Get documents about "Claim in Life Insurance Operational Risk
Description
Claim in Life Insurance Operational Risk document sample
Document Sample
CEIOPS QIS3 - 20070604
Some formatting has been used to help fill the QIS3 spreadsheet.
Concerned are :
- input or result cells, marked with background colors
- references to accompanying documents
- tab colors, which are the same as those used in the '0.2 Index' sheet, to distinguish
between groups of tab with similar characteristics / purpose.
Some supervisors will use automated data gathering tools to extract and then analyse
the reported data. In order to ease this process, only the cells that can be or are
expected to be filled by participants are unlocked. Please note that comments added
by participants in the spreadsheet may not be seen by the supervisors. Comments
can be sent in the qualitative reply.
Cell colors An input cell
A pre-calculated cell that may be overwritten (contains a default value or result)
Some data that is copied from another tab
A pre-calculated cell that cannot be overwritten
Some data that is copied from another tab
Dotted border is used to show that the result of the cell is used in another tab
A result cell, used at the next stage of the SCR calculation
a cell that cannot be filled
Italic : a factor that come from the QIS3 parameters tab
Standard flow of operations
Data should be entered in light blue cells
Some default calculations are performed that can be replaced by the participant
and / or some calculations are performed
An important result of the calculations
References a reference to the technical specification document (e.g. I.1.3 for para I.1.3)
0.1 Readme 1 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 QIS3 - Index
O Guidance
General guidance QIS3 parameters
Readme Index QIS3 Parameters
0.1 Readme 0.2 Index 0.3 QIS3 parameters
I General information and qualitative answers
A: Participant information Qualitative answers
General information Group coverage Qualitative questions Group qualitative
questions
I.A.1 Participant I.A.2 Group coverage I.A.3 Qualitative I.A.4 Group questions
information questions
II Activity
Entity wide information
Balance sheets Eligible elements Activity summary
II.A.1 Balance sheets II.A.2 Eligible elements II.A.3 Activity summary
III Activity details
A: Life first level segmentation B: Special
Contracts with profit Contracts where the Other contracts Reinsurance Health (similar to life)
participation clauses policyholder bears the without profit
investment risk participation clauses
III.A.1 Life with profit III.A.2 Life unit-linked III.A.3 Life general III.A.4 Life reinsurance III.B Health
C: Non-life lines of business
Accident and health - Accident and health - Accident and health - Motor, third party Motor, other classes
workers health insurance others/default liability
compensation
III.C.1 workers' III.C.2 Health insurance III.C.3 Accident & health III.C.4 Motor, liability III.C.5 Motor, other
compensation
Marine, aviation and Fire and other Third-party liability Credit and suretyship Legal expenses
transport damage to property
III.C.6 MAT III.C.7 Fire and other III.C.8 Third party liability III.C.9 Credit & III.C.10 Legal expenses
suretyship
Assistance Miscellaneous non-life NP reins property NP reins casualty NP reins MAT
insurance
III.C.11 Assistance III.C.12 Miscellaneous III.C.13 NP reins III.C.14 NP reins III.C.15 NP reins MAT
property casualty
0.2 Index 2 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 QIS3 - Index
IV QIS3 entity calculation results
A: BSCR Risk modules
Market risks Default risks Life underwriting Health underwriting Non-life underwriting
IV.A.1 Market risk IV.A.2 Default risk IV.A.3 Life underwriting IV.A.4 Health IV.A.5 Non-Life
underwriting underwriting
B: Capital requirements Group Results C: Solo data export / import
Operational risk SCR overview MCR Group Results Group output Solos input
IV.B.1 Operational risk IV.B.2 SCR and BSCR IV.B.3 MCR IV.B.4 Group results IV.C.1 Group output IV.C.2 Group solo inputs
V Helper tabs
A: Valuation of liabilities
Used term structures End 2006 term End 2005 term CoC risk margin
structure structure
V.A.1 Used term V.A.2 2006 Term V.A.3 2005 Term V.A.4 CoC Risk margin
structure structure structure
B: calculation helper tabs
Concentration Counterparty default Group capital Group capital - non Group capital - non
EEA insurance
V.B.1 Concentration risk V.B.2 Counterparty risk V.B.3 Group capital - V.B.4 Group capital - V.B.5 Group capital -
insurance non EEA others
C: Alternative risk measures
Partial balance sheet Alternative equity and
market risk property risk measure
V.C.1 SCR without free V.C.2 Liability duration
assets
VI CEA helper additions (NOT PART OF THE CEIOPS PACKAGE)
A: CEA CoC Spreadsheets B: Aux. Calculation C: Compare results
CoC risk margin Simplified CoC CEA Non-life CEA Comparison of
incorporating approach underwriting reserve risk margin results
diversification risk
VI.A.1 CoC Risk Margin VI.A.2 CoC RM CEA VI.B.1 NL Reserve only VI.C.1 CoC Risk margin
CEA simplified risk DIFF
0.2 Index 3 of 144
This tab contains the parameters of the model used for the third quantitative impact study (QIS3)
0.3 QIS3 parameters 4 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 PI General information
1. Participant information
Participant 01 <Undefined participant's name> <= Please fill in the participant's name
Legal form of the participant 02
Reporting basis 03 Legal entity
Type of reported data 04
Reporting reference year 05 2006
Reporting currency 06 Millions of euros
Supervisor 07 <= Please specify the country of the supervisor who will receive the data
Local registration number 08
2. Information about the applied methodologies
Applied discounting method 20 CEIOPS provided term structure
3. Information on group (for solo entities)
Participant is part of a group 30 <= Please indicate the groups' membership status
If yes: group name 31
If yes: group's proportional share 32
Group participating in QIS3 33
Group supervisor 34
I.A.1 Participant information 5 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 GC Group coverage
Number of entities 01
Number of EEA entities 02
Number of ins entities 03 This tab is intended only for group replies
Number of EEA ins entities 04
Number of subgroups 05
Number of countries 06
Number of EEA countries 07
consolidated data
Net revenues from insurance activities 10 0
Revenues from EEA countries 11
Revenues from third countries 12
Net revenues from other financial activities 13
Gross technical provisions 14 0
Non life 15
Life 16
Net technical provisions 17 0
Non life 18
Life 19
Investment in insurance activities (market value) 20
Total balance sheet amount 21
Insurance activites in EEA countries (fill in those Insurance activites in third countries Other financial services (fill in those
countries where revenues are more than 5% of total (fill in those countries where countries where revenues are more
group revenues) Revenues revenues are more than 5% of total Revenues than 5% of total group revenues) Revenues
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
I.A.2 Group coverage 6 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 QS Qualitative questions
Please indicate, by using a rank from 1 (less) to 5 (more), your expectations from CEIOPS regarding the subjects put in the headers of the following table
Assessment
Q.S.5 You would like more Technical Value of of eligible Calculation Calculation
or less provisions assets capital of SCR of MCR
Prescriptive rules 01
Guidance for calculation 02
Simplification for methodology 03
Please indicate, by using a rank from 1 (poor) to 5 (good), your appreciations regarding the QIS3 materials inf the following table
Rules, guidance for
Q.S.7 calculation
and simplification for Market risk Default risk Life u/w Health u/w Non-life u/w RPS Overall
Suitability
SCR 04
MCR 05
Calibration
SCR 06
MCR 07
Practicability
SCR 08
MCR 09
I.A.3 Qualitative questions 7 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 QS Qualitative questions
Q.S.22 Management of operational risk - qualitative questions Answer
question a) 10 Does your insurance undertaking have an approved (by the board of directors or management board) operational risk strategy?
Has the board of directors (or management board) defined your insurance undertaking's appetite and tolerance for operational risk as part
question b) 11
of this strategy?
question c) 12 Does an Operational Risk Policy exist in your insurance undertaking?
question d) 13 Are there any policies/guidelines explaining and supporting Operational Risk Policy?
Does your insurance undertaking has an operational risk management structure/organisation with clearly defined roles and
question e) 14
responsibilities?
question f) 15 Are these roles and responsibilities documented in policies/guidelines?
question g) 16 Is there an independent operational risk control/management function in your insurance undertaking?
In case if there is no independent operational risk control/management function in your insurance undertaking is it the internal audit who
question h) 17
manages/controls operational risk?
question i) 18 Are there any committees (e.g. Operational Risk Committee) involved in operational risk management in your insurance undertaking?
question j) 19 Is the board of directors or management board involved in work of such committees?
Is there a clear operational risk reporting structure in your insurance undertaking (e.g. local contact person - central operational risk
question k) 20
function - committee - management board)?
question l) 21 Are there any regular operational risk reports delivered to senior management at your insurance undertaking?
Are there any means (training session, workshops, newsletters) to increase employees' operational risk awareness employed in your
question m) 22
insurance undertaking?
question n) 23 Does your insurance undertaking use risk mapping as an operational risk management tool?
question o) 24 Does your insurance undertaking use risk/self assessments as an operational risk management tool?
question p) 25 Does your insurance undertaking use risk indicators (key risk indicators) as an operational risk management tool?
question q) 26 Does your insurance undertaking collect historical data on operational risk losses and incidents?
question r) 27 Are operational risk management tools (e.g. risk indicators, risk/self assessment) subject to correlation analysis based on actual loss data?
Has your insurance undertaking (or its parent company) joined any operational loss data sharing consortium (e.g. Operational Risk
question s) 28
Insurance Consortium - ORIC)?
question t) 29 Does your insurance undertaking use scenario analyses as a part of operational risk management?
question u) 30 Does your insurance undertaking use quantitative methods (internal models) for the operational risk management purposes?
question v) 31 If yes: Is the quantitative method comparable to those applied in banking supervision (e.g. AMA)?
question w) 32 Does your insurance undertaking carry out a validation process for all applied operational risk methods and tools?
I.A.3 Qualitative questions 8 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 QG Group qualitative questions
Please indicate, by using a rank from 1 (less) to 5 (more), your expectations from CEIOPS regarding the subjects put in the headers of the following table
Assessment
Q.G.6 You would like more Technical Value of of eligible Calculation Calculation
This tab is intended only for
or less provisions assets capital of SCR of MCR
Prescriptive rules 01 group replies
Guidance for calculation 02
Simplification for methodology 03
Q.G.35 Management of operational risk - qualitative questions Answer
question a) 10 Does your group have an approved (by the board of directors or management board) operational risk strategy?
Has the board of directors (or management board) defined your group's appetite and tolerance for operational risk as part of this
question b) 11
strategy?
question c) 12 Does an Operational Risk Policy exist in your group?
question d) 13 Are there any policies/guidelines explaining and supporting Operational Risk Policy?
question e) 14 Does your group have an operational risk management structure/organisation with clearly defined roles and responsibilities?
question f) 15 Are these roles and responsibilities documented in policies/guidelines?
question g) 16 Is there an independent operational risk control/management function?
Given that there is no independent operational risk control/management function in your group, is it the internal audit who
question h) 17
manages/controls operational risk?
question i) 18 Are there any committees (e.g. Operational Risk Committee) involved in operational risk management?
question j) 19 Is the board of directors or management board involved in work of such committees?
Is there a clear operational risk reporting structure in your group (e.g. local contact person - central operational risk function -
question k) 20
committee - management board)?
question l) 21 Are there any regular operational risk reports delivered to senior management?
question m) 22 Are there any means (training session, workshops, newsletters) to increase employees' operational risk awareness?
question n) 23 Does your group use risk mapping as an operational risk management tool?
question o) 24 Does your group use risk/self assessments as an operational risk management tool?
question p) 25 Does your group use risk indicators (key risk indicators) as an operational risk management tool?
question q) 26 Does your group collect historical data on operational risk losses and incidents?
Are operational risk management tools (e.g. risk indicators, risk/self assessment) subject to correlation analysis based on actual
question r) 27
loss data?
question s) 28 Has your group joined any operational loss data sharing consortium (e.g. Operational Risk Insurance Consortium - ORIC)?
question t) 29 Does your group use scenario analyses as a part of operational risk management?
question u) 30 Does your group use quantitative methods (internal models) for the operational risk management purposes?
question v) 31 If yes: Is the quantitative method comparable to those applied in banking supervision (e.g. AMA)?
I.A.4 Group questions 9 of 144
question w) 32 Does your group carry out a validation process for all applied operational risk methods and tools?
I.A.4 Group questions 10 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 BS Balance sheets
Summary balance sheet - current bases
Assets Liabilities Current solvency position
Reinsurance 01 Basic own funds Required solvency margin
Investments (detailed below) 02 Insurance liabilities Available capital
Unit linked investments 03 Unit linked liabilities Minimum guarantee fund
Other assets 04 Other liabilities
Total 05 0 0 Total
Summary balance sheet - Solvency I valuation principles
Assets Liabilities
Reinsurance 11 Basic own funds
Investments (detailed below) 12 Insurance liabilities
Unit linked investments 13 Unit linked liabilities
Other assets 14 Other liabilities
Total 15 0 0 Total
Summary balance sheet - QIS3 valuation principles Net asset - liabilities
Assets Liabilities value (NAV)
Reinsurance 21 Basic own funds 0
22 Risk margin
Investments (detailed below) 23 Insurance liabilities QIS3 solvency position
Unit linked investments 24 Unit linked liabilities SCR 0
Other assets 25 Other liabilities Available capital 0
Total 26 0 0 Total
Investments Current bases Solv. I bases QIS3 bases Amount of assets excluded from
Total 40 0 0 0 market risk module
Lands and buildings 41 credit risk module
Investments in affiliated and 42
participating interests
Bonds 43
Equities 44
Other 45
II.A.1 Balance sheets 11 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 EE Eligible elements
Total Tier 1 Tier 2 Tier 3
I.2.2 Available capital 01 0 0 0 0
Amount covered by Total amount of capital
non contingent determined with valuation
Needed Tier 1 Tier 2 Tier 3 principles of
I.2.3 MCR (alternative 1) 02 1 0 0 Solvency I Solvency II Variation
I.2.3 MCR (alternative 2) 03 1 0 0 I.2.5 0 0 0
Tier 2
I.2.4 SCR 04 0 0 0 0
Holdings and participations > 20%
(b) not (c)
Detailed information T1 details T2 details T3 details (a) included included in deducted
in SCRmkt SCRmkt from capital
I.2.7 Total Tier 1 10 0 I.2.10
Paid up equity, initial or found. funds 11
Called up equity, initial found. Fund 12
Retained earnings 13
Net asset and liabilities valuation 14
Subordinated members' accounts 15
Subordinated liabilities 16
I.2.8 Total Tier 2 20 0
Subordinated liabilities 21
Letters of credit (Dir 2006/48/EC) 22
PIA members' call 23
Other contingent capital 24 0
unpaid shares 25
letters of credit 26
members' call 27
other 28
I.2.9 Total Tier 3 30 0
Subordinated liabilities 31
Contingent capital 32 0
unpaid shares 33
letters of credit 34
members' call 35
II.A.2 Eligible elements 12 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 AS Activity summary
Other contracts
investment risk
Contracts with
without profit
Reinsurance
participation
participation
policyholder
Comp with
Whole Health
where the
Contracts
bears the
Activity summary balance Life business
clauses
clauses
business (similar to life)
sheet
profit
Activity practised 01 No
Gross provisions current basis 02 0 0 0 0 0 0 0 0
Net provisions current basis 03 0 0 0 0 0 0 0 0
% (gross TP) included in QIS3 04 0.0% 0.0%
Net best estimate, QIS3 basis 05 0 0 0 0 0 0 0
I.1.39 CoC risk margin 06 0 0 0
I.1.42 Internal model risk margin 07 0 0
I.1.60 Risk margin with diversification 08
I.1.49 Method used to allocate risk margin 09
others/defaul
Accident and
Accident and
Accident and
compensatio
party liability
aviation and
Motor, other
Motor, third
damage to
insurance
Non-life
transport
property
Fire and
workers
classes
Marine,
health -
health -
health -
business
health
other
n
t
Activity practised 11 No
Current year gross earned premium 12 0 0 0 0 0 0 0 0
Gross provisions current basis 13 0 0 0 0 0 0 0 0
Net provisions current basis 14 0 0 0 0 0 0 0 0
% (gross TP) included in QIS3 15 0.0%
Net best estimate, QIS3 basis 16 0 0 0 0 0 0 0 0
I.1.123 Proxy used for premiums 17 No
I.1.124 Liability adequacy result 18 0
Premium std dev used for SCR 19 7.5% 3.0% 5.0% 10.0% 10.0% 12.5% 10.0%
I.3.247 Own estimate of premium stddev 20 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
I.3.247 Own estimate of claims stddev 21 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
I.1.39 CoC risk margin 22 0
I.1.40 Alternative risk margin (long tailed) 23 0
I.1.42 Internal model risk margin 24 0
I.1.134 Method used to allocate risk margin 25
II.A.3 Activity summary 13 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 AS Activity summary
Miscellaneo
Third-party
Assistance
Credit and
us non-life
suretyship
insurance
expenses
NP reins
NP reins
NP reins
property
casualty
liability
Legal
MAT
Activity practised 31
Current year gross earned premium 32 0 0 0 0 0 0 0 0
Gross provisions current basis 33 0 0 0 0 0 0 0 0
Net provisions current basis 34 0 0 0 0 0 0 0 0
% (gross TP) included in QIS3 35
Net best estimate, QIS3 basis 36 0 0 0 0 0 0 0 0
I.1.123 Proxy used for premiums 37
I.1.124 Liability adequacy result 38
Premium std dev used for SCR 39 10.0% 12.5% 5.0% 7.5% 12.5% 15.0% 15.0% 15.0%
I.3.247 Own estimate of premium stddev 40 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
I.3.247 Own estimate of claims stddev 41 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
I.1.39 CoC risk margin 42
I.1.40 Alternative risk margin (long tailed) 43
I.1.42 Internal model risk margin 44
I.1.134 Method used to allocate risk margin 45
II.A.3 Activity summary 14 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_L1 Contracts with profit participation clauses
Go to: Activity summary
Total gross of Total net of
Technical provisions according to current basis reinsurance reinsurance
Provision for unearned premium 01
Life assurance provision 02
Claims provisions 03
Provision for bonuses and rebates 04
Other provisions 05
Unit linked 06
Total value current bases 08 0 0
Deferred acquisition costs (-) 09
Best estimate value of the segment of liabilities Gross Net
I.1.32 Total 10 0 0
I.1.73 of which Death 11
of which Survivorship 12
of which Disability 13
of which Savings 14
Optional data
I.1.11 of which value of hedgeable risks 15
I.1.11 of which value of non hedgeable risks 16
III.A.1 Life with profit 15 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_L2 Contracts where the policyholder bears the investment risk
Go to: Activity summary
Total gross of Total net of
Technical provisions according to current basis reinsurance reinsurance
Provision for unearned premium 01
Life assurance provision 02
Claims provisions 03
Provision for bonuses and rebates 04
Other provisions 05
Unit linked 06
Total value current bases 08 0 0
Deferred acquisition costs (-) 09
Best estimate value of the segment of liabilities Gross Net
I.1.32 Total 10 0 0
I.1.73 of which Death 11
of which Survivorship 12
of which Disability 13
of which Savings 14
Optional data
I.1.11 of which value of hedgeable risks 15
I.1.11 of which value of non hedgeable risks 16
III.A.2 Life unit-linked 16 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_L3 Other contracts without profit participation clauses
Go to: Activity summary
Total gross of Total net of
Technical provisions according to current basis reinsurance reinsurance
Provision for unearned premium 01
Life assurance provision 02
Claims provisions 03
Provision for bonuses and rebates 04
Other provisions 05
Unit linked 06
Total value current bases 08 0 0
Deferred acquisition costs (-) 09
Best estimate value of the segment of liabilities Gross Net
I.1.32 Total 10 0 0
I.1.73 of which Death 11
of which Survivorship 12
of which Disability 13
of which Savings 14
Optional data
I.1.11 of which value of hedgeable risks 15
I.1.11 of which value of non hedgeable risks 16
III.A.3 Life general 17 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_L4 Reinsurance
Go to: Activity summary
Total gross of Total net of
Technical provisions according to current basis reinsurance reinsurance
Provision for unearned premium 01
Life assurance provision 02
Claims provisions 03
Provision for bonuses and rebates 04
Other provisions 05
Unit linked 06
Total value current bases 08 0 0
Deferred acquisition costs (-) 09
Best estimate value of the segment of liabilities Gross Net
I.1.32 Total 10 0 0
I.1.73 of which Death 11
of which Survivorship 12
of which Disability 13
of which Savings 14
Optional data
I.1.11 of which value of hedgeable risks 15
I.1.11 of which value of non hedgeable risks 16
III.A.4 Life reinsurance 18 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_H1 Health (similar to life)
Go to: Activity summary
Total gross of Total net of
Technical provisions according to current basis reinsurance reinsurance
Provision for unearned premium 01
Life assurance provision 02
Claims provisions 03
Provision for bonuses and rebates 04
Other provisions 05
Unit linked 06
Total value current bases 08 0 0
Deferred acquisition costs (-) 09
Best estimate value of the segment of liabilities Gross Net
I.1.32 Total 10
Optional data
I.1.11 of which value of hedgeable risks 15
I.1.11 of which value of non hedgeable risks 16
III.B Health 19 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL1 Accident and health - workers compensation
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob SP.(LR - m)² N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.1 workers' compensation 20 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL2 Accident and health - health insurance
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.2 Health insurance 21 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL3 Accident and health - others/default
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.3 Accident & health 22 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL4 Motor, third party liability
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.4 Motor, liability 23 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL5 Motor, other classes
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.5 Motor, other 24 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL6 Marine, aviation and transport
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.6 MAT 25 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL7 Fire and other damage to property
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.7 Fire and other 26 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL8 Third-party liability
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.8 Third party liability 27 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL9 Credit and suretyship
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.9 Credit & suretyship 28 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL10 Legal expenses
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.10 Legal expenses 29 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL11 Assistance
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.11 Assistance 30 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL12 Miscellaneous non-life insurance
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.12 Miscellaneous 31 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL13 NP reins property
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.13 NP reins property 32 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL14 NP reins casualty
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.14 NP reins casualty 33 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LOB_NL15 NP reins MAT
Go to: Activity summary
Total gross of Total net of Direct business Direct business Proportional Proportional
Technical provisions according to current basis reinsurance reinsurance gross net reins. gross reins. net
Provision for unearned premium 01 0 0
Claims outstanding 02 0 0
Provision for bonuses and rebates 03 0 0
Equalisation provision 05 0 0
Other technical provisions 06 0 0
thereof: provisions for unexpired risk 07 0 0
Total value current bases 08 0 0 0 0 0 0
Deferred acquisition costs 09 0 0
Best estimate value of the segment of liabilities Gross Net Current year Gross premiums Net premiums
Premiums 10 Written
Claims 11 Earned
I.1.32 Total 12 0 0
Optional data
I.1.11 of which value of hedgeable risks 15 Standard dev. Premiums Claims
I.1.11 of which value of non hedgeable risks 16 own estimate
net Net loss ratio I.3.248
(LR_lob-m_lob)²
Historical premium risk standard deviation earned premiums (%) µlob Sm) N parameter
Accounting year 20 0 0.0% 0.0% 0.0% 0
Year -1 21 0.0%
Year -2 22 0.0% Next year expected premiums
Year -3 23 0.0% Written
Year -4 24 0.0% Earned
Year -5 25 0.0% Premium factor 105%
Year -6 26 0.0% I.3.240 Vol. measure 0
Year -7 27 0.0%
Year -8 28 0.0% Historical standard deviation
Year -9 29 0.0% 0.0%
Year -10 30 0.0%
Year -11 31 0.0%
Year -12 32 0.0%
Year -13 33 0.0%
Year -14 34 0.0%
III.C.15 NP reins MAT 34 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 risk_M Market risks
SCRmkt calculation MKTint MKTeq MKTprop MKTsp MKTconc MKTfx SCRmkt
I.3.30 Sub risk value 01 0 0 0 0 0 0 0
correlation with MKTint 100% 0% 50% 25% 0% 25%
correlation with MKTeq 0% 100% 75% 25% 0% 25%
correlation with MKTprop 50% 75% 100% 25% 0% 25%
correlation with MKTsp 25% 25% 25% 100% 0% 25%
correlation with MKTconc 0% 0% 0% 0% 100% 0%
correlation with MKTfx 25% 25% 25% 25% 0% 100% KCmkt NAV
I.3.31 Risk mitigating effect of FPS (KC) 03 0 0 0 0 0 0 0
Interest rate sub risk Rising curve Falling curve Overall
I.3.37 DNAV post scenario 04 0
I.3.38 DNAV with risk mitigation 05 0
Equity sub risk Global index Other Aggregation I.3.66 Please provide data on the structure of your liabilities
I.3.56 Max(DNAV post scenario;0) 06 0
correlation with Global index 100% 75% I.3.75 Alternative approach for equity risk (optional)
correlation with Other 07 75% 100% Max(DNAV post scenario;0) 0
I.3.57 Max(DNAV with risk mitigation;0) 08 0 Risk mitigating effect of FPS 0
Property sub risks Fall I.3.79 Alternative approach property risk (optional)
I.3.62 DNAV post scenario 09 Max(DNAV post scenario;0) 0
I.3.63 DNAV with risk mitigation 10 Risk mitigating effect of FPS 0
Currency sub risk Rise Fall Overall
I.3.85 DNAV post scenario 11 0
I.3.86 DNAV with risk mitigation 12 0
With risk with risk
Spread sub risk SMVi.Duri mitigation F(Rating) Result mitigation
I.3.97 Overall result 13 0 0 I.3.98
I.3.95 I - Extremely strong 14 0.25% 0.0 0.0
II - Very strong 15 0.25% 0.0 0.0
III - Strong 16 1.03% 0.0 0.0
IV - Adequate 17 1.25% 0.0 0.0
V - Speculative 18 3.39% 0.0 0.0
VI - Very speculative 19 5.60% 0.0 0.0
VII - Extremely speculative 20 11.20% 0.0 0.0
VIII - unrated 21 2.00% 0.0 0.0
I.3.113 Concentration sub risk 22 0 Helper tab "V.B.1 Concentration risk" can be used to calculte the concentration result »
IV.A.1 Market risk 35 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 risk_C Default risks
Counterparty default risk result Reinsurance Derivatives SCR.def
I.3.126 Calculations 01 0 0 For details, see "VI.B.2 Counterparty default risk" 0
IV.A.2 Default risk 36 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 risk_L Life underwriting
SCRlife calculation Mortality Longevity Disability Lapse Expenses Revision CAT SCRlife
I.3.139 .. 141 I.3.147 .. 149 I.3.155 .. 157 I.3.161 .. 163 I.3.167 .. 169 I.3.173 I.3.182 .. 184
I.3.132 DNAV post scenario 01 0 0
correlation with Mortality 100% 0% 50% 0% 25% 0% 0%
correlation with Longevity 0% 100% 0% 25% 25% 25% 0%
correlation with Disability 50% 0% 100% 0% 50% 0% 0%
correlation with Lapse 0% 25% 0% 100% 50% 0% 0%
correlation with Expenses 25% 25% 50% 50% 100% 25% 0%
correlation with Revision 0% 25% 0% 0% 25% 100% 0%
correlation with CAT 0% 0% 0% 0% 0% 0% 100%
DNAV with risk mitigation 02 KClife
I.3.133 Risk mitigating effect of FPS (KC) 03 0 0 0 0 0 0 0
CAT sub risk details Input
TP Net technical provisions 04
SA Sum insured on disability (lump sum) 05
AB Annualized amount of disability benefit 06
Average annuity factor 07
Capital at risk 08 0
Factor 09 0.15%
I.3.180 Mortality + disability CAT risk 10 0
I.3.177 Surrender strain linked 11
Factor 12 75.0%
I.3.181 Lapse CAT risk 13 0
IV.A.3 Life underwriting 37 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 risk_L Life underwriting
Simple risk profile portfolios factor based possible approximations for the scenario results (see technical specifications - part II)
Factor based approximations Mortality Longevity Disability Lapse Expenses Revision
II.3.39 II.3.41 II.3.43 II.3.45 II.3.47 II.3.46
Capital at risk 14 0
Potential release 15
Surrender release 16
Surrender strain 17
Fixed loadings: expenses amount 18
Fixed loadings: average duration 19
Adjust. loadings: expenses amount 20
Adjust. loadings: average duration 21
Exposure to rev. risk (techn. prov) 22
Approximation factor 1 0.15% 6% 1% 20% 12% 3%
Approximation factor 2 3%
Scenario result approximation 25 0 0 0 0 0 0
The above results can be used as inputs (DNAV) in the life UW sub risks table
II.3.43 Disability capital at risk approx Input
TP Net technical provisions 26
SA Sum insured on disability (lump sum) 27
AB Annualized amount of disability benefit 28
Average annuity factor 29
Capital at risk 30 0
IV.A.3 Life underwriting 38 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 risk_H Health underwriting
SCRhealth calculation Expenses Claim Accumulation SCRhealth
I.3.189 Sub risks results 01 0 0 0 0
correlation with Expenses 100% 50% 0%
correlation with Claim 50% 100% 0%
correlation with Accumulation 0% 0% 100% KChealth
I.3.190 Risk mitigating effect of FPS (KC) 02 0 0 0 0
Gross Years with Weight given
premiums std dev of premiums > to std dev Market std Weighted std
earned result 3 Mio I.3.196 & I.3.207 dev dev risk factor Result
I.3.194 Expense risk 03 0 0.0% 0 0.0% 2.0% 2.0% 2.58 0
Expense risk with risk mitigation 04
I.3.205 Claim/mortality/cancellation risk 05 0 0.0% 0 0.0% 3.0% 3.0% 2.58 0
Result with risk mitigation 06
Market Market Firm Firm Accumulation
Epidemic / accumulation risk premiums claims premiums share Factor risk
I.3.216 Risk calculation 07 0 0.0% 6.5% 0
Result with risk mitigation 08
IV.A.4 Health underwriting 39 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 risk_N Non-life underwriting
Premiums and reserve risk Volume s(CR) rs) NLpr I.3.234 CAT SCR NonLife
I.3.224 Sub risks calculation 01 0 0% 0% 0 0 0
Correlation with P & R risk 02 100% 0%
Correlation with CAT risk 03 0% 100%
Premium market historic historic credibility Premium Reserve Reserve
Lines of business data used Volume Pr std dev std dev years weight std dev Volume std dev
I.3.240 I.3.244 I.3.246 I.3.245 I.3.245 I.3.243 I.3.239 I.3.242
11
Accident and health - workers compensation 0 7.5% 0.0% 0 0.00% 7.5% 0 15.0%
Accident and health - health insurance 12 0 3.0% 0.0% 0 0.00% 3.0% 0 7.5%
Accident and health - others/default 13 0 5.0% 0.0% 0 0.00% 5.0% 0 15.0%
Motor, third party liability 14 0 10.0% 0.0% 0 0.00% 10.0% 0 12.5%
Motor, other classes 15 0 10.0% 0.0% 0 0.00% 10.0% 0 7.5%
Marine, aviation and transport 16 0 12.5% 0.0% 0 0.00% 12.5% 0 15.0%
Fire and other damage to property 17 0 10.0% 0.0% 0 0.00% 10.0% 0 10.0%
Third-party liability 18 0 10.0% 0.0% 0 0.00% 10.0% 0 15.0%
Credit and suretyship 19 0 12.5% 0.0% 0 0.00% 12.5% 0 10.0%
Legal expenses 20 0 5.0% 0.0% 0 0.00% 5.0% 0 10.0%
Assistance 21 0 7.5% 0.0% 0 0.00% 7.5% 0 10.0%
Miscellaneous non-life insurance 22 0 12.5% 0.0% 0 0.00% 12.5% 0 15.0%
NP reins property 23 0 15.0% 0.0% 0 0.00% 15.0% 0 15.0%
NP reins casualty 24 0 15.0% 0.0% 0 0.00% 15.0% 0 20.0%
NP reins MAT 25 0 15.0% 0.0% 0 0.00% 15.0% 0 20.0%
I.3.254 CAT risk scenarios results Result Scenario definition
Scenario 1 30
Scenario 2 31
Scenario 3 32
Scenario 4 33
Scenario 5 34
Scenario 6 35
Scenario 7 36
Scenario 8 37
Scenario 9 38
Scenario 10 39
IV.A.5 Non-Life underwriting 40 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 OR Operational risk
Operational risk Input data Factors sub-results I.3.19 SCRop
Earnlife Total earned life gross premiums 01 3.0% 0
Earnnl Total earned non-life gross premiums 02 2.0%
Earnh Total earned health premiums 03 2.0%
Result based on earned premiums 04 0
TPlife Total life technical provision 05 0.3%
TPnl Total non-life technical provisions 06 2.0%
TPh Total health provisions 07 0.2%
Result based on technical provisions 08 0
BSCR Basic SCR 09 0 30.0%
Ceiling based on Basic SCR 10 0
I.3.22 Additional information pertaining to unit-linked business
Total gross earned premiums 21
Total gross provisions 22
Business matching the 5 years criteria
Gross earned premiums 23
Gross provisions 24
Net administrative expenses 25
IV.B.1 Operational risk 41 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 SO SCR overview
Market Default Underwriting risks Aggregation BSCR SCRop SCR
risk risk Life Health Non-Life I.3.26 I.3.26 I.3.15
Basic SCR and SCR calculation 01 0 0 0 0 0 0 0 0 0
correlation with SCRmkt 100% 25% 25% 25% 25% Future disc Group
correlation with SCRdef 25% 100% 25% 25% 50% benefits adjustment
correlation with SCRlife 03 25% 25% 100% 25% 0% I.6.69
correlation with SCRhealth 25% 25% 25% 100% 0% BSCR
correlation with SCRnl 25% 50% 0% 0% 100% reduction
Mitigating effect of FPS (KC) 05 0 0 0 0 0
I.4.4 Internal model results 06
QIS3 model Internal
Risks details Risks Mitigation model risks I.4.1 SCR coverage
Market risks 10 0 0 0 SCR SCR SCR
interest risk 11 0 0 eligible surplus ratio
equity 12 0 0 0 0 0.0%
property 13 0 0
spread 14 0 0 Optional information
concentration 15 0 0 SCR without free assets 0
currency 16 0 0 SCR with alternate SCRmkt 0
Default risks 17 0 0
Life underwriting 18 0 0 0
Mortality 19 0 0
Longevity 20 0 0
Disability 21 0 0
Lapse 22 0 0
Expenses 23 0 0
Revision 24 0
CAT 25 0 0
Health underwriting 26 0 0 0
Expenses risk 27 0 0
Claims 28 0 0
Accumulation 29 0 0
Non-life underwriting 30 0 0
Premium and reserve risk 31 0
Cat risk 32 0
Operational risk 33 0 0
IV.B.2 SCR and BSCR 42 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 MO MCR
MCR MCR|AMCR MCR|AMCR MCR|AMCR
MCR final calculation I.5.5 I.5.6 I.5.42 I.5.42
MCR alternative 1 01 0 1 2 3
MCR alternative 2 02 0 1 2 3
Absolute minimum (AMCR) (in M€) 1 2 3
MCR before RPS calculation Market Underwriting risks Aggregated
risks Life Non-Life Health result
I.5.5 Alternative 1 03 0 0 0 0 0
I.5.5 Alternative 2 04 0 0 0 0 0
I.5.5 correlation with market ris 100% 25% 25% 25%
correlation with life UW risk 25% 100% 0% 25%
correlation with non-life UW risk 25% 0% 100% 0%
correlation with health UW risk 25% 25% 0% 100%
Reduction for profit sharing TPwp TPsurrender TPbenefits RPS
I.5.13 Provisions 05
I.5.16 Market risks component Inputs MCR1 factors MCR2 factors MCRmkt
EQU Equity and UCITS exposure 10 12% 12% Alternative 1 0
RE Property exposure 11 8% 8% Alternative 2 0
Fil Fixed income assets (life) 12 5.4%
Finl Fixed income assets (non-life) 13 2.7%
FI Fixed income assets (total) 14 0
FI* Fixed inc. assets (w/out gov't bonds) 15 2.5%
TP Technical provisions 16
Dfi Mean duration of fixed inc assets 17
Dtp Mean duration of TP 18 Interest rate shocks results Interest rates
I.5.22 Alternative 2 market risk sub-components Equity Property Spread Up Down result
sub-risk result 19 0 0 0 0
IV.B.3 MCR 43 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 MO MCR
I.5.25 Non-life underwriting risks component net earned P net claims TP I.5.29 alpha param beta param
21
Accident and health - workers compensation 0 0 10.0% 19.5%
Accident and health - health insurance 22 0 0 4.0% 10.0%
Accident and health - others/default 23 0 0 6.5% 19.5%
Motor, third party liability 24 0 0 13.0% 16.5%
Motor, other classes 25 0 0 13.0% 10.0%
Marine, aviation and transport 26 0 0 16.5% 19.5%
Fire and other damage to property 27 0 0 13.0% 13.0%
Third-party liability 28 0 0 13.0% 19.5%
Credit and suretyship 29 0 0 16.5% 13.0%
Legal expenses 30 0 0 6.5% 13.0%
Assistance 31 0 0 10.0% 13.0%
Miscellaneous non-life insurance 32 0 0 16.5% 19.5%
NP reins property 33 0 0 19.5% 19.5%
NP reins casualty 34 0 0 19.5% 26.5%
NP reins MAT 35 0 0 19.5% 26.5%
All lines 36 0 0
I.5.28 Herfindahl diversification indices 37 100.0% 100.0% Floor MCRnl
I.5.27 Factors 38 100.0% 100.0% 65% I.5.27 0
Life underwriting risk component Input I.5.30 Factors I.5.33 Sub result Sub risk MCRlife
CAR Net capital at risk 41 0.025% 0 Mortality I.5.32 0
TPlong Net death benefits 42 0.15% 0 Longevity
TPul Unit linked provisions (gross) 43 0.15% 0 Unit-Linked
Health underwriting risks Input I.5.35 Factor 1 Factor 2 MCR health
Nhealth Number of insured persons 45 128% 5 I.5.37 0
BE Annual gross benefits 46
I.5.41 Additional information Market risk charge excluding free assets (optional)
1/3 SCR 51 0 I.5.43 for MCR alternative 1
1/3 SCR internal model 52 0 I.5.43 for MCR alternative 2
RSM Required solvency margin (Solv I) 53 0
MGF Minimum guarantee fund 54 0
IV.B.3 MCR 44 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 GR Group Results
BSCR SCRop CRot SCR Eligible SCR
I.6.35 I.6.5 elements ratio
SCR Final calculation 01 0 0 0 0 0.0%
Aggregated RPS BSCR
risks result
Basic SCR calculation 02 0 0 0
Market Default Underwriting risks
risk risk Life Health Non-Life
Basic SCR individual risks 03 0 0 0 0 0
SCRmkt aggregation MKTint MKTeq MKTprop MKTsp MKTconc MKTfx SCRmkt
Sub risk value 04 0 0 0 0 0 0 0
SCRlife aggregation Mortality Longevity Disability Lapse Expenses Revision CAT SCR Life
Sub risk value 05 0 0 0 0 0 0 0 0
SCRhealth aggregation Expenses Claim Accumulation SCR health
Sub risk value 06 0 0 0 0
SCR Standard formula Required capital Available capital Surplus
Group wise 10 0 0 MCR Required Available
Solo sum 11 0 0 0 Group wise 1 0 0
Solo adjusted sum 12 0 Group wise 2 0 0
Internal model output 15 Required capital Available capital Surplus Solo sum 1 0
Group wise 20 0 0 Solo sum 2 0
Solvency I 25 Required capital Available capital Surplus Solo adj. sum 1
Group wise 30 0 Solo adj. Sum 2
SCR contributions by type of business % of req'd capital Adjustments done to SCR
Non-life insurance 40 I.6.32 (re)ins in third countries details: V.B.4 Group capital - Non EEA
Life insurance 41 I.6.33 Other financial requirements details: V.B.5 Group capital - Others
Health insurance 42 I.6.34 Participations at equity value
Credit institutions 43
Investment firms 44 Information on surplus
Others financial institutions 45 I.6.93 third country ins. companies details: V.B.4 Group capital - Non EEA
Others 46 I.6.91 cross sectoral participations details: V.B.5 Group capital - Others
SCR contributions by geographical origin % of req'd capital
EEA Countries 50 For details on the calculations done to derive the available capital from the
Non EEA countries 51 consolidated accounts, see "V.B.3 Group capital - insurance"
IV.B.4 Group results 45 of 144
This tab contains the vector of solo data used in the group calculations
This tab contains the vectors from solo data used as well as result from the calculation on the calculations on the group according to section I.6
IV.C.2 Group solo inputs 47 of 144
<Undefined participant's name> - [solo] 2006 data
CEIOPS QIS3 - 20070604 TS Used term structures
Term structures at
end 2006 Maturity Specific € CZK DKK HUF NOK PLN SEK SKK £ $ ¥ CHF
01 0 3.9071% 2.5993% 8.5245% 3.7593% 4.0969% 3.0550% 4.5550% 5.3886% 5.5317% 0.4060% 2.1844%
02 3 months 3.8287% 4.0470% 4.0239% 3.1970% 5.4276% 5.5151% 0.5792% 2.1257%
03 6 months 3.9377% 4.0630% 4.2109% 3.3050% 5.5005% 5.4881% 0.6296% 2.2123%
PLEASE FILL IN 04 1 4.0750% 2.8794% 4.1550% 8.1821% 4.6385% 4.5396% 3.6290% 4.5600% 5.5569% 5.4142% 0.7516% 2.4029%
05 2 4.1223% 3.0338% 4.1380% 7.6080% 4.9354% 4.7382% 3.8660% 4.3200% 5.5845% 5.2267% 0.9358% 2.6243%
THE USED TERM 06 3 4.1228% 3.2110% 4.1510% 7.4275% 5.0245% 4.8592% 3.9480% 4.2400% 5.5596% 5.1588% 1.1059% 2.6707%
07 4 4.1225% 3.3481% 4.1410% 7.3067% 5.0342% 4.9392% 3.9870% 4.2100% 5.5067% 5.1497% 1.2567% 2.6862%
STRUCTURE IN 08 5 4.1241% 3.4656% 4.1020% 7.1983% 5.0223% 4.9927% 4.0120% 4.1900% 5.4446% 5.1622% 1.3907% 2.7018%
09 6 4.1303% 3.5627% 4.0940% 7.0863% 5.0139% 5.0222% 4.0300% 4.1900% 5.3816% 5.1800% 1.5049% 2.7216%
COLUMN 10 7 4.1431% 3.6446% 4.0900% 6.9712% 5.0025% 5.0439% 4.0290% 4.1800% 5.3178% 5.1980% 1.6071% 2.7404%
11 8 4.1289% 3.7108% 4.1170% 6.8533% 5.0022% 5.0602% 4.0290% 4.1800% 5.2531% 5.2221% 1.6969% 2.7594%
"SPECIFIC" IF 12 9 4.1489% 3.7663% 4.1510% 6.7393% 4.9914% 5.0768% 4.0290% 4.1800% 5.1905% 5.2466% 1.7796% 2.7785%
13 10 4.1704% 3.8172% 4.1690% 6.6360% 4.9779% 5.0865% 4.0270% 4.1900% 5.1301% 5.2650% 1.8578% 2.7970%
NONE OF THE 14 11 4.1921% 3.8568% 4.1874% 6.5474% 5.1013% 4.0190% 5.0788% 5.2905% 1.9255% 2.8181%
15 12 4.2116% 3.8973% 4.2058% 6.4565% 5.1164% 4.0110% 5.0262% 5.3165% 1.9945% 2.8394%
PROVIDED 16 13 4.2301% 3.9258% 4.2242% 6.3935% 5.1171% 4.0060% 4.9798% 5.3382% 2.0516% 2.8545%
17 14 4.2467% 3.9553% 4.2426% 6.3279% 5.1169% 4.0020% 4.9323% 5.3606% 2.1097% 2.8691%
ONES 18 15 4.2618% 3.9854% 4.2610% 6.2608% 5.1181% 3.9970% 4.8839% 5.3834% 2.1687% 2.8846%
19 16 4.2758% 4.0022% 4.2698% 6.2225% 5.1215% 3.9840% 4.8421% 5.3934% 2.2093% 2.8873%
WERE 20 17 4.2872% 4.0198% 4.2786% 6.1824% 5.1251% 3.9710% 4.7994% 5.4038% 2.2506% 2.8901%
21 18 4.2953% 4.0380% 4.2874% 6.1403% 5.1280% 3.9580% 4.7557% 5.4146% 2.2928% 2.8926%
APPLICABLE 22 19 4.3028% 4.0568% 4.2962% 6.0963% 5.1319% 3.9450% 4.7116% 5.4258% 2.3355% 2.8957%
23 20 4.3075% 4.0762% 4.3050% 6.0512% 5.1360% 3.9320% 4.6666% 5.4375% 2.3790% 2.8989%
24 21 4.3092% 4.3001% 3.9210% 4.6297% 5.4368% 2.4058% 2.8988%
25 22 4.3088% 4.2952% 3.9100% 4.5919% 5.4363% 2.4332% 2.8984%
26 23 4.3075% 4.2903% 3.8990% 4.5533% 5.4361% 2.4613% 2.8985%
27 24 4.3029% 4.2854% 3.8880% 4.5144% 5.4360% 2.4897% 2.8986%
28 25 4.2949% 4.2805% 3.8770% 4.4748% 5.4362% 2.5187% 2.8987%
29 26 4.2883% 4.2756% 3.8700% 4.4432% 5.4343% 2.5322% 2.8964%
30 27 4.2803% 4.2707% 3.8630% 4.4110% 5.4326% 2.5460% 2.8945%
31 28 4.2723% 4.2658% 3.8560% 4.3782% 5.4311% 2.5602% 2.8926%
32 29 4.2643% 4.2609% 3.8490% 4.3445% 5.4296% 2.5749% 2.8907%
V.A.1 Used term structure 48 of 144
<Undefined participant's name> - [solo] 2006 data
CEIOPS QIS3 - 20070604 TS Used term structures
Term structures at
end 2006 Maturity Specific € CZK DKK HUF NOK PLN SEK SKK £ $ ¥ CHF
33 30 4.2539% 4.2560% 3.8420% 4.3105% 5.4282% 2.5898% 2.8885%
34 31 4.2434% 4.2885%
35 32 4.2339% 4.2658%
36 33 4.2254% 4.2425%
37 34 4.2179% 4.2184%
38 35 4.2111% 4.1940%
39 36 4.2038% 4.1690%
40 37 4.1953% 4.1434%
41 38 4.1856% 4.1172%
42 39 4.1748% 4.0906%
43 40 4.1630% 4.0634%
44 41 4.1511%
45 42 4.1397%
46 43 4.1289%
47 44 4.1184%
48 45 4.1084%
49 46 4.0987%
50 47 4.0893%
51 48 4.0804%
52 49 4.0718%
53 50 4.0634%
V.A.1 Used term structure 49 of 144
CEIOPS QIS3 - 20070604 End 2006 term structure helper tab
Maturity € CZK DKK HUF NOK PLN SEK SKK £ $ ¥ CHF
0 3.9071% 2.5993% 8.5245% 3.7593% 4.0969% 3.0550% 4.5550% 5.3886% 5.5317% 0.4060% 2.1844%
3 months 3.8287% 4.0470% 4.0239% 3.1970% 5.4276% 5.5151% 0.5792% 2.1257%
6 months 3.9377% 4.0630% 4.2109% 3.3050% 5.5005% 5.4881% 0.6296% 2.2123%
1 4.0750% 2.8794% 4.1550% 8.1821% 4.6385% 4.5396% 3.6290% 4.5600% 5.5569% 5.4142% 0.7516% 2.4029%
2 4.1223% 3.0338% 4.1380% 7.6080% 4.9354% 4.7382% 3.8660% 4.3200% 5.5845% 5.2267% 0.9358% 2.6243%
3 4.1228% 3.2110% 4.1510% 7.4275% 5.0245% 4.8592% 3.9480% 4.2400% 5.5596% 5.1588% 1.1059% 2.6707%
4 4.1225% 3.3481% 4.1410% 7.3067% 5.0342% 4.9392% 3.9870% 4.2100% 5.5067% 5.1497% 1.2567% 2.6862%
5 4.1241% 3.4656% 4.1020% 7.1983% 5.0223% 4.9927% 4.0120% 4.1900% 5.4446% 5.1622% 1.3907% 2.7018%
6 4.1303% 3.5627% 4.0940% 7.0863% 5.0139% 5.0222% 4.0300% 4.1900% 5.3816% 5.1800% 1.5049% 2.7216%
7 4.1431% 3.6446% 4.0900% 6.9712% 5.0025% 5.0439% 4.0290% 4.1800% 5.3178% 5.1980% 1.6071% 2.7404%
8 4.1289% 3.7108% 4.1170% 6.8533% 5.0022% 5.0602% 4.0290% 4.1800% 5.2531% 5.2221% 1.6969% 2.7594%
9 4.1489% 3.7663% 4.1510% 6.7393% 4.9914% 5.0768% 4.0290% 4.1800% 5.1905% 5.2466% 1.7796% 2.7785%
10 4.1704% 3.8172% 4.1690% 6.6360% 4.9779% 5.0865% 4.0270% 4.1900% 5.1301% 5.2650% 1.8578% 2.7970%
11 4.1921% 3.8568% 4.1874% 6.5474% 5.1013% 4.0190% 5.0788% 5.2905% 1.9255% 2.8181%
12 4.2116% 3.8973% 4.2058% 6.4565% 5.1164% 4.0110% 5.0262% 5.3165% 1.9945% 2.8394%
13 4.2301% 3.9258% 4.2242% 6.3935% 5.1171% 4.0060% 4.9798% 5.3382% 2.0516% 2.8545%
14 4.2467% 3.9553% 4.2426% 6.3279% 5.1169% 4.0020% 4.9323% 5.3606% 2.1097% 2.8691%
15 4.2618% 3.9854% 4.2610% 6.2608% 5.1181% 3.9970% 4.8839% 5.3834% 2.1687% 2.8846%
16 4.2758% 4.0022% 4.2698% 6.2225% 5.1215% 3.9840% 4.8421% 5.3934% 2.2093% 2.8873%
17 4.2872% 4.0198% 4.2786% 6.1824% 5.1251% 3.9710% 4.7994% 5.4038% 2.2506% 2.8901%
18 4.2953% 4.0380% 4.2874% 6.1403% 5.1280% 3.9580% 4.7557% 5.4146% 2.2928% 2.8926%
19 4.3028% 4.0568% 4.2962% 6.0963% 5.1319% 3.9450% 4.7116% 5.4258% 2.3355% 2.8957%
20 4.3075% 4.0762% 4.3050% 6.0512% 5.1360% 3.9320% 4.6666% 5.4375% 2.3790% 2.8989%
21 4.3092% 4.3001% 3.9210% 4.6297% 5.4368% 2.4058% 2.8988%
22 4.3088% 4.2952% 3.9100% 4.5919% 5.4363% 2.4332% 2.8984%
23 4.3075% 4.2903% 3.8990% 4.5533% 5.4361% 2.4613% 2.8985%
24 4.3029% 4.2854% 3.8880% 4.5144% 5.4360% 2.4897% 2.8986%
25 4.2949% 4.2805% 3.8770% 4.4748% 5.4362% 2.5187% 2.8987%
26 4.2883% 4.2756% 3.8700% 4.4432% 5.4343% 2.5322% 2.8964%
27 4.2803% 4.2707% 3.8630% 4.4110% 5.4326% 2.5460% 2.8945%
28 4.2723% 4.2658% 3.8560% 4.3782% 5.4311% 2.5602% 2.8926%
29 4.2643% 4.2609% 3.8490% 4.3445% 5.4296% 2.5749% 2.8907%
30 4.2539% 4.2560% 3.8420% 4.3105% 5.4282% 2.5898% 2.8885%
V.A.2 2006 Term structure 50 of 144
CEIOPS QIS3 - 20070604 End 2006 term structure helper tab
Maturity € CZK DKK HUF NOK PLN SEK SKK £ $ ¥ CHF
31 4.2434% 4.2885%
32 4.2339% 4.2658%
33 4.2254% 4.2425%
34 4.2179% 4.2184%
35 4.2111% 4.1940%
36 4.2038% 4.1690%
37 4.1953% 4.1434%
38 4.1856% 4.1172%
39 4.1748% 4.0906%
40 4.1630% 4.0634%
41 4.1511%
42 4.1397%
43 4.1289%
44 4.1184%
45 4.1084%
46 4.0987%
47 4.0893%
48 4.0804%
49 4.0718%
50 4.0634%
V.A.2 2006 Term structure 51 of 144
CEIOPS QIS3 - 20070604 End 2005 term structure helper tab
Maturity € CZK DKK HUF NOK PLN SEK SKK £ $ ¥ CHF
0 2.3804% 2.0651% 6.2857% 2.4309% 4.4776% 1.5900% 2.6750% 4.9165% 4.7220% 0.0000% 0.7547%
3 months 2.5466% 2.5960% 2.6106% 1.8730% 4.7211% 4.6412% 0.0406% 1.0178%
6 months 2.6800% 2.7720% 2.7460% 2.0300% 4.6448% 4.7807% 0.0609% 1.1694%
1 2.8669% 2.5652% 2.8840% 6.8438% 3.1202% 4.5671% 2.3700% 3.3200% 4.5778% 4.8565% 0.1216% 1.4194%
2 3.0345% 2.8119% 3.0360% 6.8295% 3.5051% 4.6584% 2.7750% 3.3900% 4.5704% 4.9033% 0.3708% 1.7378%
3 3.1206% 3.0093% 3.1320% 6.8826% 3.7437% 4.7793% 3.0420% 3.4400% 4.5922% 4.8975% 0.5776% 1.9290%
4 3.1747% 3.1457% 3.1380% 6.9154% 3.8531% 4.8809% 3.1830% 3.4800% 4.5892% 4.9081% 0.7781% 2.0623%
5 3.2252% 3.2518% 3.1630% 6.9259% 3.9589% 4.9490% 3.2800% 3.5000% 4.5836% 4.9248% 0.9702% 2.1551%
6 3.2764% 3.3319% 3.2130% 6.9071% 4.0262% 4.9718% 3.3480% 3.5200% 4.5692% 4.9359% 1.1460% 2.2330%
7 3.3236% 3.4023% 3.2550% 6.8697% 4.0729% 4.9812% 3.3990% 3.5500% 4.5518% 4.9472% 1.3026% 2.2949%
8 3.3719% 3.4625% 3.3310% 6.8195% 4.1151% 4.9930% 3.4270% 3.5800% 4.5343% 4.9587% 1.4425% 2.3504%
9 3.4255% 3.5180% 3.4220% 6.7553% 4.1531% 4.9987% 3.4530% 3.6100% 4.5135% 4.9829% 1.5623% 2.3983%
10 3.4776% 3.5687% 3.4630% 6.6837% 4.1834% 4.9984% 3.4780% 3.6500% 4.4925% 5.0010% 1.6644% 2.4385%
11 3.5272% 3.6143% 3.5066% 6.6181% 4.9936% 3.4920% 4.4742% 5.0229% 1.7553% 2.4729%
12 3.5750% 3.6609% 3.5502% 6.5512% 4.9902% 3.5060% 4.4593% 5.0452% 1.8738% 2.5085%
13 3.6186% 3.6999% 3.5938% 6.4981% 4.9811% 3.5180% 4.4429% 5.0621% 1.9445% 2.5319%
14 3.6593% 3.7398% 3.6374% 6.4436% 4.9719% 3.5300% 4.4237% 5.0794% 2.0168% 2.5558%
15 3.6934% 3.7808% 3.6810% 6.3875% 4.9618% 3.5420% 4.4019% 5.0972% 2.0898% 2.5794%
16 3.7236% 3.8013% 3.7046% 6.3596% 4.9593% 3.5480% 4.3803% 5.1088% 2.1405% 2.5952%
17 3.7504% 3.8226% 3.7282% 6.3303% 4.9568% 3.5540% 4.3600% 5.1209% 2.1921% 2.6113%
18 3.7736% 3.8445% 3.7518% 6.2998% 4.9543% 3.5600% 4.3408% 5.1333% 2.2447% 2.6277%
19 3.7925% 3.8671% 3.7754% 6.2680% 4.9508% 3.5660% 4.3224% 5.1462% 2.2988% 2.6442%
20 3.8081% 3.8905% 3.7990% 6.2350% 4.9480% 3.5720% 4.3048% 5.1594% 2.3533% 2.6612%
21 3.8211% 3.8034% 3.5720% 4.2878% 5.1623% 2.3873% 2.6731%
22 3.8315% 3.8078% 3.5720% 4.2711% 5.1656% 2.4220% 2.6853%
23 3.8387% 3.8122% 3.5720% 4.2548% 5.1691% 2.4576% 2.6975%
24 3.8451% 3.8166% 3.5720% 4.2386% 5.1728% 2.4939% 2.7103%
25 3.8501% 3.8210% 3.5720% 4.2229% 5.1768% 2.5312% 2.7234%
26 3.8538% 3.8254% 3.5720% 4.2070% 5.1790% 2.5481% 2.7301%
27 3.8539% 3.8298% 3.5710% 4.1909% 5.1813% 2.5655% 2.7367%
28 3.8528% 3.8342% 3.5710% 4.1747% 5.1838% 2.5835% 2.7438%
29 3.8519% 3.8386% 3.5700% 4.1583% 5.1866% 2.6020% 2.7510%
30 3.8494% 3.8430% 3.5700% 4.1417% 5.1895% 2.6210% 2.7585%
V.A.3 2005 Term structure 52 of 144
CEIOPS QIS3 - 20070604 End 2005 term structure helper tab
Maturity € CZK DKK HUF NOK PLN SEK SKK £ $ ¥ CHF
31 3.8461% 4.1257%
32 3.8431% 4.1108%
33 3.8402% 4.0968%
34 3.8375% 4.0837%
35 3.8350% 4.0712%
36 3.8326% 4.0595%
37 3.8304% 4.0485%
38 3.8283% 4.0380%
39 3.8263% 4.0281%
40 3.8244% 4.0187%
41 3.8222%
42 3.8195%
43 3.8163%
44 3.8127%
45 3.8086%
46 3.8042%
47 3.7993%
48 3.7941%
49 3.7886%
50 3.7828%
V.A.3 2005 Term structure 53 of 144
This helper tab can be used to derive an approximation of the risk margin following a cost of capital methodology
This helper tab can be used to calculate the concentration risk with the list of counterparty exposures
This helper tab can be used to calculate the counterparty risk with the list of counterparty exposures
This helper tab can be used by groups to show how the available capital for QIS3 has been derived from the capital in the consolidated accounts
V.B.3 Group capital - insurance 57 of 144
This helper tab can be used by groups to show the needed and available insurance capital for non EEA countries
V.B.4 Group capital - non EEA 58 of 144
This helper tab can be used by groups to show the capital requirements and surplus for cross-sectoral participations
V.B.5 Group capital - others 59 of 144
This helper tab can be used to calculate an SCR with the market risk component excluding "free" assets
V.C.1 SCR without free assets 60 of 144
<Undefined participant's name> - [solo] Millions of euros 2006 data
CEIOPS QIS3 - 20070604 LD Data on equity and property by liability duration
This helper tab can be used to provide information on liabilities duration and calculate an SCR with the alternative equity and property model
Insurance liabilities Equities
I.3.69 Duration of liabilities Nominal Real Total allocated
0-2 years 01 0 Average duration of ins. liabilities
2-5 years 02 0
5-10 years 03 0 I.3.75 Alternative approach for equity risk (optional)
> 10 years 04 0 Max(DNAV post scenario;0)
Equities not backing ins. liabilities 05 Risk mitigating effect of FPS
Insurance liabilities Property
Duration of liabilities Nominal Real Total allocated
0-2 years 11 0
2-5 years 12 0
5-10 years 13 0 I.3.79 Alternative approach property risk (optional)
> 10 years 14 0 Max(DNAV post scenario;0)
Property not backing ins. liabilities 15 Risk mitigating effect of FPS
Market Default Underwriting risks Aggregation BSCR SCRop SCR
risk LD risk Life Health Non-Life I.3.26 LD LD
Basic SCR and SCR calculation 01 0 0 0 0 0 0 0 0 0
correlation with SCRmkt 100% 25% 25% 25% 25% Future disc
correlation with SCRdef 25% 100% 25% 25% 50% benefits
correlation with SCRlife 02 25% 25% 100% 25% 0% 0
correlation with SCRhealth 25% 25% 25% 100% 0% BSCR
correlation with SCRnl 25% 50% 0% 0% 100% reduction
Mitigating effect of FPS (KC) 03 0 0 0 0 0
SCRmkt (without free assets) MKTint MKTeq MKTprop MKTsp MKTconc MKTfx SCRmkt
Sub risk value 04 0 0 0 0 0 0 0
correlation with MKTint 100% 0% 50% 25% 0% 25%
correlation with MKTeq 0% 100% 75% 25% 0% 25%
correlation with MKTprop 50% 75% 100% 25% 0% 25%
correlation with MKTsp 25% 25% 25% 100% 0% 25%
correlation with MKTconc 0% 0% 0% 0% 100% 0%
correlation with MKTfx 25% 25% 25% 25% 0% 100% KCmkt
Risk mitigating effect of FPS 05 0 0 0 0 0 0
V.C.2 Liability duration 61 of 144
CEIOPS QIS3 - 20070604 CoC CoC risk margin allocation
This helper tab can be used to derive an approximation of the risk margin following a cost of capital methodology
STEP 1: Select criteria for calulation of CoC
Select currency €
Select diversification type No diversification (as required by QIS3 specifica
Include premium risk for t=1? No
Include market risk for t=1? No
STEP 2: Input run-off patterns
click here to jump to pattern input matrix
No further input required - Results are in row 23
Results
Allocating the total CoC risk margin between lines of business, using a map to go from life risk drivers to life lines of busine
The results in row 23 are approximations that
can be used to fill the cells G11:K11, E30:K30
and D49:K49 in the Activity summary tab (if
done, please select "Helper tab" as the method
used in the cells of the rows 14, 33 and 52 of
the Activity summary tab).
Final results =>
Net TP life sub-risks (amounts) Death
Survivorship
Disability
Saving
Net TP life sub-risks (% of total subrisks) Death
Survivorship
Disability
Saving
Revision risk is added to the Health Worker's compensation risk
Expenses risk is allocated between the other life lines
CAT risk is allocated to unit linked for lapse risk, and according to the disa
Other risk drivers are allocated according to the Life LOB sub-risks net TP
Tot life Mortality Longevity
0 0 0
Expenses grossing factor: 0%
Preliminary calculations - No input required
Import premium&reserve risk parameters from the other sheets
No user input required here but the sheets IV.x need to be properly filled before.
I
Total risks Life risk drivers
All Mortality Longevity
Volume 0
P volume 0
R volume 0
P stddev
R stddev
sC)
rs)
P&R risk 0 0 0
Weights 0% 0% 0%
Only res 0 0 0
Weights 0% 0% 0%
Unearned prov 0
Without market risk
Correlation
matrix SCRmkt SCRcred SCRuw BSCRCoC1
Risks 0 0 0 0
SCRmkt 100% 25% 25%
SCRcred 25% 100% 25%
SCRuw 25% 25% 100%
SCRop 0
SCRop grossing factor 100.0%
Year 1: Credit& Market risk*SCRop grossing factor 100.0%
Year 2+: Reinsurance credit risk*SCRop grossing factor
100.0%
STEP 2: Input run-off patterns
Step 2: Populate run-off patterns in cells F94:AB142. Enter in blue cells only. Leave blank where not applicable.
The pattern applies to the claims portfolio at time 0 and is not the run-off pattern for a single occurrence period.
After populating, return to start of sheet and perform step 3.
Reserve risk run-off (in % of reserve risk) - Year 2 and onward Mortality Longevity
Maturi Term
Year Actualisation
ty structure
0% 0% 0%
1 2007 4.0750% 96.1% 0% 100% 100%
2 2008 4.1223% 92.2% 0%
3 2009 4.1228% 88.6% 0%
4 2010 4.1225% 85.1% 0%
5 2011 4.1241% 81.7% 0%
6 2012 4.1303% 78.4% 0%
7 2013 4.1431% 75.3% 0%
8 2014 4.1289% 72.3% 0%
9 2015 4.1489% 69.4% 0%
10 2016 4.1704% 66.5% 0%
11 2017 4.1921% 63.7% 0%
12 2018 4.2116% 61.0% 0%
13 2019 4.2301% 58.4% 0%
14 2020 4.2467% 55.9% 0%
15 2021 4.2618% 53.5% 0%
16 2022 4.2758% 51.2% 0%
17 2023 4.2872% 49.0% 0%
18 2024 4.2953% 46.9% 0%
19 2025 4.3028% 44.9% 0%
20 2026 4.3075% 43.0% 0%
21 2027 4.3092% 41.2% 0%
22 2028 4.3088% 39.5% 0%
23 2029 4.3075% 37.9% 0%
24 2030 4.3029% 36.4% 0%
25 2031 4.2949% 34.9% 0%
26 2032 4.2883% 33.6% 0%
27 2033 4.2803% 32.3% 0%
28 2034 4.2723% 31.0% 0%
29 2035 4.2643% 29.8% 0%
30 2036 4.2539% 28.7% 0%
31 2037 4.2434% 27.6% 0%
32 2038 4.2339% 26.5% 0%
33 2039 4.2254% 25.5% 0%
34 2040 4.2179% 24.5% 0%
35 2041 4.2111% 23.6% 0%
36 2042 4.2038% 22.7% 0%
37 2043 4.1953% 21.9% 0%
38 2044 4.1856% 21.1% 0%
39 2045 4.1748% 20.3% 0%
40 2046 4.1630% 19.6% 0%
41 2047 4.1511% 18.9% 0%
42 2048 4.1397% 18.2% 0%
43 2049 4.1289% 17.6% 0%
44 2050 4.1184% 16.9% 0%
45 2051 4.1084% 16.3% 0%
46 2052 4.0987% 15.8% 0%
47 2053 4.0893% 15.2% 0%
48 2054 4.0804% 14.7% 0%
49 2055 4.0718% 14.1% 0%
50 2056 4.0634% 13.6% 0%
Further calculations - No input required
Year 1 : premium and reserve risk x grossing up factor (market and non reinsurance credit risk)
Maturi Term
Year Actualisation
ty structure
Mortality Longevity
1 2007 4.0750% 96.085% 0% 96% 96%
Premium run-off (indirect calculation expressed in reserve risk) ) 0% 0% 0%
II Finding the overall value of the discounted value of the futures SCR, as a proportion of the SCR CoC3 (without market risk,
Year 1 0%
Premium run-off (Y>1) 0%
Existing reserves (Y>1) 0%
Future SCR 0%
III Applying the CoC factor and the SCRop adjustment to find the overall CoC risk margin
Factor 6% total CoC RM
IV Allocating the total CoC risk margin between lines of business, using a map to go from life risk drivers to life lines of busine
see here
Millions of euros 2006 data
CoC risk margin allocation
ng a cost of capital methodology (discount date : 2006)
€
No diversification (as required by QIS3 specification)
No
No
Step 2: Clicking on this link will take you to the run-off
e to jump to pattern input matrix pattern input area in cells F98:AB146. Enter in blue cells
only.
map to go from life risk drivers to life lines of business
health - workers
Other contracts
investment risk
Health (similar
Contracts with
compensation
Accident and
without profit
Reinsurance
participation
participation
policyholder
where the
Contracts
bears the
Total
clauses
clauses
to life)
profit
0 0 0 0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0% 0% 0% 0%
0 0% 0% 0% 0%
0 0% 0% 0% 0%
0 0% 0% 0% 0%
0
to the Health Worker's compensation risk 0
ted between the other life lines
unit linked for lapse risk, and according to the disability weight for the other component
llocated according to the Life LOB sub-risks net TP
Disability Lapse Expenses Revision CAT
0 0 0 0 0
CAT allocation Amount %
Lapse risk 0 0%
Other 0 0%
Health U/W Non-life underwriting risks by line of business
and health
compensa
- workers
Accident
tion
Disability Lapse Expenses Revision CAT health
0
0
0
7.5%
15.0%
0.0%
0.0%
0 0 0 0 0 0 0
0% 0% 0% 0% 0% 0% 0%
0 0 0 0 0 0 0
0% 0% 0% 0% 0% 0% 0%
0
With reinsurance credit risk and reserve risk (without premium risk)
Correlation
matrix SCRmkt Reins cred SCRuw BSCRCoC3
Risks 0 0 0 0
SCRmkt 100% 25% 25%
Reins cred 25% 100% 25%
SCRuw 25% 25% 100%
Without market risk and non reinsurance credit risk
Correlation
matrix SCRmkt Reins cred SCRuw BSCRCoC2
Risks 0 0 0 0
SCRmkt 100% 25% 25%
SCRcred 25% 100% 25%
SCRuw 25% 25% 100%
Mkt and non reins credit grossing factor 100.0%
cells only. Leave blank where not applicable.
un-off pattern for a single occurrence period.
Accident and health
- workers
Disability Lapse Expenses Revision CAT health compensation
0% 0% 0% 0% 0% 0% 0%
100% 100% 100% 100% 100% 100% 100%
nsurance credit risk)
Disability Lapse Expenses Revision CAT health Accident and health - workers compensation
96% 96% 96% 96% 96% 96% 96%
0% 0% 0% 0% 0% 0% 0%
a proportion of the SCR CoC3 (without market risk, premium risk and non reinsurance credit risk)
0
map to go from life risk drivers to life lines of business
Accident and
health - health
insurance
0
Accident and
health -
others/default
0
Motor, third
party liability
0
Motor, other
classes
0
Marine, aviation
and transport
0
Fire and other
damage to
property
0
Third-party
liability
0
Non-life underwriting risks by line of business, without diversification
Third-party
damage to
and health
and health
others/def
third party
insurance
transport
Accident
Accident
Fire and
property
aviation
classes
- health
Marine,
liability
liability
Motor,
Motor,
other
other
and
ault
-
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
3.0% 5.0% 10.0% 10.0% 12.5% 10.0% 10.0%
7.5% 15.0% 12.5% 7.5% 15.0% 10.0% 15.0%
0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
0 0 0 0 0 0 0
0% 0% 0% 0% 0% 0% 0%
0 0 0 0 0 0 0
0% 0% 0% 0% 0% 0% 0%
0 0 0 0 0 0 0
Accident and Accident and Fire and
health - health - Marine, other
health others/defaul Motor, third Motor, other aviation and damage to Third-party
insurance t party liability classes transport property liability
0% 0% 0% 0% 0% 0% 0%
100% 100% 100% 100% 100% 100% 100%
Accident and Motor, others/defaultother Marine,
insurance Motor, Fire and other Third-party liability
Accident and health - healthhealth - third party liability classes aviation and transportdamage to property
96% 96% 96% 96% 96% 96% 96%
0% 0% 0% 0% 0% 0% 0%
Credit and
suretyship
0
Legal expenses
0
Assistance
0
Miscellaneous
non-life
insurance
0
NP reins
property
0
NP reins
casualty
0
NP reins MAT
0
Assistance
Miscellane
Credit and
suretyship
insurance
expenses
ous non-
NP reins
NP reins
NP reins
casualty
property
Legal
MAT
life
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
12.5% 5.0% 7.5% 12.5% 15.0% 15.0% 15.0%
10.0% 10.0% 10.0% 15.0% 15.0% 20.0% 20.0%
0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
0.0% 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
0 0 0 0 0 0 0
0% 0% 0% 0% 0% 0% 0%
0 0 0 0 0 0 0
0% 0% 0% 0% 0% 0% 0%
0 0 0 0 0 0 0
Miscellaneou
Credit and Legal s non-life NP reins NP reins NP reins
suretyship expenses Assistance insurance property casualty MAT
0% 0% 0% 0% 0% 0% 0%
100% 100% 100% 100% 100% 100% 100%
Legal expenses
Credit and suretyship Assistance non-life property
NP NP
MiscellaneousNP reinsinsurancereins casualty reins MAT
96% 96% 96% 96% 96% 96% 96%
0% 0% 0% 0% 0% 0% 0%
Currencies - used in cell D7 Column Reference
Specific 2
€ 3
CZK 4
DKK 5
HUF 6
NOK 7
PLN 8
SEK 9
SKK 10
£ 11
$ 12
¥ 13
CHF 14
Volume
P volume
R volume
P stddev
R stddev
sC)
rs)
PR risk
R alone
These calculations are an approximation of LoB diversification for NL
Pvol * std dev @ time t
Premium risk only in year 1
Accident and
health -
Accident and health - workers Accident and health - others/defaul Motor, third
compensation health insurance t party liability
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
NP reins MAT
Fire and
Marine, other
Motor, other aviation and damage to Third-party Credit and Legal
classes transport property liability suretyship expenses Assistance
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
Rvol * std dev
@ time t
Accident and Accident and Accident and
Miscellaneou health - health - health -
s non-life NP reins NP reins NP reins workers health others/defaul
insurance property casualty MAT compensation insurance t
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
Fire and
Marine, other
Motor, third Motor, other aviation and damage to Third-party Credit and Legal
party liability classes transport property liability suretyship expenses
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
0 0 0 0 0 0 0
This is the LoB diversified NL calculation
Diversified
Miscellaneou
s non-life NP reins NP reins NP reins
Assistance insurance property casualty MAT Mmult Corr Volume
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
0 0 0 0 0 0.00 0
This is the LoB diversified NL calculation This is the LoB undiversified NL calculation
Discounted
diversified
NL UW SCR
Diversified (t>=1) Not diversified
sC) rs) Mmult total Corr sC) rs)
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
0.000% 0.00% 0.00 0.00 0.000% 0.00%
NL
SCR UW 0.0
Year 1
grossed up 0.0
Years 2+
grossed up 0.0
Discounted
relevant
SCR 0.0
CoC 0
iversified NL calculation This is the life diversified calculation
Discounted
undiversified
NL UW SCR
(t>=1) Life risk volume (comparable to D6:J6 on sheet IV.A.3 Life Underwriting)
Mortality Longevity Disability Lapse Expenses
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
0.00 0 0 0 0 0
NL undiversified
0.0
0.0
0.0
0.0
0
This is the diversified calculation
V.A.3 Life Underwriting)
Discounted
diversified
discounted life UW SCR
Revision CAT health SCR (t>=1) Market Default
risk
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
Health Life
SCR UW 0.0 0.0
Year 1
grossed up 0.0 0.0
Years 2+
grossed up 0.0 0.0
Discounted
relevant
SCR 0.0 0.0
CoC 0 0
s the diversified calculation
SCR discounted
diversified across Life, H,
Discounted Underwriting risks NL
Life Health Non-Life
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
0 0 0.00 0.00
LOB + NL/L/H diversified
SCR UW 0.0
Year 1
grossed up 0.0
Years 2+
grossed up 0.0
Discounted
relevant
SCR 0.0
CoC 0
Specific
€
CZK
DKK
HUF
NOK
PLN
SEK
SKK
£
$
¥
CHF
Diversification modes
No diversification (as required by QIS3 specification)
LOB diversification only (within NL and Life groups)
LOB diversification (within NL and Life groups) and Life/Health/NL diversification
Portfolio duration 174
Yield rate corresponding to duration 175
Annuity factor 176 0.00
Cost of Capital 177 6.0%
Risk Margin factor 178 0.0%
Risk Margin t = 1 179 0.0
Risk Margin t > 1 180 0.0
Total Risk Margin 181 0
<Undefined participant's name> - [solo]
CEA CoC Add-on to CEIOPS QIS3 20070405 CEA Non-life underwriting reserve risk
Premiums and reserve risk Volume s(R) rs)
I.3.224 Sub risks calculation 01 0 0% 0%
Correlation with P & R risk 02
Correlation with CAT risk 03
Premium market historic
Lines of business data used Volume Pr std dev std dev
I.3.240 I.3.244 I.3.246
Accident and health - workers compensation 11 0 7.5% 0.0%
Accident and health - health insurance 12 0 3.0% 0.0%
Accident and health - others/default 13 0 5.0% 0.0%
Motor, third party liability 14 0 10.0% 0.0%
Motor, other classes 15 0 10.0% 0.0%
Marine, aviation and transport 16 0 12.5% 0.0%
Fire and other damage to property 17 0 10.0% 0.0%
Third-party liability 18 0 10.0% 0.0%
Credit and suretyship 19 0 12.5% 0.0%
Legal expenses 20 0 5.0% 0.0%
Assistance 21 0 7.5% 0.0%
Miscellaneous non-life insurance 22 0 12.5% 0.0%
NP reins property 23 0 15.0% 0.0%
NP reins casualty 24 0 15.0% 0.0%
NP reins MAT 25 0 15.0% 0.0%
I.3.254 CAT risk scenarios results Result Scenario definition
Scenario 1 30 0
Scenario 2 31 0
Scenario 3 32 0
Scenario 4 33 0
Scenario 5 34 0
Scenario 6 35 0
Scenario 7 36 0
Scenario 8 37 0
Scenario 9 38 0
Scenario 10 39 0
RE Worker RE RE Accident
compensatio Complement and
n ary health health/default
RE Worker compensation 100% 50% 50%
RE Complementary health 50% 100% 50%
RE Accident and health/default 50% 50% 100%
RE Motor, third party liability 25% 25% 25%
RE Motor, other classes 25% 25% 25%
RE Marine, aviation and transport 25% 25% 25%
RE Fire and other damage to property 25% 25% 25%
RE Third-party liability 50% 25% 25%
RE Credit and suretyship 25% 25% 25%
RE Legal expenses 50% 25% 50%
RE Assistance 25% 25% 25%
RE Miscellaneous non-life insurance 50% 50% 50%
RE NP reins property 25% 25% 25%
RE NP reins casualty 25% 25% 25%
RE NP reins MAT 25% 25% 25%
Millions of euros 2006 data
SCR NonLife
Non SCR NonLife
NLr CAT Diversified Diversified
0 0 0 0
100% 0%
0% 100%
historic credibility Premium Reserve Reserve volume
years weight std dev Volume std dev prem 0
I.3.245 I.3.245 I.3.243 I.3.239 I.3.242 0
0 0.00% 7.5% 0 15.0% 0
0 0.00% 3.0% 0 7.5% 0
0 0.00% 5.0% 0 15.0% 0
0 0.00% 10.0% 0 12.5% 0
0 0.00% 10.0% 0 7.5% 0
0 0.00% 12.5% 0 15.0% 0
0 0.00% 10.0% 0 10.0% 0
0 0.00% 10.0% 0 15.0% 0
0 0.00% 12.5% 0 10.0% 0
0 0.00% 5.0% 0 10.0% 0
0 0.00% 7.5% 0 10.0% 0
0 0.00% 12.5% 0 15.0% 0
0 0.00% 15.0% 0 15.0% 0
0 0.00% 15.0% 0 20.0% res 0
0 0.00% 15.0% 0 20.0% 0
0
0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0
RE Fire and
RE Motor, RE Marine, RE Credit
RE Motor, other RE Third- RE Legal
third party aviation and and
other classes damage to party liability expenses
liability transport suretyship
property
25% 25% 25% 25% 50% 25% 50%
25% 25% 25% 25% 25% 25% 25%
25% 25% 25% 25% 25% 25% 50%
100% 50% 50% 25% 50% 25% 50%
50% 100% 25% 25% 25% 25% 50%
50% 25% 100% 25% 25% 25% 25%
25% 25% 25% 100% 25% 25% 25%
50% 25% 25% 25% 100% 50% 50%
25% 25% 25% 25% 50% 100% 50%
50% 50% 25% 25% 50% 50% 100%
25% 50% 50% 50% 25% 25% 25%
50% 50% 50% 50% 50% 50% 50%
25% 25% 25% 50% 25% 25% 25%
25% 25% 25% 25% 50% 50% 50%
25% 25% 50% 50% 25% 25% 25%
std dev vol x std dev rs)
7.5% 0
3.0% 0
5.0% 0
10.0% 0
10.0% 0
12.5% 0
10.0% 0
10.0% 0
12.5% 0
5.0% 0
7.5% 0
12.5% 0
15.0% 0
15.0% 0
15.0% 0
15.0% 0 0
7.5% 0 0
15.0% 0 0
12.5% 0 0
7.5% 0 0
15.0% 0 0
10.0% 0 0
15.0% 0 0
10.0% 0 0
10.0% 0 0
10.0% 0 0
15.0% 0 0
15.0% 0 0
20.0% 0 0
20.0% 0 0
RE
RE Miscellaneou RE NP reins RE NP reins RE NP reins
Assistance s non-life property casualty MAT
insurance
25% 50% 25% 25% 25%
25% 50% 25% 25% 25%
25% 50% 25% 25% 25%
25% 50% 25% 25% 25%
50% 50% 25% 25% 25%
50% 50% 25% 25% 50%
50% 50% 50% 25% 50%
25% 50% 25% 50% 25%
25% 50% 25% 50% 25%
25% 50% 25% 50% 25%
100% 50% 50% 25% 25%
50% 100% 25% 25% 50%
50% 25% 100% 25% 25%
25% 25% 25% 100% 25%
25% 50% 25% 25% 100%
PR PR
PR PR
Accident PR Motor, PR Motor, Marine,
I.3.250 bis Worker Complem
Total correlation
and third party other aviation
compensa entary
health/def liability classes and
tion health
Z_TotalCorr ault transport
1 PR Worker compensation 100% 100% 100% 100% 100% 100%
2 PR Complementary health 100% 100% 100% 100% 100% 100%
3 PR Accident and health/default 100% 100% 100% 100% 100% 100%
4 PR Motor, third party liability100% 100% 100% 100% 100% 100%
5 PR Motor, other classes 100% 100% 100% 100% 100% 100%
6 100%
PR Marine, aviation and transport 100% 100% 100% 100% 100%
7 100%
PR Fire and other damage to property 100% 100% 100% 100% 100%
8 PR Third-party liability 100% 100% 100% 100% 100% 100%
9 PR Credit and suretyship 100% 100% 100% 100% 100% 100%
10 PR Legal expenses 100% 100% 100% 100% 100% 100%
11 PR Assistance 100% 100% 100% 100% 100% 100%
12 100%
PR Miscellaneous non-life insurance 100% 100% 100% 100% 100%
13 PR NP reins property 100% 100% 100% 100% 100% 100%
14 PR NP reins casualty 100% 100% 100% 100% 100% 100%
15 PR NP reins MAT 100% 100% 100% 100% 100% 100%
1 RE Worker compensation 50% 50% 50% 50% 50% 50%
2 RE Complementary health 50% 50% 50% 50% 50% 50%
3 RE Accident and health/default 50% 50% 50% 50% 50% 50%
4 RE Motor, third party liability 50% 50% 50% 50% 50% 50%
5 RE Motor, other classes 50% 50% 50% 50% 50% 50%
6 50%
RE Marine, aviation and transport 50% 50% 50% 50% 50%
7 RE Fire and other damage to50% property 50% 50% 50% 50% 50%
8 RE Third-party liability 50% 50% 50% 50% 50% 50%
9 RE Credit and suretyship 50% 50% 50% 50% 50% 50%
10 RE Legal expenses 50% 50% 50% 50% 50% 50%
11 RE Assistance 50% 50% 50% 50% 50% 50%
12 50%
RE Miscellaneous non-life insurance 50% 50% 50% 50% 50%
13 RE NP reins property 50% 50% 50% 50% 50% 50%
14 RE NP reins casualty 50% 50% 50% 50% 50% 50%
15 RE NP reins MAT 50% 50% 50% 50% 50% 50%
PR Fire PR
and other PR Third- PR Credit PR Miscellane PR NP PR NP
PR Legal PR NP
damage party and Assistanc ous non- reins reins
expenses reins MAT
to liability suretyship e life property casualty
property insurance
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
RE RE RE Fire
RE RE
Accident RE Motor, RE Motor, Marine, and other RE Third- RE Credit
Worker Complem
and third party other aviation damage party and
compensa entary
health/def liability classes and to liability suretyship
tion health
ault transport property
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50% 50% 50% 50%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100% 100% 100% 100%
RE
RE Miscellane RE NP RE NP
RE Legal RE NP
Assistanc ous non- reins reins
expenses reins MAT
e life property casualty
insurance
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
50% 50% 50% 50% 50% 50%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
100% 100% 100% 100% 100% 100%
<Undefined participant's name> - [solo]
CEA CoC Add-on to CEIOPS QIS3 20070405
Cost of Capital Risk Margin Based on:
Original calculation - No diversification (as required
by QIS3 specification)
Revised calculation - No diversification (as
required by QIS3 specification), excluding premium
risk in year 1 & excluding market risk in year 1
Simplified calculation alternative 1 - No
diversification, excluding premium risk for year 1
and excluding market risk for year 1
Simplified calculation alternative 2 - No
diversification, excluding premium risk for year 1
and excluding market risk for year 1
CEA Comparison of risk margin results
Millions of euros
0
0
0
0
Millions of euros 2006 data
Related docs
