S.01.01 – Content of the submission
Download PDFS.01.01 – Content of the submission
General comments:
This section relates to opening, quarterly and annual submission of information for groups, ring fenced funds, matching portfolios and remaining part at group level.
When a special justification is needed the explanation is not to be submitted within the reporting template but shall be part of the dialogue with the national competent authorities.
| ITEM | INSTRUCTIONS | |
|---|---|---|
| Z0010 | Ring–fenced fund/matching portfolio/remaining part |
Identifies whether the reported figures are with regard to a ring–fenced fund (“RFF”), matching adjustment portfolio (“MAP”) or to the remaining part. One of the options in the following closed list shall be used: 1 – RFF/MAP 2 – Remaining part |
| Z0020 | Fund/Portfolio number | When item Z0010 = 1, identification number for a ring–fenced fund or matching portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates. When item Z0010 = 2, then report “0” |
| C0010/R0010 | S.01.02 – Basic Information – General |
This template shall always be reported. The only option possible is: 1 – Reported |
| C0010/R0020 | S.01.03 – Basic Information – RFF and matching adjustment portfolios |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no RFF or MAP 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special |
| C0010/R0030 | S.02.01 – Balance sheet | justification is needed) One of the options in the following closed list shall be used: 1 – Reported 6 – Exempted under Article 254(2) 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0040 | S.02.02 – Assets and liabilities by currency |
One of the options in the following closed list shall be used: 1 – Reported |
|---|---|---|
| 3 – Not due in accordance with instructions of the template |
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| 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0060 | S.03.01. – Off–balance sheet items – general |
One of the options in the following closed list shall be used: |
| 1 – Reported 2 – Not reported as no off–balance sheet items 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0070 | S.03.02 – Off–balance sheet items – List of unlimited guarantees received by the group |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no unlimited guarantees received 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0080 | S.03.03 – Off–balance sheet items – List of unlimited guarantees provided by the group |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no unlimited guarantees provided |
| 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0110 | S.05.01 – Premiums, claims and expenses by line of business |
One of the options in the following closed list shall be used: 1 – Reported |
| 6 – Exempted under Article 254(2) 0 – Not reported other reason (in this case special justification is needed |
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| C0010/R0120 | S.05.02 – Premiums, claims and expenses by country |
One of the options in the following closed list shall be used: 1 – Reported 3 – Not due in accordance with instructions of the template |
| 0 – Not reported other reason (in this case special justification is needed |
| C0010/R0130 | S.06.01 – Summary of Assets | One of the options in the following closed list shall be used: 1 – Reported 4 – Not due as S.06.02 reported quarterly 5 – Not due as S.06.02 reported annually 0 – Not reported other reason (in this case special justification is needed |
|---|---|---|
| C0010/R0140 | S.06.02 – List of assets | One of the options in the following closed list shall be used: 1 – Reported 6 – Exempted under Article 254(2) 7 – Not due as no material changes since quarterly submission 0 – Not reported other reason (in this case special justification is needed |
| C0010/R0150 | S.06.03 – Collective investment undertakings – look–through approach |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no Collective investment undertakings 3 – Not due in accordance with instructions of the template 6 – Exempted under Article 35 (6) to 8) 7 – Not due as no material changes since quarterly |
| submission 0 – Not reported other reason (in this case special justification is needed |
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| C0010/R0160 | S.07.01 – Structured products | One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no structured products 3 – Not due in accordance with instructions of the template 6 – Exempted under Article 35 (6) to (8) 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0170 | S.08.01 – Open derivatives | One of the options in the following closed list shall be used: |
|---|---|---|
| 1 – Reported 2 – Not reported as no derivative transactions 6 – Exempted under Article 254(2) |
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| 7 – Not due as no material changes since quarterly submission |
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| 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0180 | S.08.02 – Derivatives Transactions |
One of the options in the following closed list shall be used: |
| 1 – Reported 2 – Not reported as no derivative transactions 6 – Exempted under Article 254(2) |
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| 7 – Not due as no material changes since quarterly submission |
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| 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0190 | S.09.01 – Income/gains and losses in the period |
One of the options in the following closed list shall be used: 1 – Reported 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0200 | S.10.01 – Securities lending and repos |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no Securities lending and repos |
| 3 – Not due in accordance with instructions of the template |
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| 6 – Exempted under Article 35 (6) to (8) | ||
| 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0210 | S.11.01 – Assets held as collateral |
One of the options in the following closed list shall be used: |
| 1 – Reported 2 – Not reported as no Assets held as collateral 6 – Exempted under Article 254(2) |
| 0 – Not reported other reason (in this case special justification is needed) |
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|---|---|---|
| C0010/R0260 | S.15.01 – Description of the guarantees of variable annuities |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no variable annuities 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0270 | S.15.02 – Hedging of guarantees of variable annuities |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no variable annuities 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0370 | S.22.01 – Impact of long term guarantees measures and transitionals |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no long term guarantees (“LTG”) or transitional measures are applied 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0410 | S.23.01 – Own funds | One of the options in the following closed list shall be used: 1 – Reported 6 – Exempted under Article 254(2) 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0420 | S.23.02 – Detailed information by tiers on own funds |
One of the options in the following closed list shall be used: 1 – Reported 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0430 | S.23.03 – Annual movements on own funds |
One of the options in the following closed list shall be used: 1 – Reported 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0440 | S.23.04 – List of items on own funds |
One of the options in the following closed list shall be used: 1 – Reported 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0460 | S.25.01 – Solvency Capital Requirement – for groups on Standard Formula |
One of the options in the following closed list shall be used: 1 – Reported as standard formula (“SF”) is used |
| 2 – Reported due to Article 112 request 8 – Not reported as use of partial internal model (“PIM”) 9 – Not reported as use of full internal model (“IM”) 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0470 | S.25.02 – Solvency Capital Requirement – for groups using the standard formula and partial internal model |
One of the options in the following closed list shall be used: 1 – Reported 9 – Not reported as use of full internal model 10 – Not reported as use of standard formula |
| 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0480 | S.25.03 – Solvency Capital Requirement – for groups on Full Internal Models |
One of the options in the following closed list shall be used: 1 – Reported 8 – Not reported as use of partial internal model 10 – Not reported as use of standard formula 13 – Not reported as method 2 is used exclusively |
| 0 – Not reported other reason (in this case special | ||
|---|---|---|
| justification is needed) | ||
| C0010/R0500 | S.26.01 – Solvency Capital | One of the options in the following closed list shall |
| Requirement – Market risk | be used: | |
| 1 – Reported | ||
| 2 – Not reported as risk not existent | ||
| 8 – Not reported as use of partial internal model | ||
| 9 – Not reported as use of full internal model | ||
| 11 – Not reported as reported at RFF/MAP level | ||
| 13 – Not reported as method 2 is used exclusively | ||
| 0 – Not reported other reason (in this case special | ||
| justification is needed) | ||
| C0010/R0510 | S.26.02 – Solvency Capital | One of the options in the following closed list shall |
| Requirement – Counterparty | be used: | |
| default risk | 1 – Reported | |
| 2 – Not reported as risk not existent | ||
| 8 – Not reported as use of partial internal model | ||
| 9 – Not reported as use of full internal model | ||
| 11 – Not reported as reported at RFF/MAP level | ||
| 13 – Not reported as method 2 is used exclusively | ||
| 0 – Not reported other reason (in this case special | ||
| justification is needed) | ||
| C0010/R0520 | S.26.03 – Solvency Capital Requirement – Life |
One of the options in the following closed list shall be used: |
| underwriting risk | 1 – Reported | |
| 2 – Not reported as risk not existent | ||
| 8 – Not reported as use of partial internal model | ||
| 9 – Not reported as use of full internal model | ||
| 11 – Not reported as reported at RFF/MAP level | ||
| 13 – Not reported as method 2 is used exclusively | ||
| 0 – Not reported other reason (in this case special | ||
| justification is needed) | ||
| C0010/R0530 | S.26.04 – Solvency Capital | One of the options in the following closed list shall |
| Requirement – Health | be used: | |
| underwriting risk | ||
| 1 – Reported | ||
| 2 – Not reported as risk not existent | ||
| 8 – Not reported as use of partial internal model |
| 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level |
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|---|---|---|
| 13 – Not reported as method 2 is used exclusively | ||
| 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0540 | S.26.05 – Solvency Capital Requirement – Non–Life underwriting risk |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as risk not existent |
| 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level |
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| 13 – Not reported as method 2 is used exclusively | ||
| 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0550 | S.26.06 – Solvency Capital Requirement – Operational risk |
One of the options in the following closed list shall be used: |
| 1 – Reported 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level 13 – Not reported as method 2 is used exclusively |
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| 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0560 | S.26.07 – Solvency Capital Requirement – Simplifications |
One of the options in the following closed list shall be used: |
| 1 – Reported 2 – Not reported as no simplified calculations used |
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| 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level |
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| 13 – Not reported as method 2 is used exclusively | ||
| 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0570 | S.27.01 – Solvency Capital Requirement – Non–Life and Health catastrophe risk |
One of the options in the following closed list shall be used: 1 – Reported 2 – Risk not existent 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0680 | S.31.01 – Share of reinsurers (including Finite Reinsurance and SPV’s) |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no reinsurance 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0690 | S.31.02 – Special Purpose Vehicles |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no Special Purpose Insurance Vehicles (SPV") 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0700 | S.32.01 – Undertakings in the scope of the group |
One of the options in the following closed list shall be used: 1 – Reported 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0710 | S.33.01 – Insurance and Reinsurance individual requirements |
One of the options in the following closed list shall be used: 1 – Reported 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0720 | S.34.01 – Other regulated and non-regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no non–(re)insurance business in the scope of the group 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0730 | S.35.01 – Contribution to group Technical Provisions |
One of the options in the following closed list shall be used: 1 – Reported 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0740 | S.36.01 – IGT – Equity–type transactions, debt and asset transfer |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no Intragroup transaction (“IGT”) on Equity–type transactions, debt and asset transfer 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0750 | S.36.02 – IGT – Derivatives | One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no IGT on Derivatives 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0760 | S.36.03 – IGT – Internal reinsurance |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no IGT on Internal reinsurance 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0770 | S.36.04 – IGT – Cost Sharing, contingent liabilities, off BS and other items |
One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no IGT on Cost Sharing, contingent liabilities, off BS and other items |
| 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0780 | S.37.01 – Risk concentration | One of the options in the following closed list shall be used: 1 – Reported 2 – Not due in accordance with threshold decided by group supervisor 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0790 | SR.02.01 – Balance Sheet | One of the options in the following closed list shall be used: 1 – Reported 2 – Not reported as no RFF/MAP 13 – Not reported as method 2 is used exclusively 14 – Not reported as refers to MAP fund 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0840 | SR.25.01 – Solvency Capital Requirement – Only SF |
One of the options in the following closed list shall be used: 1 – Reported as standard formula is used 2 – Reported due to Article 112 request 8 – Not reported as use of partial internal model |
| 9 – Not reported as use of full internal model 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0850 | SR.25.02 – Solvency Capital Requirement – SF and PIM |
One of the options in the following closed list shall be used: 1 – Reported 9 – Not reported as use of full internal model 10 – Not reported as use of standard formula 13 – Not reported as method 2 is used exclusively |
| 0 – Not reported other reason (in this case special justification is needed) |
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|---|---|---|
| C0010/R0860 | SR.25.03 – Solvency Capital Requirement – IM |
One of the options in the following closed list shall be used: 1 – Reported 8 – Not reported as use of partial internal model 10 – Not reported as use of standard formula 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0870 | SR.26.01 – Solvency Capital Requirement – Market risk |
One of the options in the following closed list shall be used: 1 – Reported 2 – Risk not existent 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0880 | SR.26.02 – Solvency Capital Requirement – Counterparty default risk |
One of the options in the following closed list shall be used: 1 – Reported 2 – Risk not existent 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
| C0010/R0890 | SR.26.03 – Solvency Capital Requirement – Life underwriting risk |
One of the options in the following closed list shall be used: 1 – Reported 2 – Risk not existent 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0900 C0010/R0910 |
SR.26.04 – Solvency Capital Requirement – Health underwriting risk SR.26.05 – Solvency Capital |
One of the options in the following closed list shall be used: 1 – Reported 2 – Risk not existent 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) One of the options in the following closed list shall |
| Requirement – Non–Life underwriting risk |
be used: 1 – Reported 2 – Risk not existent 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special justification is needed) |
|
| C0010/R0920 | SR.26.06 – Solvency Capital Requirement – Operational risk |
One of the options in the following closed list shall be used: 1 – Reported 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level |
| 13 – Not reported as method 2 is used exclusively | ||
|---|---|---|
| 0 – Not reported other reason (in this case special justification is needed) |
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| C0010/R0930 | SR.26.07 – Solvency Capital Requirement – Simplifications |
One of the options in the following closed list shall be used: |
| 1 – Reported 2 – Not reported as no simplified calculations used |
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| 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model 11 – Not reported as reported at RFF/MAP level |
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| 13 – Not reported as method 2 is used exclusively 0 – Not reported other reason (in this case special |
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| justification is needed) | ||
| C0010/R0940 | SR.27.01 – Solvency Capital Requirement – Non–Life Catastrophe risk |
One of the options in the following closed list shall be used: 1 – Reported 2 – Risk not existent 8 – Not reported as use of partial internal model 9 – Not reported as use of full internal model |
| 11 – Not reported as reported at RFF/MAP level 13 – Not reported as method 2 is used exclusively |
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| 0 – Not reported other reason (in this case special justification is needed) |