Appendix I: Quantitative reporting templates

Content-S.01.01.aAppendix I: Quantitative reporting templates

Content of the submissionS.01.01.a

Template CodeTemplate nameS.01.02.aBasic InformationA1S.02.01.aBalance SheetA2S.06.02.aList of assetsA4S.08.01.aOpen derivativesA5S.12.01.aLife and Health SLT Technical ProvisionsA6S.17.01.aNon-Life Technical ProvisionsA7S.23.01.aOwn fundsA8S.28.01.aMinimum Capital RequirementA19S.28.02.aMinimum Capital Requirement - CompositeA20

Content-S.01.01.bAppendix I: Quantitative reporting templates

Content of the submissionS.01.01.b

Template CodeTemplate nameS.01.02.bBasic InformationA1S.02.01.bBalance SheetA2S.02.02.bAssets and liabilities by currencyA3S.06.02.bList of assetsA4S.08.01.bOpen derivativesA5S.12.01.bLife and Health SLT Technical ProvisionsA6S.17.01.bNon-Life Technical ProvisionsA7S.23.01.bOwn fundsA8S.25.01.bSolvency Capital Requirement - SFA9S.25.02.bSolvency Capital Requirement - PIMA10S.25.03.bSolvency Capital Requirement - IMA11S.26.01.bSolvency Capital Requirement - Market riskA12S.26.02.bSolvency Capital Requirement - Counterparty default riskA13S.26.03.bSolvency Capital Requirement - Life underwriting riskA14S.26.04.bSolvency Capital Requirement - Health underwriting riskA15S.26.05.bSolvency Capital Requirement - Non-Life underwriting riskA16S.26.06.bSolvency Capital Requirement - Operational riskA17S.27.01.bSolvency Capital Requirement - Non-Life Catastrophe riskA18S.28.01.bMinimum Capital RequirementA19S.28.02.bMinimum Capital Requirement - CompositeA20

Content-S.01.01.fAppendix I: Quantitative reporting templates

Content of the submissionS.01.01.f

Template CodeTemplate nameS.01.02.fBasic InformationA1S.02.01.fBalance SheetA2S.06.02.fList of assetsA4S.08.01.fOpen derivativesA5S.23.01.fOwn fundsA8

Content-S.01.01.gAppendix I: Quantitative reporting templates

Content of the submissionS.01.01.g

Template CodeTemplate nameS.01.02.gBasic InformationA1S.02.01.gBalance SheetA2S.06.02.gList of assetsA4S.08.01.gOpen derivativesA5S.23.01.gOwn fundsA8S.25.01.gSolvency Capital Requirement - SFA9S.25.02.gSolvency Capital Requirement - PIMA10S.25.03.gSolvency Capital Requirement - IMA11S.26.01.gSolvency Capital Requirement - Market riskA12S.26.02.gSolvency Capital Requirement - Counterparty default riskA13S.26.03.gSolvency Capital Requirement - Life underwriting riskA14S.26.04.gSolvency Capital Requirement - Health underwriting riskA15S.26.05.gSolvency Capital Requirement - Non-Life underwriting riskA16S.26.06.gSolvency Capital Requirement - Operational riskA17S.27.01.gSolvency Capital Requirement - Non-Life Catastrophe riskA18S.32.01.gEntities in the scope of the groupA21S.33.01.g(Re)insurance Solo requirementsA22S.34.01.gNon-(re)insurance Solo requirementsA23S.35.01.gGroup - contribution of TPA24

BI-S.01.02.aAppendix I: Quantitative reporting templates

S.01.02.aBasic informationDPMGeneral informationIdentification codeA1Identification codePara. IX.2 ID codes of supporting document - no change in the business templatesType of codeA11A11/A1Para. IX.2 ID codes of supporting document - no change in the business templatesReporting dateA2Identification code of entityReference dateA3*key*Currency used for reportingA4Accounting standardA5Type of internal modelA6Model usedDifferent label in DPM file but will be aligned for SIIComposite undertaking? (Y/N)A7RFF? (Y/N)A8

A12Home CountryMistake not amended in ERRATA but reflected in DPM for practical reasons and will be aligned for SIIA13NameMistake not amended in ERRATA but reflected in DPM for practical reasons and will be aligned for SII

BI-S.01.02.bAppendix I: Quantitative reporting templates

S.01.02.bBasic informationDPMGeneral informationIdentification codeA1Identification codePara. IX.2 ID codes of supporting document - no change in the business templatesType of codeA11A11/A1Para. IX.2 ID codes of supporting document - no change in the business templatesReporting dateA2Identification code of entityReference dateA3*key*Currency used for reportingA4Accounting standardA5Type of internal modelA6Model usedDifferent label in DPM file but will be aligned for SIIComposite undertaking? (Y/N)A7RFF? (Y/N)A8

A12Home CountryMistake not amended in ERRATA but reflected in DPM for practical reasons and will be aligned for SIIA13NameMistake not amended in ERRATA but reflected in DPM for practical reasons and will be aligned for SII

BI-S.01.02.fAppendix I: Quantitative reporting templates

S.01.02.fBasic information

General informationGroup identification codeA9Group identification codePara. IX.2 ID codes of supporting document - no change in the business templatesType of codeA11A11/A9Para. IX.2 ID codes of supporting document - no change in the business templatesReporting dateA2Group identification codeReference dateA3*key*Currency used for reportingA4Accounting standardA5Type of internal modelA6Model usedDifferent label in DPM file but will be aligned for SIIComposite undertaking? (Y/N)A7RFF? (Y/N)A8Consolidation method 1 or a combination of methods is used for calculating group solvency of at least one undertaking in the scope? (Y/N)A10A13NameMistake not amended in ERRATA but reflected in DPM for practical reasons and will be aligned for SII

BI-S.01.02.gAppendix I: Quantitative reporting templates

S.01.02.gBasic information

General informationGroup identification codeA9Group identification codepara. IX.2 ID codes of supporting document - no change in the business templatesType of codeA11A11/A9para. IX.2 ID codes of supporting document - no change in the business templatesReporting dateA2Group identification codeReference dateA3*key*Currency used for reportingA4Accounting standardA5Type of internal modelA6Model usedDifferent label in DPM file but will be aligned for SIIComposite undertaking? (Y/N)A7RFF? (Y/N)A8Consolidation method 1 or a combination of methods is used for calculating group solvency of at least one undertaking in the scope? (Y/N)A10A13NameMistake not amended in ERRATA but reflected in DPM for practical reasons and will be aligned for SII

BS-S.02.01.aAppendix I: Quantitative reporting templates

S.02.01.aBalance sheet

Fund numberA0AssetsSolvency II valueGoodwillDeferred acquisition costsIntangible assetsA2Deferred tax assetsA26Pension benefit surplusA25BProperty, plant & equipement held for own useA3Investments (other than assets held for index-linked and unit-linked funds) A4Property (other than for own use)A5ParticipationsA6EquitiesA7BEquities - listedA7Equities - unlistedA7ABondsA8EGovernment BondsA8Corporate BondsA8AStructured notesA8CCollateralised securitiesA8DInvestment fundsA9DerivativesA10ADeposits other than cash equivalentsA10BOther investmentsA11Assets held for index-linked and unit-linked fundsA12Loans & mortgagesA14 Loans & mortgages to individualsA14B Other loans & mortgagesA14CLoans on policiesA14AReinsurance recoverables from:A16Non-life and health similar to non-lifeA17ANon-life excluding healthA17Health similar to non-lifeA18Life and health similar to life, excluding health and index-linked and unit-linkedA19BHealth similar to lifeA18ALife excluding health and index-linked and unit-linkedA19Life index-linked and unit-linkedA19ADeposits to cedantsA13Insurance & intermediaries receivablesA21Reinsurance receivablesA20Receivables (trade, not insurance)A23Own sharesA28AAmounts due in respect of own fund items or initial fund called up but not yet paid inA28BCash and cash equivalentsA27Any other assets, not elsewhere shownA29Total assetsA30

LiabilitiesSolvency II valueTechnical provisions non-lifeTechnical provisions non-life (excluding health)L1TP calculated as a wholeL1ABest EstimateL2Risk marginL3Technical provisions - health (similar to non-life)L4TP calculated as a wholeL4ABest EstimateL5Risk marginL6Technical provisions - life (excluding index-linked and unit-linked)Technical provisions - health (similar to life)L6BTP calculated as a wholeL6CBest EstimateL6DRisk marginL6ETechnical provisions life (excluding health and index-linked and unit-linked)L7TP calculated as a wholeL7ABest EstimateL8Risk marginL9Technical provisions index-linked and unit-linkedL10TP calculated as a wholeL10ABest EstimateL11Risk marginL12Other technical provisionsContingent liabilitiesL23Provisions other than technical provisionsL18Pension benefit obligationsL22Deposits from reinsurersL13Deferred tax liabilitiesL17DerivativesL16Debts owed to credit institutionsL19Financial liabilities other than debts owed to credit institutionsL20Insurance & intermediaries payablesL15AReinsurance payablesL15BPayables (trade, not insurance)L15CSubordinated liabilitiesL15ESubordinated liabilities not in BOFL15DSubordinated liabilities in BOFL26Any other liabilities, not elsewhere shownL25Total liabilitiesL25A

Excess of assets over liabilitiesL27

BS-S.02.01.bAppendix I: Quantitative reporting templates

S.02.01.bBalance sheet

Fund numberA0AssetsSolvency II valueStatutory accounts valueGoodwillAS1Deferred acquisition costsAS24Intangible assetsA2A2Deferred tax assetsA26A26Pension benefit surplusA25BA25BProperty, plant & equipement held for own useA3A3Investments (other than assets held for index-linked and unit-linked funds) A4A4Property (other than for own use)A5A5ParticipationsA6A6EquitiesA7BA7BEquities - listedA7A7Equities - unlistedA7AA7ABondsA8EA8EGovernment BondsA8A8Corporate BondsA8AA8AStructured notesA8CA8CCollateralised securitiesA8DA8DInvestment fundsA9A9DerivativesA10AA10ADeposits other than cash equivalentsA10BA10BOther investmentsA11A11Assets held for index-linked and unit-linked fundsA12A12Loans & mortgagesA14A14 Loans & mortgages to individualsA14BA14B Other loans & mortgagesA14CA14CLoans on policiesA14AA14AReinsurance recoverables from:A16A16Non-life and health similar to non-lifeA17AA17ANon-life excluding healthA17A17Health similar to non-lifeA18A18Life and health similar to life, excluding health and index-linked and unit-linkedA19BA19BHealth similar to lifeA18AA18ALife excluding health and index-linked and unit-linkedA19A19Life index-linked and unit-linkedA19AA19ADeposits to cedantsA13A13Insurance & intermediaries receivablesA21A21Reinsurance receivablesA20A20Receivables (trade, not insurance)A23A23Own sharesA28AA28AAmounts due in respect of own fund items or initial fund called up but not yet paid inA28BA28BCash and cash equivalentsA27A27Any other assets, not elsewhere shownA29A29Total assetsA30A30

LiabilitiesSolvency II valueStatutory accounts valueTechnical provisions non-lifeLS0Technical provisions non-life (excluding health)L1L1TP calculated as a wholeL1ABest EstimateL2Risk marginL3Technical provisions - health (similar to non-life)L4L4TP calculated as a wholeL4ABest EstimateL5Risk marginL6Technical provisions - life (excluding index-linked and unit-linked)LS6FTechnical provisions - health (similar to life)L6BL6BTP calculated as a wholeL6CBest EstimateL6DRisk marginL6ETechnical provisions life (excluding health and index-linked and unit-linked)L7L7TP calculated as a wholeL7ABest EstimateL8Risk marginL9Technical provisions index-linked and unit-linkedL10L10TP calculated as a wholeL10ABest EstimateL11Risk marginL12Other technical provisionsLS14Contingent liabilitiesL23L23Provisions other than technical provisionsL18L18Pension benefit obligationsL22L22Deposits from reinsurersL13L13Deferred tax liabilitiesL17L17DerivativesL16L16Debts owed to credit institutionsL19L19Financial liabilities other than debts owed to credit institutionsL20L20Insurance & intermediaries payablesL15AL15AReinsurance payablesL15BL15BPayables (trade, not insurance)L15CL15CSubordinated liabilitiesL15EL15ESubordinated liabilities not in BOFL15DL15DSubordinated liabilities in BOFL26L26Any other liabilities, not elsewhere shownL25L25Total liabilitiesL25AL25A

Excess of assets over liabilitiesL27L27

BS-S.02.01.fAppendix I: Quantitative reporting templates

S.02.01.fBalance sheet

Fund numberA0AssetsSolvency II valueGoodwillDeferred acquisition costsIntangible assetsA2Deferred tax assetsA26Pension benefit surplusA25BProperty, plant & equipement held for own useA3Investments (other than assets held for index-linked and unit-linked funds) A4Property (other than for own use)A5ParticipationsA6EquitiesA7BEquities - listedA7Equities - unlistedA7ABondsA8EGovernment BondsA8Corporate BondsA8AStructured notesA8CCollateralised securitiesA8DInvestment fundsA9DerivativesA10ADeposits other than cash equivalentsA10BOther investmentsA11Assets held for index-linked and unit-linked fundsA12Loans & mortgagesA14 Loans & mortgages to individualsA14B Other loans & mortgagesA14CLoans on policiesA14AReinsurance recoverables from:A16Non-life and health similar to non-lifeA17ANon-life excluding healthA17Health similar to non-lifeA18Life and health similar to life, excluding health and index-linked and unit-linkedA19BHealth similar to lifeA18ALife excluding health and index-linked and unit-linkedA19Life index-linked and unit-linkedA19ADeposits to cedantsA13Insurance & intermediaries receivablesA21Reinsurance receivablesA20Receivables (trade, not insurance)A23Own sharesA28AAmounts due in respect of own fund items or initial fund called up but not yet paid inA28BCash and cash equivalentsA27Any other assets, not elsewhere shownA29Total assetsA30

LiabilitiesSolvency II valueTechnical provisions non-lifeTechnical provisions non-life (excluding health)L1TP calculated as a wholeL1ABest EstimateL2Risk marginL3Technical provisions - health (similar to non-life)L4TP calculated as a wholeL4ABest EstimateL5Risk marginL6Technical provisions - life (excluding index-linked and unit-linked)Technical provisions - health (similar to life)L6BTP calculated as a wholeL6CBest EstimateL6DRisk marginL6ETechnical provisions life (excluding health and index-linked and unit-linked)L7TP calculated as a wholeL7ABest EstimateL8Risk marginL9Technical provisions index-linked and unit-linkedL10TP calculated as a wholeL10ABest EstimateL11Risk marginL12Other technical provisionsContingent liabilitiesL23Provisions other than technical provisionsL18Pension benefit obligationsL22Deposits from reinsurersL13Deferred tax liabilitiesL17DerivativesL16Debts owed to credit institutionsL19Financial liabilities other than debts owed to credit institutionsL20Insurance & intermediaries payablesL15AReinsurance payablesL15BPayables (trade, not insurance)L15CSubordinated liabilitiesL15ESubordinated liabilities not in BOFL15DSubordinated liabilities in BOFL26Any other liabilities, not elsewhere shownL25Total liabilitiesL25A

Excess of assets over liabilitiesL27

BS-S.02.01.gAppendix I: Quantitative reporting templates

S.02.01.gBalance sheet

Fund numberA0AssetsSolvency II valueStatutory accounts valueGoodwillAS1Deferred acquisition costsAS24Intangible assetsA2A2Deferred tax assetsA26A26Pension benefit surplusA25BA25BProperty, plant & equipement held for own useA3A3Investments (other than assets held for index-linked and unit-linked funds) A4A4Property (other than for own use)A5A5ParticipationsA6A6EquitiesA7BA7BEquities - listedA7A7Equities - unlistedA7AA7ABondsA8EA8EGovernment BondsA8A8Corporate BondsA8AA8AStructured notesA8CA8CCollateralised securitiesA8DA8DInvestment fundsA9A9DerivativesA10AA10ADeposits other than cash equivalentsA10BA10BOther investmentsA11A11Assets held for index-linked and unit-linked fundsA12A12Loans & mortgagesA14A14 Loans & mortgages to individualsA14BA14B Other loans & mortgagesA14CA14CLoans on policiesA14AA14AReinsurance recoverables from:A16A16Non-life and health similar to non-lifeA17AA17ANon-life excluding healthA17A17Health similar to non-lifeA18A18Life and health similar to life, excluding health and index-linked and unit-linkedA19BA19BHealth similar to lifeA18AA18ALife excluding health and index-linked and unit-linkedA19A19Life index-linked and unit-linkedA19AA19ADeposits to cedantsA13A13Insurance & intermediaries receivablesA21A21Reinsurance receivablesA20A20Receivables (trade, not insurance)A23A23Own sharesA28AA28AAmounts due in respect of own fund items or initial fund called up but not yet paid inA28BA28BCash and cash equivalentsA27A27Any other assets, not elsewhere shownA29A29Total assetsA30A30

LiabilitiesSolvency II valueStatutory accounts valueTechnical provisions non-lifeLS0Technical provisions non-life (excluding health)L1L1TP calculated as a wholeL1ABest EstimateL2Risk marginL3Technical provisions - health (similar to non-life)L4L4TP calculated as a wholeL4ABest EstimateL5Risk marginL6Technical provisions - life (excluding index-linked and unit-linked)LS6FTechnical provisions - health (similar to life)L6BL6BTP calculated as a wholeL6CBest EstimateL6DRisk marginL6ETechnical provisions life (excluding health and index-linked and unit-linked)L7L7TP calculated as a wholeL7ABest EstimateL8Risk marginL9Technical provisions index-linked and unit-linkedL10L10TP calculated as a wholeL10ABest EstimateL11Risk marginL12Other technical provisionsLS14Contingent liabilitiesL23L23Provisions other than technical provisionsL18L18Pension benefit obligationsL22L22Deposits from reinsurersL13L13Deferred tax liabilitiesL17L17DerivativesL16L16Debts owed to credit institutionsL19L19Financial liabilities other than debts owed to credit institutionsL20L20Insurance & intermediaries payablesL15AL15AReinsurance payablesL15BL15BPayables (trade, not insurance)L15CL15CSubordinated liabilitiesL15EL15ESubordinated liabilities not in BOFL15DL15DSubordinated liabilities in BOFL26L26Any other liabilities, not elsewhere shownL25L25Total liabilitiesL25AL25A

Excess of assets over liabilitiesL27L27

BS-C1D-S.02.02.bAppendix I: Quantitative reporting templates

S.02.02.bAssets and liabilities by currencyReporting currencyCurrenciesOther TotalTotal value of all currenciesValue of the reporting currencyValue of remaining other currenciesValue of material currenciesCurrency codeA1A1In XBRL currencies are to be reported as dimensions so no need for a cell on its own in DPMAssetsInvestments (other than assets held for index-linked and unit-linked funds)A3A3Other assets within scope of Assets-D1 (other than index-linked and unit-linked funds)A4A4Assets held for index-linked and unit-linked fundsA5A5Reinsurance recoverablesA5AA5ADeposits to cedants, insurance and intermediaries receivables and reinsurance receivablesA6A6Any other assetsA7A7Total assetsA7AA7ALiabilitiesTechnical provisions (excluding index-linked and unit-linked funds)A8A8Technical provisions - index-linked and unit-linked fundsA9A9Deposits from reinsurers and insurance, intermediaries and reinsurance payablesA10A10DerivativesA11A11Financial liabilitiesA12A12Contingent liabilitiesA13A13Any other liabilitiesA14A14Total liabilitiesA15A15

AS-D1-S.06.02.aAppendix I: Quantitative reporting templates

S.06.02.aList of assets

PortfolioFund numberAsset held in unit linked and index linked funds (Y/N)ID CodeID Code typeAsset pledged as collateralItem TitleIssuer NameIssuer CodeType of codeIssuer SectorIssuer GroupIssuer Group CodeType of codeIssuer CountryCountry of custodyCurrency (ISO code)CICParticipationExternal ratingRating agencyDurationQuantityTotal par amountUnit SII pricePercentage of par SII valueValuation method SIIAcquisition priceTotal SII amountMaturity dateAccrued interestA1A2A3A4A5A6A7A8A31A33A9A10A32A33A11A12A13A15A16A17A18A20A22A22AA23A23AA24A25A26A28A30

Line identificationID CodeIssuer CodeType of codeIssuer Group CodeType of codeS.06.02 line identificationA5/A4A33/A31A33A33/A32A33Only in DPMURIPara. IX.2 ID codes of supporting documentPara. IX.2 ID codes of supporting documentDue to the complexity of the key for row dynamism in this table a line identification was introduced, however this will not be included in the business template.Para. IX.2 ID codes of supporting documentNo change in the business templatesNo change in the business templatesNo change in the business templates

AS-D1-S.06.02.bAppendix I: Quantitative reporting templates

S.06.02.b#List of assets

PortfolioFund numberAsset held in unit linked and index linked funds (Y/N)ID CodeID Code typeAsset pledged as collateralItem TitleIssuer NameIssuer CodeType of codeIssuer SectorIssuer GroupIssuer Group CodeType of codeIssuer CountryCountry of custodyCurrency (ISO code)CICParticipationExternal ratingRating agencyDurationQuantityTotal par amountUnit SII pricePercentage of par SII valueValuation method SIIAcquisition priceTotal SII amountMaturity dateAccrued interestA1A2A3A4A5A6A7A8A31A33A9A10A32A33A11A12A13A15A16A17A18A20A22A22AA23A23AA24A25A26A28A30

Line identificationID CodeIssuer CodeType of codeIssuer Group CodeType of codeS.06.02 line identificationA5/A4A33/A31A33A33/A32A33Only in DPMURIPara. IX.2 ID codes of supporting documentPara. IX.2 ID codes of supporting documentDue to the complexity of the key for row dynamism in this table a line identification was introduced, however this will not be included in the business template.Para. IX.2 ID codes of supporting documentNo change in the business templatesNo change in the business templatesNo change in the business templates

AS-D1-S.06.02.fAppendix I: Quantitative reporting templates

S.06.02.fList of assets

Legal name of the undertakingPortfolioFund numberAsset held in unit linked and index linked funds (Y/N)ID CodeID Code typeAsset pledged as collateralItem TitleIssuer NameIssuer CodeType of codeIssuer SectorIssuer GroupIssuer Group CodeType of codeIssuer CountryCountry of custodyCurrency (ISO code)CICParticipationExternal ratingRating agencyDurationQuantityTotal par amountUnit SII pricePercentage of par SII valueValuation method SIIAcquisition priceTotal SII amountMaturity dateAccrued interestA50A1A2A3A4A5A6A7A8A31A33A9A10A32A33A11A12A13A15A16A17A18A20A22A22AA23A23AA24A25A26A28A30

Line identificationIdentification code of the undertakingID CodeIssuer CodeType of codeIssuer Group CodeType of codeS.06.02 line identificationIdentification code of entityA5/A4A33/A31A33A33/A32A33Only in DPMURIPara. IX.2 ID codes of supporting documentPara. IX.2 ID codes of supporting documentDue to the complexity of the key for row dynamism in this table a line identification was introduced, however this will not be included in the business template.Para. IX.2 ID codes of supporting documentNo change in the business templatesNo change in the business templatesNo change in the business templates

AS-D1-S.06.02.gAppendix I: Quantitative reporting templates

S.06.02.gList of assets

Legal name of the undertakingPortfolioFund numberAsset held in unit linked and index linked funds (Y/N)ID CodeID Code typeAsset pledged as collateralItem TitleIssuer NameIssuer CodeType of codeIssuer SectorIssuer GroupIssuer Group CodeType of codeIssuer CountryCountry of custodyCurrency (ISO code)CICParticipationExternal ratingRating agencyDurationQuantityTotal par amountUnit SII pricePercentage of par SII valueValuation method SIIAcquisition priceTotal SII amountMaturity dateAccrued interestA50A1A2A3A4A5A6A7A8A31A33A9A10A32A33A11A12A13A15A16A17A18A20A22A22AA23A23AA24A25A26A28A30

Line identificationIdentification code of the undertakingID CodeIssuer CodeType of codeIssuer Group CodeType of codeS.06.02 line identificationIdentification code of entityA5/A4A33/A31A33A33/A32A33Only in DPMURIPara. IX.2 ID codes of supporting documentPara. IX.2 ID codes of supporting documentDue to the complexity of the key for row dynamism in this table a line identification was introduced, however this will not be included in the business template.Para. IX.2 ID codes of supporting documentNo change in the business templatesNo change in the business templatesNo change in the business templates

AS-D2O-S.08.01.aAppendix I: Quantitative reporting templates

S.08.01.aOpen derivatives

PortfolioFund numberDerivatives held in unit linked and index linked funds (Y/N)ID CodeID Code typeCounterparty NameCounterparty CodeType of codeExternal ratingRating agencyCounterparty GroupCounterparty group CodeType of codeContract nameAsset or liability underlying the derivativeCurrency (ISO code)CICUse of derivativeDeltaNotional amountLong or short positionPremium paid/ received to dateNumber of contractsContract dimensionTrigger valueUnwind trigger of contractMaximum loss under unwinding eventSwap outflow amountSwap inflow amountSwap delivered currencySwap received currencyTrade dateMaturity dateDurationSII valueValuation method SIIA1A2A3A4A5A6A36A38A34A35A7A37A38A8A9A10A11A13A14A15A16A17A19A20A21A31A32A22A23A24A25A26A27A33A28A29

Line identificationID CodeCounterparty CodeType of codeCounterparty group CodeType of codeS.08.01 line identificationA5/A4A38/A36A38A38/A37A38Only in DPMURIPara. IX.2 ID codes of supporting documentPara. IX.2 ID codes of supporting documentDue to the complexity of the key for row dynamism in this table a line identification was introduced, however this will not be included in the business template.Para. IX.2 ID codes of supporting documentNo change in the business templatesNo change in the business templatesNo change in the business templates

AS-D2O-S.08.01.bAppendix I: Quantitative reporting templates

S.08.01.bOpen derivatives

PortfolioFund numberDerivatives held in unit linked and index linked funds (Y/N)ID CodeID Code typeCounterparty NameCounterparty CodeType of codeExternal ratingRating agencyCounterparty GroupCounterparty group CodeType of codeContract nameAsset or liability underlying the derivativeCurrency (ISO code)CICUse of derivativeDeltaNotional amountLong or short positionPremium paid/received to dateNumber of contractsContract dimensionTrigger valueUnwind trigger of contractMaximum loss under unwinding eventSwap outflow amountSwap inflow amountSwap delivered currencySwap received currencyTrade dateMaturity dateDurationSII valueValuation method SIIA1A2A3A4A5A6A36A38A34A35A7A37A38A8A9A10A11A13A14A15A16A17A19A20A21A31A32A22A23A24A25A26A27A33A28A29

Line identificationID CodeCounterparty CodeType of codeCounterparty group CodeType of codeS.08.01 line identificationA5/A4A38/A36A38A38/A37A38Only in DPMURIPara. IX.2 ID codes of supporting documentPara. IX.2 ID codes of supporting documentDue to the complexity of the key for row dynamism in this table a line identification was introduced, however this will not be included in the business template.Para. IX.2 ID codes of supporting documentNo change in the business templatesNo change in the business templatesNo change in the business templates

AS-D2O-S.08.01.fAppendix I: Quantitative reporting templates

S.08.01.fOpen derivatives

Legal name of the undertakingPortfolioFund numberDerivatives held in unit linked and index linked funds (Y/N)ID CodeID Code typeCounterparty NameCounterparty CodeType of codeExternal ratingRating agencyCounterparty GroupCounterparty group CodeType of codeContract nameAsset or liability underlying the derivativeCurrency (ISO code)CICUse of derivativeDeltaNotional amountLong or short positionPremium paid/received to dateNumber of contractsContract dimensionTrigger valueUnwind trigger of contractMaximum loss under unwinding eventSwap outflow amountSwap inflow amountSwap delivered currencySwap received currencyTrade dateMaturity dateDurationSII valueValuation method SIIA50A1A2A3A4A5A6A36A38A34A35A7A37A38A8A9A10A11A13A14A15A16A17A19A20A21A31A32A22A23A24A25A26A27A33A28A29

Line identificationIdentification code of the undertakingID CodeCounterparty CodeType of codeCounterparty group CodeType of codeS.08.01 line identificationIdentification code of entityA5/A4A38/A36A38A38/A37A38Only in DPMURIPara. IX.2 ID codes of supporting documentPara. IX.2 ID codes of supporting documentDue to the complexity of the key for row dynamism in this table a line identification was introduced, however this will not be included in the business template.Para. IX.2 ID codes of supporting documentNo change in the business templatesNo change in the business templatesNo change in the business templates

AS-D2O-S.08.01.gAppendix I: Quantitative reporting templates

S.08.01.gOpen derivatives

Legal name of the undertakingPortfolioFund numberDerivatives held in unit linked and index linked funds (Y/N)ID CodeID Code typeCounterparty NameCounterparty CodeType of codeExternal ratingRating agencyCounterparty GroupCounterparty group CodeType of codeContract nameAsset or liability underlying the derivativeCurrency (ISO code)CICUse of derivativeDeltaNotional amountLong or short positionPremium paid/received to dateNumber of contractsContract dimensionTrigger valueUnwind trigger of contractMaximum loss under unwinding eventSwap outflow amountSwap inflow amountSwap delivered currencySwap received currencyTrade dateMaturity dateDurationSII valueValuation method SIIA50A1A2A3A4A5A6A36A38A34A35A7A37A38A8A9A10A11A13A14A15A16A17A19A20A21A31A32A22A23A24A25A26A27A33A28A29

Line identificationIdentification code of the undertakingID CodeCounterparty CodeType of codeCounterparty group CodeType of codeS.08.01 line identificationIdentification code of entityA5/A4A38/A36A38A38/A37A38Only in DPMURIPara. IX.2 ID codes of supporting documentPara. IX.2 ID codes of supporting documentDue to the complexity of the key for row dynamism in this table a line identification was introduced, however this will not be included in the business template.Para. IX.2 ID codes of supporting documentNo change in the business templatesNo change in the business templatesNo change in the business templates

TP-F1Q-S.12.01.aAppendix I: Quantitative reporting templates

S.12.01.aLife and Health SLT Technical ProvisionsPara. IX.5 Merged Columns - but change the business template also for SIIPara. IX.5 Merged Columns - but change the business template also for SII Insurance with profit participationIndex-linked and unit-linked insuranceOther life insuranceAnnuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligationsAccepted reinsuranceTotal (Life other than health insurance, incl. Unit-Linked)Health insurance (direct business)Annuities stemming from non-life insurance contracts and relating to health insurance obligationsHealth reinsurance (reinsurance accepted)Total (Health similar to life insurance) Contracts without options and guaranteesContracts with options and guaranteesContracts without options and guaranteesContracts with options and guaranteesOf which WP (Insurance with profit participation on Accepted reinsurance (Gross))Of which UL (Index-linked and unit-linked insurance on Accepted reinsurance (Gross))Of which OL (Other life insurance on Accepted reinsurance (Gross))Contracts without options and guaranteesContracts with options and guarantees Technical provisions calculated as a whole (Replicable portfolio)A1A3A3A5A5A6A7A7AA7BA7CA9A10A10A12A13A14 Technical provisions calculated as a sum of BE and RM (Non-Replicable portfolio)Best Estimate GrossB1B2B3B4B5B6B7B9B10B11B12B13B14 Total Recoverables from reinsurance and SPV after the adjustment for expected losses due to counterparty defaultC1C2C3C4C5C6C7C9C10C11C12C13C14 Risk MarginE1E2E2E4E4E6E7E9E10E10E12E13E14 Technical provisions - totalF1F2F2F4F4F6F7F9F10F10F12F13F14

TP-F1-S.12.01.bAppendix I: Quantitative reporting templates

S.12.01.bLife and Health SLT Technical ProvisionsPara. IX.5 Merged Columns - but change the business template also for SIIPara. IX.5 Merged Columns - but change the business template also for SIIInsurance with profit participationIndex-linked and unit-linked insuranceOther life insuranceAnnuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligationsAccepted reinsuranceTotal (Life other than health insurance, incl. Unit-Linked)Health insurance (direct business)Annuities stemming from non-life insurance contracts and relating to health insurance obligationsHealth reinsurance (reinsurance accepted)Total (Health similar to life insurance)Contracts without options and guaranteesContracts with options and guaranteesContracts without options and guaranteesContracts with options and guaranteesOf which WP (Insurance with profit participation on Accepted reinsurance (Gross))Of which UL (Index-linked and unit-linked insurance on Accepted reinsurance (Gross))Of which OL (Other life insurance on Accepted reinsurance (Gross))Contracts without options and guaranteesContracts with options and guaranteesROW DELETEDTechnical provisions calculated as a whole (Replicable portfolio)A1A3A3A5A5A6A7A7AA7BA7CA9A10A10A12A13A14

Technical provisions calculated as a sum of BE and RM (Non-Replicable portfolio)Best EstimateGrossB1B2B3B4B5B6B7B9B10B11B12B13B14

Total recoverables from reinsurance and SPV before the adjustment for expected losses due to counterparty defaultCA1CA2CA3CA4CA5CA6CA7CA9CA10CA11CA12CA13CA14Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected lossesCB1CB2CB3CB4CB5CB6CB7CB9CB10CB11CB12CB13CB14Recoverables from SPV before adjustment for expected lossesCC1CC2CC3CC4CC5CC6CC7CC9CC10CC11CC12CC13CC14Recoverables from Finite Reinsurance before adjustment for expected lossesCD1CD2CD3CD4CD5CD6CD7CD9CD10CD11CD12CD13CD14Total Recoverables from reinsurance and SPV after the adjustment for expected losses due to counterparty defaultC1C2C3C4C5C6C7C9C10C11C12C13C14Best estimate minus recoverables from reinsurance and SPV - totalD1D2D3D4D5D6D7D9D10D11D12D13D14

Risk MarginE1E2E2E4E4E6E7E9E10E10E12E13E14

Technical provisions - totalF1F2F2F4F4F6F7F9F10F10F12F13F14Technical provisions minus recoverables from reinsurance and SPV - totalFB1FB2FB2FB4FB4FB6FB7FB7AFB7BFB7CFB9FB10FB10FB12FB13FB14

Best Estimate of products with a surrender optionIA1IA2IA2IA4IA4IA6IA9IA10IA10IA12IA14

ADDITIONAL INFORMATIONGross BE for different countriesHome countryJ1J2J2J4J4J6J7J9J10J10J12J13J14For countries in the materiality threshold [one line for each country in the materiality threshold]JA1JA2JA2JA4JA4JA6JA7JA9JA10JA10JA12JA13JA14For EEA countries outside the materiality thresholdJE1JE2JE2JE4JE4JE6JE7JE9JE10JE10JE12JE13JE14For non-EEA countries outside the materiality thresholdJF1JF2JF2JF4JF4JF6JF7JF9JF10JF10JF12JF13JF14

Gross BE for Cash flowPara. IX.5 Merged Columns - but change the business template also for SIIFuture guaranteed and discretionary benefitsBA2BA4BA6BA7BA10BA12BA13Cash out-flowsFuture guaranteed benefitsBA1BA2BA4BA6BA7BA10BA12BA13Future discretionary benefitsBB1Future expenses and other cash out-flowsBC1BC2BC2BC4BC4BC6BC7BC9BC10BC10BC12BC13BC14Cash in-flowsFuture premiumsBD1BD2BD2BD4BD4BD6BD7BD9BD10BD10BD12BD13BD14Other cash in-flowsBF1BF2BF2BF4BF4BF6BF7BF9BF10BF10BF12BF13BF14

Percentage of gross TP calculated using simplified methodsO1O2O2O4O4O6O7O10O10O12O13

Surrender valueP1P2P2P4P4P6P7P9P10P10P12P13P14

Additional information in case of use of discount rates other than risk free rates Q1Q2Q2Q4Q4Q6Q7Q9Q10Q10Q12Q13Q14

TP-E1Q-S.17.01.aAppendix I: Quantitative reporting templates

S.17.01.aNon-life Technical ProvisionsDirect business and accepted proportional reinsuranceAaccepted non-proportional reinsuranceTotal Non-Life obligationMedical expense insuranceIncome protection insuranceWorkers' compensation insuranceMotor vehicle liability insuranceOther motor insuranceMarine, aviation and transport insuranceFire and other damage to property insuranceGeneral liability insuranceCredit and suretyship insuranceLegal expenses insuranceAssistanceMiscellaneous financial lossNon-proportional health reinsuranceNon-proportional casualty reinsuranceNon-proportional marine, aviation and transport reinsuranceNon-proportional property reinsuranceTechnical provisions calculated as a whole (REPL.)A1B1C1D1E1F1G1H1I1J1K1L1M1N1O1P1Q1

Technical provisions calculated as a sum of BE and RM (NON-REPL.)Best estimatePremium provisionsGrossA5B5C5D5E5F5G5H5I5J5K5L5M5N5O5P5Q5Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty defaultA12B12C12D12E12F12G12H12I12J12K12L12M12N12O12P12Q12Net Best Estimate of Premium ProvisionsA13B13C13D13E13F13G13H13I13J13K13L13M13N13O13P13Q13

Claims provisionsGrossA14B14C14D14E14F14G14H14I14J14K14L14M14N14O14P14Q14Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty defaultA21B21C21D21E21F21G21H21I21J21K21L21M21N21O21P21Q21Net Best Estimate of Claims ProvisionsA22B22C22D22E22F22G22H22I22J22K22L22M22N22O22P22Q22

Total Best estimate - grossA23B23C23D23E23F23G23H23I23J23K23L23M23N23O23P23Q23Total Best estimate - netA24B24C24D24E24F24G24H24I24J24K24L24M24N24O24P24Q24

Risk marginA25B25C25D25E25F25G25H25I25J25K25L25M25N25O25P25Q25

Technical provisions - totalTechnical provisions - totalA26B26C26D26E26F26G26H26I26J26K26L26M26N26O26P26Q26Recoverable from reinsurance contract/SPV after the adjustment for expected losses due to counterparty default - totalA27B27C27D27E27F27G27H27I27J27K27L27M27N27O27P27Q27Technical provisions minus recoverables from reinsurance and SPV - totalA28B28C28D28E28F28G28H28I28J28K28L28M28N28O28P28Q28

TP-E1-S.17.01.bAppendix I: Quantitative reporting templates

S.17.01.bNon-life Technical Provisions - Best Estimate by countryDirect business and accepted proportional reinsuranceAaccepted non-proportional reinsuranceTotal Non-Life obligationMedical expense insuranceIncome protection insuranceWorkers' compensation insuranceMotor vehicle liability insuranceOther motor insuranceMarine, aviation and transport insuranceFire and other damage to property insuranceGeneral liability insuranceCredit and suretyship insuranceLegal expenses insuranceAssistanceMiscellaneous financial lossNon-proportional health reinsuranceNon-proportional casualty reinsuranceNon-proportional marine, aviation and transport reinsuranceNon-proportional property reinsuranceTechnical provisions calculated as a whole (REPL.)A1B1C1D1E1F1G1H1I1J1K1L1M1N1O1P1Q1Direct businessA2B2C2D2E2F2G2H2I2J2K2L2Q2Accepted proportional reinsurance businessA3B3C3D3E3F3G3H3I3J3K3L3Q3Accepted non-proportional reinsuranceM4N4O4P4Q4

Technical provisions calculated as a sum of BE and RM (NON-REPL.)Best estimatePremium provisionsGross - TotalA5AB5AC5AD5AE5AF5AG5AH5AI5AJ5AK5AL5AM5AN5AO5AP5AQ5A Gross - direct businessA5B5C5D5E5F5G5H5I5J5K5L5Q5 Gross - accepted proportional reinsurance businessA6B6C6D6E6F6G6H6I6J6K6L6Q6 Gross - accepted non-proportional reinsurance businessM7N7O7P7Q7Total recoverable from reinsurance/SPV before the adjustment for expected losses due to counterparty defaultA8B8C8D8E8F8G8H8I8J8K8L8M8N8O8P8Q8 Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected lossesA9B9C9D9E9F9G9H9I9J9K9L9M9N9O9P9Q9 Recoverables from SPV before adjustment for expected lossesA10B10C10D10E10F10G10H10I10J10K10L10M10N10O10P10Q10 Recoverables from Finite Reinsurance before adjustment for expected lossesA11B11C11D11E11F11G11H11I11J11K11L11M11N11O11P11Q11Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty defaultA12B12C12D12E12F12G12H12I12J12K12L12M12N12O12P12Q12Net Best Estimate of Premium ProvisionsA13B13C13D13E13F13G13H13I13J13K13L13M13N13O13P13Q13

Claims provisionsGross - Total A14AB14AC14AD14AE14AF14AG14AH14AI14AJ14AK14AL14AM14AN14AO14AP14AQ14A Gross - direct businessA14B14C14D14E14F14G14H14I14J14K14L14Q14 Gross - accepted proportional reinsurance businessA15B15C15D15E15F15G15H15I15J15K15L15Q15 Gross - accepted non-proportional reinsurance businessM16N16O16P16Q16Total recoverable from reinsurance/SPV before the adjustment for expected losses due to counterparty defaultA17B17C17D17E17F17G17H17I17J17K17L17M17N17O17P17Q17 Recoverables from reinsurance (except SPV and Finite Reinsurance) before adjustment for expected lossesA18B18C18D18E18F18G18H18I18J18K18L18M18N18O18P18Q18 Recoverables from SPV before adjustment for expected lossesA19B19C19D19E19F19G19H19I19J19K19L19M19N19O19P19Q19 Recoverables from Finite Reinsurance before adjustment for expected lossesA20B20C20D20E20F20G20H20I20J20K20L20M20N20O20P20Q20Total recoverable from reinsurance/SPV after the adjustment for expected losses due to counterparty defaultA21B21C21D21E21F21G21H21I21J21K21L21M21N21O21P21Q21Net Best Estimate of Claims ProvisionsA22B22C22D22E22F22G22H22I22J22K22L22M22N22O22P22Q22

Total Best estimate - grossA23B23C23D23E23F23G23H23I23J23K23L23M23N23O23P23Q23Total Best estimate - netA24B24C24D24E24F24G24H24I24J24K24L24M24N24O24P24Q24

Risk marginA25B25C25D25E25F25G25H25I25J25K25L25M25N25O25P25Q25

Technical provisions - totalTechnical provisions - totalA26B26C26D26E26F26G26H26I26J26K26L26M26N26O26P26Q26Recoverable from reinsurance contract/SPV after the adjustment for expected losses due to counterparty default - totalA27B27C27D27E27F27G27H27I27J27K27L27M27N27O27P27Q27Technical provisions minus recoverables from reinsurance and SPV - totalA28B28C28D28E28F28G28H28I28J28K28L28M28N28O28P28Q28

ADDITIONAL INFORMATION:Additional information in case of use of discount rates other than risk-free ratesA29B29C29D29E29F29G29H29I29J29K29L29M29N29O29P29

Line of Business (LoB): further segmentation (Homogeneous Risk Groups - HRG)a) Premium provisionsfurther segmentation into homogeneous risk groups (Y/N)
Ivana Sivric: "further segmentation into homogeneous risk groups (Y/N)" has been removed as this is implied to be Y if the "Total number of homogeneous risk groups (HRGs)" line is present and N otherwiseA30B30C30D30E30F30G30H30I30J30K30L30M30N30O30P30If yes, specify total number of homogenious risk groups (HRGs) Total number of homogeneous risk groups (HRGs)A31B31C31D31E31F31G31H31I31J31K31L31M31N31O31P31

b) Claims provisionsfurther segmentation into homogeneous risk groups (Y/N)
Ivana Sivric: "further segmentation into homogeneous risk groups (Y/N)" has been removed as this is implied to be Y if the "Total number of homogeneous risk groups (HRGs)" line is present and N otherwiseA32B32C32D32E32F32G32H32I32J32K32L32M32N32O32P32If yes, specify total number of homogenious risk groups (HRGs) Total number of homogeneous risk groups (HRGs)A33B33C33D33E33F33G33H33I33J33K33L33M33N33O33P33

Best estimate of Premium Provisions (Gross)Cash out-flowsFuture benefits and claimsA34B34C34D34E34F34G34H34I34J34K34L34M34N34O34P34Q34Future expenses and other cash-out flowsA35B35C35D35E35F35G35H35I35J35K35L35M35N35O35P35Q35Cash in-flowsFuture premiumsA36B36C36D36E36F36G36H36I36J36K36L36M36N36O36P36Q36Other cash-in flows (incl. Recoverable from salvages and subrogations)A37B37C37D37E37F37G37H37I37J37K37L37M37N37O37P37Q37

Best estimate of Claims Provisions (Gross)Cash out-flowsFuture benefits and claimsA38B38C38D38E38F38G38H38I38J38K38L38M38N38O38P38Q38Future expenses and other cash-out flowsA39B39C39D39E39F39G39H39I39J39K39L39M39N39O39P39Q39Cash in-flowsFuture premiumsA40B40C40D40E40F40G40H40I40J40K40L40M40N40O40P40Q40Other cash-in flows (incl. Recoverable from salvages and subrogations)A41B41C41D41E41F41G41H41I41J41K41L41M41N41O41P41Q41

Use of simplified methods and techniques to calculate technical provisionsPercentage of gross TP calculated using simplified methodsA42B42C42D42E42F42G42H42I42J42K42L42M42N42O42P42Q42

Gross Best estimate for different countriesHome countryA43B43C43D43E43F43G43H43I43J43K43L43Q43For countries in the materiality threshold [one line for each country in the materiality threshold]A44B44C44D44E44F44G44H44I44J44K44L44Q44For EEA countries outside the materiality thresholdFor EEA countries outside the materiality thresholdA45B45C45D45E45F45G45H45I45J45K45L45Q45For non-EEA countries outside the materiality thresholdFor non-EEA countries outside the materiality thresholdA46B46C46D46E46F46G46H46I46J46K46L46Q46

OF-B1Q-S.23.01.aAppendix I: Quantitative reporting templates

S.23.01.aOwn funds

Basic own fundsTotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Ordinary share capital (gross of own shares)A1B1C1Share premium account related to ordinary share capitalA2B2C2Iinitial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual-type undertakingsA3B3C3Subordinated mutual member accountsA4B4C4D4Surplus fundsA6B6 Preference sharesA8B8C8D8Share premium account related to preference sharesA9B9C9D9Reconciliation reserveA12B12Subordinated liabilitiesA13B13C13D13An amount equal to the value of net deferred tax assetsA15D15Other items approved by supervisory authority as basic own funds not specified above A16B16B16A C16D16

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 fundsTotalOwn 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 fundsB502

Deductions not included in the reconciliation reserveTotalTier 1 - unrestricted Tier 1 - restricted Tier 2Deductions for participations in financial and credit institutionsA503B503C503D503

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Total basic own funds after adjustmentsA20B20B20AC20D20

Ancillary own fundsTotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Unpaid and uncalled ordinary share capital callable on demandA33C33Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual - type undertakings, callable on demandA34C34Unpaid and uncalled preference shares callable on demandA35C35D35A legally binding commitment to subscribe and pay for subordinated liabilities on demand A36C36D36Letters of credit and guarantees under Article 96(2) of the Framework DirectiveA37C37Letters of credit and guarantees other than under Article 96(2) of the Framework DirectiveA38C38D38Supplementary members calls under Article 96(3) of the Framework DirectiveA39C39Supplementary members calls - other than under Article 96(3) of the Framework DirectiveA40C40D40Other ancillary own fundsA42C42D42Total ancillary own fundsA43C43D43

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Total available own funds to meet the SCR (solo)A46B46C46D46E46Total available own funds to meet the MCR (solo)A47B47C47D47

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Total eligible own funds to meet the SCRA50B50C50D50E50Total eligible own funds to meet the MCRA51B51C51D51

TotalSCRA52MCRA53Ratio of Eligible own funds to SCRA54Ratio of Eligible own funds to MCRA55

Reconciliation reserveTier 1 - unrestricted Excess of assets over liabilitiesB23Own shares (included as assets on the balance sheet)B24Foreseeable dividends and distributionsB25Other basic own fund items B26Adjustment for Rrestricted own fund items in respect of ring fenced funds due to ring fencingB27Reconciliation reserveB29

Tier 1 - unrestricted Expected profits included in future premiums (EPIFP) - Life businessA30Expected profits included in future premiums (EPIFP) - Non-life businessA31Total EPIFPA32

OF-B1A-S.23.01.bAppendix I: Quantitative reporting templates

S.23.01.bOwn funds

Basic own fundsTotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Ordinary share capital (gross of own shares)A1B1C1Share premium account related to ordinary share capitalA2B2C2Iinitial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual-type undertakingsA3B3C3Subordinated mutual member accountsA4B4C4D4Surplus fundsA6B6 Preference sharesA8B8C8D8Share premium account related to preference sharesA9B9C9D9Reconciliation reserveA12B12Subordinated liabilitiesA13B13C13D13An amount equal to the value of net deferred tax assetsA15D15Other items approved by supervisory authority as basic own funds not specified above A16B16B16A C16D16

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 fundsTotalOwn 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 fundsB502

Deductions not included in the reconciliation reserveTotalTier 1 - unrestricted Tier 1 - restricted Tier 2Deductions for participations in financial and credit institutionsA503B503C503D503

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Total basic own funds after adjustmentsA20B20B20AC20D20

Ancillary own fundsTotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Unpaid and uncalled ordinary share capital callable on demandA33 C33Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual - type undertakings, callable on demandA34 C34Unpaid and uncalled preference shares callable on demandA35C35D35A legally binding commitment to subscribe and pay for subordinated liabilities on demand A36C36D36Letters of credit and guarantees under Article 96(2) of the Framework DirectiveA37C37Letters of credit and guarantees other than under Article 96(2) of the Framework DirectiveA38C38D38Supplementary members calls under Article 96(3) of the Framework DirectiveA39C39Supplementary members calls - other than under Article 96(3) of the Framework DirectiveA40 C40D40Other ancillary own fundsA42 C42D42Total ancillary own fundsA43 C43 D43

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Total available own funds to meet the SCRA46B46C46 D46E46Total available own funds to meet the MCRA47B47C47 D47

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Total eligible own funds to meet the SCRA50 B50C50D50E50Total eligible own funds to meet the MCRA51B51C51D51

TotalSCRA52MCRA53Ratio of Eligible own funds to SCRA54 Ratio of Eligible own funds to MCRA55

Reconciliation reserveTier 1 - unrestricted Excess of assets over liabilitiesB23Own shares (included as assets on the balance sheet)B24Forseeable dividends and distributionsB25Other basic own fund items B26Restricted own fund items due to ring fencingB27 Reconciliation reserveB29

Tier 1 - unrestricted Expected profits included in future premiums (EPIFP) - Life businessA30 Expected profits included in future premiums (EPIFP) - Non- life businessA31 Total EPIFPA32

Ordinary share capitalTotalTier 1Tier 2Tier 3Paid inA56B56 Called up but not yet paid in A57C57 Own shares heldA58 B58 Total ordinary share capitalA59B59 C59

The initial fund members' contributions or the equivalent basic own - fund item for mutual and mutual - type undertakingsTotalTier 1Tier 2Tier 3Paid inA67B67Called up but not yet paid inA68C68Total initial fundA69B69C69

Tier 1Tier 2Subordinated mutual members accounts (MMA)TotalTier 1Of which counted under transitionalsTier 2Of which counted under transitionalsTier 3Dated subordinated MMAA73B73C73D73E73F73Undated subordinated MMA with a call optionA74B74C74D74E74F74Undated subordinated MMA with no contractual opportunity to redeemA75B75C75D75E75F75Total subordinated MMAA76B76C76D76E76F76

Tier 1Tier 2Preference sharesTotalTier 1Of which counted under transitionalsTier 2Of which counted under transitionalsTier 3Dated preference sharesA79B79C79D79E79F79Undated preference shares with a call optionA80B80C80D80E80F80Undated preference shares with no contractual opportunity to redeemA81B81C81D81E81F81Total preference sharesA82B82C82D82E82F82

Tier 1Tier 2Subordinated liabilitiesTotalTier 1Of which counted under transitionalsTier 2Of which counted under transitionalsDated subordinated liabilitiesA92B92C92D92E92F92Undated subordinated liabilities with a contractual opportunity to redeemA93B93C93D93E93F93Undated subordinated liabilities with no contractual opportunity to redeemA94B94C94D94E94F94Total subordinated liabilities A95B95C95D95E95F95

Ancillary own fundsTier 2Tier 3Initial amounts approvedCurrent amountsInitial amounts approvedCurrent amountsItems for which an amount was approvedA108B108C108D108Items for which a method was approvedB109D109

Excess of assets over liabilities - attribution of valuation differencesReferences to BS-C1, refer to the balance sheet templateS2 Value - Statutory accountsDifference in the valuation of assetsQ1Difference in the valuation of technical provisionsQ2Difference in the valuation of other liabilitiesQ3

Total of reserves and retained earnings from financial statementsQ4

ExplanationOther, please explain why you need to use this line.Q5Q5

Reserves from financial statements adjusted for Solvency II valuation differencesQ6Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve)Q7 Excess of assets over liabilitiesQ8

OF-B1Q-S.23.01.fAppendix I: Quantitative reporting templates

S.23.01.fOwn funds

Basic own fundsTotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Ordinary share capital (gross of own shares)A1B1C1Non-available called but not paid in ordinary share capital at group levelA1AC1AShare premium account related to ordinary share capitalA2B2C2Iinitial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual-type undertakingsA3B3C3Subordinated mutual member accountsA4B4C4D4Non-available subordinated mutual member accounts at group levelA5B5C5D5Surplus fundsA6B6Non-available surplus funds at group levelA7B7Preference sharesA8B8C8D8Non-available preference shares at group levelA10B10C10D10Share premium account related to preference sharesA9B9C9D9Non-available share premium account related to preference shares at group levelA11B11C11D11Reconciliation reserve (group)A12AB12ASubordinated liabilitiesA13B13C13D13Non-available subordinated liabilities at group levelA14B14C14D14An amount equal to the value of net deferred tax assetsA15D15The amount equal to the value of net deferred tax assets not available at the group levelA15AD15AOther items approved by supervisory authority as basic own funds not specified above A16B16B16A C16D16Non-available own funds related to non-EEA entities, due to local restrictions: regulatory or otherwise, at group levelA17B17B17AC17D17Minority interests (if not reported as part of another own fund item)A18B18B18AC18D18Non-available minority interests at group levelA19B19B19AC19D19

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 fundsTotalOwn 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 fundsB502

Deductions not included in the reconciliation reserveTotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Deductions for participations related credit institutions, investment firms and financial institutions (Level I Article 228)A603B603C603D603Deductions for participations where there is non-availability of information (Article 229)A604B604C604D604E604Deduction for participations included by using D&A when a combination of methods is used A605B605C605D605E605Total of non-available own fund itemsA606B606C606D606E606Total deductionsA607B607C607D607E607

Total basic own funds after adjustments (group)A21B21B21AC21D21

Ancillary own fundsTotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Unpaid and uncalled ordinary share capital callable on demandA33 C33Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual - type undertakings, callable on demandA34 C34Unpaid and uncalled preference shares callable on demandA35 C35D35A legally binding commitment to subscribe and pay for subordinated liabilities on demand A36C36D36Letters of credit and guarantees under Article 96(2) of the Framework DirectiveA37C37Letters of credit and guarantees other than under Article 96(2) of the Framework DirectiveA38C38D38Supplementary members calls under Article 96(3) of the Framework DirectiveA39C39Supplementary members calls - other than under Article 96(3) of the Framework DirectiveA40C40D40Non available ancillary own funds at group levelA41 C41D41Other ancillary own fundsA42 C42D42Total ancillary own funds (group)A44 C44 D44

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Credit institutions, investment firms and financial institutionsA45Institutions for occupational retirement provisionA45ANon regulated entities carrying out financial activitiesA45BTotal own funds of other financial sectorsA45C

Own funds aggregated when using the D&A and combination of method - Net A45D B45DC45DD45DE45DOwn funds aggregated when using the D&A and a combination of method net of IGTA45EB45EC45ED45EE45E

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Total available own funds to meet the SCR (group) (excluding other financial sector's own funds)A48B48 C48 D48E48Total available own funds to meet the minimum group SCR (group)A49B49C49D49

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Total eligible own funds to meet the SCRA50A B50AC50AD50AE50ATotal eligible own funds to meet the minimum group SCR (group)A51AB51AC51AD51A

TotalConsolidated Group SCRA52A Minimum consolidated Group SCR (Article 230)A53A Ratio of Eligible own funds to SCR (excluding other financial sectors)A54A Ratio of Eligible own funds to Minimum Group SCRA55ASCR for entities included with D&A methodA53BRatio of Eligible own funds to SCR including other financial sectors' own funds and capital requirementsA55B

Reconciliation reserveTier 1 - unrestricted Excess of assets over liabilitiesB23Own shares (included as assets on the balance sheet)B24Foreseeable dividends and distributionsB25Other basic own fund items B26Adjustment for restricted own fund items in respect of ring fenced fundsB27 Other non available own fundsB28Reconciliation reserve (total group)B29A

Tier 1 - unrestricted Expected profits included in future premiums (EPIFP) - Life businessA30Expected profits included in future premiums (EPIFP) - Non- life businessA31 Total EPIFPA32

OF-B1A-S.23.01.gAppendix I: Quantitative reporting templates

S.23.01.gOwn funds

Basic own fundsTotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Ordinary share capital (gross of own shares)A1B1C1Non-available called but not paid in ordinary share capital at group levelA1AC1AShare premium account related to ordinary share capitalA2B2C2Iinitial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual-type undertakingsA3B3C3Subordinated mutual member accountsA4B4C4D4Non-available subordinated mutual member accounts at group levelA5B5C5D5Surplus fundsA6B6Non-available surplus funds at group levelA7B7Preference sharesA8B8C8D8Non-available preference shares at group levelA10B10C10D10Share premium account related to preference sharesA9B9C9D9Non-available share premium account related to preference shares at group levelA11B11C11D11Reconciliation reserve (group)A12AB12ASubordinated liabilitiesA13B13C13D13Non-available subordinated liabilities at group levelA14B14C14D14An amount equal to the value of net deferred tax assetsA15D15The amount equal to the value of net deferred tax assets not available at the group levelA15AD15AOther items approved by supervisory authority as basic own funds not specified above A16B16B16A C16D16Non-available own funds related to non-EEA entities, due to local restrictions: regulatory or otherwise, at group levelA17B17B17AC17D17Minority interests (if not reported as part of another own fund item)A18B18B18AC18D18Non-available minority interests at group levelA19B19B19AC19D19

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 fundsTotalOwn 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 fundsB502

Deductions not included in the reconciliation reserveTotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Deductions for participations related credit institutions, investment firms and financial institutions (Level I Article 228)A603B603C603D603Deductions for participations where there is non-availability of information (Article 229)A604B604C604D604E604Deduction for participations included by using D&A when a combination of methods is used A605B605C605D605E605Total of non-available own fund itemsA606B606C606D606E606Total deductionsA607B607C607D607E607

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Total basic own funds after adjustments (group)A21B21B21AC21D21

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Ancillary own fundsUnpaid and uncalled ordinary share capital callable on demandA33C33Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual - type undertakings, callable on demandA34C34Unpaid and uncalled preference shares callable on demandA35C35D35A legally binding commitment to subscribe and pay for subordinated liabilities on demand A36C36D36Letters of credit and guarantees under Article 96(2) of the Framework DirectiveA37C37Letters of credit and guarantees other than under Article 96(2) of the Framework DirectiveA38C38D38Supplementary members calls under Article 96(3) of the Framework DirectiveA39C39Supplementary members calls - other than under Article 96(3) of the Framework DirectiveA40C40D40Non available ancillary own funds at group levelA41 C41D41Other ancillary own fundsA42C42D42Total ancillary own funds (group)A44C44D44

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Credit institutions, investment firms and financial institutionsA45Institutions for occupational retirement provisionA45ANon regulated entities carrying out financial activitiesA45BTotal own funds of other financial sectorsA45C

Own funds aggregated when using the D&A and combination of method - Net A45DB45DC45DD45DE45DOwn funds aggregated when using the D&A and a combination of method net of IGTA45EB45EC45ED45EE45E

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Total available own funds to meet the SCR (group) (excluding other financial sector's own funds)A48B48C48D48E48Total available own funds to meet the minimum group SCR (group)A49B49C49D49

TotalTier 1 - unrestricted Tier 1 - restricted Tier 2Tier 3Total eligible own funds to meet the SCRA50AB50AC50AD50AE50ATotal eligible own funds to meet the minimum group SCR (group)A51AB51AC51AD51A

TotalConsolidated Group SCRA52AMinimum consolidated Group SCR (Article 230)A53ARatio of Eligible own funds to SCR (excluding other financial sectors)A54ARatio of Eligible own funds to Minimum Group SCRA55ASCR for entities included with D&A methodA53BRatio of Eligible own funds to SCR including other financial sectors' own funds and capital requirementsA55B

Reconciliation reserveTier 1 - unrestricted Excess of assets over liabilitiesB23Own shares (included as assets on the balance sheet)B24Foreseeable dividends and distributionsB25Other basic own fund items B26Adjustment for restricted own fund items in respect of ring fenced fundsB27Other non available own fundsB28Reconciliation reserve (total group)B29A

Tier 1 - unrestricted Expected profits included in future premiums (EPIFP) - Life businessA30Expected profits included in future premiums (EPIFP) - Non-life businessA31Total EPIFPA32

Ordinary share capitalTotalTier 1Tier 2Tier 3Paid inA56B56 Called up but not yet paid in A57C57 Own shares heldA58 B58 Total ordinary share capitalA59B59 C59

The initial fund members' contributions or the equivalent basic own - fund item for mutual and mutual - type undertakingsTotalTier 1Tier 2Tier 3Paid inA67B67 Called up but not yet paid inA68C68 Total initial fundA69 B69C69

Tier 1Tier 2Subordinated mutual members accounts (MMA)TotalTier 1Of which counted under transitionalsTier 2Of which counted under transitionalsTier 3Dated subordinated MMAA73B73C73D73E73F73Undated subordinated MMA with a call optionA74B74C74D74E74F74Undated subordinated MMA with no contractual opportunity to redeemA75B75C75D75E75F75Total subordinated MMAA76B76C76D76E76F76

Tier 1Tier 2Preference sharesTotalTier 1Of which counted under transitionalsTier 2Of which counted under transitionalsTier 3Dated preference sharesA79B79C79D79E79F79Undated preference shares with a call optionA80B80C80D80E80F80Undated preference shares with no contractual opportunity to redeemA81B81C81D81E81F81Total preference sharesA82B82C82D82E82F82

Tier 1Tier 2Subordinated liabilitiesTotalTier 1Of which counted under transitionalsTier 2Of which counted under transitionalsTier 3Dated subordinated liabilitiesA92B92C92D92E92F92Undated subordinated liabilities with a contractual opportunity to redeemA93B93C93D93E93F93Undated subordinated liabilities with no contractual opportunity to redeemA94B94C94D94E94F94Total subordinated liabilities A95B95C95D95E95F95

Ancillary own fundsTier 2Tier 3Initial amounts approvedCurrent amountsInitial amounts approvedCurrent amountsItems for which an amount was approvedA108B108C108D108Items for which a method was approvedB109D109

Excess of assets over liabilities - attribution of valuation differencesReferences to BS-C1, refer to the balance sheet remplate

Difference in the valuation of assetsQ1 Difference in the valuation of technical provisionsQ2 Difference in the valuation of other liabilitiesQ3 Total of reserves and retained earnings from financial statementsQ4

ExplanationOther, please explain why you need to use this line.Q5Q5

Reserves from financial statements adjusted for Solvency II valuation differencesQ6Excess of assets over liabilities attributable to basic own fund items (excluding the reconciliation reserve)Q7Excess of assets over liabilitiesQ8

SCR-B2A-S.25.01.bAppendix I: Quantitative reporting templates

S.25.01.bSolvency Capital Requirement - for undertakings on Standard Formula or Partial Internal Models

Article 112? (Y/N)A001

Solvency Capital Requirement calculated using standard formula Net solvency capital requirement (including the loss-absorbing capacity of technical provisions)Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions)Elements of the risks covered by partial internal model (Y/N)

Market risk A1B1AA01Counterparty default riskA2B2AA02Life underwriting riskA3B3AA03Health underwriting riskA4B4AA04Non-life underwriting riskA5B5AA05Diversification A6B6

Intangible asset riskA7B7AA07

Basic Solvency Capital Requirement A10B10

ValueOperational risk A13AA013

Loss-absorbing capacity of technical provisionsA11Loss-absorbing capacity of deferred taxesA12

Diversification between ring fenced funds and between ring fenced funds and remaining partA14A

Net Solvency Capital Requirements calculated using standard formulaA14C

Remaining part of the Solvency Capital Requirement calculated using partial internal modelNet solvency capital requirement (including the loss absorbing capacity of technical provisions and/or deferred taxes when applicable)A8Diversification (between Standard Formula and Partial Internal Model components)A9

Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional) A17

Solvency capital requirement (excluding capital add-on) A18 Capital add-ons already setA19Solvency capital requirementA20

For information only:

Total amount of Notional Solvency Capital Requirements for ring fenced funds (other than those related to business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional) A14BTotal amount of Notional Solvency Capital Requirements for remaining partA14

Gross future discretionary benefits A11ANet future discretionary benefitsA11B

SCR-B2A-S.25.01.lAppendix I: Quantitative reporting templates

S.25.01.lSolvency Capital Requirement - for undertakings on Standard Formula or Partial Internal Models

Ring fenced fund? (Y/N))A30Fund numberA0

Solvency Capital Requirement calculated using standard formula Net solvency capital requirement (including the loss-absorbing capacity of technical provisions)Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions)Elements of the risks covered by partial internal model (Y/N)

Market risk A1B1AA01Counterparty default riskA2B2AA02Life underwriting riskA3B3AA03Health underwriting riskA4B4AA04Non-life underwriting riskA5B5AA05Diversification A6B6

Intangible asset riskA7B7AA07

Basic Solvency Capital Requirement A10B10

ValueOperational risk A13AA013

Loss-absorbing capacity of technical provisionsA11Loss-absorbing capacity of deferred taxesA12

Individual Notional Solvency Capital Requirement for the ring fenced fund/remaining partA31

SCR-B2A-S.25.01.gAppendix I: Quantitative reporting templates

S.25.01.gSolvency Capital Requirement - for undertakings on Standard Formula or Partial Internal Models

Article 112? (Y/N)A001

Solvency Capital Requirement calculated using standard formula Net solvency capital requirement (including the loss-absorbing capacity of technical provisions)Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions)Elements of the risks covered by partial internal model (Y/N)

Market risk A1B1AA01Counterparty default riskA2B2AA02Life underwriting riskA3B3AA03Health underwriting riskA4B4AA04Non-life underwriting riskA5B5AA05Diversification A6B6

Intangible asset riskA7B7AA07

Basic Solvency Capital Requirement A10B10

ValueOperational risk A13AA013

Loss-absorbing capacity of technical provisionsA11Loss-absorbing capacity of deferred taxesA12

Diversification between ring fenced funds and between ring fenced funds and remaining partA14A

Net Solvency Capital Requirements calculated using standard formulaA14C

Remaining part of the Solvency Capital Requirement calculated using partial internal modelNet solvency capital requirement (including the loss absorbing capacity of technical provisions and/or deferred taxes when applicable)A8Diversification (between Standard Formula and Partial Internal Model components)A9

Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional)A17

Capital requirements of other financial sectors (Non-insurance capital requirements) (groups only):A15Credit institution & investment firms and financial institutionsA15AInstitutions for occupational retirement provisionA15BNon regulated entities carrying out financial activities A15C

Non-controlled participation requirements (groups only)A16

Solvency capital requirement (excluding capital add-on) A18Capital add-ons already setA19Solvency capital requirementA20

Minimum consolidated group solvency capital requirement (groups only)A21

For information only:

Total amount of Notional Solvency Capital Requirements for ring fenced funds (other than those related to business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional) A14BTotal amount of Notional Solvency Capital Requirements for remaining partA14

Gross future discretionary benefits A11ANet future discretionary benefitsA11B

SCR-B2A-S.25.01.nAppendix I: Quantitative reporting templates

S.25.01.nSolvency Capital Requirement - for undertakings on Standard Formula or Partial Internal Models

Ring fenced fund? (Y/N))A30Fund numberA0

Solvency Capital Requirement calculated using standard formula Net solvency capital requirement (including the loss-absorbing capacity of technical provisions)Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions)Elements of the risks covered by partial internal model (Y/N)

Market risk A1B1AA01Counterparty default riskA2B2AA02Life underwriting riskA3B3AA03Health underwriting riskA4B4AA04Non-life underwriting riskA5B5AA05Diversification A6B6

Intangible asset riskA7B7AA07

Basic Solvency Capital Requirement A10B10

ValueOperational risk A13AA013

Loss-absorbing capacity of technical provisionsA11Loss-absorbing capacity of deferred taxesA12

Individual Notional Solvency Capital Requirement for the ring fenced fund/remaining partA31

SCR-B2B-S.25.02.bAppendix I: Quantitative reporting templates

S.25.02.bSolvency Capital Requirement - for undertakings on Partial Internal Models

Components in descending order of sizeUnique number of componentComponent DescriptionModelling approach to calculation of loss absorbing capacity of technical provisions Modelling approach to calculation of loss absorbing capacity of deferred taxesNet solvency capital requirement (including the loss absorbing capacity of technical provisions and/or deferred taxes when applicable) Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions and/or deferred taxes when applicable)A1A1AA1BA1CB1C1Code of componentA1A1BA1CB1C1Total undiversified componentsB2C2

DiversificationB3C3

Solvency capital requirement calculated using partial internal model including/excluding adjustments for loss absorbing capacity of technical provisions and/or deferred taxes,if modelled within componentsB4C4

Loss-absorbing capacity of technical provisions if not modelled within componentsB5

Loss absorbing capacity for deferred taxes if not modelled within componentsB6

Solvency capital requirement calculated using partial internal model B7

For information only:Amount/estimate of loss-absorbing capacity of technical provisions if modelled within componentsC5

Amount/estimate of loss-absorbing capacity ot deferred tax if modelled within componentsC6

Total amount of Notional Solvency Capital Requirements for ring fenced funds (other than those related to business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional)B8Total amount of Notional Solvency Capital Requirements for remaining partB8AADiversification between ring fenced funds and between ring fenced funds and remaining partB8A

Gross future discretionary benefits A11ANet future discretionary benefitsA11B

Date of formal approval of partial internal modelB9

SCR-B2B-S.25.02.gAppendix I: Quantitative reporting templates

S.25.02.gSolvency Capital Requirement - for undertakings on Partial Internal Models

Components in descending order of sizeUnique number of componentComponent DescriptionModelling approach to calculation of loss absorbing capacity of technical provisions Modelling approach to calculation of loss absorbing capacity of deferred taxesNet solvency capital requirement (including the loss absorbing capacity of technical provisions and/or deferred taxes when applicable) Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions and/or deferred taxes when applicable)A1A1AA1BA1CB1C1Code of componentA1A1BA1CB1C1Total undiversified componentsB2C2

DiversificationB3C3

Solvency capital requirement calculated using partial internal model including/excluding adjustments for loss absorbing capacity of technical provisions and/or deferred taxes,if modelled within componentsB4C4

Loss-absorbing capacity of technical provisions if not modelled within componentsB5

Loss absorbing capacity for deferred taxes if not modelled within componentsB6

Solvency capital requirement calculated using partial internal model B7

For information only:ValueAmount/estimate of loss-absorbing capacity of technical provisions if modelled within componentsC5

Amount/estimate of loss-absorbing capacity ot deferred tax if modelled within componentsC6

Total amount of Notional Solvency Capital Requirements for ring fenced funds (other than those related to business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional))B8Total amount of Notional Solvency Capital Requirements for remaining partB8AADiversification between ring fenced funds and between ring fenced funds and remaining partB8A

Gross future discretionary benefits A11ANet future discretionary benefitsA11B

Date of formal approval of partial internal modelB9

SCR-B2C-S.25.03.bAppendix I: Quantitative reporting templates

S.25.03.bSolvency Capital Requirement - for undertakings on Full Internal Models

Components in descending order of sizeUnique number of componentComponent DescriptionModelling approach to calculation of loss absorbing capacity of technical provisions Modelling approach to calculation of loss absorbing capacity of deferred taxesNet solvency capital requirement (including the loss absorbing capacity of technical provisions and/or deferred taxes when applicable) Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions and/or deferred taxes when applicable)A1A1AA1BA1CB1C1Code of componentA1A1BA1CB1C1Total undiversified componentsB2C2

DiversificationB3C3

Solvency capital requirement calculated using partial internal model including/excluding adjustments for loss absorbing capacity of technical provisions and/or deferred taxes,if modelled within componentsB4C4

Loss-absorbing capacity of technical provisions if not modelled within componentsB5

Loss absorbing capacity for deferred taxes if not modelled within componentsB6

Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional)B9

Solvency capital requirement calculated using full internal model, excluding capital add - onB10

Capital add-ons B11

Solvency capital requirement calculated using full internal model B12

For information only:ValueAmount/estimate of loss-absorbing capacity of technical provisions if modelled within componentsC5

Amount/estimate of loss-absorbing capacity ot deferred tax if modelled within componentsC6

Total amount of Notional Solvency Capital Requirements for ring fenced funds (other than those related to business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional))B14Total amount of Notional Solvency Capital Requirements for remaining partB14AADiversification between ring fenced funds and between ring fenced funds and remaining partB14A

Gross future discretionary benefits A11ANet future discretionary benefitsA11B

Date of formal approval of internal modelB15

SCR-B2C-S.25.03.gAppendix I: Quantitative reporting templates

S.25.03.gSolvency Capital Requirement - for undertakings on Full Internal Models

Components in descending order of sizeUnique number of componentComponent DescriptionModelling approach to calculation of loss absorbing capacity of technical provisions Modelling approach to calculation of loss absorbing capacity of deferred taxesNet solvency capital requirement (including the loss absorbing capacity of technical provisions and/or deferred taxes when applicable) Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions and/or deferred taxes when applicable)A1A1AA1BA1CB1C1Code of componentA1A1BA1CB1C1Total undiversified componentsB2C2

DiversificationB3C3

Solvency capital requirement calculated using full internal model including/excluding adjustments for loss absorbing capacity of technical provisions and /or deferred taxes if modelled within componentsB4C4

Loss-absorbing capacity of technical provisions if not modelled within componentsB5

Loss absorbing capacity for deferred taxes if not modelled within componentsB6

ValueCapital requirements of other financial sectors (Non-insurance capital requirements) (groups only):B7Credit institution & investment firms and financial institutionsB7AInstitutions for occupational retirement provisionB7BNon regulated entities carrying out financial activities B7C

Non-controlled participations requirements (groups only):B8

Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional)B9

Solvency capital requirement calculated using full internal model, excluding capital add - onB10

Capital add-onsB11

Solvency capital requirement calculated using full internal model B12

Minimum consolidated group solvency capital requirement (groups only)B13Amount/estimate of loss-absorbing capacity of technical provisions if modelled within componentsC5

Amount/estimate of loss-absorbing capacity ot deferred tax if modelled within componentsC6

Total amount of Notional Solvency Capital Requirements for ring fenced funds (other than those related to business operated in accordance with Art. 4 of Directive 2003/41/EC (transitional))B14Total amount of Notional Solvency Capital Requirements for remaining partB14AADiversification between ring fenced funds and between ring fenced funds and remaining partB14A

Gross future discretionary benefits A11ANet future discretionary benefitsA11B

Date of formal approval of internal modelB15

SCR-B3A-S.26.01.bAppendix I: Quantitative reporting templates

S.26.01.bSolvency Capital Requirement - Market risk

Simplifications used Simplifications - spread risk - bonds and loans ? (Y/N)A00Captives simplifications - interest rate risk ?(Y/N)AA01Captives simplifications -spread risk ?(Y/N)AA02Captives simplifications - market concentration risk ?(Y/N)AA03para. IX.2 Normalisationpara. X.2 NormalisationNo change in the business templatesNo change in the business templatesMarket risk - basic informationInitial absolute values before shockAbsolute values after shockAssets Liabilities Assets Liabilities (including the loss absorbing capacity of technical provisions)Net solvency capital requirement (including the loss-absorbing capacity of technical provisions)Liabilities (excluding the loss-absorbing capacity of technical provisions)Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions)

Interest rate riskC0D0interest rate down shockA1A1AB1B1AC1B1BD1interest rate up shockA2A2AB2B2AC2B2BD2

Equity riskC3D3type 1 equitiesA4A4AB4B4AC4B4BD4type 1 equityA5B5strategic participations (type 1 equities)A6B6duration-based (type 1 equities)A7B7type 2 equitiesA8A8AB8B8AC8B8BD8type 2 equity A9B9strategic participations (type 2 equities)A10B10duration-based (type 2 equities)A11B11

Property riskA12A12AB12B12AC12B12BD12

Spread riskC13D13bonds and loansA14A14AB14B14AC14B14BD14

credit derivativesC15D15downward shock on credit derivativesA16A16AB16B16AC16B16BD16upward shock on credit derivativesA17A17AB17B17AC17B17BD17tradable securities or other financial instruments based on repackaged loansA18A18AB18B18AC18B18BD18

Market risk concentrations A19A19AC19D19

Currency riskA20A20AC20D20

Counter-cyclical premium riskA21A21AB21B21AC21B21BD21

Diversification within market risk moduleC22D22

Total capital requirement for market riskC23D23

SCR-B3A-S.26.01.lAppendix I: Quantitative reporting templates

S.26.01.lSolvency Capital Requirement - Market risk

Simplifications used Simplifications - spread risk - bonds and loans ? (Y/N)A00Captives simplifications - interest rate risk ?(Y/N)AA01Captives simplifications -spread risk ?(Y/N)AA02Captives simplifications - market concentration risk ?(Y/N)AA03

Ring fenced fund? (Y/N)A30Fund numberA0para. IX.2 Normalisationpara. X.2 NormalisationNo change in the business templatesNo change in the business templatesMarket risk - basic informationInitial absolute values before shockAbsolute values after shockAssets Liabilities Assets Liabilities (including the loss absorbing capacity of technical provisions)Net solvency capital requirement (including the loss-absorbing capacity of technical provisions)Liabilities (excluding the loss-absorbing capacity of technical provisions)Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions)

Interest rate riskC0D0interest rate down shockA1A1AB1B1AC1B1BD1interest rate up shockA2A2AB2B2AC2B2BD2

Equity riskC3D3type 1 equitiesA4A4AB4B4AC4B4BD4type 1 equityA5B5strategic participations (type 1 equities)A6B6duration-based (type 1 equities)A7B7type 2 equitiesA8A8AB8B8AC8B8BD8type 2 equity A9B9strategic participations (type 2 equities)A10B10duration-based (type 2 equities)A11B11

Property riskA12A12AB12B12AC12B12BD12

Spread riskC13D13bonds and loansA14A14AB14B14AC14B14BD14

credit derivativesC15D15downward shock on credit derivativesA16A16AB16B16AC16B16BD16upward shock on credit derivativesA17A17AB17B17AC17B17BD17tradable securities or other financial instruments based on repackaged loansA18A18AB18B18AC18B18BD18

Market risk concentrations A19A19AC19D19

Currency riskA20A20AC20D20

Counter-cyclical premium riskA21A21AB21B21AC21B21BD21

Diversification within market risk moduleC22D22

Total capital requirement for market riskC23D23

SCR-B3A-S.26.01.gAppendix I: Quantitative reporting templates

S.26.01.gSolvency Capital Requirement - Market riskSimplifications used Simplifications - spread risk - bonds and loans ? (Y/N)A00Captives simplifications - interest rate risk ?(Y/N)AA01Captives simplifications - spread risk ?(Y/N)AA02Captives simplifications - market concentration risk ?(Y/N)AA03para. IX.2 Normalisationpara. X.2 NormalisationNo change in the business templatesNo change in the business templatesMarket risk - basic informationInitial absolute values before shockAbsolute values after shockAssetsLiabilitiesAssetsLiabilities (including the loss absorbing capacity of technical provisions)Net solvency capital requirement (including the loss-absorbing capacity of technical provisions)Liabilities (excluding the loss-absorbing capacity of technical provisions)Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions)

Interest rate riskC0D0interest rate down shockA1A1AB1B1AC1B1BD1interest rate up shockA2A2AB2B2AC2B2BD2

Equity riskC3D3type 1 equitiesA4A4AB4B4AC4B4BD4type 1 equityA5B5strategic participations (type 1 equities)A6B6duration-based (type 1 equities)A7B7type 2 equitiesA8A8AB8B8AC8B8BD8type 2 equityA9B9strategic participations (type 2 equities)A10B10duration-based (type 2 equities)A11B11

Property riskA12A12AB12B12AC12B12BD12

Spread riskC13D13bonds and loansA14A14AB14B14AC14B14BD14

credit derivativesC15D15downward shock on credit derivativesA16A16AB16B16AC16B16BD16upward shock on credit derivativesA17A17AB17B17AC17B17BD17tradable securities or other financial instruments based on repackaged loansA18A18AB18B18AC18B18BD18

Market risk concentrationsA19A19AC19D19

Currency riskA20A20AC20D20

Counter-cyclical premium riskA21A21AB21B21AC21B21BD21

Diversification within market risk moduleC22D22

Total capital requirement for market riskC23D23

SCR-B3A-S.26.01.nAppendix I: Quantitative reporting templates

S.26.01.nSolvency Capital Requirement - Market risk

Simplifications used Simplifications - spread risk - bonds and loans ? (Y/N)A00Captives simplifications - interest rate risk ?(Y/N)AA01Captives simplifications - spread risk ?(Y/N)AA02Captives simplifications - market concentration risk ?(Y/N)AA03

Ring fenced fund? (Y/N)A30Fund numberA0para. IX.2 Normalisationpara. X.2 NormalisationNo change in the business templatesNo change in the business templatesMarket risk - basic informationInitial absolute values before shockAbsolute values after shockAssets LiabilitiesAssets Liabilities (including the loss absorbing capacity of technical provisions)Net solvency capital requirement (including the loss-absorbing capacity of technical provisions)Liabilities (excluding the loss-absorbing capacity of technical provisions)Gross solvency capital requirement (excluding the loss-absorbing capacity of technical provisions)

Interest rate riskC0D0interest rate down shockA1A1AB1B1AC1B1BD1interest rate up shockA2A2AB2B2AC2B2BD2

Equity riskC3D3type 1 equitiesA4A4AB4B4AC4B4BD4type 1 equityA5B5strategic participations (type 1 equities)A6B6duration-based (type 1 equities)A7B7type 2 equitiesA8A8AB8B8AC8B8BD8type 2 equityA9B9strategic participations (type 2 equities)A10B10duration-based (type 2 equities)A11B11

Property riskA12A12AB12B12AC12B12BD12

Spread riskC13D13bonds and loansA14A14AB14B14AC14B14BD14

credit derivativesC15D15downward shock on credit derivativesA16A16AB16B16AC16B16BD16upward shock on credit derivativesA17A17AB17B17AC17B17BD17tradable securities or other financial instruments based on repackaged loansA18A18AB18B18AC18B18BD18

Market risk concentrationsA19A19AC19D19

Currency riskA20A20AC20D20

Counter-cyclical