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2017
Public Quantitative Reporting Templates Solvency II
Aegon Schadeverzekering N.V.
This document contains the following quantitative reporting templates (QRTs) which relate to the position at 31 December 2017:
S.02.01.02 Balance sheet
S.05.01.02 Premiums, claims and expenses by line of business
S.05.02.01 Premiums, claims and expense by country
S.12.01.02 Life and Health SLT Technical Provisions
S.17.01.02 Non-Life Technical Provisions
S.19.01.21 Non-Life Insurance Claims Information
S.22.01.21 Impact of long term guarantees measures and transitionals
S.23.01.01 Own Funds
S.25.01.01 Solvency Capital Requirement – for undertakings using the standard formula
S.28.01.01 Minimum Capital Requirement All amounts are expressed in thousands of Euros.
S.02.01.02 Balance Sheet
Solvency II value
C0010
Assets
Intangible assets R0030 0
Deferred tax assets R0040 0
Pension benefit surplus R0050 0
Property, plant & equipment held for own use R0060 0
Investments (other than assets held for index-linked and unit-linked
contracts) R0070 730,178
Property (other than for own use) R0080 0
Holdings in related undertakings, including participations R0090 0
Equities R0100 7,558
Equities - listed R0110 0
Equities - unlisted R0120 7,558
Bonds R0130 471,576
Government Bonds R0140 266,277
Corporate Bonds R0150 191,311
Structured notes R0160 0
Collateralised securities R0170 13,988
Collective Investments Undertakings R0180 250,192
Derivatives R0190 852
Deposits other than cash equivalents R0200 0
Other investments R0210 0
Assets held for index-linked and unit-linked contracts R0220 0
Loans and mortgages R0230 559,965
Loans on policies R0240 0
Loans and mortgages to individuals R0250 406,016
Other loans and mortgages R0260 153,950
Reinsurance recoverables from: R0270 6,188
Non-life and health similar to non-life R0280 4,972
Non-life excluding health R0290 4,972
Health similar to non-life R0300 0
Life and health similar to life, excluding health and index-linked and unit-linked R0310 1,216
Health similar to life R0320 1,216
Life excluding health and index-linked and unit-linked R0330 0
Life index-linked and unit-linked R0340 0
Deposits to cedants R0350 1,471
Insurance and intermediaries receivables R0360 446
Reinsurance receivables R0370 0
Receivables (trade, not insurance) R0380 6,082
Own shares (held directly) R0390 Amounts due in respect of own fund items or initial fund called up but not yet paid
in R0400 0
Cash and cash equivalents R0410 100,304
Any other assets, not elsewhere shown R0420 231
Total assets R0500 1,404,864
Liabilities
Technical provisions - non-life R0510 205,182
Technical provisions - non-life (excluding health) R0520 138,365
TP calculated as a whole R0530 0
Best estimate R0540 130,887
Risk margin R0550 7,478
Technical provisions - health (similar to non-life) R0560 66,817
TP calculated as a whole R0570 0
Best estimate R0580 61,849
Risk margin R0590 4,967
TP - life (excluding index-linked and unit-linked) R0600 731,635
Technical provisions - health (similar to life) R0610 731,635
TP calculated as a whole R0620 0
Best estimate R0630 686,550
Risk margin R0640 45,085
TP - life (excluding health and index-linked and unit-linked) R0650
TP calculated as a whole R0660 0
Best estimate R0670 0
Risk margin R0680 0
TP - index-linked and unit-linked R0690
TP calculated as a whole R0700 0
Best estimate R0710 0
Risk margin R0720 0
Contingent liabilities R0740 0
Provisions other than technical provisions R0750 0
Pension benefit obligations R0760 0
Deposits from reinsurers R0770 0
Deferred tax liabilities R0780 34,377
Derivatives R0790 17,450
Debts owed to credit institutions R0800
Financial liabilities other than debts owed to credit institutions R0810
Insurance & intermediaries payables R0820 2,650
Reinsurance payables R0830 185
Payables (trade, not insurance) R0840 26,311
Subordinated liabilities R0850
Subordinated liabilities not in BOF R0860 0
Subordinated liabilities in BOF R0870 0
Any other liabilities, not elsewhere shown R0880 231
Total liabilities R0900 1,018,021
Excess of assets over liabilities R1000 386,843
S.05.01.02 Premiums, claims and expenses by line of business
Line of Business for: non-life insurance and reinsurance obligations (direct business and accepted proportional reinsurance)
Medical
expense
insurance
Income
protection
insurance
Workers'
compensation
insurance
Motor vehicle
liability
insurance
Other motor
insurance
Marine,
aviation and
transport
insurance
Fire and other
damage to
property
insurance
General
liability
insurance
Credit and
suretyship
insurance
Legal expenses
insuranceAssistance
Miscellaneous
financial loss
C0010 C0020 C0030 C0040 C0050 C0060 C0070 C0080 C0090 C0100 C0110 C0120 C0200
Premiums written
Gross - Direct Business R0110 0 52,067 0 35,245 21,674 89 60,934 12,935 0 14,370 2,317 0 199,632
Gross - Proportional reinsurance accepted R0120 0 0 0 0 0 0 0 0 0 0 0 0 0
Gross - Non-proportional reinsurance accepted R0130 0
Reinsurers' share R0140 0 0 0 1,544 1,081 26 3,339 932 0 0 0 0 6,922
Net R0200 52,067 33,701 20,593 63 57,595 12,004 14,370 2,317 192,710
Premiums earned
Gross - Direct Business R0210 0 51,909 0 35,393 23,653 91 61,141 12,995 0 14,442 2,316 0 201,941
Gross - Proportional reinsurance accepted R0220 0 0 0 0 0 0 0 0 0 0 0 0 0
Gross - Non-proportional reinsurance accepted R0230 0
Reinsurers' share R0240 0 0 0 1,544 1,081 26 3,339 932 0 0 0 0 6,922
Net R0300 51,909 33,849 22,572 65 57,802 12,063 14,442 2,316 195,019
Claims incurred
Gross - Direct Business R0310 0 49,195 0 26,235 14,051 65 30,236 2,323 0 7,261 2,104 0 131,470
Gross - Proportional reinsurance accepted R0320 0 0 0 0 0 0 -1,500 267 0 0 2 0 -1,231
Gross - Non-proportional reinsurance accepted R0330 0
Reinsurers' share R0340 0 0 0 -1,140 1,213 0 0 0 0 0 0 0 72
Net R0400 49,195 27,375 12,839 65 28,736 2,590 7,261 2,106 130,167
Changes in other technical provisions
Gross - Direct Business R0410 0 0 0 0 0 0 0 0 0 0 0 0 0
Gross - Proportional reinsurance accepted R0420 0 0 0 0 0 0 0 0 0 0 0 0 0
Gross - Non-proportional reinsurance accepted R0430 0
Reinsurers' share R0440 0 0 0 0 0 0 0 0 0 0 0 0 0
Net R0500 0
Expenses incurred R0550 22,554 17,030 10,727 161 26,284 5,381 6,044 882 89,064
Other expenses R1200 0
Total expenses R1300 89,064
Health
insurance
Insurance with
profit
participation
Index-linked
and unit-linked
insurance
Other life
insurance
Annuities
stemming from
non-life
insurance
contracts and
relating to
Annuities
stemming from
non-life
insurance
contracts and
relating to
Health
reinsurance
Life
reinsurance
C0210 C0220 C0230 C0240 C0250 C0260 C0270 C0280 C0300
Premiums written
Gross R1410 150,989 0 0 0 0 0 0 0 150,989
Reinsurers' share R1420 79 0 0 0 0 0 0 0 79
Net R1500 150,910 150,910
Premiums earned
Gross R1510 147,664 0 0 0 0 0 0 0 147,664
Reinsurers' share R1520 79 0 0 0 0 0 0 0 79
Net R1600 147,584 147,584
Claims incurred
Gross R1610 35,409 0 0 0 0 0 0 0 35,409
Reinsurers' share R1620 -627 0 0 0 0 0 0 0 -627
Net R1700 36,036 36,036
Changes in other technical provisions
Gross R1710 0 0 0 0 0 0 0 0 0
Reinsurers' share R1720 0 0 0 0 0 0 0 0 0
Net R1800 0
Expenses incurred R1900 39,307 39,307
Other expenses R2500 0
Total expenses R2600 39,307
Total
Line of Business for: life insurance obligations Life reinsurance obligations
Total
S.05.02.01 Premiums, claims and expenses by country
Home CountryTotal Top 5 and home
country
C0010 C0070
R0010
C0080 C0140
Premium written 199,632
Gross - Direct Business R0110 199,632 199,632
Gross - Proportional reinsurance accepted R0120 0 0
Gross - Non-proportional reinsurance accepted R0130 0 0
Reinsurers' share R0140 6,922 6,922
Net R0200 192,710 192,710
Premium earned 201,941 201,941
Gross - Direct Business R0210 201,941 201,941
Gross - Proportional reinsurance accepted R0220 0 0
Gross - Non-proportional reinsurance accepted R0230 0 0
Reinsurers' share R0240 6,922 6,922
Net R0300 195,019 195,019
Claims incurred 130,239 130,239
Gross - Direct Business R0310 131,470 131,470
Gross - Proportional reinsurance accepted R0320 -1,231 -1,231
Gross - Non-proportional reinsurance accepted R0330 0 0
Reinsurers' share R0340 72 72
Net R0400 130,167 130,167
Changes in other technical provisions 0 0
Gross - Direct Business R0410 0 0
Gross - Proportional reinsurance accepted R0420 0 0
Gross - Non-proportional reinsurance accepted R0430 0 0
Reinsurers' share R0440 0 0
Net R0500 0
Expenses incurred R0550 89,064 89,064
Other expenses R1200
Total expenses R1300 89,064
Home CountryTotal Top 5 and home
country
C0150 C0210
R01400
C0220 C0280
Premium written
Gross R1410 150,989 150,989
Reinsurers' share R1420 79 79
Net R1500 150,910 150,910
Premium earned 0
Gross R1510 147,664 147,664
Reinsurers' share R1520 79 79
Net R1600 147,584 147,584
Claims incurred 0
Gross R1610 35,409 35,409
Reinsurers' share R1620 -627 -627
Net R1700 36,036 36,036
Changes in other technical provisions 0
Gross R1710 0 0
Reinsurers' share R1720 0 0
Net R1800 0
Expenses incurred R1900 39,307 39,307
Other expenses R2500
Total expenses R2600 39,307
S.12.01.02 Life and Health SLT Technical Provisions
Contracts without
options and
guarantees
Contracts with
options or
guarantees
C0160 C0170 C0180 C0210
R0010 0 0
R0020 0
R0030 686,550 0 686,550
R0080 1,216 0 1,216
R0090 685,334 685,334
R0100 45,085 45,085
R0110 0
R0120 0
R0130 0
R0200 731,635 731,635
Risk margin
Technical provisions - total
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected
losses due to counterparty default
Best estimate minus recoverables from reinsurance/SPV and Finite Re
Amount of the transitional on Technical Provisions
Technical Provisions calculated as a whole
Best estimate
Risk Margin
Total (Health
similar to life
insurance)
Technical provisions calculated as a whole
Health insurance (direct business)
Technical provisions calculated as a sum of BE and RM
Best Estimate
Gross Best Estimate
Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected
losses due to counterparty default associated to TP as a whole
S.17.01.02 Non - life Technical Provisions
Medical
expense
insurance
Income
protection
insurance
Workers'
compensatio
n insurance
Motor
vehicle
liability
insurance
Other motor
insurance
Marine,
aviation and
transport
insurance
Fire and
other
damage to
property
insurance
General
liability
insurance
Credit and
suretyship
insurance
Legal
expenses
insurance
Assistance
Miscellaneou
s financial
loss
Non-
proportional
health
reinsurance
Non-
proportional
casualty
reinsurance
Non-
proportional
marine,
aviation and
transport
reinsurance
Non-
proportional
property
reinsurance
C0020 C0030 C0040 C0050 C0060 C0070 C0080 C0090 C0100 C0110 C0120 C0130 C0140 C0150 C0160 C0170 C0180
Technical provisions calculated as a whole R0010 0Total Recoverables from reinsurance/SPV and Finite Re after the
adjustment for expected losses due to counterparty default associated
to TP as a whole R0050 0
Technical Provisions calculated as a sum of BE and RM
Best estimate
Premium provisions
Gross - Total R0060 16,827 4,557 1,464 2 7,957 1,745 1,216 216 33,983Total recoverable from reinsurance/SPV and Finite Re after the
adjustment for expected losses due to counterparty default R0140 0 0 0 -215 -21 0 -437 -33 0 0 0 0 0 0 0 0 -706
Net Best Estimate of Premium Provisions R0150 16,827 4,772 1,485 2 8,394 1,778 1,216 216 34,688
Claims provisions
Gross - Total R0160 45,023 68,468 5,673 67 13,097 20,726 5,106 594 158,754Total recoverable from reinsurance/SPV and Finite Re after the
adjustment for expected losses due to counterparty default R0240 0 0 0 1,841 749 0 2,917 171 0 0 0 0 0 0 0 0 5,677
Net Best Estimate of Claims Provisions R0250 45,023 66,627 4,924 67 10,180 20,556 5,106 594 153,077
Total Best estimate - gross R0260 61,849 73,025 7,137 69 21,053 22,471 6,323 809 192,737
Total Best estimate - net R0270 61,849 71,399 6,408 69 18,574 22,333 6,323 809 187,765
Risk margin R0280 0 4,967 0 3,459 1,111 0 959 1,732 0 192 0 25 0 0 0 0 12,445
Amount of the transitional on Technical Provisions
TP as a whole R0290 0
Best estimate R0300 0
Risk margin R0310 0
Technical provisions - total
Technical provisions - total R0320 66,817 76,485 8,248 70 22,013 24,203 6,514 834 205,182
Recoverable from reinsurance contract/SPV and Finite Re after the
adjustment for expected losses due to counterparty default - total R0330 1,626 728 2,479 137 4,972Technical provisions minus recoverables from reinsurance/SPV and
Finite Re- total R0340 66,817 74,858 7,520 70 19,533 24,065 6,514 834 200,210
Direct business and accepted proportional reinsurance Accepted non-proportional reinsurance:
Total Non-
Life
obligations
S.22.01.21 Impact of long term guarantees measures and transitionals
Amount with Long Term
Guarantee measures and
transitionals
Impact of
transitional on
technical
Impact of
transitional on
interest rate
Impact of
volatility
adjustment set
Impact of
matching
adjustment set to
C0010 C0030 C0050 C0070 C0090
Technical provisions R0010 931,845 2,763
Basic own funds R0020 386,843 -2,072
Eligible own funds to meet Solvency Capital Requirement R0050 386,843 -2,072
Solvency Capital Requirement R0090 220,064
Eligible own funds to meet Minimum Capital Requirement R0100 386,843 -2,072
Minimum Capital Requirement R0110 55,016
S.23.01.01 Own funds
TotalTier 1 -
unrestricted
Tier 1 -
restrictedTier 2 Tier 3
C0010 C0020 C0030 C0040 C0050
Basic own funds before deduction for participations in other financial sector as foreseen in
article 68 of Delegated Regulation (EU) 2015/35
Ordinary share capital (gross of own shares) R0010 30,858 30,858 0
Share premium account related to ordinary share capital R0030 116,808 116,808 0Initial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual-type
undertakings R0040
Subordinated mutual member accounts R0050
Surplus funds R0070
Preference shares R0090
Share premium account related to preference shares R0110
Reconciliation reserve R0130 239,177 239,177
Subordinated liabilities R0140 0 0 0
An amount equal to the value of net deferred tax assets R0160 0
Other own fund items approved by the supervisory authority as basic own funds not specified above R0180
Own funds from the financial statements that should not be represented by the
reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds
Own funds from the financial statements that should not be represented by the reconciliation reserve and do not
meet the criteria to be classified as Solvency II own funds R0220 0
Deductions
Deductions for participations in financial and credit institutions R0230 0
Total basic own funds after deductions R0290 386,843 386,843
Ancillary own funds
Unpaid and uncalled ordinary share capital callable on demand R0300
Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and
mutual - type undertakings, callable on demand R0310
Unpaid and uncalled preference shares callable on demand R0320
A legally binding commitment to subscribe and pay for subordinated liabilities on demand R0330
Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC R0340
Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC R0350
Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC R0360
Supplementary members calls - other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC R0370
Other ancillary own funds R0390
Total ancillary own funds R0400
Available and eligible own funds
Total available own funds to meet the SCR R0500 386,843 386,843
Total available own funds to meet the MCR R0510 386,843 386,843
Total eligible own funds to meet the SCR R0540 386,843 386,843
Total eligible own funds to meet the MCR R0550 386,843 386,843
SCR R0580 220,064
MCR R0600 55,016
Ratio of Eligible own funds to SCR R0620 175.79%
Ratio of Eligible own funds to MCR R0640 703.15%
C0060
Reconciliation reserve
Excess of assets over liabilities R0700 386,843
Own shares (held directly and indirectly) R0710 0
Foreseeable dividends, distributions and charges R0720 0
Other basic own fund items R0730 147,666
Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds R0740
Reconciliation reserve R0760 239,177
Expected profits
Expected profits included in future premiums (EPIFP) - Life Business R0770 0
Expected profits included in future premiums (EPIFP) - Non- life business R0780 26,866
Total Expected profits included in future premiums (EPIFP) R0790 26,866
S.25.01.01 Solvency Capital Requirement - for undertakings on Standard Formula
Gross solvency capital
requirementUSP Simplifications
C0110 C0090 C0120
Market risk R0010 32,762
Counterparty default risk R0020 14,143
Life underwriting risk R0030
Health underwriting risk R0040 231,042
Non-life underwriting risk R0050 45,883
Diversification R0060 -71,225
Intangible asset risk R0070
Basic Solvency Capital Requirement R0100 252,606
Calculation of Solvency Capital Requirement
C0100
Operational risk R0130 17,088
Loss-absorbing capacity of technical provisions R0140
Loss-absorbing capacity of deferred taxes R0150 -49,630
Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC R0160
Solvency capital requirement excluding capital add-on R0200 220,064
Capital add-on already set R0210
Solvency capital requirement R0220 220,064
Other information on SCR
Capital requirement for duration-based equity risk sub-module R0400
Total amount of Notional Solvency Capital Requirements for remaining part R0410
Total amount of Notional Solvency Capital Requirements for ring fenced funds R0420
Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios R0430
Diversification effects due to RFF nSCR aggregation for article 304 R0440
Net (of
reinsurance/SPV)
best estimate and
TP calculated as a
whole
Net (of reinsurance)
written premiums in
the last 12 months
C0020 C0030
Medical expense insurance and proportional reinsurance R0020
Income protection insurance and proportional reinsurance R0030 61,849 52,876
Workers' compensation insurance and proportional reinsurance R0040
Motor vehicle liability insurance and proportional reinsurance R0050 71,399 33,701
Other motor insurance and proportional reinsurance R0060 6,408 20,593
Marine, aviation and transport insurance and proportional reinsurance R0070 69 63
Fire and other damage to property insurance and proportional reinsurance R0080 18,574 57,595
General liability insurance and proportional reinsurance R0090 22,333 12,004
Credit and suretyship insurance and proportional reinsurance R0100
Legal expenses insurance and proportional reinsurance R0110 6,323 14,370
Assistance and proportional reinsurance R0120
Miscellaneous financial loss insurance and proportional reinsurance R0130 809 2,317
Non-proportional health reinsurance R0140
Non-proportional casualty reinsurance R0150
Non-proportional marine, aviation and transport reinsurance R0160
Non-proportional property reinsurance R0170
Net (of
reinsurance/SPV)
best estimate and
TP calculated as a
whole
Net (of
reinsurance/SPV)
total capital at risk
C0050 C0060
Obligations with profit participation - guaranteed benefits R0210
Obligations with profit participation - future discretionary benefits R0220
Index-linked and unit-linked insurance obligations R0230
Other life (re)insurance and health (re)insurance obligations R0240 685,334
Total capital at risk for all life (re)insurance obligations R0250
Non-life activities Life activities
C0010 C0040
MCRNL Result R0010 35,909
MCRL Result R0200 14,392
Overall MCR calculation C0070
Linear MCR R0300 50,301
SCR R0310 220,064
MCR cap R0320 99,029
MCR floor R0330 55,016
Combined MCR R0340 55,016
Absolute floor of the MCR R0350 3,700
C0070
Minimum Capital Requirement R0400 55,016
MCR calculation Life
Life activities
S.28.01.01 Minimum Capital Requirement - Only life or only non-life insurance or reinsurance activity
Linear formula component for non-life insurance and reinsurance obligations
MCR calculation Non Life
Non-life activities
Linear formula component for life insurance and reinsurance obligations
