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S.14.01 — Life obligations analysis

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S.14.01 — Life obligations analysis

General comments:

This section relates to annual submission of information for individual entities.

This template includes information about life insurance contracts only to direct business and also includes life obligation from non-life contracts such as annuities stemming from non–life contracts (which are also analysed in S.16.01). No information shall be provided for accepted reinsurance business. All insurance contracts shall be reported even if classified as investments contract on accounting basis. In case of products unbundled, the different parts of the product shall be reported in different rows, using different ID codes.

All information shall be reported by product including the table on portfolio product. Reporting by fund number shall not mandatory, unless otherwise required by the national supervisory authority. Reporting of specific items related to the fund number can be defined by national supervisory authority.

ITEM INSTRUCTIONS
Portfolio
C0010 Product ID code Internal product ID code used by the undertaking for
the product. If a code is already in use or is
attributed by the competent authority for supervisory
purposes that code shall be used.
The ID code shall be consistent over time.
In the cases where the same product needs to be
reported in more than one row the content of C0010
(and C0090) shall follow the specific pattern:
{}{ID code of product}}/+/{}{number of version}}.
For example ‘AB222/+/3’.
C0030 Line of Business Line of business as defined in Annex 1 of Delegated
Regulation (EU) 2015/35.The following closed list
shall be used:
29 —
Health insurance
30 —
Insurance with profit participation
31 —
Index–linked and unit–linked insurance
32 —
Other life insurance
33 —
Annuities stemming from non–life insurance
contracts and relating to health insurance obligations
34 —
Annuities stemming from non–life insurance
contracts and relating to insurance obligations other
than health insurance obligations
35 —
Health reinsurance
36 —
Life reinsurance
C0040 Number of Number of contracts attached to each reported
contracts at the
end of the year
product. Contracts with more than one policyholder
count as only one contract.
In case of inactive policyholder (no premium paid)
the contract shall be reported anyway unless the
contract is cancelled.
As no premiums are paid in
this case, these inactive policyholders are
included
with premiums equal to zero.
For annuities stemming from non–life use the
number of annuities obligations.
For products which are unbundled in more than one
row, please report the number of contracts
in all
rows reported.
C0041 Number of
contracts at the
Number of contracts at the end of the year which
include a surrender option for the policyholder.
end of year

of
which contracts
with surrender
option
Contracts where policyholders do not have the right
to surrender their policy, but can still transfer their
policy to another insurer should be captured in this
cell.
Not applicable for annuities stemming from non-life
contracts.
C0050 Number of new
contracts during
year
Number of new contracts issued during reporting
year (this is for all new contracts). Otherwise use the
same instructions as for cell C0040.
For annuities stemming from non–life use the
number of annuities obligations.
Contracts are considered as new contracts, when
they are recognized in the valuation of technical
provisions at
any time during the year in accordance
with
Article 17 of the Delegated Regulation. New
contracts therefore include renewals which were not
included in the contract boundaries before as well as
new business sales.
C0051 Number of
contracts
surrendered
during year
Number of contracts that surrendered during reporting
year.
Where a contract is only partially surrendered or has
turned into paid-up status, this should not be counted
as a surrender for the purpose of C0051 as the
contract is still in the book of business.
Not applicable for annuities stemming from non-life
contracts.
C0054 Number of
insured at the end
of the year
Number of insured persons at the end of the year with
respect to the contracts reported in C0040.
The number of insured should correspond to the
number of policyholders for a contract. In the case of
collective/group policies, where the ‘policyholder’
acts both as a distributor and as a policyholder, the
number of insured should correspond to the number
of insured persons
joining the collect/group contract.
C0055 Fiscal treatment of
the products
This field is to provide information on the fiscal
treatment of the products, in particular when fiscal
treatment could influence decision on exercising
surrender/cancellation. The following close list
should be used:
1 -In case of lapse/surrender there is no tax or subsidy
related loss
2 -In case of lapse/surrender past or future tax
benefits or other subsidies are lost
3 -
Other tax related losses not covered above
4 -
Not applicable
Option 1
includes cases where policyholders would
suffer a tax or subsidy loss unless a similar insurer is
willing to accept the contract.
Tax benefits that relate to future premiums i.e. where
premiums reduce future income
tax payments are not
relevant for the purpose of above classification.
Whether for a particular contract within a product a
fiscal loss actually would occur at the valuation date
may depend on individual contractual parameters like
duration or the age of the policyholder. For the
purpose of the reporting in C0210 no differentiation
according to such parameters is however required.
The criteria should be chosen where such a fiscal loss
may occur for the contracts of that product.
Not applicable for annuities stemming from non-life
contracts.
C0080 Country Country ISO 3166–1 alpha–2 code
or list of codes
according to the following instructions:
-
ISO 3166–1 alpha–2 code of the country
where the contract was entered into, for
countries representing more than 10 % of
technical provisions or written premiums for a
given product.

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-
For countries representing less than 10 % of
Technical Provisions or written premiums for
a given product, report a list of ISO 3166–1
alpha–2 Codes of the countries concerned.
Portfolio product
C0020 Fund number Applicable to product that are part of ring-fenced
funds or other internal funds -
defined at national
level, in particular regarding funds (asset portfolios)
supporting life products.
Number
or code,
which
is attributed by the
undertaking, corresponding to the unique number
or
code
assigned to each fund. This number or code has
to be consistent over time and shall be used to
identify the same funds in other templates (e.g. in
S.08.01).
It shall not be re–used for a different fund.
The fund number is not mandatory, unless otherwise
required by the national supervisory authority.
C0060 Total amount of
Written premiums
Total amount of gross written premiums as defined
in Article 1(11) of Delegated Regulation (EU)
2015/35.
For annuities stemming from non–life this cell is not
applicable.
C0061 Total amount of
written premiums

of which written
Total amount of gross written premiums as defined in
Article 1(11) of Delegated Regulation (EU) 2015/35
written directly by the insurance undertaking.
directly by the
insurance
undertaking
For annuities stemming from non–life this cell is not
applicable.
C0062 Total amount of
written premiums

of which written
via credit
institutions
Total amount of gross written premiums as defined in
Article 1(11) of Delegated Regulation (EU) 2015/35
written via credit institutions acting as insurance
distributors.
For annuities stemming from non–life this cell is not
applicable.
C0063 Total amount of
written premiums

of which written
via other
Total amount of gross written premiums as defined in
Article 1(11) of Delegated Regulation (EU) 2015/35
written via insurance distributors other than credit
institutions.
insurance
distributors
For annuities stemming from non–life this cell is not
applicable.

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C0070 Total amount of
claims paid during
year
Total amount of gross claims paid during the year,
including claims management expenses.
C0071 Total amount of
commissions paid
during year
Commissions should include any form of monetary
benefits which is paid to an insurance distributor by
any other person than the customer or a third party
acting on behalf of the customer, in relation to
insurance distribution activities. Whereas
commissions are generally calculated as a percentage
of the premium paid by the customer for insurance
coverage, this applies for any type of payment made
to an insurance distributor (e.g., paid/received
initially based on the conclusion of an insurance
contract or paid/received on a recurring basis).
Where this cell is not applicable, e.g. in case of
annuities from non-life expenses, the cell should be
left blank.
C0075 Expected future
premiums
Total premiums for all contracts in force at the
valuation date expected for the future as projected in
the Best Estimate calculation. Projected future
premiums should be the present value (reflecting the
total premium volume
for the expected duration of the
contract).
The premiums should only be recognised in the
contract boundaries.
As the calculation of technical provisions is only
required on the level of HRG, approximations can be
applied for the breakdown of the provisions by
product.
Not applicable for annuities stemming from non-life
contracts.
C0077 Expected future
commissions
Total future commissions for all contracts in force at
the valuation date expected for the future as projected
in the Best Estimate calculation.
Projected future commissions should be the present
value (reflecting the total volume of future
commissions for the expected duration of the
contract). For the definition of commissions please
confer C0071.
The commissions should only be recognised in the
contract boundaries.
As the calculation of technical provisions is only
required on the level of HRG, approximations can be
applied for the breakdown of the provisions by
product.
Not applicable for annuities stemming from non-life
contracts.
C0180 Best Estimate and
Technical
Provisions as a
whole
Amount of gross best estimate and Technical
Provisions as a whole calculated product.
As the calculation of technical provisions is only
required on the level of HRG, approximations can be
applied for the breakdown of the provisions by
product.
C0190 Capital–at–risk The capital at risk, as defined in the Delegated
Regulation (EU) 2015/35.
As the calculation of technical provisions is only
required on the level of HRG, approximations can be
applied for the breakdown of the provisions by
product.
For annuities stemming from non–life contracts this
cell shall be filled in with zero unless the annuities
have positive risk.
C0200 Surrender value Surrender value (where available), as mentioned in
Article 185 (3) (f) of Directive 2009/138/EC, net of
taxes: amount to be paid to the policyholder in case of
early termination of the contract (i.e. before it
becomes payable by maturity or occurrence of the
insured event, such as death), net of charges and
policy loans; does not concern contracts without
options, given that surrender value is an option.
Not applicable for annuities stemming from non-life
contracts.
C0260 Guaranteed
rate -
Annualised
guaranteed rate
(over average
duration of
guarantee)
Average guaranteed yearly interest rate to the policy
holder over the remaining life time of the contract
expressed as a percentage.
Where no guaranteed interest rate is implicitly or
explicitly provided in the contract, the cell should be
left blank, where a guaranteed interest rate is
implicitly or explicitly provided, this should be
reported accordingly (e.g. “0%”).
Applicable where an average guaranteed interest rate
is explicitly provided in the contract or where an
alternative financial guarantee is implicitly provided,
e.g. in form of a guaranteed sum assured, a
guaranteed return of premiums or a guaranteed
annuity benefit.
Where no yearly interest rate guarantee is prescribed
explicitly in the contract, the implied
(yearly)
guaranteed rate from the valuation date to the
expected end of the guarantee should be reported.
Not applicable for annuities stemming from non-life
contracts.
C0261 Guaranteed
rate -
Yearly interest
rate guarantee for
the reporting year
Guaranteed yearly interest rate to the policyholder of
the contract for the reporting year expressed as a
percentage.
Where no guaranteed interest rate is implicitly or
explicitly provided in the contract, the cell should be
left blank, where a guaranteed interest rate is
implicitly or explicitly provided, this should be
reported accordingly (e.g. “0%”).
Applicable where an average guaranteed interest rate
is explicitly provided in the contract or where an
alternative financial guarantee is implicitly provided,
e.g. in form of a guaranteed sum assured, a
guaranteed return of premiums.
Where no yearly interest rate guarantee is prescribed
explicitly in the contract, the implied (yearly)
guaranteed rate for the reporting year should be
reported.
Not applicable for annuities stemming from non-life
contracts.
C0270 Exit conditions
at
reporting date
Please classify the product according to the following
close list regarding exit conditions
at the situation of
the reporting date:
1 –
Surrender value equal to the best estimate/local
statutory reserves and notice required lower than one
week
2 –
Surrender value equal to the best estimate/local
statutory reserves and notice required higher than one
week but lower than 3 months
3 –
Surrender value equal to the best estimate/local
statutory reserves and notice required higher than 3
months
4 -
Surrender value between 100% (exclusively) and
80% of the best estimate/local statutory reserves and
notice required lower than one week
5 -
Surrender value between 100% (exclusively) and
80% of the best estimate/local statutory reserves and
notice required higher than one week but lower than 3
months
6 -
Surrender value between 100% (exclusively) and
80% of the best estimate/local statutory reserves and
notice required higher than 3 months
7 -
Surrender value lower than 80% of the best
estimate/local statutory reserves and notice required
lower than one week
8 -
Surrender value lower than 80% of the best
estimate/local statutory reserves and notice required
higher than one
week but lower than 3 months
9 -
Surrender value lower than 80% of the best
estimate/local statutory reserves and notice required
higher than 3 months
10 –
Other
The notice period should be understood as the time
period (e.g. days or weeks) requested by the insurance
company between the notification of the policyholder
of his/her intention to terminate the insurance policy
and the actual termination date. This term does not
refer to the cool-off period which a client has to
cancel the policy without penalty.
Where this cell is not applicable, i.e. a contract cannot
be surrender, e.g. for annuities from non-life
contracts, this cell can be left blank.
Not applicable for annuities stemming from non-life
contracts.
C0280 Amount on which
interest
rate is
guaranteed
Monetary amount to which the guaranteed interest
rate reported in C0260 need to be applied. Amount is
to be reported as the monetary value at the reference
date.
Not applicable for annuities stemming from non-life
contracts.
Characteristics of product
C0101 Product
classification
The following closed list shall be used:
1.
single life
2.
joint life
3.
collective
4.
other
If more than one characteristic is applicable use “4 –
other”.
For annuities stemming from non–life use “4 –
other”.
C0102 Pension
entitlements
Specify if the product category is a pension
entitlement. The following closed list shall be used:
1.
Yes
2.
No
When assessing if a product should be classified as
pension entitlement under template S.14 the
following should be considered:
-
If product is a pension product based on
national regulation/law. For this the
“Database of pension plans and products in
the EEA” published at EIOPA website might
be considered (with the caveats referred to on
the website);
-
If a product (e.g. a unit-linked product)
accumulates money for retirement using a tax
advantage related to pensions;
-
If the future payments are explicitly linked to
the retirement itself;
-
If the product complies with all features
identified but also includes some very
exceptional situations where the money could
be surrendered like long unemployment or
serious illness, it should continue to be
considered as a pension entitlement.
The following should not influence the decision:
-
If the product substitutes or is additional to the
social security system in place;
-
If the product is compulsory (usually if
substitute) or not compulsory (usually if
additional);
-
If the payment in future is to be done through
annuities or through a lump sum, as long as
the payment is at retirement age.
C0110 Type of product General qualitative description of the product type. If
a product code is attributed by the competent
authority for supervisory purposes, the description of
product type for that code shall be used.

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C0120 Product
denomination
Commercial name of product (undertaking–specific).
C0130 Product still
commercialised?
Specify if product is still for sale or if it is just in run–
off. The following closed list shall be used:
1 –
still commercialised
2 –
In run-off
C0141 Profit
sharing
Specify if product category includes profit sharing or
not. The following closed list shall be used.
1 –
Yes
2 –
No
C0142 Remaining
contractual
maturity
This field is to provide information about the average
contractually defined remaining maturity of the
contracts according to that product category. The
selection should be made from the following six
options:
1-
<5 years
2 -
5-10 years
3 -
10-15 years
4 -
15-20 years
5 -
>20 years
6 -
Lifelong
The determination is based on the assumptions that
the contract does not end due to the realisation of a
biometrical risk, the policyholder does not exercise
any surrender/cancellation option and exercises all
renewal options and the insurance or reinsurance
undertaking does not exercise any option to terminate
the contract and exercises all renewal options. In the
case of an endowment policy this would for example
mean that the insured person does not die and the
policyholder does not cancel the contract. For the
determination a typical age of the policyholder when
entering the contract should be assumed.
Consider as example an endowment policy with the
possibility to cancel at any time where the typical
contract is entered into at age 30 and ends with a
lump-sum payment at age 65 in case the insured
person is still alive. Even though the contract may end
earlier due to death or cancellation the option “>20
years” should be selected.
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Not applicable for annuities stemming from non-life
contracts.