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S.24.01 — Participations held

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S.24.01 — Participations held

General Comments:

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

ITEM INSTRUCTIONS
Table 1 —
Participations in related undertakings that are financial and credit institutions
which individually exceed 10 % of items included in (a) (i), (ii), (iv) and (vi) of Article 69, not
including consolidated strategic participations for the purpose of deductions under Article 68
(1) of the Delegated Regulation (EU) 2015/35
C0010 Name of
related
undertaking
This is the name of the related undertaking in
which the participation is held. These are
participations in financial and credit institutions
which individually exceed 10 % of items included
in (a) (i), (ii), iv) and (vi), of Article 69 of
Delegated Regulation (EU) 2015/35. This does not
include consolidated strategic participations.
C0020 Asset ID Asset ID code using the following priority:
Code
ISO 6166 code of ISIN when available

Other
recognised
codes
(e.g.:
CUSIP,
Bloomberg Ticker, Reuters RIC)

Code attributed by the undertaking, when
the options above are not available. This
code must be unique and kept consistent
over time.
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies, it is necessary to specify the Asset ID
code and the ISO 4217 alphabetic code of the
currency, as in the following example: ‘code+EUR’
C0030 Asset ID
Code type
Type of ID Code used for the ‘Asset ID Code’
item. One of the options in the following closed list
shall be used:
1 —
ISO 6166 for ISIN code
2 —
CUSIP (The Committee on Uniform Securities
Identification Procedures number assigned by the
CUSIP Service Bureau for U.S. and Canadian
companies)
3 —
SEDOL (Stock Exchange Daily Official List
for the London Stock Exchange)
4 —
WKN (Wertpapier Kenn–Nummer, the
alphanumeric German identification number)
5 —
Bloomberg Ticker (Bloomberg letters code
that identify a company’s securities)
6 —
BBGID (The Bloomberg Global ID)
7 —
Reuters RIC (Reuters instrument code)
8 —
FIGI (Financial Instrument Global Identifier)
9 —
Other code by members of the Association of
National Numbering Agencies
99 —
Code attributed by the undertaking
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies and the code in C0020 is defined by
Asset ID code and the ISO 4217 alphabetic code of
the currency, the Asset ID Code Type shall refer to
option 99 and the option of the original Asset ID
Code, as in the following example for which the
code reported was ISIN code + currency: ‘99/1’.
C0040 Total This is the full total value for all tiers held in each
participation in financial and credit institutions
which individually exceed 10 % of items included
in (a) (i), (ii), iv) and (vi) of Article 69. This does
not include
consolidated strategic participations.
C0050 Common
Equity Tier 1
This is the full value of Common Equity Tier 1
held in each participation in financial and credit
institutions which individually exceed 10 % of
items included in (a) (i), (ii), iv) and (vi), of Article
69). This does not include consolidated strategic
participations. Common Equity Tier 1 has the
meaning as defined in the relevant sector rules.
C0060 Additional
Tier 1
This is the full value of Additional Tier 1 held in
each participation in financial and credit
institutions which individually exceed 10 % of
items included in (a) (i), (ii), iv) and (vi), of Article
69). This does not include consolidated strategic
participations. Additional Tier 1 has the meaning as
defined in the relevant sector rules.
C0070 Tier 2 This is the full value of Tier 2 held in each
participation in financial and credit institutions
which individually exceed 10 % of items included
in (a) (i), (ii), iv) and (vi), of Article 69). This does
not include consolidated strategic participations.
Tier 2 has the meaning as defined in the relevant
sector rules.

Table 2 — Participations in related undertakings that are financial and credit institutions which when aggregated exceed 10 % of items included in (a) (i), (ii), (v) and (vi) of Article 69, not including consolidated strategic participations for the purpose of deductions under Article 68 (2) of the Delegated Regulation (EU) 2015/35

C0080 Name of
related
undertaking
This is the name of the related undertaking
in
which the participation is held.
These are participations in financial and credit
institutions which when aggregated exceed 10 % of
items included in (a) (i), (ii), (iv) and (vi) of Article
69 of Delegated Regulation (EU) 2015/35, not
including consolidated strategic participations.
C0090 Asset ID
Code
Asset ID code using the following priority:

ISO 6166 code of ISIN when available

Other
recognised
codes
(e.g.:
CUSIP,
Bloomberg Ticker, Reuters RIC)

Code attributed by the undertaking, when
the options above are not available. This
code must be unique and kept consistent
over time.
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies, it is necessary to specify the Asset ID
code and the ISO 4217 alphabetic code of the
currency, as in the following example: ‘code+EUR’
C0100 Asset ID
Code type
Type of ID Code used for the ‘Asset ID Code’
item. One of the options in the following closed list
shall be used:
1 —
ISO 6166 for ISIN code
2 —
CUSIP (The Committee on Uniform Securities
Identification Procedures number assigned by the
CUSIP Service Bureau for U.S. and Canadian
companies)
3 —
SEDOL (Stock Exchange Daily Official List
for the London Stock Exchange)
4 —
WKN (Wertpapier Kenn–Nummer, the
alphanumeric German identification number)
5 —
Bloomberg Ticker (Bloomberg letters code
that identify a company’s securities)
6 —
BBGID (The Bloomberg Global ID)
7 —
Reuters RIC (Reuters instrument code)
8 —
FIGI (Financial Instrument Global Identifier)
9 —
Other code by members of the Association of
National Numbering Agencies
99 —
Code attributed by the undertaking
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies and the code in C0090 is defined by
Asset ID code and the ISO 4217 alphabetic code of
the currency, the Asset ID Code Type shall refer to
option 99 and the option of the original Asset ID
Code, as in the following example for which the
code reported was ISIN code + currency: ‘99/1’.
C0110 Total This is the total value held in the participation (not
yet the amount to be deducted).
These are participations in financial and credit
institutions which when aggregated exceed 10 % of
items included in (a) (i),(ii),(iv) and (vi) of Article
69 of Delegated Regulation (EU) 2015/35, not
including consolidated strategic participations.
C0120 Common
Equity Tier 1
This is the value of Common Equity Tier 1 held in
the participation (not only the part to be deducted).
Common Equity Tier 1 has the meaning as defined
in the relevant sector rules.
These are participations in financial and credit
institutions which when aggregated exceed 10 % of
items included in (a) (i), (ii), (iv) and (vi) of Article
69 of Delegated Regulation (EU) 2015/35, not
including consolidated strategic participations.
C0130 Additional
Tier 1
This is the value of Additional Tier 1 held in the
participation (not only the part to be deducted).
Additional Tier 1 has the meaning as defined in the
relevant sector rules.
These are participations in financial and credit
institutions which when aggregated exceed 10 % of
items included in (a) (i), (ii), (iv) and (vi) of Article
69 of Delegated Regulation (EU) 2015/35, not
including consolidated strategic participations.
C0140 Tier 2 This is the value of Tier 2 held in the participation.
Tier 2 has the meaning as defined in relevant sector
rules (not only the part to be deducted).
These are participations in financial and credit
institutions which when aggregated exceed 10 % of
items included in (a) (i), (ii), (iv) and (vi) of Article
69 of Delegated Regulation (EU) 2015/35, not
including consolidated strategic participations
Total participations in related undertakings that are financial and credit institutions (for
which there
is an OF deduction)
R0001/C0150 Total
participations
in financial
and credit
institutions

Total
This is the total value of participations in financial
and credit institutions. (for which there is an OF
deduction)
R0001/C0160 Total
participations
in financial
and credit
institutions

Common
Equity Tier 1
This is the total value of Common Equity Tier 1
held in financial and credit institutions. (for which
there is an OF deduction)
R0001/C0170 Total
participations
in financial
and credit
institutions

Additional
Tier 1
This is the total value of Additional Tier 1 held in
financial and credit institutions. (for which there is
an OF deduction)
R0001/C0180 Total
participations
in financial
and credit
institutions–
Tier 2
This is the total value of Tier 2 held in financial and
credit institutions. (for which there is an OF
deduction)
Own funds deductions
R0010/C0190 Article 68 (1)
deduction —
total
This is the total value of the Article 68 (1)
deduction, specified in Delegated Regulation (EU)
2015/35.
R0010/C0200 Article 68 (1)
deduction —
tier 1
unrestricted
This is the value of the Article 68(1) deduction
which is deducted from tier 1 unrestricted items in
accordance with Article 68 (5) of Delegated
Regulation (EU) 2015/35.
R0010/C0210 Article
68 (1)
deduction —
This is the value of the Article 68(1) deduction
which is deducted from tier 1 restricted items in
tier 1
restricted
accordance with Article 68 (5) of Delegated
Regulation (EU) 2015/35.
R0010/C0220 Article 68 (1)
deduction —
Tier 2
This is the value of the Article 68(1) deduction
which is deducted from tier 2 items in accordance
with Article 68 (5) of Delegated Regulation (EU)
2015/35.
R0020/C0190 Article 68(2)
deduction —
total
This is the total value of the Article 68 (2)
deduction of Delegated Regulation (EU) 2015/35.
R0020/C0200 Article 68 (2)
deduction —
tier 1
unrestricted
This is the value of the Article 68(2) deduction
which is deducted from tier 1 unrestricted items in
accordance with Article 68 (5) of Delegated
Regulation (EU) 2015/35.
R0020/C0210 Article 68 (2)
deduction —
tier 1
restricted
This is the value of the Article 68 (2) deduction
which is deducted from tier 1 restricted items in
accordance with Article 68 (5) of Delegated
Regulation (EU) 2015/35.
R0020/C0220 Article 68 (2)
deduction —
tier 2
This is the value of the Article 68(2) deduction
which is deducted from tier 2 items in accordance
with Article 68 (5) of Delegated Regulation (EU)
2015/35.
R0030/C0190 Total
deductions
The overall total of all deductions for participations
under Article 68 (1) and Article 68 (2) of Delegated
Regulation (EU) 2015/35.
R0030/C0200 Total
deductions —
tier 1
unrestricted
The overall total of all deductions for participations
for tier 1 unrestricted under Article 68 (1) and
Article 68 (2) of Delegated Regulation (EU)
2015/35.
R0030/C0210 Total
deductions —
tier 1
restricted
The overall total of all deductions for participations
for tier 1 restricted under Article 68 (1) and Article
68 (2) of Delegated Regulation (EU)
2015/35.
R0030/C0220 Total
deductions —
tier 2
The overall total of all deductions for participations
for tier 2 under Article 68 (1) and Article 68 (2) of
Delegated Regulation (EU) 2015/35.

Table 3 — Participations in related undertakings that are financial and credit institutions which are considered strategic as defined in Article 171 of the Delegated Regulation (EU) 2015/35 and which are included in the calculation of the group solvency on the basis of method 1 (no OF deduction according to Article 68(3)).

C0230 Name of
related
undertaking
This is the name of the related undertaking in
which the participation is held. These are
participations in financial and credit institutions
which are considered strategic as defined in Article
171 of the Delegated Regulation (EU) 2015/35) and
which are included in the calculation of the group
solvency on the basis of method 1.
C0240 Asset ID
Code
Asset ID code using the following priority:

ISO 6166 code of ISIN when available

Other
recognised
codes
(e.g.:
CUSIP,
Bloomberg Ticker, Reuters RIC)

Code attributed by the undertaking, when
the options above are not available. This
code must be unique and kept consistent
over time.
When the same Asset ID Code needs to be reported
for one asset that is issued
in 2 or more different
currencies, it is necessary to specify the Asset ID
code and the ISO 4217 alphabetic code of the
currency, as in the following example: ‘code+EUR’
C0250 Asset ID
Code type
Type of ID Code used for the ‘Asset ID Code’
item. One of the options in the following closed list
shall be used:
1 —
ISO 6166 for ISIN code
2 —
CUSIP (The Committee on Uniform Securities
Identification Procedures number assigned by the
CUSIP Service Bureau for U.S. and Canadian
companies)
3 —
SEDOL (Stock Exchange Daily Official List
for the London Stock Exchange)
4 —
WKN (Wertpapier Kenn–Nummer, the
alphanumeric German identification number)
5 —
Bloomberg Ticker (Bloomberg letters code
that identify a company’s securities)
6 —
BBGID (The Bloomberg Global ID)
7 —
Reuters RIC (Reuters instrument code)
8 —
FIGI (Financial Instrument Global Identifier)
9 —
Other code by members of the Association of
National Numbering Agencies
99 —
Code attributed by the undertaking
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies and the code in C0240 is defined by
Asset ID code and the ISO 4217 alphabetic code of
the currency, the Asset ID Code Type shall refer to
option 99 and the option of the original Asset ID
Code, as in the following example for which the
code reported was ISIN code + currency: ‘99/1’.
C0260 Total This is the total value for all tiers held in each
participation in financial and credit institutions
which are considered strategic as defined in Article
171 of the Delegated Regulation (EU) 2015/35) and
which are included in the calculation of the group
solvency on the basis of method 1.
C0270 Type 1
Equity
This is the value of type 1 equity held in each
participation in financial and credit institutions
which are considered strategic as defined in Article
171 of the Delegated Regulation (EU) 2015/35) and
which are included in the calculation of the group
solvency on the basis of method 1.
Type 1 equity has the meaning as defined in Article
C0280 Type 2
Equity
168 (2) of the Delegated Regulation (EU) 2015/35).
This is the value of type 2 equity held in each
participation. in financial and credit institutions
which are considered strategic as defined in Article
171 of the Delegated Regulation (EU) 2015/35) and
which are included in the calculation of the group
solvency on the basis of method 1.
Type 2 equity has the meaning as defined in Article
168(3) of the Delegated Regulation (EU) 2015/35).
C0290 Subordinated
liabilities
This is the value of subordinated liabilities held in
each participations in financial and credit
institutions which are considered strategic as
defined in Article 171 of the Delegated Regulation
(EU) 2015/35) and which are included in the
calculation of the group solvency on the basis of
method 1.

Table 4 — Participations in related undertakings that are financial and credit institutions which are strategic (as defined in Article 171 of the Delegated Regulation (EU) 2015/35), not included in the calculation of the group solvency on the basis of method 1 and which are not deducted according to art 68(1) and 68 (2) (It shall include the remaining part (the part of participation which was not deducted) following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)

C0300 Name of
related
undertaking
This is the name of the related undertaking that is
financial or credit institution in which the
participation is held. The participations in these
related undertakings is strategic (as defined in
Article 171 of the Delegated Regulation (EU)
2015/35)), not
included in the calculation of the
group solvency on the basis of method 1 and not
deducted in accordance with
Article
68(1) and
Article
68(2).
C0310 Asset ID
Code
Asset ID code using the following priority:

ISO 6166 code of ISIN when available

Other
recognised
codes
(e.g.:
CUSIP,
Bloomberg Ticker, Reuters RIC)

Code attributed by the undertaking, when
the options above are not available. This
code must be unique and kept consistent
over time.
When the same Asset ID Code needs to be reported
for one asset
that is issued in 2 or more different
currencies, it is necessary to specify the Asset ID
code and the ISO 4217 alphabetic code of the
C0320 Asset ID
Code type
currency, as in the following example: ‘code+EUR’
Type of ID Code used for the ‘Asset ID Code’
item. One of the options in the following closed list
shall be used:
1 —
ISO 6166 for ISIN code
2 —
CUSIP (The Committee on Uniform Securities
Identification Procedures number assigned by the
CUSIP Service Bureau for U.S. and Canadian
companies)
3 —
SEDOL
(Stock Exchange Daily Official List
for the London Stock Exchange)
4 —
WKN (Wertpapier Kenn–Nummer, the
alphanumeric German identification number)
5 —
Bloomberg Ticker (Bloomberg letters code
that identify a company’s securities)
6 —
BBGID (The Bloomberg Global ID)
7 —
Reuters RIC (Reuters instrument code)
8 —
FIGI (Financial Instrument Global Identifier)
9 —
Other code by members of the Association of
National Numbering Agencies
99 —
Code attributed by the undertaking
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies and the code in C0310 is defined by
Asset ID code and the ISO 4217 alphabetic code of
the currency, the Asset ID Code Type shall refer to
option 99 and the option of the original Asset ID
Code, as in the following example for which the
code reported was ISIN code + currency: ‘99/1’.
C0330 Total This is the total value for all tiers of each
participation in related undertakings that are
financial and credit institutions
which are strategic,
not included in the calculation of the group
solvency on the basis of method 1 and which are
not deducted in accordance with
Article 68(1) and
Article 68(2) of Delegated Regulation (EU)
2015/35, meaning the sum of:
1)
the value of strategic participations in
financial and credit institutions which are
not deducted in accordance with
both
Article
68(1)
and
68(2)
of
Delegated
Regulation (EU) 2015/35, because the sum
of participations in financial and credit
institutions is less than 10 %,
2)
the
remainder
of
the
strategic
participations
which
are
deducted
following the Article 68(2) of Delegated
Regulation (EU) 2015/35.
C0340 Type 1
Equity
This is the value of each participation in related
undertakings that are financial and credit
institutions which are strategic, not included in the
calculation of the group solvency on the basis of
method 1, not deducted in accordance with
Article
68(1) and Article 68(2) of Delegated Regulation
(EU) 2015/35and held in Type 1 equities, meaning
the sum of:
1)
the value of strategic participations in
financial and credit institutions which are
not deducted according to both Article
68(1) and 68(2) of Delegated Regulation
(EU)
2015/35,
because
the
sum
of
participations
in
financial
and
credit
institutions is less than 10 %,
2)
the
remainder
of
the
strategic
participations
which
are
deducted
following the Article 68(2) of Delegated
Regulation (EU) 2015/35.
Type 1 equity has the meaning as defined in Article
168 (2) of the Delegated Regulation (EU) 2015/35.
C0350 Type 2
Equity
This is the value of each participation in related
undertakings that are financial and credit
institutions which are strategic, not included in the
calculation of the group solvency on the basis of
method 1, not deducted in accordance with
Article
68(1) and Article 68(2) of Delegated Regulation
(EU) 2015/35 and held in Type 2 equities, meaning
the sum of:
1)
the value of strategic participations in
financial and credit institutions which are
not deducted in accordance with
both
Article
68(1)
and
68(2)
of
Delegated
Regulation (EU) 2015/35, because the sum
of participations in financial and credit
institutions is less than 10 %,
2)
the
remainder
of
the
strategic
participations
which
are
deducted
following the Article 68(2) of Delegated
Regulation (EU) 2015/35.
Type 2 equity has the meaning as defined in Article
168 (3) of the Delegated Regulation (EU) 2015/35.
C0360 Subordinated
liabilities
This is the value of each participation in related
undertakings that are financial and credit
institutions which are strategic, not included in the
calculation of the group solvency on the basis of
method 1, not deducted in accordance with
Article
68(1) and Article 68(2) of Delegated Regulation
(EU) 2015/35 and held in subordinated liabilities,
meaning the sum of:
1)
the value of strategic participations in
financial and credit institutions which are
not deducted in accordance with
both
Article
68(1)
and
68(2)
of
Delegated
Regulation (EU) 2015/35, because the sum
of participations in financial and credit
institutions is less than 10 %,
2)
the
remainder
of
the
strategic
participations
which
are
deducted
following the Article 68(2) of Delegated
Regulation (EU) 2015/35.

Table 5 — Participations in related undertakings that are financial and credit institutions which are not strategic and which are not deducted according to art 68(1) and 68(2) of Delegated Regulation (EU) 2015/35

(It shall include the remaining part following the partial deduction according to Article 68 (2) of the Delegated Regulation (EU) 2015/35)

C0370 Name of
related
undertaking
This is the name of the related undertaking that are
financial and credit institutions in which the
participation is held. These are participations in
related undertakings which are not strategic and not
deducted in accordance with
Article
68(1) and 68
(2) of Delegated Regulation (EU) 2015/35.
C0380 Asset ID
Code
Asset ID code using the following priority:

ISO 6166 code of ISIN when available

Other
recognised
codes
(e.g.:
CUSIP,
Bloomberg Ticker, Reuters RIC)

Code attributed by the undertaking, when
the options above are not available. This
code must be unique and kept consistent
over time.
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies, it is necessary to specify the Asset ID
code and the ISO 4217 alphabetic code of the
currency, as in the following example: ‘code+EUR’
C0390 Asset ID
Code type
Type of ID Code used for the ‘Asset ID Code’
item. One of the options in the following closed list
shall be used:
1 —
ISO 6166 for ISIN code
2 —
CUSIP (The Committee on Uniform Securities
Identification Procedures number assigned by the
CUSIP Service Bureau for U.S. and Canadian
companies)
3 —
SEDOL (Stock Exchange Daily Official List
for the London Stock Exchange)
4 —
WKN (Wertpapier Kenn–Nummer, the
alphanumeric German identification number)
5 —
Bloomberg Ticker (Bloomberg letters code
that identify a company’s securities)
6 —
BBGID (The Bloomberg Global ID)
7 —
Reuters RIC (Reuters instrument code)
8 —
FIGI (Financial Instrument Global Identifier)
9 —
Other code by members of the Association of
National Numbering Agencies
99 —
Code attributed by the undertaking
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies and the code in C0380 is defined by
Asset ID code and the ISO 4217 alphabetic code of
the currency, the Asset ID Code Type shall refer to
option 99 and the option of the original Asset ID
Code, as in the following example for which the
code reported was ISIN code + currency: ‘99/1’.
C0400 Total This is the total value for all tiers of each
participation in related undertakings that are
financial and credit institutions, which are not
strategic and which are not deducted in accordance
with
Article
68(1) and 68 (2) of Delegated
Regulation (EU) 2015/35 meaning the sum of:
1)
the
value
of
non–strategic
participations
in
financial
and
credit
institutions which are not deducted in
accordance with
o both Articles 68(1) and
68(2)
of
Delegated
Regulation
(EU)
2015/35, because the sum of participations
in financial and credit institutions is less
than 10 %,
2)
the remainder of the non–strategic
participations
which
are
deducted
following the Article 68(2) of Delegated
Regulation (EU) 2015/35.
C0410 Type 1
Equity
This is the value of each participation in related
undertakings that are financial and credit
institutions which are not strategic, not deducted in
accordance with
Article
68(1) and Article
68(2) of
Delegated Regulation (EU) 2015/35 and held in
Type 1 equities, meaning the sum of:.
1)
the
value
of
non–strategic
participations
in
financial
and
credit
institutions which are not deducted in
accordance with
both Articles 68(1) and
68(2)
of
Delegated
Regulation
(EU)
2015/35, because the sum of participations
in financial and credit institutions is less
than 10 %,
2)
the remainder of the non–strategic
participations
which
are
deducted
following the Article 68(2) of Delegated
Regulation (EU) 2015/35.
Type 1 equity has the meaning as defined in Article
168 (2) of the Delegated Regulation (EU) 2015/35.
C0420 Type 2
Equity
This is the value of each participation in related
undertakings that are financial and credit
institutions, which are not strategic, not deducted in
accordance with
Article
68(1) and Article
68(2) of
Delegated Regulation (EU) 2015/35 and held in
Type 2 equities, meaning the sum of:.
1)
the
value
of
non–strategic
participations
in
financial
and
credit
institutions which are not deducted in
accordance with
both Article 68(1) and
68(2)
of
Delegated
Regulation
(EU)
2015/35, because the sum of participations
in financial and credit institutions is less
than 10 %,
2)
the remainder of the non–strategic
participations
which
are
deducted
following the Article 68(2) of Delegated
Regulation (EU) 2015/35.
Type 2 equity has the meaning as defined in Article
168 (3) of the Delegated Regulation (EU) 2015/35.
C0430 Subordinated
liabilities
This is the value of each participation in related
undertakings that are financial and credit
institutions, which are not strategic, not deducted in
accordance with
Article
68(1) and Article
68(2) of
Delegated Regulation (EU) 2015/35 and held in
subordinated liabilities, meaning the sum of:
1)
the
value
of
non–strategic
participations
in
financial
and
credit
institutions which are not deducted in
accordance with
both Article 68(1) and
68(2)
of
Delegated
Regulation
(EU)
2015/35, because the sum of participations
in financial and credit institutions is less
than 10 %,
2)
the remainder of the non–strategic
participations
which
are
deducted
following the Article 68(2) of Delegated
Regulation (EU) 2015/35.

Table 6 — Other strategic participations not in financial and credit institution

C0440 Name of
related
undertaking
This is the name of the related undertaking in
which the participation is held.
These are participations which are not in financial
and credit institutions and which are considered
strategic.
C0450 Asset ID
Code
Asset ID code using the following priority:

ISO 6166 code of ISIN when available

Other
recognised
codes
(e.g.:
CUSIP,
Bloomberg Ticker, Reuters RIC)

Code attributed by the undertaking, when
the options above are not available. This
code must be unique and kept consistent
over time.
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies, it is necessary to specify the Asset ID
code and the ISO 4217 alphabetic code of the
currency, as in the following example: ‘code+EUR’
C0460 Asset ID
Code type
Type of ID Code used for the ‘Asset ID Code’
item. One of the options in the following closed list
shall be used:
1 —
ISO 6166 for ISIN code
2 —
CUSIP (The Committee on Uniform Securities
Identification Procedures number assigned by the
CUSIP Service Bureau for U.S. and Canadian
companies)
3 —
SEDOL (Stock Exchange Daily Official List
for the London Stock Exchange)
4 —
WKN (Wertpapier Kenn–Nummer, the
alphanumeric German identification number)
5 —
Bloomberg Ticker (Bloomberg letters code
that identify a company’s securities)
6 —
BBGID (The Bloomberg Global ID)
7 —
Reuters RIC (Reuters instrument code)
8 —
FIGI (Financial Instrument Global Identifier)
9 —
Other code by members of the Association of
National Numbering Agencies
99 —
Code attributed by the undertaking
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies and the code in
C0450 is defined by
Asset ID code and the ISO 4217 alphabetic code of
the currency, the Asset ID Code Type shall refer to
option 99 and the option of the original Asset ID
Code, as in the following example for which the
code reported was ISIN code + currency: ‘99/1’.
C0470 Total This is the total value held for all tiers in each
participation that are not financial and credit
institutions and that are considered strategic.
C0480 Type 1
Equity
This is the value of type 1 equity held in each
participation that are not financial and credit
institutions and that are considered strategic.
Type 1 equity has the meaning as defined in Article
168 (2) of the Delegated Regulation (EU) 2015/35).
C0490 Type 2
Equity
This is the value of type 2 equity held in each
participation that are not financial and credit
institutions and that are considered strategic.
Type 2 equity has the meaning as defined in Article
168 (3) of Delegated Regulation (EU) 2015/35.
C0500 Subordinated
liabilities
This is the value of subordinated liabilities held in
each participation that are not financial and credit
institutions and that are considered strategic.
Table 7 — Other non–strategic participations not in financial and credit institution
C0510 Name of
related
This is the name of the related undertaking in
which the participation is held.
undertaking These are participations which are not in financial
and credit institutions and which are not considered
strategic.
C0520
Code
Asset ID Asset ID code using the following priority:

ISO 6166 code of ISIN when available

Other
recognised
codes
(e.g.:
CUSIP,
Bloomberg Ticker, Reuters RIC)

Code attributed by the undertaking, when
the options above are not available. This
code must be unique and kept consistent
over time.
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies, it is necessary to specify the Asset ID

Solvency II software

code and the ISO 4217 alphabetic code of the
currency, as in the following example: ‘code+EUR’
C0530 Asset ID
Code type
Type of ID Code used for the ‘Asset ID Code’
item. One of the options in the following closed list
shall be used:
1 —
ISO 6166 for ISIN code
2 —
CUSIP (The Committee on Uniform Securities
Identification Procedures number assigned by the
CUSIP Service Bureau for U.S. and Canadian
companies)
3 —
SEDOL (Stock Exchange Daily Official List
for the London Stock Exchange)
4 —
WKN (Wertpapier Kenn–Nummer, the
alphanumeric German identification number)
5 —
Bloomberg Ticker (Bloomberg letters code
that identify a company’s securities)
6 —
BBGID (The Bloomberg Global ID)
7 —
Reuters RIC (Reuters instrument code)
8 —
FIGI (Financial Instrument Global Identifier)
9 —
Other code by members of the Association of
National Numbering Agencies
99 —
Code attributed by the undertaking
When the same Asset ID Code needs to be reported
for one asset that is issued in 2 or more different
currencies and the code in C0520 is defined by
Asset ID code and the ISO 4217 alphabetic code of
the currency, the Asset ID Code Type shall refer to
option 99 and the option of the original Asset ID
Code, as in the following example for which the
code reported was ISIN code + currency: ‘99/1’.
C0540 Total This is the total value held for all tiers in each
participation that are not financial and credit
institutions and that are not considered strategic.
C0550 Type 1
Equity
This is the value of type 1 equity held in each
participation that are not financial and credit
institutions and that are not considered strategic.
Type 1 equity has the meaning as defined in Article
168 (2) of the Delegated Regulation (EU) 2015/35.
C0560 Type 2
Equity
This is the value of type 2 equity held in each
participation that are not financial and credit
institutions and that are not considered strategic.
Type 2 equity has the meaning as defined in Article
168 (3) of Delegated Regulation (EU) 2015/35.
C0570 Subordinated
liabilities
This is the value of subordinated liabilities held in
each participations that are not financial and credit
institutions and that are not considered strategic.
Total for SCR
calculation
R0040/C0580 Total
participations
in related
undertakings
that are
financial and
credit
institutions –
Total
This is the total value of participations in
undertakings which are
financial and credit
institutions.
R0040/C0590 Total
participations
in related
undertakings
that are
financial and
credit
institutions

Type 1
Equity
This is the total value of Type 1 Equity of
participations in undertakings which are financial
and credit institutions.
Type 1 equity has the meaning as defined in Article
168 (2) of the Delegated Regulation (EU) 2015/35.
R0040/C0600 Total
participations
in related
undertakings
that are
financial and
credit
institutions

Type 2
Equity
This is the total value of Type 2 Equity of
participations in undertakings which are financial
and credit institutions.
Type 2 equity has the meaning as defined in Article
168 (3) of Delegated Regulation (EU) 2015/35.
R0040/C0610 Total
participations
in related
undertakings
that are
This is the total value of Subordinated liabilities of
participations in undertakings which are financial
and credit institutions.
financial and
credit
institutions

Subordinated
liabilities
R0050/C0580 Total
participations
in related
undertakings
that are
financial and
credit
institutions,
of which
strategic
(method 1 or
less than 10
This is the total value of strategic participations in
undertakings (method 1 or less than 10 % not
method 1) which are financial and credit
institutions.
% not method
–Total
R0050/C0590 Total
participations
in related
undertakings
that are
financial and
credit
institutions,
of which
strategic
(method 1 or
less than 10
% not method
1) —
Type 1
Equity
This is the total value of Type 1 Equity of strategic
participations in undertakings (method 1 or less
than 10 % not method 1) which are financial and
credit institutions.
Type 1 equity has the meaning as defined in Article
168 (2) of the Delegated Regulation (EU) 2015/35.
R0050/C0600 Total
participations
in related
undertakings
that are
financial and
credit
institutions,
of which
strategic
(method 1 or
less than 10
This is the total value of Type 2 Equity of strategic
participations in undertakings (method 1 or less
than 10 % not method 1) which are financial and
credit institutions.
Type 2 equity has the meaning as defined in Article
168 (3) of Delegated Regulation (EU) 2015/35.
% not method
1) —
Type 2
Equity
R0050/C0610 Total
participations
in related
undertakings
that are
financial and
credit
institutions,
of which
strategic
(method 1 or
less than 10
% not method
1) —
Subordinated
This is the total value of Subordinated liabilities of
strategic participations in undertakings (method 1
or less than 10 % not method 1) which are financial
and credit institutions.
liabilities
R0060/C0580 Total
participations
in related
undertakings
that are
financial and
credit
institutions of
which non–
strategic (less
than 10 %) –
Total
This is the total value of not strategic participations
in undertakings (less than 10 %) which are
financial and credit institutions.
R0060/C0590 Total
participations
in related
undertakings
that are
financial and
credit
institutions of
which non–
strategic (less
than 10 %) —
Type 1
Equity
This is the total value of Type 1 Equity of not
strategic participations in undertakings (less than
10 % —
C0500) which are financial and credit
institutions.
Type 1 equity has the meaning as defined in Article
168 (2) of the Delegated Regulation (EU) 2015/35.
R0060/C0600 Total
participations
in related
undertakings
that are
financial and
credit
institutions of
which non–
strategic (less
than 10 %) —
Type 2
Equity
This is the total value of Type 2 Equity of not
strategic participations in undertakings (less than
10 %) which are financial and credit institutions.
Type 2 equity has the meaning as defined in Article
168 (3) of Delegated Regulation (EU) 2015/35.
R0060/C0610 Total
participations
in related
undertakings
that are
financial and
credit
institutions of
which non–
strategic (less
than 10 %) —
Subordinated
liabilities
This is the total value of Subordinated liabilities of
not strategic participations in undertakings (less
than 10 %) which are financial and credit
institutions.
R0070/C0580 Total
participations
in related
undertakings
that are not
financial and
credit
institutions –
Total
This is the total value of participations in
undertakings which are not financial and credit
institutions. This is the sum of C0470 and C0540.
R0070/C0590 Total
participations
in related
undertakings
that are not
financial and
credit
institutions

Type 1
Equity
This is the total value of Type 1 Equities held in
participations in undertakings which are not
financial and credit institutions.
Type 1 equity has the meaning as defined in Article
168 (2) of Delegated Regulation (EU) 2015/35.
This is the sum of C0480 and C550.
R0070/C0600 Total
participations
in related
undertakings
that are not
financial and
credit
institutions

Type 2
Equity
This is the total value of Type 2 Equities held in
participations in undertakings which are not
financial and credit institutions.
Type 2 equity has the meaning as defined in Article
168 (3) of Delegated Regulation (EU) 2015/35.
This is the sum of C0490 and C0560)
R0070/C0610 Total
participations
in related
undertakings
that are not
financial and
credit
institutions

Subordinated
liabilities
This is the total value of subordinated liabilities
held in participations in undertakings which are not
financial and credit institutions. This is the sum of
C0500 and C0570.
R0080/C0580 Total
participations
in related
undertakings
that are not
financial and
credit
institutions

Total–
of
which
strategic
This is the total value of strategic participations in
undertakings which are not financial and credit
institutions. This is the sum of C0470.
R0080/C0590 Total
participations
in related
undertakings
that are not
financial and
credit
institutions

Type 1
Equity —
of
which
strategic
This is the total value of Type 1 Equities held in
strategic participations in undertakings which are
not financial and credit institutions.
Type 1 equity has the meaning as defined in Article
168 (2) of Delegated Regulation (EU) 2015/35.
This is the sum of C0480.
R0080/C0600 Total
participations
This is the total value of Type 2 Equities held in
strategic participations in undertakings which are
in related
undertakings
that are not
financial and
credit
institutions

Type 2
Equity —
of
which
strategic
not financial and credit institutions. This is the sum
of C0490).
R0080/C0610 Total
participations
in related
undertakings
that are not
financial and
credit
institutions
This is the total value of subordinated liabilities
held in strategic participations in undertakings
which are not financial and credit institutions. This
is the sum of C0500.
Subordinated
liabilities —
of which
strategic
R0090/C0580 Total
participations
in related
undertakings
that are not
financial and
credit
institutions

total —
of
which non–
strategic
This is the total value of non–strategic
participations in undertakings which are not
financial and credit institutions. This is the sum of
C0540.
R0090/C0590 Total
participations
in related
undertakings
that are not
financial and
credit
institutions

Type 1
Equity —
of
which non–
strategic
This is the total value of Type 1 Equities held in
non–strategic participations in undertakings which
are not financial and credit institutions. Type 1
equity has the meaning as defined in Article 168 (2)
of Delegated Regulation (EU) 2015/35. This is the
sum of C0550.

Solvency II software

R0090/C0600 Total
participations
in related
undertakings
that are not
financial and
credit
institutions

Type 2
Equity —
of
which non–
strategic
This is the total value of Type 2 Equities held in
non–strategic participations in undertakings which
are not financial and credit institutions. This is the
sum of C0560.
R0090/C0610 Total
participations
in related
undertakings
that are not
financial and
credit
institutions

Subordinated
liabilities —
of which
non–strategic
This is the total value of subordinated liabilities
held in non–strategic participations in undertakings
which are not financial and credit institutions. This
is the sum of C0570.
Total
C0620 Total of all
participations
This is the total value of all participations.