1 Gross Cat Risk Charge Other non-life catastrophe risk MA2 MB2 MC2 MD2 ME2 MF2=SUM(MA2:ME2) MG2=MF2-MH2 MH2Estimated Total Risk Mitigation MF3 MG3=MG2-MG4 MH3=MH2-MH4Net Cat Risk Charge Other non-life catastrophe risk MF4 MG4=MF4-MH4 MH4

Health Catastrophe risk - Mass accident

Accidental death Accidental death Permanent disability Permanent disability Disability 10 years Disability 10 years Disability 12 months Disability 12 months Medical treatment Medical treatment

# Policyholders # Policyholders # Policyholders # Policyholders # Policyholders Net Catastrophe Risk ChargeCountry 1 NA1 NB1 NC1 ND1 NE1 NF1 NG1 NH1 NI1 NJ1 NK1 NL1 NM1 NN1=NK1-NL1+NM1 Country 2 NA2 NB2 NC2 ND2 NE2 NF2 NG2 NH2 NI2 NJ2 NK2 NL2 NM2 NN2=NK2-NL2+NM2 Country 3 NA3 NB3 NC3 ND3 NE3 NF3 NG3 NH3 NI3 NJ3 NK3 NL3 NM3 NN3=NK3-NL3+NM3 Country 31 NA31 NB31 NC31 ND31 NE31 NF31 NG31 NH31 NI31 NJ31 NK31 NL31 NM31 NN31=NK31-NL31+NM31 Total Mass accident all countries before diversification NK32=SUM(NK1:NK31) NL32=SUM(NL1:NL31) NM32=SUM(NL1:NL31) NN32=SUM(NN1:NN31)Diversification effect between countries NK33=NK32-NK34 NN33=NN32-NN34Total Mass accident all countries after diversification NK34 NN34

Health Catastrophe risk - Concentration accident

Accidental death Permanent disability Disability 10 years Disability 12 months Medical treatment

Average sum insured Average sum insured Average sum insured Average sum insured Average sum insured Estimated Risk MitigationCountry 1 OA1 OB1 OC1 OD1 OE1 OF1 OG1 OH1 OI1 OJ1=OG1-OH1+OI1 Country 2 OA2 OB2 OC2 OD2 OE2 OF2 OG2 OH2 OI2 OJ2=OG2-OH2+OI2 Country 3 OA3 OB3 OC3 OD3 OE3 OF3 OG3 OH3 OI3 OJ3=OG3-OH3+OI3 Country 20 OA20 OB20 OC20 OD20 OE20 OF20 OG20 OH20 OI20 OJ20=OG20-OH20+OI20 Total Concentration accident all countries before diversification OG21=SUM(OG1:OG20) OH21=SUM(OH1:OH20) OI21=SUM(OI1:OI20) OJ21=SUM(OJ1:OJ20)Diversification effect between countries OG22=OG21-OG18 OJ22=OJ21-OJ18Total Concentration accident all countries after diversification OG18 OJ18

Income protection Income protection Medical expense Medical expense Medical expense Medical expense Medical expense Medical expense Medical expense

Health Catastrophe risk - Pandemic Number of insured people Total pandemic exposure Number of insured people Net Catastrophe Risk ChargeCountry 1 PC1 PD1 PE1 PF1 PG1 PH1 PI1 PJ1 Country 2 PC2 PD2 PE2 PF2 PG2 PH2 PI2 PJ2 Country 3 PC3 PD3 PE3 PF3 PG3 PH3 PI3 PJ3 Country 20 PC20 PD20 PE20 PF20 PG20 PH20 PI20 PJ20 Total Pandemic all countries PA21 PB22 PJ21=SUM(PJ1:PJ20) PK21 PL21 PM21=PJ21-PK21+PL21



Estimation of the gross premiums to be earned

Gross Cat Risk Charge Factor

Gross Catastrophe Risk Charge

Estimated Reinstatement Premiums

Net Catastrophe Risk Charge





















Estimation of the premiums to be earned




Gross Cat Risk Charge Share marine hull in

tanker t

Gross Cat Risk Charge Share marine liability in

tanker t

Gross Cat Risk Charge Share marine oil pollution

liability in tanker tGross Cat Risk Charge Marine Tanker Collision


Net Cat Risk Charge Marine Tanker Collision

Gross Cat Risk Charge Property damage

Gross Cat Risk Charge Removal of wreckage

Gross Cat Risk Charge Loss of production

income

Gross Cat Risk Charge Capping of the well or making the well secure

Gross Cat Risk Charge Liability insurance and reinsurance obligations

Gross Cat Risk Charge Marine Platform Explosion


Net Cat Risk Charge Marine Platform Explosion

Total before diversification

Diversification between type of event

Gross Cat risk Charge Aviation hull

Gross Cat risk Charge Aviation liability

Gross Cat Risk Charge Aviation


Net Cat Risk Charge Aviation

Professional malpractice liability

Directors and officers liability

Non-proportional reinsurance


Diversification between type of cover


Diversification between type of event

MAT other than Marine and Aviation

Non-proportional MAT reinsurance other than

Marine and AviationMiscellaneous financial

loss

Non-proportional Casualty reinsurance other than

General liabilityNon-proportional Credit &

Surety reinsuranceTotal before

diversificationDiversification between groups of obligations

Total value of benefits payable






Estimated Risk Mitigation


Largest known accident risk concentration




Unit claim cost hospitalisation

Expected number of uses hospitalisation

Unit claim cost medical practitioner

Expected number of uses medical practitioner

Unit claim cost no formal medical care

Expected number of uses no formal medical care


Estimated Risk Mitigation


SCR-B3G

Solvency Capital Requirement - Operational riskCell not relevant

Operational risk - basic information

Capital requirement

A1

A2

A3

A5

A6

A7

A8

A9

A10

A12=max(A4, A11)A13 =0.3 * A10 on SCR-B2A

Capital requirement for operational risk charge after capping A14=min(A12, A13)

A15

Capital requirement for operational risk A16= A14 + 0.25*A15

KeyData to be enteredCell not relevantCell calculated by a formulaTotal calculated by a formula

Life gross technical provisions - TP life

Life gross technical provisions unit-linked - TP Life-ul

Non-life gross technical provisions - TP nl

Capital requirement for operation risk based on technical provisions (Opprovisions) A4=0.0045*max(0, (A1-A2))+0.03*max(0, A3)

Earned life gross premiums (previous 12 months) - Earn life

Earned life gross premiums unit-linked (previous 12 months) - Earn life-ul

Earned non-life gross premiums (previous 12 months) - Earn nl

Earned life gross premiums (12 months prior to the previous 12 months) - pEarn life

Earned life gross premiums unit-linked (12 months prior to the previous 12 months) - pEarn life-ul

Earned non-life gross premiums (12 months prior to the previous 12 months) - pEarn nl

Capital requirement for operational risk based on earned premiums (Oppremiums) A11=0.04*(A5-A6) +0.3*A7+max(0, 0.04*(A5-1.2*A8-(A6-1.2*A9)))

+max(0, 0.03*A7-1.2*A10)

Capital requirement for operational risk charge before capping (Op)Percentage of Basic Solvency Capital Requirement (0.3 BSCR)

Expenses incurred in respect of unit linked business (previous 12 months) (Expul)

FormulaCell used more than once in one single template


MCR-B4A

Linear formula component for non-life insurance and reinsurance obligations

Medical expensesIncome protection insurance Workers' compensation insurance Motor vehicle liability insurance and proportional reinsuranceOther motor insurance and proportional reinsuranceMarine, aviation and transport insurance and proportional reinsuranceFire and other damage to property insurance and proportional reinsuranceGeneral liability insurance and proportional reinsuranceCredit and suretyship insurance and proportional reinsuranceLegal expenses insurance and proportional reinsuranceAssistance and its proportional reinsuranceMiscellaneous financial loss insurance and proportional reinsuranceNon-proportional casualty reinsuranceNon-proportional marine, aviation and transport reinsurance Non-proportional property reinsuranceNon-proportional health reinsurance

Linear formula component for life insurance and reinsurance obligations

Obligations with profit participation - guaranteed benefitsObligations with profit participation - future discretionary benefits

Capital at risk for all life (re)insurance obligations

Overall MCR calculation

Minimum Capital Requirement (except for composite undertakings)

MCRNL Result

MCRL Result

Index-linked and unit-linked insurance obligations Other life (re)insurance and health obligations

Linear MCR

MCR capMCR floorCombined MCRAbsolute floor of the MCR

Minimum Capital Requirement

SCR with add-on

MCR components Background informationLinear formula component for non-life insurance and reinsurance obligations

A1

B2 C2B3 C3B4 C4B5 C5B6 C6

Marine, aviation and transport insurance and proportional reinsurance B7 C7Fire and other damage to property insurance and proportional reinsurance B8 C8

B9 C9B10 C10B11 C11B12 C12B13 C13B14 C14B15 C15B16 C16B17 C17

Linear formula component for life insurance and reinsurance obligations

A18

Capital at risk

B19B20B21B22

C23

(except for composite undertakings)Cell not relevant



Net (of reinsurance) best estimate

provisions

Net (of reinsurance) written premiums in the

last 12 months


provisions

A24=A1+A18A25A26A27

A28=min(max(A24,A27),A26)

A29

A30=max(A28,A29)

Formula

MCR-B4B

Minimum capital Requirement - Composite undertakings

Linear formula component for non-life insurance or reinsurance obligations

Medical expense insurance and proportional reinsurance Income protection insurance and proportional reinsurance Workers' compensation insurance and proportional reinsurance Motor vehicle liability insurance and proportional reinsuranceOther motor insurance and proportional reinsuranceMarine, aviation and transport insurance and proportional reinsuranceFire and other damage to property insurance and proportional reinsuranceGeneral liability insurance and proportional reinsuranceCredit and suretyship insurance and proportional reinsuranceLegal expenses insurance and proportional reinsuranceAssistance and its proportional reinsuranceMiscellaneous financial loss insurance and proportional reinsuranceNon-proportional casualty reinsuranceNon-proportional property reinsuranceNon-proportional marine, aviation and transport reinsurance Non-proportional health reinsurance

Linear formula component for life insurance or reinsurance obligations

Obligations with profit participation - guaranteed benefitsObligations with profit participation - future discretionary benefitsIndex-linked and unit-linked obligations Other life (re)insurance obligationsCapital at risk for all life (re)insurance obligations

Overall MCR calculationLinear MCR A24=B1+C1+B18+C18

A25MCR cap A26MCR floor A27Combined MCR A28=min(max(A24,A27),A26)

A29

MCR A30=max(A28,A29)

Notional non-life and life MCR calculationNotional linear MCR

Notional MCR capNotional MCR floorNotional Combined MCRAbsolute floor of the notional MCRNotional MCR

SCR with add-on

Absolute floor of the MCR

Notional SCR with add-on (annual or latest calculation)


MCR components Background informationNon-life activities Life activities Non-life activities

B1 C1

D2 E2D3 E3D4 E4D5 E5D6 E6D7 E7D8 E8D9 E9

D10 E10D11 E11D12 E12D13 E13D14 E14D15 E15D16 E16D17 E17

Non-life activities Life activities Non-life activities

B18 C18

D19D20D21D22

E23


template


MCR(NL,NL) Result MCR(NL,L)Result


provisions

Net (of reinsurance)

written premiums in the last 12 months

MCR(L,NL) Result MCR(L,L) Result


provisions

Net (of reinsurance) capital at risk

Non-life activities Life activitiesB32 C32B33 C33B34 C34B35 C35B36 C36B37 C37B38 C38

Background informationLife activities

F2 G2F3 G3F4 G4F5 G5F6 G6F7 G7F8 G8F9 G9

F10 G10F11 G11F12 G12F13 G13F14 G14F15 G15F16 G16F17 G17

Life activities

F19F20F21F22

G23

Net (of reinsurance) best

estimate provisions

Net (of reinsurance)

written premiums in the last 12

months

Net (of reinsurance) best

estimate provisions

Net (of reinsurance) capital at risk

Assets - D1S


D1S

Structured products Data - Portfolio list Cell not relevant Formula

Identification section Categorisation section Data sectionID Code Collateral Collateral type Attachment point

Cell Number A1 A2 A3 A4 A5 A6 A8 A15 A16 A9 A10 A12 A13 A14



Type of structured

product

Capital protection

Underlying security / index /

portfolio

Callable or Putable

Synthetic structured

product (Y/N)

Prepayment structured

product (Y/N)

Fixed Annual Return

Variable Annual Return

Loss given default

Detachment point

Assets - D3


D3

Return on investment assets (by asset category) Formula

Identification section Profitability sectionPortfolio Asset category Dividends Rent Net gains and losses

Cell Number A1 A3 A4 A6 A8 A15

Cell not relevant



Asset held in unit linked and index

linked funds (Y/N)

Assets - D4


D4

Investment funds (look-through approach) Cell not relevant Formula

Identification section Data sectionID Code ID Code type Fund number Underlying asset category Total amount

Cell Number A1 A2 A3 A4 A5 A6 A7



Geographical zone of issue

Currency - Local or foreign

Assets - D5


D5

Securities lending and repos Cell not relevant Formula

Identification section Data sectionPortfolio Fund number Asset category Counterparty ID Collateral type Near leg amount Far leg amount Start date Maturity date SII Value

Cell Number A1 A2 A3 A4 A5 A6 A7 A8 A9 A10 A12 A13 A14



Asset held in unit linked and index

linked funds (Y/N)

Type of repo / securities lending

Buyer or seller / Lender or borrower

D6

Assets held as collateral Cell not relevant Formula

Identification section (on the collateral) Categorisation section (on the collateral) Data section (on the collateral) Information on the asset for which collateral is heldID Code ID Code type Security Title Issuer Name Issuer Sector CIC Quantity Unit SII price Total SII amount Maturity date Accrued interest Type of asset

Cell Number A2 A3 A4 A5 A6 A7 A8 A9 A10 A12 A19 A20 A21 A24 A25 A26 A27 A28



Issuer Group (Code)

Issuer Country

Country of custody

Currency (ISO code)

Valuation method SII

Name of debtor pledging the collateral

Group of debtor pledging the

collateral (code)

A22=A19*A20+A25

TP - F1


F1

Life and Health SLT Technical Provisions (Annual) Cell not relevant Formula

Index-linked and unit-linked insurance Other life insurance Accepted reinsurance

Health insurance (direct business)

Total (Health similar to life insurance)

Technical provisions calculated as a whole (Replicable portfolio) A1 A3 A5 A6 A7=A7A+A7B+A7C A9=A1+A3+A5+A6+A7 A10 A12 A13 A14=A10+A12+A13

Of which WP A7AOf which UL A7B

Technical provisions calculated as a sum of BE and RM (Non-Replicable portfolio) Of which OL A7C

Best Estimate Gross B1 B2 B3 B4 B5 B6 B7 B9=SOMME(B1:B7) B10 B11 B12 B13 B14=SOMME(B10:B13)

CA1=CB1+CC1+CD1 CA2=CB2+CC2+CD2 CA6=CB6+CC6+CD6 CA7=CB7+CC7+CD7 CA9=SOMME(CA1:CA7) CA13=CB13+CC13+CD13 CA14=SOMME(CA10:CA13)

CB1 CB2 CB3 CB4 CB5 CB6 CB7 CB9=SOMME(CB1:CB7) CB10 CB11 CB12 CB13 CB14=SOMME(CB10:CB13) Recoverables from SPV before adjustment for expected losses CC1 CC2 CC3 CC4 CC5 CC6 CC7 CC9=SOMME(CC1:CC7) CC10 CC11 CC12 CC13 CC14=SOMME(CC10:CC13) Recoverables from Finite Reinsurance before adjustment for expected losses CD1 CD2 CD3 CD4 CD5 CD6 CD7 CD9=SOMME(CD1:CD7) CD10 CD11 CD12 CD13 CD14=SOMME(CD10:CD13)

C1 C2 C3 C4 C5 C6 C7 C9=SOMME(C1:C7) C10 C11 C12 C13 C14=SOMME(C10:C13)Best estimate minus recoverables from reinsurance and SPV - total D1=B1-C1 D2=B2-C2 D3=B3-C3 D4=B4-C4 D5=B5-C5 D6=B6-C6 D7=B7-C7 D9=SOMME(D1:D7) D10=B10-C10 D11=B11-C11 D12=B12-C12 D13=B13-C13 D14=SOMME(D10:D13)

Risk Margin E1 E2 E4 E6 E7 E9=E1+E2+E4+E6+E7 E10 E12 E13 E14=E10+E12+E13

Technical provisions - total F1=A1+B1+E1 F2=A3+B2+B3+E2 F4=A5+B4+B5+E4 F6=A6+B6+E6 F7=A7+B7+E7 F9=SOMME(F1:F7) F10=A10+B10+B11+E10 F12=A12+B12+E12 F13=A13+B13+E13 F14=SOMME(F10:F13)

Technical provisions minus recoverables from reinsurance and SPV - total FB1=F1-C1 FB2=F2-C2-C3 FB4=F4-C4-C5 FB6=F6-C6 FB9=SOMME(FB1:FB7) FB10=F10-C10-C11 FB12=F12-C12 FB13=F13-C13 FB14=SOMME(FB10:FB13) Of which WP FB7A

Of which UL FB7BOf which OL FB7C

Best Estimate of products with a surrender option IA1 IA2 IA4 IA6 IA9=IA1+IA2+IA4+IA6 IA10 IA12 IA14=IA10+IA12

ADDITIONAL INFORMATION Gross BE for different countries Home J1 J2 J4 J6 J7 J9=J1+J2+J4+J6+J7 J10 J12 J13 J14=J10+J12+J13AT JA1 JA2 JA4 JA6 JA7 JA9=JA1+JA2+JA4+JA6+JA7 JA10 JA12 JA13 JA14=JA10+JA12+JA13BE JB1 JB2 JB4 JB6 JB7 JB9=JB1+JB2+JB4+JB6+JB7 JB10 JB12 JB13 JB14=JB10+JB12+JB13CZ JC1 JC2 JC4 JC6 JC7 JC9=JC1+JC2+JC4+JC6+JC7 JC10 JC12 JC13 JC14=JC10+JC12+JC13… JD1 JD2 JD4 JD6 JD7 JD9=JD1+JD2+JD4+JD6+JD7 JD10 JD12 JD13 JD14=JD10+JD12+JD13

JE1 JE2 JE4 JE6 JE7 JE9=JE1+JE2+JE4+JE6+JE7 JE10 JE12 JE13 JE14=JE10+JE12+JE13US JF1 JF2 JF4 JF6 JF7 JF9=JF1+JF2+JF4+JF6+JF7 JF10 JF12 JF13 JF14=JF10+JF12+JF13CA JG1 JG2 JG4 JG6 JG7 JG9=JG1+JG2+JG4+JG6+JG7 JG10 JG12 JG13 JG14=JG10+JG12+JG13AU JH1 JH2 JH4 JH6 JH7 JH9=JH1+JH2+JH4+JH6+JH7 JH10 JH12 JH13 JH14=JH10+JH12+JH13CH JI1 JI2 JI4 JI6 JI7 JI9=JI1+JI2+JI4+JI6+JI7 JI10 JI12 JI13 JI14=JI10+JI12+JI13JP JJ1 JJ2 JJ4 JJ6 JJ7 JJ9=JJ1+JJ2+JJ4+JJ6+JJ7 JJ10 JJ12 JJ13 JJ14=JJ10+JJ12+JJ13… JK1 JK2 JK4 JK6 JK7 JK9=JK1+JK2+JK4+JK6+JK7 JK10 JK12 JK13 JK14=JK10+JK12+JK13

JL1 JL2 JL4 JL6 JL7 JL9=JL1+JL2+JL4+JL6+JL7 JL10 JL12 JL13 JL14=JL10+JL12+JL13

Gross BE for Cash flow

Cash out-flows Future guaranteed benefits BA1

BA2 BA4 BA6 BA7 BA10 BA12 BA13 Future discretionary benefits BB1 Future expenses and other cash out-flows BC1 BC2 BC4 BC6 BC7 BC9=BC1+BC2+BC4+BC6+BC7 BC10 BC12 BC13 BC14=BC10+BC12+BC13

Cash in-flows Future premiums BD1 BD2 BD4 BD6 BD7 BD9=BD1+BD2+BD4+BD6+BD7 BD10 BD12 BD13 BD14=BD10+BD12+BD13

Other cash in-flows BF1 BF2 BF4 BF6 BF7 BF9=BF1+BF2+BF4+BF6+BF7 BF10 BF12 BF13 BF14=BF10+BF12+BF13

Amount of gross TP calculated using simplified methods O1 O2 O4 O6 O7 O10 O12 O13

Total amount of surrenders P1 P2 P4 P6 P7 P9=P1+P2+P4+P6+P7 P10 P12 P13 P14=P10+P12+P13

Additional information in case of use of discount rates other than risk free rates Q1 Q2 Q4 Q6 Q7 Q9=Q1+Q2+Q4+Q6+Q7 Q10 Q12 Q13 Q14+Q10+Q12+Q13(to be further developed when L2 decided)



Insurance with profit participation

Annuities stemming from non-life insurance

contracts and relating to insurance obligation other

than health insurance obligations

Total (Life other than health insurance, incl. Unit-Linked)

Annuities stemming from non-life

insurance contracts and relating to health insurance obligations

Health reinsurance (reinsurance accepted)

Contracts without options and guarantees

Contracts with options and guarantees





Total recoverables from reinsurance and SPV before the adjustment for expected losses due to counterparty default

CA3=CB3+CC3+CD3

CA4=CB4+CC4+CD4

CA5=CB5+CC5+CD5

CA10=CB10+CC10+CD10

CA11=CB11+CC11+CD11

CA12=CB12+CC12+CD12

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses

Total Recoverables from reinsurance and SPV after the adjustment for expected losses due to counterparty default

FB7=F7-C7=FB7A+FB7B+FB7C

other EEA (sum of not material countries)

other non-EEA (sum of not material countries)

TP - F2


F2

Projection of future cash flows (Best Estimate - Life) Formula

Insurance with profit participation Index linked and unit-linked insurance Other life insurance Annuities stemming from non-life contracts Accepted reinsurance Health insurance Health reinsurance

Gross Gross Gross Gross Gross GrossCash out-flows Cash in-flows Cash out-flows Cash in-flows Cash out-flows Cash in-flows Cash out-flows Cash in-flows Cash out-flows Cash in-flows Cash out-flows Cash in-flows Cash out-flows Cash in-flows

Future premiums

1 A1 C1 D1 F1 AU1 CU1 DU1 FU1 I1 J1 K1 L1 M1 N1 O1 P1 Q1 R1 S1 T1 U1 CH1 DH1 FH1 V1 X1 Y1 Z1 GH12 A2 C2 D2 F2 AU2 CU2 DU2 FU2 I2 J2 K2 L2 M2 N2 O2 P2 Q2 R2 S2 T2 U2 CH2 DH2 FH2 V2 X2 Y2 Z2 GH23 A3 C3 D3 F3 AU3 CU3 DU3 FU3 I3 J3 K3 L3 M3 N3 O3 P3 Q3 R3 S3 T3 U3 CH3 DH3 FH3 V3 X3 Y3 Z3 GH34 A4 C4 D4 F4 AU4 CU4 DU4 FU4 I4 J4 K4 L4 M4 N4 O4 P4 Q4 R4 S4 T4 U4 CH4 DH4 FH4 V4 X4 Y4 Z4 GH45 A5 C5 D5 F5 AU5 CU5 DU5 FU5 I5 J5 K5 L5 M5 N5 O5 P5 Q5 R5 S5 T5 U5 CH5 DH5 FH5 V5 X5 Y5 Z5 GH56 A6 C6 D6 F6 AU6 CU6 DU6 FU6 I6 J6 K6 L6 M6 N6 O6 P6 Q6 R6 S6 T6 U6 CH6 DH6 FH6 V6 X6 Y6 Z6 GH67 A7 C7 D7 F7 AU7 CU7 DU7 FU7 I7 J7 K7 L7 M7 N7 O7 P7 Q7 R7 S7 T7 U7 CH7 DH7 FH7 V7 X7 Y7 Z7 GH78 A8 C8 D8 F8 AU8 CU8 DU8 FU8 I8 J8 K8 L8 M8 N8 O8 P8 Q8 R8 S8 T8 U8 CH8 DH8 FH8 V8 X8 Y8 Z8 GH89 A9 C9 D9 F9 AU9 CU9 DU9 FU9 I9 J9 K9 L9 M9 N9 O9 P9 Q9 R9 S9 T9 U9 CH9 DH9 FH9 V9 X9 Y9 Z9 GH910 A10 C10 D10 F10 AU10 CU10 DU10 FU10 I10 J10 K10 L10 M10 N10 O10 P10 Q10 R10 S10 T10 U10 CH10 DH10 FH10 V10 X10 Y10 Z10 GH1011 A11 C11 D11 F11 AU11 CU11 DU11 FU11 I11 J11 K11 L11 M11 N11 O11 P11 Q11 R11 S11 T11 U11 CH11 DH11 FH11 V11 X11 Y11 Z11 GH1112 A12 C12 D12 F12 AU12 CU12 DU12 FU12 I12 J12 K12 L12 M12 N12 O12 P12 Q12 R12 S12 T12 U12 CH12 DH12 FH12 V12 X12 Y12 Z12 GH1213 A13 C13 D13 F13 AU13 CU13 DU13 FU13 I13 J13 K13 L13 M13 N13 O13 P13 Q13 R13 S13 T13 U13 CH13 DH13 FH13 V13 X13 Y13 Z13 GH1314 A14 C14 D14 F14 AU14 CU14 DU14 FU14 I14 J14 K14 L14 M14 N14 O14 P14 Q14 R14 S14 T14 U14 CH14 DH14 FH14 V14 X14 Y14 Z14 GH1415 A15 C15 D15 F15 AU15 CU15 DU15 FU15 I15 J15 K15 L15 M15 N15 O15 P15 Q15 R15 S15 T15 U15 CH15 DH15 FH15 V15 X15 Y15 Z15 GH1516 A16 C16 D16 F16 AU16 CU16 DU16 FU16 I16 J16 K16 L16 M16 N16 O16 P16 Q16 R16 S16 T16 U16 CH16 DH16 FH16 V16 X16 Y16 Z16 GH1617 A17 C17 D17 F17 AU17 CU17 DU17 FU17 I17 J17 K17 L17 M17 N17 O17 P17 Q17 R17 S17 T17 U17 CH17 DH17 FH17 V17 X17 Y17 Z17 GH1718 A18 C18 D18 F18 AU18 CU18 DU18 FU18 I18 J18 K18 L18 M18 N18 O18 P18 Q18 R18 S18 T18 U18 CH18 DH18 FH18 V18 X18 Y18 Z18 GH1819 A19 C19 D19 F19 AU19 CU19 DU19 FU19 I19 J19 K19 L19 M19 N19 O19 P19 Q19 R19 S19 T19 U19 CH19 DH19 FH19 V19 X19 Y19 Z19 GH1920 A20 C20 D20 F20 AU20 CU20 DU20 FU20 I20 J20 K20 L20 M20 N20 O20 P20 Q20 R20 S20 T20 U20 CH20 DH20 FH20 V20 X20 Y20 Z20 GH2021 A21 C21 D21 F21 AU21 CU21 DU21 FU21 I21 J21 K21 L21 M21 N21 O21 P21 Q21 R21 S21 T21 U21 CH21 DH21 FH21 V21 X21 Y21 Z21 GH2122 A22 C22 D22 F22 AU22 CU22 DU22 FU22 I22 J22 K22 L22 M22 N22 O22 P22 Q22 R22 S22 T22 U22 CH22 DH22 FH22 V22 X22 Y22 Z22 GH2223 A23 C23 D23 F23 AU23 CU23 DU23 FU23 I23 J23 K23 L23 M23 N23 O23 P23 Q23 R23 S23 T23 U23 CH23 DH23 FH23 V23 X23 Y23 Z23 GH2324 A24 C24 D24 F24 AU24 CU24 DU24 FU24 I24 J24 K24 L24 M24 N24 O24 P24 Q24 R24 S24 T24 U24 CH24 DH24 FH24 V24 X24 Y24 Z24 GH2425 A25 C25 D25 F25 AU25 CU25 DU25 FU25 I25 J25 K25 L25 M25 N25 O25 P25 Q25 R25 S25 T25 U25 CH25 DH25 FH25 V25 X25 Y25 Z25 GH2526 A26 C26 D26 F26 AU26 CU26 DU26 FU26 I26 J26 K26 L26 M26 N26 O26 P26 Q26 R26 S26 T26 U26 CH26 DH26 FH26 V26 X26 Y26 Z26 GH2627 A27 C27 D27 F27 AU27 CU27 DU27 FU27 I27 J27 K27 L27 M27 N27 O27 P27 Q27 R27 S27 T27 U27 CH27 DH27 FH27 V27 X27 Y27 Z27 GH2728 A28 C28 D28 F28 AU28 CU28 DU28 FU28 I28 J28 K28 L28 M28 N28 O28 P28 Q28 R28 S28 T28 U28 CH28 DH28 FH28 V28 X28 Y28 Z28 GH2829 A29 C29 D29 F29 AU29 CU29 DU29 FU29 I29 J29 K29 L29 M29 N29 O29 P29 Q29 R29 S29 T29 U29 CH29 DH29 FH29 V29 X29 Y29 Z29 GH2930 A30 C30 D30 F30 AU30 CU30 DU30 FU30 I30 J30 K30 L30 M30 N30 O30 P30 Q30 R30 S30 T30 U30 CH30 DH30 FH30 V30 X30 Y30 Z30 GH30

31-40 A33 C33 D33 F33 AU33 CU33 DU33 FU33 I33 J33 K33 L33 M33 N33 O33 P33 Q33 R33 S33 T33 U33 CH33 DH33 FH33 V33 X33 Y33 Z33 GH3341-50 A34 C34 D34 F34 AU34 CU34 DU34 FU34 I34 J34 K34 L34 M34 N34 O34 P34 Q34 R34 S34 T34 U34 CH34 DH34 FH34 V34 X34 Y34 Z34 GH34

51 & after A35 C35 D35 F35 AU35 CU35 DU35 FU35 I35 J35 K35 L35 M35 N35 O35 P35 Q35 R35 S35 T35 U35 CH35 DH35 FH35 V35 X35 Y35 Z35 GH35

Cell not relevant



Year (projection of undiscounted

expected cash-flows)

Total recoverable

from reinsurance

(after the adjustment)

Gross

Future Benefits

Future expenses and

other cash out-flows

Future premiums

Other cash in-flows

Future Benefits

Future expenses and other cash

out-flowsOther cash

in-flowsFuture

Benefits

Future expenses and


Future premiums

Other cash in-flows

Future Benefits

Future expenses and


Future premiums

Other cash in-flows

Future Benefits

Future expenses and


Future premiums

Other cash in-flows

Future Benefits

Future expenses and


Future premiums

Other cash in-flows

Future Benefits

Future expenses and


Future premiums

Other cash in-flows

TP - F3


F3

Life obligations analysis Formula

Identification and classification Stock and Movements Best Estimate and guarantees

ID code Line of Business Type of product Type of premium Country

A1 A1A A2A A2B A2C A3 A4 A5 A6 A7 A8 A9 A10 A15 A20 A21 A24 A26 A30 A41

Legend Scope

Cell not relevant



Product denomination

Number of HRGs in products

Are HRG common to other products? (Y/N)

Ring fenced fund or other internal funds (ID

of fund or Not Ring-fenced)

Product still commercialized ? (Y/N) Product

classification ID (harmonized

code)

Number of contracts at the end of the year

Number of new contracts during year

Total amount of premiums

written during the year

Total amount of claims paid during year

Best Estimate (by HRG - merger of

different cells)

Capital-at-risk (by HRG - merger of

different cells)

Surrender value (where available) (by HRG - merger of different cells)

Annualized guaranteed rate (by

HRG - merger of different cells)

Use of financial instrument for

replication ? (Y/N)

Blue reflects requirements of reporting for financial stability

Solo undertakings above the threshold and not belonging to

groups with FS deadlines

F3A

Only for Variable Annuities - Description of guarantees by product Cell not relevant Formula

Identification Description of guarantees Detail of GMDB guarantees Detail of GMAB guarantees Detail of GMIB guarantees Detail of GMWB guarantees

Entity General Description Cover Term Present? Level Description Present? Level Description Present? Level Description Present? Level Description

A1 A2=A1(F3) A3 A4 A5 A6 A7 A8 A9 A10 A11 A12 A13 A14 A15 A16



Product Denomination

F3B

Only for Variable Annuities - Hedging of guarantees Formula

Identification Hedging Results

Other hedged risks

A1=A1(F3)=A2(F3A) A2 A3 A4 A5 A6 A7 A8 A9 A10

Cell not relevant



Product Denomination

Type of strategy

Delta hedged

Rho hedged

Gamma hedged

Vega hedged

FX hedged

Economic result without hedging

Economic result with hedging

TP - F4

document.xlsx 72 05/06/2023

F4

Information on annuities stemming from Non-Life Insurance obligationsCell not relevant Formula

The related non-life line of business A00Currency: A01

Reporting Year A02Accident year / Underwriting year: A03

Year

A0 A1 A2 A3 A4 A5

Prior years

N-14N-13N-12N-11N-10N-9N-8 N-7N-6N-5N-4N-3N-2N-1N

SUM

The average technical rate in year N B1

The average duration of the obligations C1

The weighted average age of the beneficiaries D1


template


Undiscounted annuity claims

provisions at the start of year N


provisions set up during year N

Annuity payments paid during year N


provisions at the end of year N

Number of annuities obligations at the

end of year N

Best Estimate for annuity claims

provisions at the end of year N (discounted

basis)

Test for under / over reserving

(A6) = (A0+A1-A2)-(A3)

TP - E1


E1 - Non-Life Technical Provisions (annual) Cell not relevant Formula

Segmentation for:

Total Non-Life obligation

Direct business and accepted proportional reinsurance accepted non-proportional reinsurance:

Technical provisions calculated as a whole (REPL.) A1=A2+A3 B1=B2+B3 C1=C2+C3 D1=D2+D3 E1=E2+E3 F1=F2+F3 G1=G2+G3 H1=H2+H3 I1=I2+I3 J1=J2+J3 K1=K2+K3 L1=L2+L3 M1=M4 N1=N4 O1=O4 P1=P4 Q1=SOMMA(A1:P1)Direct business A2 B2 C2 D2 E2 F2 G2 H2 I2 J2 K2 L2 Q2=SOMMA(A2:L2)Accepted proportional reinsurance business A3 B3 C3 D3 E3 F3 G3 H3 I3 J3 K3 L3 Q3=SOMMA(A3:L3)Accepted non-proportional reinsurance M4 N4 O4 P4 Q4=SOMMA(M4:P4)

Technical provisions calculated as a sum of BE and RM (NON-REPL.)Best estimatePremium provisionsGross - direct business A5 B5 C5 D5 E5 F5 G5 H5 I5 J5 K5 L5 Q5=SOMMA(A5:L5)Gross - accepted proportional reinsurance business A6 B6 C6 D6 E6 F6 G6 H6 I6 J6 K6 L6 Q6=SOMMA(A6:L6)

Gross - accepted non-proportional reinsurance business M7 N7 O7 P7 Q7=SOMMA(M7:P7)

A8=A9+A10+A11 B8=B9+B10+B11 C8=C9+C10+C11 D8=D9+D10+D11 E8=E9+E10+E11 F8=F9+F10+F11 G8=G9+G10+G11 H8=H9+H10+H11 I8=I9+I10+I11 J8=J9+J10+J11 K8=K9+K10+K11 L8=L9+L10+L11 M8=M9+M10+M11 N8=N9+N10+N11 O8=O9+O10+O11 P8=P9+P10+P11 Q8=SOMMA(A8:P8) Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses A9 B9 C9 D9 E9 F9 G9 H9 I9 J9 K9 L9 M9 N9 O9 P9 Q9=SOMMA(A9:P9)

Recoverables from SPV before adjustment for expected losses A10 B10 C10 D10 E10 F10 G10 H10 I10 J10 K10 L10 M10 N10 O10 P10 Q10=SOMMA(A10:P10)

Recoverables from Finite Reinsurance before adjustment for expected losses A11 B11 C11 D11 E11 F11 G11 H11 I11 J11 K11 L11 M11 N11 O11 P11 Q11=SOMMA(A11:P11)

A12 B12 C12 D12 E12 F12 G12 H12 I12 J12 K12 L12 M12 N12 O12 P12 Q12=SOMMA(A12:P12)Net Best Estimate of Premium Provisions A13=A5+A6-A12 B13=B5+B6-B12 C13=C5+C6-C12 D13=D5+D6-D12 E13=E5+E6-E12 F13=F5+F6-F12 G13=G5+G6-G12 H13=H5+H6-H12 I13=I5+I6-I12 J13=J5+J6-J12 K13=K5+K6-K12 L13=L5+L6-L12 M13=M7-M12 N13=N7-N12 O13=O7-O12 P13=P7-P12 Q13=SOMMA(A13:P13)

Claims provisionsGross - direct business A14 B14 C14 D14 E14 F14 G14 H14 I14 J14 K14 L14 Q14=SOMMA(A14:L14)

Gross - accepted proportional reinsurance business A15 B15 C15 D15 E15 F15 G15 H15 I15 J15 K15 L15 Q15=SOMMA(A15:L15)Gross - accepted non-proportional reinsurance business M16 N16 O16 P16 Q16=SOMMA(M16:P16)

A17=A18+A19+A20 B17=B18+B19+B20 C17=C18+C19+C20 D17=D18+D19+D20 E17=E18+E19+E20 F17=F18+F19+F20 G17=G18+G19+G20 H17=H18+H19+H20 I17=I18+I19+I20 J17=J18+J19+J20 K17=K18+K19+K20 L17=L18+L19+L20 M17=M18+M19+M20 N17=N18+N19+N20 O17=O18+O19+O20 P17=P18+P19+P20 Q17=SOMMA(A17:P17)

Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected losses A18 B18 C18 D18 E18 F18 G18 H18 I18 J18 K18 L18 M18 N18 O18 P18 Q18=SOMMA(A18:P18)

Recoverables from SPV before adjustment for expected losses A19 B19 C19 D19 E19 F19 G19 H19 I19 J19 K19 L19 M19 N19 O19 P19 Q19=SOMMA(A19:P19) Recoverables from Finite Reinsurance before adjustment for expected losses A20 B20 C20 D20 E20 F20 G20 H20 I20 J20 K20 L20 M20 N20 O20 P20 Q20=SOMMA(A20:P20)

A21 B21 C21 D21 E21 F21 G21 H21 I21 J21 K21 L21 M21 N21 O21 P21 Q21=SOMMA(A21:P21)

Net Best Estimate of Claims Provisions A22=A14+A15-A21 B22=B14+B15-B21 C22=C14+C15-C21 D22=D14+D15-D21 E22=E14+E15-E21 F22=F14+F15-F21 G22=G14+G15-G21 H22=H14+H15-H21 I22=I14+I15-I21 J22=J14+J15-J21 K22=K14+K15-K21 L22=L14+L15-L21 M22=M16-M21 N22=N16-N21 O21=O16-O21 P22=P16-P21 Q22=SOMMA(A22:P22)

Total Best estimate - gross A23=A5+A6+A14+A15 B23=B5+B6+B14+B15 C23=C5+C6+C14+C15 D23=D5+D6+D14+D15 E23=E5+E6+E14+E15 F23=F5+F6+F14+F15 G23=G5+G6+G14+G15 H23=H5+H6+H14+H15 I23=I5+I6+I14+I15 J23=J5+J6+J14+J15 K23=K5+K6+K14+K15 L23=L5+L6+L14+L15 M23=M7+M16 N23=N7+N16 O23=O7+O16 P23=P7+P16 Q23=SOMMA(A23:P23)

Total Best estimate - net A24=A13+A22 B24=B13+B22 C24=C13+C22 D24=D13+D22 E24=E13+E22 F24=F13+F22 G24=G13+G22 H24=H13+H22 I24=I13+I22 J24=J13+J22 K24=K13+K22 L24=L13+L22 M24=M13+M22 N24=N13+N22 O24=O13+O22 P24=P13+P22 Q24=SOMMA(A24:P24)

Risk margin A25 B25 C25 D25 E25 F25 G25 H25 I25 J25 K25 L25 M25 N25 O25 P25 Q25=SOMMA(A25:P25)

Technical provisions - totalTechnical provisions - total A26=A1+A23+A25 B26=B1+B23+B25 C26=C1+C23+C25 D26=D1+D23+D25 E26=E1+E23+E25 F26=F1+F23+F25 G26=G1+G23+G25 H26=H1+H23+H25 I26=I1+I23+I25 J26=J1+J23+J25 K26=K1+K23+K25 L26=L1+L23+L25 M26=M1+M23+M25 N26=N1+N23+N25 O26=O1+O23+O25 P26=P1+P23+P25 Q26=SOMMA(A26:P26)

A27=A12+A21 B27=B12+B21 C27=C12+C21 D27=D12+D21 E27=E12+E21 F27=F12+F21 G27=G12+G21 H27=H12+H21 I27=I12+I21 J27=J12+J21 K27=K12+K21 L27=L12+L21 M27=M12+M21 N27=N12+N21 O27=O12+O21 P27=P12+P21 Q27=SOMMA(A27:P27)

Technical provisions minus recoverables from reinsurance and SPV - total A28=A1+A24+A25 B28=B1+B24+B25 C28=C1+C24+C25 D28=D1+D24+D25 E28=E1+E24+E25 F28=F1+F24+F25 G28=G1+G24+G25 H28=H1+H24+H25 I28=I1+I24+I25 J28=J1+J24+J25 K28=K1+K24+K25 L28=L1+L24+L25 M28=M1+M24+M25 N28=N1+N24+N25 O28=O1+O24+O25 P28=P1+P24+P25 Q28=SOMMA(A28:P28)

ADDITIONAL INFORMATION:

Additional information in case of use of discount rates other than risk-free rates (to be further developed) A29 B29 C29 D29 E29 F29 G29 H29 I29 J29 K29 L29 M29 N29 O29 P29

Line of Business (LoB): further segmentation (Homogeneous Risk Groups - HRG)a) Premium provisionsfurther segmentation into homogeneous risk groups (Y/N) A30 B30 C30 D30 E30 F30 G30 H30 I30 J30 K30 L30 M30 N30 O30 P30

If yes, specify total number of homogenious risk groups (HRGs) A31 B31 C31 D31 E31 F31 G31 H31 I31 J31 K31 L31 M31 N31 O31 P31

b) Claims provisionsfurther segmentation into homogeneous risk groups (Y/N) A32 B32 C32 D32 E32 F32 G32 H32 I32 J32 K32 L32 M32 N32 O32 P32

If yes, specify total number of homogenious risk groups (HRGs) A33 B33 C33 D33 E33 F33 G33 H33 I33 J33 K33 L33 M33 N33 O33 P33

Best estimate of Premium Provisions (Gross)

Cash out-flowsFuture benefits and claims A34 B34 C34 D34 E34 F34 G34 H34 I34 J34 K34 L34 M34 N34 O34 P34 Q34=SOMMA(A34:P34)

Future expenses and other cash-out flows A35 B35 C35 D35 E35 F35 G35 H35 I35 J35 K35 L35 M35 N35 O35 P35 Q35=SOMMA(A35:P35)

Cash in-flows Future premiums A36 B36 C36 D36 E36 F36 G36 H36 I36 J36 K36 L36 M36 N36 O36 P36 Q36=SOMMA(A36:P36)

Other cash-in flows (incl. Recoverable from salvages and subrogations) A37 B37 C37 D37 E37 F37 G37 H37 I37 J37 K37 L37 M37 N37 O37 P37 Q37=SOMMA(A37:P37)

Best estimate of Claims Provisions (Gross)

Cash out-flows Future benefits and claims A38 B38 C38 D38 E38 F38 G38 H38 I38 J38 K38 L38 M38 N38 O38 P38 Q38=SOMMA(A38:P38)

Future expenses and other cash-out flows A39 B39 C39 D39 E39 F39 G39 H39 I39 J39 K39 L39 M39 N39 O39 P39 Q39=SOMMA(A39:P39)

Cash in-flows Future premiums A40 B40 C40 D40 E40 F40 G40 H40 I40 J40 K40 L40 M40 N40 O40 P40 Q40=SOMMA(A40:P40)

Other cash-in flows (incl. Recoverable from salvages and subrogations) A41 B41 C41 D41 E41 F41 G41 H41 I41 J41 K41 L41 M41 N41 O41 P41 Q41=SOMMA(A41:P41)

Use of simplified methods and techniques to calculate technical provisionsAmount of gross TP calculated using simplified methods A42 B42 C42 D42 E42 F42 G42 H42 I42 J42 K42 L42 M42 N42 O42 P42 Q42=SOMMA(A42:P42)

Gross Best estimate for different countriesHome A43 B43 C43 D43 E43 F43 G43 H43 I43 J43 K43 L43 Q43=SOMMA(A43:L43)

AT A44 B44 C44 D44 E44 F44 G44 H44 I44 J44 K44 L44 Q44=SOMMA(A44:L44)

BE A45 B45 C45 D45 E45 F45 G45 H45 I45 J45 K45 L45 Q45=SOMMA(A45:L45)

CZ A46 B46 C46 D46 E46 F46 G46 H46 I46 J46 K46 L46 Q46=SOMMA(A46:L46)

… A47 B47 C47 D47 E47 F47 G47 H47 I47 J47 K47 L47 Q47=SOMMA(A47:L47)

other EEA (sum of not material countries) A48 B48 C48 D48 E48 F48 G48 H48 I48 J48 K48 L48 Q48=SOMMA(A48:L48)

US A49 B49 C49 D49 E49 F49 G49 H49 I49 J49 K49 L49 Q49=SOMMA(A49:L49)

CA A50 B50 C50 D50 E50 F50 G50 H50 I50 J50 K50 L50 Q50=SOMMA(A50:L50)

AU A51 B51 C51 D51 E51 F51 G51 H51 I51 J51 K51 L51 Q51=SOMMA(A51:L51)

CH A52 B52 C52 D52 E52 F52 G52 H52 I52 J52 K52 L52 Q52=SOMMA(A52:L52)

JP A53 B53 C53 D53 E53 F53 G53 H53 I53 J53 K53 L53 Q53=SOMMA(A53:L53)

… A54 B54 C54 D54 E54 F54 G54 H54 I54 J54 K54 L54 Q54=SOMMA(A54:L54)

other non-EEA (sum of not material countries) A55 B55 C55 D55 E55 F55 G55 H55 I55 J55 K55 L55 Q55=SOMMA(A55:L55)



Medical expense insurance

(1)

Income protectioninsurance

(2)

Workers' compensation

insurance(3)

Motor vehicle liability insurance

(4)

Other motor insurance

(5)

Marine, aviation and transport

insurance(6)

Fire and other damage to property

insurance(7)

General liability insurance

(8)

Credit and suretyship insurance

(9)

Legal expenses insurance

(10)Assistance

(11)Miscellaneous financial loss

(12)

Non-proportional health reinsurance

(13)

Non-proportional casualty

reinsurance(14)

Non-proportional marine, aviation and

transport reinsurance

(15)

Non-proportional property

reinsurance(16)

Total recoverable from reinsurance/SPV before the adjustment for expected losses due to counterparty default

Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty default

Total recoverable from reinsurance/SPV before the adjustment for expected losses due to counterparty default

Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty default

Recoverable from reinsurance contract/SPV after the adjustment for expected losses due to counterparty default - total

TP - E2


E2: Projection of future cash flows (Best Estimate - Non Life)


Cash out-flows Cash in-flows Cash out-flows Cash in-flows

Future benefits Future premiums Other cash-in flows Future benefits Future premiums

1 A1 B1 C1 D1 E1 F1 G1 H1 I12 A2 B2 C2 D2 E2 F2 G2 H2 I23 A3 B3 C3 D3 E3 F3 G3 H3 I34 A4 B4 C4 D4 E4 F4 G4 H4 I45 A5 B5 C5 D5 E5 F5 G5 H5 I56 A6 B6 C6 D6 E6 F6 G6 H6 I67 A7 B7 C7 D7 E7 F7 G7 H7 I78 A8 B8 C8 D8 E8 F8 G8 H8 I89 A9 B9 C9 D9 E9 F9 G9 H9 I9

10 A10 B10 C10 D10 E10 F10 G10 H10 I1011 A11 B11 C11 D11 E11 F11 G11 H11 I1112 A12 B12 C12 D12 E12 F12 G12 H12 I1213 A13 B13 C13 D13 E13 F13 G13 H13 I1314 A14 B14 C14 D14 E14 F14 G14 H14 I1415 A15 B15 C15 D15 E15 F15 G15 H15 I1516 A16 B16 C16 D16 E16 F16 G16 H16 I1617 A17 B17 C17 D17 E17 F17 G17 H17 I1718 A18 B18 C18 D18 E18 F18 G18 H18 I1819 A19 B19 C19 D19 E19 F19 G19 H19 I1920 A20 B20 C20 D20 E20 F20 G20 H20 I2021 A21 B21 C21 D21 E21 F21 G21 H21 I2122 A22 B22 C22 D22 E22 F22 G22 H22 I2223 A23 B23 C23 D23 E23 F23 G23 H23 I2324 A24 B24 C24 D24 E24 F24 G24 H24 I2425 A25 B25 C25 D25 E25 F25 G25 H25 I2526 A26 B26 C26 D26 E26 F26 G26 H26 I2627 A27 B27 C27 D27 E27 F27 G27 H27 I2728 A28 B28 C28 D28 E28 F28 G28 H28 I2829 A29 B29 C29 D29 E29 F29 G29 H29 I2930 A30 B30 C30 D30 E30 F30 G30 H30 I30

31 & after A31 B31 C31 D31 E31 F31 G31 H31 I31



Year(projection of undiscounted

expected cash-flows)

Best Estimate Premium Provision(Gross)

Best Estimate Claim Provision(Gross)

Total recoverable from reinsurance

(after the adjustment)

Future expenses and other cash-

out flows

Future expenses and other cash-

out flowsOther cash-in

flows

TP - E3


E3: Non-life Insurance Claims Information

Line of Business A00

Formula

Reporting Year A01

Currency A02

A03

Gross Claims Paid (non-cumulative) Gross undiscounted Best Estimate Claims Provisions Gross Reported but not Settled Claims (RBNS)(absolute amount) (absolute amount) (absolute amount)

Development year Development year Development year

Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + In Current year Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + Year 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 & + Year end

Prior J0 J0 Prior J0 J0.1 Prior J0 J0N-14 A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 M1 N1 O1 O1 =Somma(A1:O1) N-14 P1 Q1 R1 S1 T1 U1 V1 W1 X1 Y1 Z1 AA1 AB1 AC1 AD1 AD1.1 N-14 AE1 AF1 AG1 AH1 AI1 AJ1 AK1 AL1 AM1 AN1 AO1 AP1 AQ1 AR1 AS1 AS1N-13 A2 B2 C2 D2 E2 F2 G2 H2 I2 J2 K2 L2 M2 N2 N2 =Somma(A2:N2) N-13 P2 Q2 R2 S2 T2 U2 V2 W2 X2 Y2 Z2 AA2 AB2 AC2 AC2.1 N-13 AE2 AF2 AG2 AH2 AI2 AJ2 AK2 AL2 AM2 AN2 AO2 AP2 AQ2 AR2 AR2N-12 A3 B3 C3 D3 E3 F3 G3 H3 I3 J3 K3 L3 M3 M3 =Somma(A3:M3) N-12 P3 Q3 R3 S3 T3 U3 V3 W3 X3 Y3 Z3 AA3 AB3 AB3.1 N-12 AE3 AF3 AG3 AH3 AI3 AJ3 AK3 AL3 AM3 AN3 AO3 AP3 AQ3 AQ3N-11 A4 B4 C4 D4 E4 F4 G4 H4 I4 J4 K4 L4 L4 =Somma(A4:L4) N-11 P4 Q4 R4 S4 T4 U4 V4 W4 X4 Y4 Z4 AA4 AA4.1 N-11 AE4 AF4 AG4 AH4 AI4 AJ4 AK4 AL4 AM4 AN4 AO4 AP4 AP4N-10 A5 B5 C5 D5 E5 F5 G5 H5 I5 J5 K5 K5 =Somma(A5:K4) N-10 P5 Q5 R5 S5 T5 U5 V5 W5 X5 Y5 Z5 Z5.1 N-10 AE5 AF5 AG5 AH5 AI5 AJ5 AK5 AL5 AM5 AN5 AO5 AO5N-9 A6 B6 C6 D6 E6 F6 G6 H6 I6 J6 J6 =Somma(A6:J6) N-9 P6 Q6 R6 S6 T6 U6 V6 W6 X6 Y6 Y6.1 N-9 AE6 AF6 AG6 AH6 AI6 AJ6 AK6 AL6 AM6 AN6 AN6N-8 A7 B7 C7 D7 E7 F7 G7 H7 I7 I7 =Somma(A7:I7) N-8 P7 Q7 R7 S7 T7 U7 V7 W7 X7 X7.1 N-8 AE7 AF7 AG7 AH7 AI7 AJ7 AK7 AL7 AM7 AM7N-7 A8 B8 C8 D8 E8 F8 G8 H8 H8 =Somma(A8:H8) N-7 P8 Q8 R8 S8 T8 U8 V8 W8 W8.1 N-7 AE8 AF8 AG8 AH8 AI8 AJ8 AK8 AL8 AL8N-6 A9 B9 C9 D9 E9 F9 G9 G9 =Somma(A9:G9) N-6 P9 Q9 R9 S9 T9 U9 V9 V9.1 N-6 AE9 AF9 AG9 AH9 AI9 AJ9 AK9 AK9N-5 A10 B10 C10 D10 E10 F10 F10 =Somma(A10:F10) N-5 P10 Q10 R10 S10 T10 U10 U10.1 N-5 AE10 AF10 AG10 AH10 AI10 AJ10 AJ10N-4 A11 B11 C11 D11 E11 E11 =Somma(A11:E11) N-4 P11 Q11 R11 S11 T11 T11.1 N-4 AE11 AF11 AG11 AH11 AI11 AI11N-3 A12 B12 C12 D12 D12 =Somma(A12:D12) N-3 P12 Q12 R12 S12 S12.1 N-3 AE12 AF12 AG12 AH12 AH12N-2 A13 B13 C13 C13 =Somma(A13:C13) N-2 P13 Q13 R13 R13.1 N-2 AE13 AF13 AG13 AG13N-1 A14 B14 B14 =Somma(A14;B14) N-1 P14 Q14 Q14.1 N-1 AE14 AF14 AF14N A15 A15 A15 N P15 P15.1 N AE15 AE15

Total =O1+…A15 formula=SOMMA Total =JO.1+…Q14.1 Tot =J0+…+AE15

Reinsurance Recoveries received (non-cumulative) Undiscounted Best Estimate Claims Provisions - Reinsurance recoverable Reinsurance RBNS Claims(absolute amount) (absolute amount) (absolute amount)



Prior J16 J16 Prior J16 J16.1 Prior J0 J0N-14 A17 B17 C17 D17 E17 F17 G17 H17 I17 J17 K17 L17 M17 N17 O17 O17 =Somma(A17:O17) N-14 P17 Q17 R17 S17 T17 U17 V17 W17 X17 Y17 Z17 AA17 AB17 AC17 AD17 AD17.1 N-14 AE17 AF17 AG17 AH17 AI17 AJ17 AK17 AL17 AM17 AN17 AO17 AP17 AQ17 AR17 AS17 AS17N-13 A18 B18 C18 D18 E18 F18 G18 H18 I18 J18 K18 L18 M18 N18 N18 =Somma(A18:N18) N-13 P18 Q18 R18 S18 T18 U18 V18 W18 X18 Y18 Z18 AA18 AB18 AC18 AC18.1 N-13 AE18 AF18 AG18 AH18 AI18 AJ18 AK18 AL18 AM18 AN18 AO18 AP18 AQ18 AR18 AR18N-12 A19 B19 C19 D19 E19 F19 G19 H19 I19 J19 K19 L19 M19 M19 =Somma(A19:M19) N-12 P19 Q19 R19 S19 T19 U19 V19 W19 X19 Y19 Z19 AA19 AB19 AB19.1 N-12 AE19 AF19 AG19 AH19 AI19 AJ19 AK19 AL19 AM19 AN19 AO19 AP19 AQ19 AQ19N-11 A20 B20 C20 D20 E20 F20 G20 H20 I20 J20 K20 L20 L20 =Somma(A20:L20) N-11 P20 Q20 R20 S20 T20 U20 V20 W20 X20 Y20 Z20 AA20 AA20.1 N-11 AE20 AF20 AG20 AH20 AI20 AJ20 AK20 AL20 AM20 AN20 AO20 AP20 AP20N-10 A21 B21 C21 D21 E21 F21 G21 H21 I21 J21 K21 K21 =Somma(A21:K21) N-10 P21 Q21 R21 S21 T21 U21 V21 W21 X21 Y21 Z21 Z21.1 N-10 AE21 AF21 AG21 AH21 AI21 AJ21 AK21 AL21 AM21 AN21 AO21 AO21N-9 A22 B22 C22 D22 E22 F22 G22 H22 I22 J22 J22 =Somma(A22:J22) N-9 P22 Q22 R22 S22 T22 U22 V22 W22 X22 Y22 Y22.1 N-9 AE22 AF22 AG22 AH22 AI22 AJ22 AK22 AL22 AM22 AN22 AN22N-8 A23 B23 C23 D23 E23 F23 G23 H23 I23 I23 =Somma(A23:I23) N-8 P23 Q23 R23 S23 T23 U23 V23 W23 X23 X23.1 N-8 AE23 AF23 AG23 AH23 AI23 AJ23 AK23 AL23 AM23 AM23N-7 A24 B24 C24 D24 E24 F24 G24 H24 H24 =Somma(A24:H24) N-7 P24 Q24 R24 S24 T24 U24 V24 W24 W24.1 N-7 AE24 AF24 AG24 AH24 AI24 AJ24 AK24 AL24 AL24N-6 A25 B25 C25 D25 E25 F25 G25 G25 =Somma(A25:G25) N-6 P25 Q25 R25 S25 T25 U25 V25 V25.1 N-6 AE25 AF25 AG25 AH25 AI25 AJ25 AK25 AK25N-5 A26 B26 C26 D26 E26 F26 F26 =Somma(A26:F26) N-5 P26 Q26 R26 S26 T26 U26 U26.1 N-5 AE26 AF26 AG26 AH26 AI26 AJ26 AJ26N-4 A27 B27 C27 D27 E27 E27 =Somma(A27:E27) N-4 P27 Q27 R27 S27 T27 T27.1 N-4 AE27 AF27 AG27 AH27 AI27 AI27N-3 A28 B28 C28 D28 D28 =Somma(A28:D28) N-3 P28 Q28 R28 S28 S28.1 N-3 AE28 AF28 AG28 AH28 AH28N-2 A29 B29 C29 C29 =Somma(A29:C29) N-2 P29 Q29 R29 R29.1 N-2 AE29 AF29 AG29 AG29N-1 A30 B30 B30 =Somma(A30:B30) N-1 P30 Q30 Q30.1 N-1 AE30 AF30 AF30N A31 A31 =A31 N P31 P31.1 N AE31 AE31

Total =O17+…+A31 formula=SOMMA Total =J16.1+…P31.1 Total =J0+…+AE31

Net Claims Paid (non-cumulative) Net Undiscounted Best Estimate Claims Provisions Net RBNS Claims(absolute amount) (absolute amount) (absolute amount)



Prior formula formula Prior formula formula Prior formula formulaN-14 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-14 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-14 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula formulaN-13 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-13 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-13 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formulaN-12 formula formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-12 formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-12 formula formula formula formula formula formula formula formula formula formula formula formula formula formulaN-11 formula formula formula formula formula formula formula formula formula formula formula formula formula formula N-11 formula formula formula formula formula formula formula formula formula formula formula formula formula N-11 formula formula formula formula formula formula formula formula formula formula formula formula formulaN-10 formula formula formula formula formula formula formula formula formula formula formula formula formula N-10 formula formula formula formula formula formula formula formula formula formula formula formula N-10 formula formula formula formula formula formula formula formula formula formula formula formulaN-9 formula formula formula formula formula formula formula formula formula formula formula formula N-9 formula formula formula formula formula formula formula formula formula formula formula N-9 formula formula formula formula formula formula formula formula formula formula formulaN-8 formula formula formula formula formula formula formula formula formula formula formula N-8 formula formula formula formula formula formula formula formula formula formula N-8 formula formula formula formula formula formula formula formula formula formulaN-7 formula formula formula formula formula formula formula formula formula formula N-7 formula formula formula formula formula formula formula formula formula N-7 formula formula formula formula formula formula formula formula formulaN-6 formula formula formula formula formula formula formula formula formula N-6 formula formula formula formula formula formula formula formula N-6 formula formula formula formula formula formula formula formulaN-5 formula formula formula formula formula formula formula formula N-5 formula formula formula formula formula formula formula N-5 formula formula formula formula formula formula formulaN-4 formula formula formula formula formula formula formula N-4 formula formula formula formula formula formula N-4 formula formula formula formula formula formulaN-3 formula formula formula formula formula formula N-3 formula formula formula formula formula N-3 formula formula formula formula formulaN-2 formula formula formula formula formula N-2 formula formula formula formula N-2 formula formula formula formulaN-1 formula formula formula formula N-1 formula formula formula N-1 formula formula formulaN formula formula formula N formula formula N formula formula

Total formula formula Total formula Total formula

ADDITIONAL INFORMATION: INFLATION RATES (only in the case of using methods that take into account inflation to adjust data)

N-14 N-13 N-12 N-11 N-10 N-9 N-8 N-7 N-6 N-5 N-4 N-3 N-2 N-1 NHistoric inflation rate - total

Historic inflation rate: external inflationHistoric inflation rate: endogenous inflation

N+1 N+2 N+3 N+4 N+5 N+6 N+7 N+8 N+9 N+10 N+11 N+12 N+13 N+14Expected inflation rate - total

Expected inflation rate: external inflationExpected inflation rate: endogenous inflation

Cell not relevant



template

Accident year /Underwriting year

Sum of years (cumulative)

Year end (discounted data)





Description of inflation rate used:

TP - E4

E4: Movements of RBNS Claims


Line of business:Reporting Year N

(1) (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20)

Gross

RBNS claims. Open Claims at the beginning of the year Claims reported during the year Reopen Claims during the year

Open Claims at the end of the periodClosed Claims at the end of the period:

Open Claims at the end of the periodClosed Claims at the end of the period:

Open Claims at the end of the period Closed Claims at the end of the period:settled settled without any payment settled

Number of claims Number of claims Number of claims

Prior A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 M1 N1 O1 P1 Q1 R1 S1 T1N-14 A2 B2 C2 D2 E2 F2 G2 H2 I2 J2 K2 L2 M2 N2 O2 P2 Q2 R2 S2 T2N-13 A3 B3 C3 D3 E3 F3 G3 H3 I3 J3 K3 L3 M3 N3 O3 P3 Q3 R3 S3 T3N-11 A4 B4 C4 D4 E4 F4 G4 H4 I4 J4 K4 L4 M4 N4 O4 P4 Q4 R4 S4 T4

N - 10 A5 B5 C5 D5 E5 F5 G5 H5 I5 J5 K5 L5 M5 N5 O5 P5 Q5 R5 S5 T5N - 9 A6 B6 C6 D6 E6 F6 G6 H6 I6 J6 K6 L6 M6 N6 O6 P6 Q6 R6 S6 T6N - 8 A7 B7 C7 D7 E7 F7 G7 H7 I7 J7 K7 L7 M7 N7 O7 P7 Q7 R7 S7 T7N - 7 A8 B8 C8 D8 E8 F8 G8 H8 I8 J8 K8 L8 M8 N8 O8 P8 Q8 R8 S8 T8N - 6 A9 B9 C9 D9 E9 F9 G9 H9 I9 J9 K9 L9 M9 N9 O9 P9 Q9 R9 S9 T9N - 5 A10 B10 C10 D10 E10 F10 G10 H10 I10 J10 K10 L10 M10 N10 O10 P10 Q10 R10 S10 T10N - 4 A11 B11 C11 D11 E11 F11 G11 H11 I11 J11 K11 L11 M11 N11 O11 P11 Q11 R11 S11 T11N - 3 A12 B12 C12 D12 E12 F12 G12 H12 I12 J12 K12 L12 M12 N12 O12 P12 Q12 R12 S12 T12N - 2 A13 B13 C13 D13 E13 F13 G13 H13 I13 J13 K13 L13 M13 N13 O13 P13 Q13 R13 S13 T13N - 1 A14 B14 C14 D14 E14 F14 G14 H14 I14 J14 K14 L14 M14 N14 O14 P14 Q14 R14 S14 T14

Total previous year =Somma(A1:A14) =Somma(B1:B14) =Somma(C1:C14) =Somma(D1:D14) =Somma(E1:E10) =Somma(F1:F14) =Somma(G1:G14) =Somma(H1:H14) =Somma(I1:I14) =Somma(J1:J14) =Somma(K1:K14) =Somma(L1:L14) =Somma(M1:M14) =Somma(N1:N14) =Somma(O1:O14) =Somma(P1:P14) =Somma(Q1:Q14) =Somma(R1:R14) =Somma(S1:S14) =Somma(T1:T14)

N J15 K15 L15 M15 N15 O15Total =Somma(J1:J14)+J15 =Somma(K1:K14)+K15 =Somma(L1:L14)+L11 =Somma(M1:M14)+M14 =Somma(N1:N14)+N15 =Somma(O1:O14)+O15



Accident year/ underwriting year

settled without any payment

YearGross RBNS at the beginning of the year

Gross payments made during the current year

Gross RBNS at the end of the period

Number of claims ended with payments

Gross RBNS at the beginning of the year

Gross payments made during the

current year

Number of claims ended without any payments

Gross RBNS at the beginning of the year referred to claim settled without any payment


current year

Gross RBNS at the end of the

period



current year

Number of claims ended without any

payments


current year

Gross RBNS at the end of the

period



current year

TP - E6


Technical provisions non-life E6

Loss distribution profile non-lifeCell not relevant Formula

Line of business A00

1 2 3 4 5 6 7 8 9 10 11 12 31 32

A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 AE1 AF1A20 B20 C20 D20 E20 F20 G20 H20 I20 J20 K20 L20 AE20 AF20A21 B21 C21 D21 E21 F21 G21 H21 I21 J21 K21 L21 AE21 AF21

Total sum(C1..C21) sum(D1..D21) sum(E1..E21) sum(F1..F21) sum(G1..G21) sum(H1..H21) sum(I1..I21) sum(J1..J21) sum(K1..K21) sum(L1..L21) sum(AE1..AE21) sum(AF1..AF21)



Start claims incurred

End claims incurred

Number of claims UWY/AY N

Total claims incurred UWY/AY N

Number of claims UWY/AY N-1

Total claims incurred UWY/AY

N-1Number of claims

UWY/AY N-2


N-2Number of claims

UWY/AY N-3


N-3Number of claims

UWY/AY N-4


N-4Number of claims

UWY/AY N-14


N-14

TP - E7A


Technical provisions non-life - E7A

Underwriting risks non-life Cell not relevant Formula

Peak risks (based on net retention)

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

Description risk Line of business Currency Sum insured (SI)A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 M1 N1 O1=I1-J1-M1-N1



Risk identification

code(Policy number)

InsuredDescription risk

category coveredValidity period

(start date)Validity period (expiry date)

Original deductible

policyholder

Type of underwriting

model (SI, MPL, PML, EML or

Other)

Amount underwriting

model

Amount share sum insured facultative reinsurers

Amount share sum insured

other reinsurersNet retention of

the insurer

TP - E7B


Technical provisions non-life - E7B

Underwriting risks non-life Cell not relevant Formula

Underwriting risk portfolio


1 2 3 4 5

End sum insured Total sum insuredA1 B1 C1 D1 E1

A20 B20 C20 D20 E20A21 B21 C21 D21 E21



Start sum insured

Number of underwriting

risksTotal annual

premium

Duration of liabilities

Duration of liabilities, Life FS-1 A7Duration of liabilities, Non-Life FS-1 A8

Legend Scope

Cell not relevant


Solo undertakings above the threshold and not belonging to groups with FS deadlines



Formula

Reinsurance - J1_basic

Facultative covers non-life (10 most important risks in terms of reinsured exposure)Cell not relevant Formula


1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17

Description risk Currency Sum insured (SI)A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 M1 N1 O1 P1 Q1

Facultative covers life (10 most important risks in terms of reinsured exposure)


1 2 3 4 5 6 7 8 9 10 11 12 13 14 15

Currency Insured capital Risk capitalA11 B11 C11 D11 E11 F11 G11 H11 I11 J11 K11 L11 M11 N11 O11



These are fields in common with Re-J1_shares and could be automatically duplicated to Re-J1_shares.

Reinsurance program code

Risk identification

code

Facultative reinsurance placement

identification code

Non-traditional reinsurance

and/or Finite Re (Y/N)

Proportional (Y/N)

(Policy number) Insured

Description risk category covered

Validity period (start date)

Validity period (expiry date)


model (SI, MPL, PML, EML or

Other)

Amount underwriting

model

100%Amount

reinsured on a facultative basis,

with all reinsurers

100% Facultative reinsurance

premium ceded to all

reinsurers for 100% of the reinsurance placement

Facultative reinsurance commission



Risk identification

code


identification code



Proportional (Y/N)

(Policy number) Insured




100%Amount

reinsured on a facultative basis,

with all reinsurers

100% Facultative reinsurance

premium ceded to all

reinsurers for 100% of the reinsurance placement

Facultative reinsurance commission

Reinsurance - J1_shares

Facultative covers non-life (10 most important risks in terms of reinsured exposure)

Line of business A00Cell not relevant Formula

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

Code reinsurer Type of reinsurer Rating Rating agency Code broker Currency AnnotationsA1 B1 C1 D1 E1 (D1-result) F1 (D1-result) G1 (D1-result) H1 I1 J1 K1 L1 (K1 -result) M1 N1 O1 P1="Re-J1_basic_O1"*N1 Q1="Re-J1_basic_P1"*N1) R1

Facultative covers life (10 most important risks in terms of reinsured exposure)


1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

Code reinsurer Type of reinsurer Rating Rating agency Code broker Currency AnnotationsA11 B11 C11 D11 E11 (D11-result) F11 (D1-result) G11(D11-result) H11 I11 J11 K11 L11 (K11 -result) M11 N11 O11 P11="Re-1_basic_M11" *N11 Q11="Re-J1_basic_N11" *N11 R11

These fields are in common with Re-J1_basic and could be automatically replicated from Re-J1_basic.




Risk identification

code


identification code

Legal name reinsurer

Country of residency

Date rating assigned

Legal name broker

Activity code broker

Share reinsurer (%)

Amount of exposure ceded to facultative reinsurer

Facultative cededreinsurance premium

These fields are in common with Re-J1_basic and could be automatically replicated from Re-J1_basic.


Risk identification

code


identification code




Legal name broker


Share reinsurer (%)

Amount of exposure ceded to facultative reinsurer

Facultative ceded reinsurance premium

Reinsurance - J2_basic

Outgoing Reinsurance Program in the next reporting year


1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31

Line of business Currency Limit (amount) Limit (%) XL rate 1 XL rate 2A1 B1 C1 D1 E1 F1 G1 H1 I1 J1 K1 L1 M1 N1 O1 P1 Q1 R1 S1 T1 U1 V1 W1 X1 Y1 Z1 AA1 AB1 AC1 AD1 AE1

Legend Scope





Treaty identification

code

Progressive section number

in treaty

Progressive number of

surplus/layer in program

Quantity of surplus/layers in

program




Type of reinsurance treaty

Inclusion of catastrophic guarantees




model (SI, MPL, PML, EML)

Estimated Subject Premium income (XL-ESPI)

Gross Estimated Treaty Premium

Income (proportional and non proportional)

Aggregate deductibles

(amount)

Aggregate deductibles

(%)

Retention or priority (amount)

Retention or priority (%)

Maximum cover per risk or event

Maximum cover per treaty

Number and descriptions of reinstatements

Reinsurance Commission (flat or sliding)

Overriding commission

(flat or sliding)

Profit commission

(flat or sliding) XL premium flat

(Y/N)


Solo undertakings above the threshold and not belonging to groups with FS

deadlines

Reinsurance - J2_shares

Outgoing Reinsurance Program in the next reporting year


1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18

Code reinsurer Type of reinsurer Rating Rating agency Code broker Currency AnnotationsNew reference A1 B1 C1 D1 E1 (D1-result) F1 (D1-result) G1 (D1-result) H1 I1 J1 K1 L1 (K1-result) M1 N1 O1 P1="Re-2_basic_W1"*N1 Q1="Re-J2_basic_P1"*N1) R1

Legend Scope

These fields are in common with Re-J2_basic;they could be automatically replicated




Treaty identification

code

Progressive section number

in treatyLegal name

reinsurerCountry of residency


Legal name broker


Share reinsurer (%)

Exposure ceded for reinsurer's share

(amount)

Estimated outgoing reinsurance premium for

reinsurer's share


Solo undertakings above the threshold and not belonging to groups with FS

deadlines

Reinsurance - J3

Share of reinsurersCell not relevant Formula

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20Reinsurance recoverables Guarantees received

Code reinsurer Type of reinsurer Rating Rating agency Code broker Net receivables Cash depositsA1 B1 C1 (B1-result) D1 (B1-result) E1 (B1-result) F1 G1 H1 I1 J1 (I1-result) K1 L1 M1 N1 O1=L1+M1+N1 P1 Q1 R1 S1 T1=Q1+R1+S1



Name of reinsured entity (only for groups)




Legal name broker


Premium provision Non-life

including Non-SLT Health

Claims provisions Non-

life including Non-SLT Health

Technical provisions Life including SLT

HealthTotal reinsurance

recoverablesAssets pledged

by reinsurerFinancial

guaranteesTotal guarantees

received

document.xlsx Pagina 87

SPV

Special Purpose Insurance Vehicles Cell not relevant Formula

Identification Risk(s) ceded Risk transfer Assets for settling cedant-specific obligations Alignment of interests

Name of SPV Rating agency ID Code Type Current recoverables from SPVA1 B1 B1A C1 E1 D1 F1 F1A G1 H1 I1 J1 K1 L1 M1 N1 O1 Q1 R1 S1 U1 V1 W1 X1 Y1 Z1



Recoverables (prior to adjusments for expected losses)

Name of reinsured entity (only for groups)

Legal nature of SPV

Incorporation no. of SPV (where

applicable)SPV authorisation

conditions

SPV country of authorisation

(where applicable)

SPV External Rating

ID Code of SPV notes or other

financing mechanism

issued

Portfolio to which SPV

securitisation relates

Type of Risks Transferred

Type of Trigger(s) in the SPV

Contractual trigger event

Same trigger as in underlying

cedant's portfolio? (Y/N)

Basis risk arising from risk-transfer

structure

Basis risk arising from contractual

terms

SPV assets ring-fenced to settle cedant-specific

obligations

Other non cedant-specific SPV Assets for which recourse

may exist

Other recourse arising from

securitisation

Total maximum possible

obligations from SPV under

reinsurance policy

SPV sufficiently collateralised to

meet cedant obligations

throughout the reporting period

(Y/N)

Identification of material investments held by cedant in securitisation

Classification of cedant

investment in SPV

Securitisation assets related to

cedant held in trust with other third party than

cedant / sponsor? (Y/N)

Profit or loss sharing

FS-1 A6

Legend Scope

Cell not relevant

Average profit (or loss) sharing (i.e. own fund share of gain/loss)


the threshold and not belonging to groups with

FS deadlines

FormulaCell used more

than once in one single template


template

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