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S.22.06 — Best estimate subject to volatility adjustment by country and currency

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S.22.06 — Best estimate subject to volatility adjustment by country and currency

General comments:

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

This template shall only be reported by insurance and reinsurance undertakings that apply volatility adjustment in accordance with Article 77d of Directive 2009/138/EC.

This template shall reflect the gross best estimate of insurance and reinsurance life obligations subject to volatility adjustment split by currency of the obligations and by country in which the contract was entered into. The best estimate reported shall take into account the volatility adjustment. The best estimate subject to any matching adjustment shall not be reported in this template.

Information shall be reported in relation to material obligations in countries and currencies for which a currency volatility adjustment, and a country increase if applicable, is applied until 90 % of the total best estimate subject to volatility adjustment is reported by currency and country.

ITEM INSTRUCTIONS
Z0010 Line of Business Identify if the information is being
reported in relation to life or non-life
activity. The following close list shall be
used:
1 —
Life and health SLT
2 —
Non–life and health other than that
pursued on a similar basis to that of life
insurance
R0010 Other than reporting
currency
Best estimate subject to country and currency volatility adjustment —
by currency
Report the ISO 4217 alphabetic code of
each currency
reported.
Total and home country
C0030/R0020 Total value of Best
Estimate subject to
volatility adjustment
(for all
currencies)/Total
value of all countries
Total value, for all currencies and all
countries, of the best estimate of the
insurance and reinsurance obligations
subject to volatility adjustment.
C0040/R0020 Part of the Best
Estimate subject to
volatility adjustment
written in the
reporting
currency/Total value
of all countries
Total value for all countries, of the best
estimate of the insurance and reinsurance
obligations subject to volatility
adjustment for the reporting currency.
C0050/R0020 Part of the Best
Estimate subject to
volatility
adjustment
written in
currencies/Total value
of all countries
Total value for all countries of the best
estimate of the insurance and reinsurance
obligations subject to volatility
adjustment split by currency.
C0030/R0030 Total value of Best
Estimate subject to
volatility adjustment
(for all
currencies)/Home
country
Total value, for all currencies for the
home country, of the best estimate of the
insurance and reinsurance obligations
subject to volatility adjustment.
C0040/R0030 Part of the Best
Estimate subject to
volatility adjustment
written in the
reporting
currency/Home
country
Total value for the home country, of the
best estimate of the insurance and
reinsurance obligations subject to
volatility adjustment for the reporting
currency.
C0050/R0030 Part of the Best
Estimate subject to
volatility adjustment
written in
currencies/Home
country
Value of the best estimate of the
insurance and reinsurance obligations
subject to volatility adjustment split by
currency for the home country.
Best estimate subject to country and currency volatility adjustment —
currency
By country and
C0020/R0040 Countries Report the ISO 3166–1 alpha–2 code of
each country reported.
C0030/R0040 Total value of Best
Estimate subject to
volatility adjustment
(for all
currencies) —
by country
Total value, for all currencies by country,
of the best estimate of the insurance and
reinsurance obligations subject to
volatility adjustment.
C0040/R0040 Part of the Best
Estimate subject to
volatility adjustment
written in the
reporting currency —
by country
Value of the best estimate of the
insurance and reinsurance obligations
subject to volatility adjustment for the
reporting currency split by country.
C0050/R0040 Part of the Best
Estimate subject to
volatility adjustment
Value of the best estimate of the
insurance and reinsurance obligations
Solvency
II software
written in currencies subject to volatility adjustment split by

by country
currency and by country.