S.01.03 — Basic information — RFF and matching adjustment portfolios
Download PDFS.01.03 — Basic information — RFF and matching adjustment portfolios
General comments:
This section relates to the annual submission of information for groups.
All ring–fenced funds and matching portfolios should be identified regardless of whether they are material for the purposes of submission of information.
In the first table all ring–fenced funds and matching adjustments portfolios shall be reported. In case a ring–fenced fund has a matching portfolio not covering the full RFF three funds have to be identified, one for the RFF, other for the MAP inside the RFF and other for the remaining part of the fund (vice–versa for the situations where a MAP has an RFF).
In the second table the relations between the funds as explained in previous paragraph are explained. Only the funds with such relations shall be reported in the second table.
For group reporting the following specific requirements shall be met:
- a) This information is applicable when method 1 as defined in Article 230 of Directive 2009/138/EC is used, either exclusively or in combination with method 2 as defined in Article 233 of Directive 2009/138/EC;
- b) When combination method is being used, this information is to be submitted only for the part of the group calculated with method 1 as defined in Article 230 of Directive 2009/138/EC, and;
- c) This information does not apply to groups when method 2 as defined in Article 233 of Directive 2009/138/EC is being used exclusively.
| ITEM | INSTRUCTIONS | |
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| List of all RFF/MA P (overlap s allowed) |
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| C0010 | Legal name of the undertaking |
Legal name of the undertaking within the scope of group supervision that holds the RFF/MAP |
| C0020 | Identification code of the undertaking |
Identification code of the undertaking, using the following priority: |
| – Legal Entity Identifier (LEI) mandatory if existing; |
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| – Specific code in case of absence of LEI code |
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| When the undertaking uses the option ‘Specific code’ the following shall be considered: |
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| – For non–EEA undertakings and non– regulated undertakings within the scope of |
| group supervision, identification code provided will be provided by the group. When allocating an identification code to each non– EEA or non–regulated undertaking, it should comply with the following format in a consistent manner: identification code of the parent undertaking + ISO 3166–1 alpha–2 code of the country of the undertaking + 5 digits |
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| C0030 | Type of code of the ID of the undertaking |
Type of ID Code used for the ‘Identification code of the undertaking’ item. One of the options in the following closed list shall be used: 1 — LEI 2 — Specific code |
| C0040 | Fund/Portfolio Number | Number, which is attributed by the undertaking, corresponding to the unique number assigned to each ring-fenced fund and matching portfolio. This number has to be consistent over time and shall be used to identify the ring-fenced funds and the matching portfolio number in other templates. |
| C0050 | Name of ring–fenced fund/Matching adjustment portfolio |
Indicate the name of the ring-fenced fund and matching adjustment portfolio. When possible (if linked to a commercial product), the commercial name shall be used. If not possible, e.g. if the fund is linked to several commercial products, a different name shall be used. The name shall be unique and be kept consistent over time. |
| C0060 | RFF/MAP/Remaining part of a fund |
Indicate if it is a ring-fenced fund or a matching portfolio. In the cases where other funds are included within one fund this cell shall identify the type of each fund or sub–fund. One of the options in the following closed list shall be used: 1 — Ring–fenced fund 2 — Matching portfolio 3 — Remaining part of a fund |
| C0070 | RFF/MAP with sub RFF/MAP |
Identify if the fund identified has other funds embedded. One of the options in the following closed list shall be used: |
| 1 — Fund with other funds embedded |
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|---|---|---|
| 2 — Not a fund with other funds embedded |
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| Only the ‘mother’ fund shall be identified with option | ||
| 1. | ||
| C0080 | Material | Indicate if the ring–fenced fund or a matching portfolio is material for the purposes of detailed submission of information. One of the options in the following closed list shall be used: |
| 1 — Material |
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| 2 — Not material |
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| In case of fund with other funds embedded, this item is to be reported only for the ‘mother’ fund. |
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| C0090 | Article 304 | Indicate whether the RFF is under Article 304 of Solvency II Directive. One of the following options shall be used: |
| 1 — RFF under Article 304 — with the option for the equity risk sub–module |
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| 2 — RFF under Article 304 — without the option for the equity risk sub–module |
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| 3 — RFF not under Article 304 |
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| List of RFF/MA P with |
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| sub RFF/MA P |
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| C0100 | Number of RFF/MAP with sub RFF/MAP |
For the funds with other funds embedded (option 1 reported in item C0070) identify the number as defined for item C0040. |
| The fund shall be repeated for as many rows as needed to report the funds embedded. |
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| C0110 | Number of sub RFF/MAP |
Identify the number of the funds embedded in other funds as defined for item C0040. |
| C0120 | Sub RFF/MAP | Identify if the nature of the fund embedded in other funds. One of the options in the following closed list shall be used: |
| 1 — Ring–fenced fund |
| 2 — Matching portfolio |
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