Liability Duration in Life Insurance

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					CEIOPS QIS3 - 20070625

                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 61
<Undefined participant's name> - [solo]                                                                                                                   Millions of euros   2006 data
CEIOPS QIS3 - 20070625                                                   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                without profit
                                     the 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-            NP reins property               NP reins casualty             NP reins MAT
                                          life 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 61
<Undefined participant's name> - [solo]                                                                                                             Millions of euros                2006 data
CEIOPS QIS3 - 20070625                                                 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




                                                                                                   0.2 Index                                                                              3 of 61
This tab contains the parameters of the model used for the third quantitative impact study (QIS3)




                                                                                0.3 QIS3 parameters   4 of 61
<Undefined participant's name> - [solo]                                                                                                  Millions of euros   2006 data
CEIOPS QIS3 - 20070625                   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 61
<Undefined participant's name> - [solo]                                                                                                              Millions of euros 2006 data
CEIOPS QIS3 - 20070625                                    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 61
<Undefined participant's name> - [solo]                                                                                                                                        Millions of euros 2006 data
CEIOPS QIS3 - 20070625                         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 61
<Undefined participant's name> - [solo]                                                                                                                                 Millions of euros 2006 data
CEIOPS QIS3 - 20070625                   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 61
<Undefined participant's name> - [solo]                                                                                                                                      Millions of euros   2006 data
CEIOPS QIS3 - 20070625                            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 61
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 61
<Undefined participant's name> - [solo]                                                                                                           Millions of euros          2006 data
CEIOPS QIS3 - 20070625                      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               Own funds gross of taxes
      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 61
<Undefined participant's name> - [solo]                                                                                                                Millions of euros     2006 data
CEIOPS QIS3 - 20070625                               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                                                                                      Gross assets and liabilities valuation
           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 61
<Undefined participant's name> - [solo]                                                                                                                                      Millions of euros                   2006 data
CEIOPS QIS3 - 20070625                            AS              Activity summary




                                                                                                                                                          Other contracts
                                                                                                                                investment risk
                                                                                                           Contracts with




                                                                                                                                                          without profit




                                                                                                                                                                                      Reinsurance
                                                                                                           participation




                                                                                                                                                          participation
                                                                      Comp with




                                                                                                                                policyholder
                                                        Whole                                                                                                                                                   Health




                                                                                                                                where the
                                                                                                                                Contracts


                                                                                                                                bears the
                    Activity summary                   business
                                                                       balance         Life business
                                                                                                                                                                                                            (similar to life)




                                                                                                           clauses




                                                                                                                                                          clauses
                                                                        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 61
<Undefined participant's name> - [solo]                                                                                                                            Millions of euros     2006 data
CEIOPS QIS3 - 20070625                            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 61
<Undefined participant's name> - [solo]                                                                                               Millions of euros     2006 data
CEIOPS QIS3 - 20070625                                  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 61
<Undefined participant's name> - [solo]                                                                                            Millions of euros     2006 data
CEIOPS QIS3 - 20070625                                  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 61
<Undefined participant's name> - [solo]                                                                                           Millions of euros     2006 data
CEIOPS QIS3 - 20070625                                  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 61
<Undefined participant's name> - [solo]                                                                  Millions of euros     2006 data
CEIOPS QIS3 - 20070625                                  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 61
<Undefined participant's name> - [solo]                                                                  Millions of euros     2006 data
CEIOPS QIS3 - 20070625                                  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 61
<Undefined participant's name> - [solo]                                                                                                                        Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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 61
<Undefined participant's name> - [solo]                                                                                                                       Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                       Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                             Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                          Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                       Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                           Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                          Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                        Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                        Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                        Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                           Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                         Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                         Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                          Millions of euros          2006 data
CEIOPS QIS3 - 20070625                                   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                Sm)        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 61
<Undefined participant's name> - [solo]                                                                                                                               Millions of euros 2006 data
CEIOPS QIS3 - 20070625                         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 61
<Undefined participant's name> - [solo]                                                                                                     Millions of euros   2006 data
CEIOPS QIS3 - 20070625                       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 61
<Undefined participant's name> - [solo]                                                                                                                                              Millions of euros         2006 data
CEIOPS QIS3 - 20070625                           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 61
<Undefined participant's name> - [solo]                                                                                                                              Millions of euros   2006 data
CEIOPS QIS3 - 20070625                            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 61
<Undefined participant's name> - [solo]                                                                                                             Millions of euros   2006 data
CEIOPS QIS3 - 20070625                         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
                                                                                                       Weight
                                                          Gross                       Years with     given to std
                                                        premiums       std dev of    premiums >          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 61
<Undefined participant's name> - [solo]                                                                                                                   Millions of euros      2006 data
CEIOPS QIS3 - 20070625                        risk_N               Non-life underwriting

           Premiums and reserve risk                    Volume             s(CR)              rs)           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 61
<Undefined participant's name> - [solo]                                                                        Millions of euros     2006 data
CEIOPS QIS3 - 20070625                                 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 61
<Undefined participant's name> - [solo]                                                                                                          Millions of euros       2006 data
CEIOPS QIS3 - 20070625                    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 61
<Undefined participant's name> - [solo]                                                                                                        Millions of euros        2006 data
CEIOPS QIS3 - 20070625                         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 61
<Undefined participant's name> - [solo]                                                                                                          Millions of euros       2006 data
CEIOPS QIS3 - 20070625                         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 61
<Undefined participant's name> - [solo]                                                                                                                                     Millions of euros       2006 data
CEIOPS QIS3 - 20070625                           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 61
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 61
<Undefined participant's name> - [solo]                                                                                                                         2006 data
CEIOPS QIS3 - 20070625   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 61
<Undefined participant's name> - [solo]                                                                                                                     2006 data
CEIOPS QIS3 - 20070625   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 61
CEIOPS QIS3 - 20070625                        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 61
CEIOPS QIS3 - 20070625               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 61
CEIOPS QIS3 - 20070625                        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 61
CEIOPS QIS3 - 20070625               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 61
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 61
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 61
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 61
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 61
<Undefined participant's name> - [solo]                                                                                                                         Millions of euros   2006 data
CEIOPS QIS3 - 20070625                            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 61

				
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Description: Liability Duration in Life Insurance document sample