S.22.01 — Impact of long-term guarantees measures and transitionals
Download PDFS.22.01 — Impact of long-term guarantees measures and transitionals
General comments:
This section relates to the annual submission of information for groups.
This template is relevant when at least one long-term guarantee measure or transitional is used by any undertaking within the scope of group supervision.
This template shall reflect the impact on the financial positions when no transitional is used and each LTG measures or transitional is set to zero. For that purpose, a step–by–step approach should be followed taking out each transitional and LTG measure one by one and without recalculating the impact of the remaining measures after each step. As it is possible within a group for both types of transitional measure to be applied the template follows a cumulative step by step approach.
The impacts need to be reported positive if they increase the amount of the item being reported and negative if they decrease the amount of the item (e.g. if amount of SCR increases or if amount of Own Funds increases then positive values shall be reported).
The amounts reported in this template shall be net of Intra Group Transactions.
| ITEM | INSTRUCTIONS | |
|---|---|---|
| C0010/R0010 | Amount with LTG measures and transitionals — Technical Provisions |
Total amount of gross technical provisions including long-term guarantee measures and transitional measures |
| C0020/R0010 | Without transitional on technical provisions — Technical Provisions |
Total amount of gross technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0010 | Impact of transitional on technical provisions — Technical provisions |
Amount of the adjustment to the gross technical provisions due to the application of the transitional deduction to technical provisions. It shall be the difference between the technical provisions without transitional deduction to technical provisions and the technical provisions with LTG and transitional measures. |
| C0040/R0010 | Without transitional on interest rate — Technical Provisions |
Total amount of gross technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping adjustments due to the volatility adjustment and the matching adjustment. |
| If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
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|---|---|---|
| C0050/R0010 | Impact of transitional on interest rate — Technical provisions |
Amount of the adjustment to the gross technical provisions due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the technical provisions with LTG and transitional measures. |
| C0060/R0010 | Without volatility adjustment and without other transitional measures — Technical Provisions |
Total amount of gross technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping adjustments due to the matching adjustment, if any. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0010 | Impact of volatility adjustment set to zero — Technical provisions |
Amount of the adjustment to the gross technical provisions due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the technical provisions without volatility adjustment and without other transitional measures and the maximum between the technical provisions reported under C0010, C0020 and C0040. |
| C0080/R0010 | Without matching adjustment and without all the others — Technical Provisions |
Total amount of gross technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0010 | Impact of matching adjustment set to zero — Technical Provisions |
Amount of the adjustment to the gross technical provisions due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. |
| It shall be the difference between the technical provisions without matching adjustment and without all the other transitional measures and the maximum between the technical provisions reported under C0010, C0020, C0040 and C0060. |
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|---|---|---|
| C0100/R0010 | Impact of all LTG measures and transitionals — Technical Provisions |
Amount of the adjustment to the gross technical provisions due to the application of the LTG measures and transitionals. |
| C0010/R0020 | Amount with LTG measures and transitionals — Basic own funds |
Total amount of basic own funds calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0020 | Without transitional on technical provisions — Basic own funds |
Total amount of basic own funds calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0020 | Impact of transitional on technical provisions — Basic own funds |
Amount of the adjustment to the Basic own funds due to the application of the transitional deduction to technical provisions. It shall be the difference between the basic own funds calculated considering the technical provisions without transitional deduction to technical provisions and the basic own funds calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0020 | Without transitional on interest rate — Basic own funds |
Total amount of basic own funds calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0020 | Impact of transitional on interest rate — Basic own funds |
Amount of the adjustment to the basic own funds due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the basic own funds calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the basic own funds calculated with the technical provisions reported under C0020. |
|---|---|---|
| C0060/R0020 | Without volatility adjustment and without other transitional measures — Basic own funds |
Total amount of basic own funds calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0020 | Impact of volatility adjustment set to zero — Basic own funds |
Amount of the adjustment to the Basic own funds due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the basic own funds calculated considering the technical provisions without volatility adjustment and without other transitional measures and the basic own funds calculated with the technical provisions reported under C0040. |
| C0080/R0020 | Without matching adjustment and without all the others — Basic own funds |
Total amount of basic own funds calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0020 | Impact of matching adjustment set to zero — Basic own funds |
Amount of the adjustment to the basic own funds due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the basic own funds calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the basic own funds calculated with the technical provisions reported under C0060. |
| C0100/R0020 | Impact of all LTG measures and transitionals — Basic own funds |
Amount of the adjustment to the basic own funds due to the application of the LTG measures and transitionals. |
|---|---|---|
| C0010/R0030 | Amount with LTG measures and transitionals — Basic own funds — Excess of assets over liabilities |
Total amount of excess of assets over liabilities calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0030 | Without transitional on technical provisions — Basic own funds — Excess of assets over liabilities |
Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0030 | Impact of transitional on technical provisions — Basic own funds — Excess of assets over liabilities |
Amount of the adjustment to the excess of assets over liabilities due to the application of the transitional deduction to technical provisions. It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without transitional deduction to technical provisions and the excess of assets over liabilities calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0030 | Without transitional on interest rate — Basic own funds — Excess of assets over liabilities |
Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0030 | Impact of transitional on interest rate — |
Amount of the adjustment to the excess of assets over liabilities due to the application of the transitional |
| Basic own funds — Excess of assets over liabilities |
adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the excess of assets over liabilities calculated with the technical provisions reported under C0020. |
|
|---|---|---|
| C0060/R0030 | Without volatility adjustment and without other transitional measures — Basic own funds — Excess of assets over liabilities |
Total amount of excess of assets over liabilities calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0030 | Impact of volatility adjustment set to zero — Basic own funds — Excess of assets over liabilities |
Amount of the adjustment to the excess of assets over liabilities due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without volatility adjustment and without other transitional measures and the excess of assets over liabilities calculated with the technical provisions reported under C0040. |
| C0080/R0030 | Without matching adjustment and without all the others — Basic own funds — Excess of assets over liabilities |
Total amount of excess of assets over liabilities calculated considering Technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0030 | Impact of matching adjustment set to zero — Basic own funds — |
Amount of the adjustment to the excess of assets over liabilities due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. |
| Excess of assets over liabilities |
It shall be the difference between the excess of assets over liabilities calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the excess of assets over liabilities calculated with the technical provisions reported under C0060. |
|
|---|---|---|
| C0100/R0030 | Impact of all LTG measures and transitionals — Basic own funds — Excess of assets over liabilities |
Amount of the adjustment to the excess of assets over liabilities due to the application of the LTG measures and transitionals. |
| C0010/R0040 | Amount with LTG measures and transitionals — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio |
Total amount of restricted own funds due to ring–fencing calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0040 | Without transitional on technical provisions — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio |
Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0040 | Impact of transitional on technical provisions — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio |
Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the transitional deduction to technical provisions. It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without transitional deduction to technical provisions and the restricted own funds due to ring–fencing calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0040 | Without transitional on interest rate — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio |
Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
|---|---|---|
| C0050/R0040 | Impact of transitional on interest rate — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio |
Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the restricted own funds due to ring–fencing calculated with the technical provisions reported under C0020. |
| C0060/R0040 | Without volatility adjustment and without other transitional measures — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio |
Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0040 | Impact of volatility adjustment set to zero — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio |
Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without volatility adjustment and without other transitional measures and the restricted own funds due to ring–fencing calculated with the technical provisions reported under C0040. |
| C0080/R0040 | Without matching adjustment and without all the others — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio |
Total amount of restricted own funds due to ring–fencing calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
|---|---|---|
| C0090/R0040 | Impact of matching adjustment set to zero — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio |
Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the restricted own funds due to ring–fencing calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the restricted own funds due to ring–fencing calculated with the technical provisions reported under C0060. |
| C0100/R0040 | Impact of all LTG measures and transitionals — Basic own funds — Restricted own funds due to ring–fencing and matching portfolio |
Amount of the adjustment to the restricted own funds due to ring–fencing due to the application of the LTG measures and transitionals. |
| C0010/R0050 | Amount with LTG measures and transitionals — Eligible own funds to meet SCR |
Total amount of eligible own funds to meet SCR calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0050 | Without transitional on technical provisions — Eligible own |
Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical |
| funds to meet SCR |
provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
|
|---|---|---|
| C0030/R0050 | Impact of transitional on technical provisions — Eligible own funds to meet SCR |
Amount of the adjustment to the eligible own funds to meet SCR due to the application of the transitional deduction to technical provisions. It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0050 | Without transitional on interest rate — Eligible own funds to meet SCR |
Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0050 | Impact of transitional on interest rate — Eligible own funds to meet SCR |
Amount of the adjustment to the eligible own funds to meet SCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet SCR calculated with the technical provisions reported under C0020. |
| C0060/R0050 | Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR |
Total amount of eligible own funds to meet SCR calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0050 | Impact of volatility adjustment set to zero — Eligible own funds to meet SCR |
Amount of the adjustment to the eligible own funds to meet SCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR calculated with the technical provisions reported under C0040. |
|---|---|---|
| C0080/R0050 | Without matching adjustment and without all the others — Eligible own funds to meet SCR |
Total amount of eligible own funds to meet SCR calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0050 | Impact of matching adjustment set to zero — Eligible own funds to meet SCR |
Amount of the adjustment to the eligible own funds to meet SCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the eligible own funds to meet SCR calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet SCR calculated with the technical provisions reported under C0060. |
| C0100/R0050 | Impact of all LTG measures and transitionals — Eligible own funds to meet SCR |
Amount of the adjustment to the eligible own funds to meet SCR due to the application of the LTG measures and transitionals. |
| C0010/R0060 | Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 1 |
Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0060 | Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 1 |
Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
|---|---|---|
| C0030/R0060 | Impact of transitional on technical provisions — Eligible own funds to meet SCR–Tier 1 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the transitional deduction to technical provisions. It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0060 | Without transitional on interest rate — Eligible own funds to meet SCR–Tier 1 |
Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest |
| rate term structure is not applicable report the same amount as in C0020. |
||
| C0050/R0060 | Impact of transitional on interest rate — Eligible own funds to meet SCR–Tier 1 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. |
| It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions reported under C0020. |
||
| C0060/R0060 | Without volatility adjustment and without other transitional measures — Eligible own |
Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility |
| funds to meet SCR–Tier 1 |
adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
|
|---|---|---|
| C0070/R0060 | Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 1 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions reported under C0040. |
| C0080/R0060 | Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 1 |
Total amount of eligible own funds to meet SCR–Tier 1 calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0060 | Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 1 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 1 calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet SCR–Tier 1 calculated with the technical provisions reported under C0060. |
| C0100/R0060 | Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 1 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 1 due to the application of the LTG measures and transitionals. |
| C0010/R0070 | Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 2 |
Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
|---|---|---|
| C0020/R0070 | Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 2 |
Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0070 | Impact of transitional on technical provisions — Eligible own funds to meet SCR–Tier 2 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the transitional deduction to technical provisions. It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR–Tier 2 calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0070 | Without transitional on interest rate — Eligible own funds to meet SCR–Tier 2 |
Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
| C0050/R0070 | Impact of transitional on interest rate — Eligible own funds to meet SCR–Tier 2 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own |
| funds to meet SCR–Tier 2 calculated with the technical provisions reported under C0020. |
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|---|---|---|
| C0060/R0070 | Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR–Tier 2 |
Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0070 | Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 2 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR–Tier 2 calculated with the technical provisions reported under C0040. |
| C0080/R0070 | Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 2 |
Total amount of eligible own funds to meet SCR–Tier 2 calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0070 | Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 2 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 2 calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own funds to meet SCR–Tier 2 calculated with the technical provisions reported under C0060. |
| C0100/R0070 | Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 2 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 2 due to the application of the LTG measures and transitionals. |
|---|---|---|
| C0010/R0080 | Amount with LTG measures and transitionals — Eligible own funds to meet SCR–Tier 3 |
Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures. |
| C0020/R0080 | Without transitional on technical provisions — Eligible own funds to meet SCR–Tier 3 |
Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
| C0030/R0080 | Impact of transitional on technical provisions — |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the transitional deduction to technical provisions. It shall be the difference between the eligible own funds |
| Eligible own funds to meet SCR–Tier 3 |
to meet SCR–Tier 3 calculated considering the technical provisions without transitional deduction to technical provisions and the eligible own funds to meet SCR–Tier 3 calculated with the technical provisions with LTG and transitional measures. |
|
| C0040/R0080 | Without transitional on interest rate — Eligible own funds to meet SCR–Tier 3 |
Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. |
| If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
||
| C0050/R0080 | Impact of transitional on interest rate — Eligible own |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. |
| funds to meet SCR–Tier 3 |
It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering the technical provisions without transitional adjustment to the relevant risk-free interest rate term structure and the eligible own funds to meet SCR–Tier 3 calculated with the technical provisions reported under C0020. |
|
|---|---|---|
| C0060/R0080 | Without volatility adjustment and without other transitional measures — Eligible own funds to meet SCR–Tier 3 |
Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0080 | Impact of volatility adjustment set to zero — Eligible own funds to meet SCR–Tier 3 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering the technical provisions without volatility adjustment and without other transitional measures and the eligible own funds to meet SCR–Tier 3 calculated with the technical provisions reported under C0040. |
| C0080/R0080 | Without matching adjustment and without all the others — Eligible own funds to meet SCR–Tier 3 |
Total amount of eligible own funds to meet SCR–Tier 3 calculated considering technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0080 | Impact of matching adjustment set to zero — Eligible own funds to meet SCR–Tier 3 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. It shall be the difference between the eligible own funds to meet SCR–Tier 3 calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the eligible own |
| funds to meet SCR–Tier 3 calculated with the technical provisions reported under C0060. |
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|---|---|---|
| C0100/R0080 | Impact of all LTG measures and transitionals — Eligible own funds to meet SCR–Tier 3 |
Amount of the adjustment to the eligible own funds to meet SCR–Tier 3 due to the application of the LTG measures and transitionals. |
| C0010/R0090 | Amount with LTG measures and transitionals — SCR |
Total amount of SCR calculated considering technical provisions including the adjustments due to the long-term guarantee measures and transitional measures |
| C0020/R0090 | Without transitional on technical provisions — SCR |
Total amount of SCR calculated considering technical provisions without the adjustment due to the transitional deduction to technical provisions, but keeping the adjustments due to the volatility adjustment and the matching adjustment. |
| If transitional deduction to technical provisions is not applicable report the same amount as in C0010. |
||
| C0030/R0090 | Impact of transitional on technical provisions — SCR |
Amount of the adjustment to the SCR due to the application of the transitional deduction to technical provisions. It shall be the difference between the SCR calculated considering the technical provisions without transitional deduction to technical provisions and the SCR calculated with the technical provisions with LTG and transitional measures. |
| C0040/R0090 | Without transitional on interest rate — SCR |
Total amount of SCR calculated considering technical provisions without the adjustment due to the transitional adjustment to the relevant risk-free interest rate term structure, but keeping the adjustments due to the volatility adjustment and the matching adjustment. |
| If transitional adjustment to the relevant risk-free interest rate term structure is not applicable report the same amount as in C0020. |
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| C0050/R0090 | Impact of transitional on interest rate — SCR |
Amount of the adjustment to the SCR due to the application of the transitional adjustment to the relevant risk-free interest rate term structure. It shall be the difference between the SCR calculated considering the technical provisions without transitional |
| adjustment to the relevant risk-free interest rate term structure and the SCR calculated with the technical provisions reported under C0020. |
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|---|---|---|
| C0060/R0090 | Without volatility adjustment and without other transitional measures — SCR |
Total amount of SCR calculated considering Technical provisions without the adjustments due to the transitional deduction to technical provisions, the transitional adjustment to the relevant risk-free interest rate term structure and the volatility adjustment, but keeping the adjustments due to the matching adjustment. If volatility adjustment is not applicable report the same amount as in C0040. |
| C0070/R0090 | Impact of volatility adjustment set to zero — SCR |
Amount of the adjustment to the SCR due to the application of the volatility adjustment. It shall reflect the impact of setting the volatility adjustment to zero. |
| It shall be the difference between the SCR calculated considering the technical provisions without volatility adjustment and without other transitional measures and the SCR calculated with the technical provisions reported under C0040. |
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| C0080/R0090 | Without matching adjustment and without all the others — SCR |
Total amount of SCR calculated considering Technical provisions without any LTG measure. If matching adjustment is not applicable report the same amount as in C0060. |
| C0090/R0090 | Impact of matching adjustment set to zero — SCR |
Amount of the adjustment to the SCR due to the application of the matching adjustment. It shall include the impact of setting the volatility adjustment and the matching adjustment to zero. |
| It shall be the difference between the SCR calculated considering the technical provisions without matching adjustment and without all the other transitional measures and the SCR calculated with the technical provisions reported under C0060. |
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| C0100/R0090 | Impact of all LTG measures and transitionals — SCR |
Amount of the adjustment to the SCR due to the application of the LTG measures and transitionals. |
| C0010- C0100/R0120 |
With LTG measures and transitionals — Solvency |
Solvency Capital Requirement ratio calculated considering technical provisions as reported in R0010 of each column |
Solvency II software
| Capital Requirement Ratio |
Total amount of eligible own funds to meet SCR (R0050) divided by the total amount of SCR (R0090) of each column. |
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|---|---|---|
| C0010- C0100/R0130 |
Amount with Long Term Guaranteemeasu res and transitionals — Minimum Capital Requirement Ratio |
Minimum Capital Requirement ratio calculated considering technical provisions as reported in R0010 of each column. Total amount of eligible own funds to meet MCR (R0100) divided by the total amount of MCR (R0110) of each column. |