2017 Solvency II Public Quantitative Reporting Templates Blue Square Re N.V.

Transcription

1 2017 Solvency II Public Quantitative Reporting Templates Blue Square Re N.V. Blue Square Re N.V. Aegonplein TV The Hague

2 Template Template title code S Balance sheet S Premiums, claims and expenses by line of business S Premiums, claims and expenses by country S Life and Health SLT Technical Provisions S Non-Life Technical Provisions S Non-life claims S Own funds S Solvency Capital Requirement - for undertakings on Standard Formula S Minimum Capital Requirement - Only life or only non-life or re activity

3 S Balance Sheet Assets Goodwill R0010 Solvency II value C0010 Statutory accounts value Deferred acquisition costs R ,711, Intangible assets R0030 Deferred tax assets R0040 1,593, Pension benefit surplus R0050 Property, plant & equipment held for own use Investments (other than assets held for index-linked and unit-linked contracts) R ,328, ,328, Property (other than for own use) R0080 Holdings in related undertakings, including participations Equities Bonds Equities - listed Equities - unlisted Government Bonds Corporate Bonds Structured notes Collateralised securities Collective Investments Undertakings R ,328, ,328, Derivatives R0190 Deposits other than cash equivalents Other investments Assets held for index-linked and unit-linked contracts Loans and mortgages Loans on policies Loans and mortgages to individuals Other loans and mortgages Re recoverables from: R , , Non-life and health similar to non-life R , , Non-life excluding health R , , Health similar to non-life R0300 Life and health similar to life, excluding health and index-linked and unit-linked Health similar to life Life excluding health and index-linked and unit-linked Life index-linked and unit-linked Deposits to cedants Insurance and intermediaries receivables R0360 2,796, ,796, Re receivables R0370 Receivables (trade, not ) R ,182, ,705, Own shares (held directly) R0390 Amounts due in respect of own fund items or initial fund called up but not yet paid in Cash and cash equivalents R0410 2,911, ,913, Any other assets, not elsewhere shown R0420 Total assets R ,738, ,567, R0060 R0090 R0100 R0110 R0120 R0130 R0140 R0150 R0160 R0170 R0200 R0210 R0220 R0230 R0240 R0250 R0260 R0310 R0320 R0330 R0340 R0350 R0400 C0020 Liabilities Technical provisions - non-life R0510 5,560, ,318, Technical provisions - non-life (excluding health) R0520 5,560, ,318, TP calculated as a whole R0530 9,318,270 Best estimate R0540 4,903, Risk margin R , Technical provisions - health (similar to non-life) R0560 TP calculated as a whole Best estimate Risk margin TP - life (excluding index-linked and unit-linked) R0600-2,243, ,351, Technical provisions - health (similar to life) R ,193, , TP calculated as a whole R ,528 Best estimate R ,733, Risk margin R0640 4,540, TP - life (excluding health and index-linked and unit-linked) R ,949, ,561, TP calculated as a whole R ,561,623 Best estimate R ,044, Risk margin R ,994, TP - index-linked and unit-linked R0690 TP calculated as a whole Best estimate Risk margin Other technical provisions Contingent liabilities Provisions other than technical provisions Pension benefit obligations Deposits from reinsurers Deferred tax liabilities R0780 4,437, Derivatives R0790 4,664, ,663, Debts owed to credit institutions R0800 Financial liabilities other than debts owed to credit institutions R0810 6,995, ,000, Insurance & intermediaries payables R0820 2,188, ,188, Re payables R0830 Payables (trade, not ) R0840 1,635, ,635, Subordinated liabilities R0850 Subordinated liabilities not in BOF Subordinated liabilities in BOF Any other liabilities, not elsewhere shown R0880 1, Total liabilities R ,238, ,158, R0570 R0580 R0590 R0700 R0710 R0720 R0730 R0740 R0750 R0760 R0770 R0860 R0870 Excess of assets over liabilities R ,499, ,408,393.01

4 S Premiums, claims and expenses by line of business Line of Business for: non-life and re obligations (direct business and accepted proportional re) Line of Business for: accepted non-proportional re Total Medical expense Income protection Workers' compensation Motor vehicle liability Other motor Marine, aviation and transport Fire and other damage to property General liability Credit and suretyship Legal expenses Assistance Miscellaneous financial loss Health Casualty Marine, aviation, transport Property C0010 C0020 C0030 C0040 C0050 C0060 C0070 C0080 C0090 C0100 C0110 C0120 C0130 C0140 C0150 C0160 C0200 Premiums written Gross - Direct Business R Gross - Proportional re accepted R ,009, ,009, Gross - Non-proportional re accepted R0130 1,398, ,398, Reinsurers' share R , , Net R ,009, , ,979, Premiums earned Gross - Direct Business R Gross - Proportional re accepted R ,048, ,048, Gross - Non-proportional re accepted R0230 1,398, ,398, Reinsurers' share R , , Net R ,048, , ,019, Claims incurred Gross - Direct Business R Gross - Proportional re accepted R0320 4,666, ,666, Gross - Non-proportional re accepted R Reinsurers' share R Net R0400 4,666, ,666, Changes in other technical provisions Gross - Direct Business R Gross - Proportional re accepted R Gross - Non-proportional re accepted R Reinsurers' share R Net R Expenses incurred R0550 6,002, ,002, Administrative expenses Gross - Direct Business R Gross - Proportional re accepted R Gross - Non-proportional re accepted R Reinsurers' share R Net R Investment management expenses Gross - Direct Business R Gross - Proportional re accepted R Gross - Non-proportional re accepted R Reinsurers' share R Net R Claims management expenses Gross - Direct Business R Gross - Proportional re accepted R Gross - Non-proportional re accepted R Reinsurers' share R Net R Acquisition expenses Gross - Direct Business R Gross - Proportional re accepted R0920 6,002, ,002, Gross - Non-proportional re accepted R Reinsurers' share R Net R1000 6,002, ,002, Overhead expenses Gross - Direct Business R Gross - Proportional re accepted R Gross - Non-proportional re accepted R Reinsurers' share R Net R Other expenses R , Total expenses R1300 6,149,885.75

5 Line of Business for: life obligations Life re obligations Total Insurance with Health profit participation Indexlinked and unit-linked Other life Annuities stemming from non-life contracts and relating to health obligations Annuities stemming from non-life contracts and relating to obligations other than health obligations Health re Life re C0210 C0220 C0230 C0240 C0250 C0260 C0270 C0280 C0300 Premiums written Gross R1410 8,433, ,401, ,835, Reinsurers' share R1420 8, , Net R1500 8,433, ,392, ,826, Premiums earned Gross R1510 8,433, ,401, ,835, Reinsurers' share R1520 8, , Net R1600 8,433, ,392, ,826, Claims incurred Gross R1610 2,539, ,867, ,406, Reinsurers' share R , , Net R1700 2,539, ,618, ,157, Changes in other technical provisions Gross R Reinsurers' share R Net R Expenses incurred R1900 8,120, , ,326, Administrative expenses Gross R , , Reinsurers' share R Net R , , Investment management expenses Gross R Reinsurers' share R Net R Claims management expenses Gross R Reinsurers' share R Net R Acquisition expenses Gross R2210 8,037, , ,242, Reinsurers' share R Net R2300 8,037, , ,242, Overhead expenses Gross R Reinsurers' share R Net R Other expenses R2500 2,583, Total expenses R ,910, Total amount of surrenders R

6 S Premiums, claims and expenses by country Premium written Home Country Top 5 countries (by amount of gross premiums written) - non-life obligations Total Top 5 and home country C0010 C0020 C0030 C0040 C0050 C0060 C0070 R0010 ES HU PT C0080 C0090 C0100 C0110 C0120 C0130 C0140 NL ES HU PT Gross - Direct Business R Gross - Proportional re accepted R ,908, , ,009, Gross - Non-proportional re accepted R , , , ,398, Reinsurers' share R , , Net R , ,908, , , ,979, Premium earned Gross - Direct Business R Gross - Proportional re accepted R ,947, , ,048, Gross - Non-proportional re accepted R , , , ,398, Reinsurers' share R , , Net R , ,947, , , ,019, Claims paid Gross - Direct Business R Gross - Proportional re accepted R0320 4,658, , ,666, Gross - Non-proportional re accepted R Reinsurers' share R Net R0400 4,658, , ,666, Changes in other technical provisions Gross - Direct Business R Gross - Proportional re accepted R Gross - Non-proportional re accepted R Reinsurers' share R Net R Expenses incurred R0550 5,955, , ,002, Other expenses R , Total expenses R1300 6,149, Premium written Home Country Top 5 countries (by amount of gross premiums written) - Total Top 5 and home country C0150 C0160 C0170 C0180 C0190 C0200 C0210 R01400 JP BM GB TH ES C0220 C0230 C0240 C0250 C0260 C0270 C0280 NL JP BM GB TH ES Gross R1410 2,732, ,551, ,971, ,819, ,881, ,148, ,104, Reinsurers' share R Net R1500 2,732, ,551, ,971, ,819, ,881, ,148, ,104, Premium earned 0 Gross R1510 2,732, ,551, ,971, ,819, ,881, ,148, ,104, Reinsurers' share R Net R1600 2,732, ,551, ,971, ,819, ,881, ,148, ,104, Claims paid 0 Gross R1610 2,191, ,552, ,199, , , ,711, Reinsurers' share R Net R1700 2,191, ,552, ,199, , , ,711, Changes in other technical provisions 0 Gross R Reinsurers' share R Net R Expenses incurred R1900 6,361, ,758, , ,235, Other expenses R2500 2,583, Total expenses R ,819,561.50

7 S Life and Health SLT Technical Provisions - Best Estimate by country Insurance Index- Other life Annuities Accepted Total (Life other than Health Annuities Health re Total (Health similar Index-linked Annuities stemming from Contracts Contracts Insurance with and unit-linked non-life accepted Contracts Contracts Contracts Other life Contracts with without with options profit participation on contracts and relating to without with options without options on Accepted options or options and or on Accepted Accepted obligation other options and or guarantees and guarantees re (Gross) guarantees guarantees guarantees re (Gross) re than health guarantees (Gross) obligations (Gross) C0020 C0030 C0040 C0050 C0060 C0070 C0080 C0090 C0100 C0110 C0120 C0130 C0140 C0150 C0160 C0170 C0180 C0190 C0200 C0210 Technical provisions calculated as a whole R Total Recoverables from re/spv and Finite Re after the adjustment for expected losses R0020 due to counterparty default associated to TP as a whole Technical provisions calculated as a sum of BE and RM Best Estimate Gross Best Estimate R ,044, ,044, ,044, ,733, ,733, Total recoverables from re/spv and Finite Re before the adjustment for R0040 expected losses due to counterparty default Recoverables from re (except SPV and Finite Re) before adjustment for expected losses R Recoverables from SPV before adjustment for expected losses R Recoverables from Finite Re before adjustment for expected losses R Total Recoverables from re/spv and Finite Re after the adjustment for expected losses R0080 due to counterparty default Best estimate minus recoverables from re/spv and Finite Re R ,044, ,044, ,733, ,733, Risk Margin R ,994, ,994, ,994, ,540, ,540, Amount of the transitional on Technical Provisions Technical Provisions calculated as a whole R Best estimate R Risk margin R Technical provisions - total R ,949, ,949, ,193, ,193, Technical provisions minus recoverables from re/spv and Finite Re - total R ,949, ,949, ,949, ,193, ,193, Best Estimate of products with a surrender option R Gross BE for Cash flow Cash out-flows Future R0230 guaranteed and discretionar y benefits Future R0240 guaranteed benefits Future R0250 discretionar y benefits Future R0260 expenses and other cash outflows 14,288, ,288, ,278, ,278, Cash in-flows Future R0270 premiums 1,343,990, ,343,990, ,480, ,480, Other cash R0280 in-flows Percentage of gross Best Estimate calculated using approximations R0290 Surrender value R Best estimate subject to transitional of the interest rate R Technical provisions without transitional on interest rate R Best estimate subject to volatility adjustment R Technical provisions without volatility adjustment and without others transitional measures R Best estimate subject to matching adjustment R Technical provisions without matching adjustment and without all the others R

8 Non - life Technical Provisions Direct business and accepted proportional re Accepted non-proportional re: Nonproportional Non- Motor Marine, Fire and other Miscellane Nonproportionaproportional marine, proportional Non- Medical Income Workers' Other General Credit and Legal Total Non-Life vehicle aviation and damage to Assistan ous expense protection compensatio motor liability suretyship expenses obligations liability transport property ce financial health casualty aviation and property n loss re re transport re re C0020 C0030 C0040 C0050 C0060 C0070 C0080 C0090 C0100 C0110 C0120 C0130 C0140 C0150 C0160 C0170 C0180 Technical provisions calculated as a whole R Technical Provisions calculated as a sum of BE and RM Best estimate Premium provisions Gross - Total R0060 2,558, , ,104, Gross - direct business R Gross - accepted proportional re business R0080 2,558, ,558, Gross - accepted nonproportional re business R , , Total recoverable from re/spv and Finite Re before the adjustment for expected losses due to counterparty default R Net Best Estimate of Premium Provisions R0150 2,558, , ,104, Claims provisions Gross - Total R0160 1,627, , , ,799, Gross - direct business R Gross - accepted proportional re business R0180 1,627, ,627, Gross - accepted nonproportional re business R0190 1,172, , , Total recoverable from re/spv and Finite Re before the adjustment for expected losses due to counterparty default R , , Recoverables from re (except SPV and Finite Re) before adjustment for expected losses R , , Total recoverable from re/spv and Finite Re after the adjustment for expected losses due to counterparty default R , , Net Best Estimate of Claims Provisions R0250 2,281, ,627, , Total Best estimate - gross R0260 4,185, , , ,903, Total Best estimate - net R0270 4,185, , ,385, Risk margin R , , , Provisions TP as a whole R Best estimate R Risk margin R Technical provisions - total Technical provisions - total R0320 4,406, , , ,560, Recoverable from re contract/spv and Finite Re after the adjustment for expected losses due to counterparty default - total R , , Technical provisions minus recoverables from re/spv and Finite Retotal R0340 4,406, , ,041, Line of Business (LoB): further segmentation Cash-flows of the Best estimate of Premium Provisions (Gross) Cash out - flows Cash inflows Cash out - flows Cash inflows Future benefits and claims R0370 2,641, , ,260, Future expenses and other cashout flows R0380 7, , , Future premiums R , ,119, ,209, Other cash-in flows (incl. Recoverable from salvages and subrogations) R Cash-flows of the Best estimate of Claims Provisions (Gross) Future benefits and claims R0410 1,627, , , ,799, Future expenses and other cashout flows R Future premiums R Other cash-in flows (incl. Recoverable from salvages and subrogations) R , , Percentage of gross Best Estimate calculated using approximations R Best estimate subject to transitional of the interest rate R Best estimate subject to volatility adjustment R

9 Non-life Insurance Claims Information Line of Business: Fire and other damage to property Development year (absolute amount) & + In Current year Sum of years (cumulative) Total R0460 Net Claims Paid (non-cumulative) (absolute amount) C1200 C1210 C1220 C1230 C1240 C1250 C1260 C1270 C1280 C1290 C1300 C1310 C1320 C1330 C1340 C1350 C1360 C1370 Prior R0500 Prior R R0510 N-14 R R0520 N-13 R R0530 N-12 R R0540 N-11 R R0550 N-10 R R0560 N-9 R R0570 N-8 R R0580 N-7 R R0590 N-6 R R0600 N-5 R R0610 N-4 R R0620 N-3 R R0630 N-8 354, ,316, , R , ,003, R0640 N-1 173, ,395, R0640 3,395, ,568, R0650 N 1,057, R0650 1,057, ,057, Total R0660 4,785, ,630, Development year (absolute amount) & + Year end (discounted data) Net Undiscounted Best Estimate Claims Provisions (absolute amount) C1400 C1410 C1420 C1430 C1440 C1450 C1460 C1470 C1480 C1490 C1500 C1510 C1520 C1530 C1540 C1550 C1560 Prior R0500 Prior R R0510 N-14 R R0520 N-13 R R0530 N-12 R R0540 N-11 R R0550 N-10 R R0560 N-9 R R0570 N-8 R R0580 N-7 R R0590 N-6 R R0600 N-5 R R0610 N-4 R R0620 N-3 R R0630 N-8-42, R R0640 N-1-2,737, , R R0650 N -119, R0650 Total R0660 Development year (absolute amount) & + Year end (discounted data) Total R0460 Net RBNS Claims (absolute amount) C1600 C1610 C1620 C1630 C1640 C1650 C1660 C1670 C1680 C1690 C1700 C1710 C1720 C1730 C1740 C1750 C1760 Prior R0500 Prior R R0510 N-14 R R0520 N-13 R R0530 N-12 R R0540 N-11 R R0550 N-10 R R0560 N-9 R R0570 N-8 R R0580 N-7 R R0590 N-6 R R0600 N-5 R R0610 N-4 R R0620 N-3 R R0630 N-8-38, R R0640 N-1-332, R R0650 N -1,104, R0650 Total R0660

10 Non-life Insurance Claims Information Line of Business: Non-proportional property re Development year (absolute amount) & + In Current year Sum of years (cumulative) Net Claims Paid (non-cumulative) (absolute amount) C1200 C1210 C1220 C1230 C1240 C1250 C1260 C1270 C1280 C1290 C1300 C1310 C1320 C1330 C1340 C1350 C1360 C1370 Prior R0500 Prior R R0510 N-14 R R0520 N-13 R R0530 N-12 R R0540 N-11 R R0550 N-10 R R0560 N-9 R R0570 N-8 R R0580 N-7 R R0590 N-6 R R0600 N-5 R R0610 N-4 R R0620 N-3 R R0630 N-8 R R0640 N-1 R R0650 N R0650 Total R0660 Net Undiscounted Best Estimate Claims Provisions (absolute amount) C1400 C1410 C1420 C1430 C1440 C1450 C1460 C1470 C1480 C1490 C1500 C1510 C1520 C1530 C1540 C1550 C1560 Prior R0500 Prior R R0510 N-14 R R0520 N-13 R R0530 N-12 R R0540 N-11 R R0550 N-10 R R0560 N-9 R R0570 N-8 R R0580 N-7 R R0590 N-6 R R0600 N-5 R R0610 N-4 R R0620 N-3 R R0630 N-8 R R0640 N-1-77, , R R0650 N R0650 Total R0660 Net RBNS Claims (absolute amount) C1600 C1610 C1620 C1630 C1640 C1650 C1660 C1670 C1680 C1690 C1700 C1710 C1720 C1730 C1740 C1750 C1760 Prior R0500 Prior R R0510 N-14 R R0520 N-13 R R0530 N-12 R R0540 N-11 R R0550 N-10 R R0560 N-9 R R0570 N-8 R R0580 N-7 R R0590 N-6 R R0600 N-5-688, , , , , , R R0610 N-4 R R0620 N-3 R R0630 N-8 R R0640 N-1 R R0650 N R0650 Total R0660

11 Non-life Insurance Claims Information Line of Business: Non-proportional casualty re Development year (absolute amount) & + Year end (discounted data) Gross Reported but not Settled Claims (RBNS) (absolute amount) C0400 C0410 C0420 C0430 C0440 C0450 C0460 C0470 C0480 C0490 C0500 C0510 C0520 C0530 C0540 C0550 C0560 Prior R0100 Prior R R0110 N-14 R R0120 N-13 R R0130 N-12 R R0140 N-11 R R0150 N-10 R R0160 N-9 R R0170 N-8 R R0180 N-7 R R0190 N-6 R R0200 N-5 R R0210 N-4 R R0220 N-3-80, , , , R R0230 N-2 R R0240 N-1 R R0250 N R0250 Total R0260 Re RBNS Claims (absolute amount) C1000 C1010 C1020 C1030 C1040 C1050 C1060 C1070 C1080 C1090 C1100 C1110 C1120 C1130 C1140 C1150 C1160 Prior R0300 Prior R R0310 N-14 R R0320 N-13 R R0330 N-12 R R0340 N-11 R R0350 N-10 R R0360 N-9 R R0370 N-8 R R0380 N-7 R R0390 N-6 R R0400 N-5 R R0410 N-4 R R0420 N-3-80, , , , R R0430 N-2 R R0440 N-1 R R0450 N R0450 Total R0460 Net RBNS Claims (absolute amount) C1600 C1610 C1620 C1630 C1640 C1650 C1660 C1670 C1680 C1690 C1700 C1710 C1720 C1730 C1740 C1750 C1760 Prior R0500 Prior R R0510 N-14 R R0520 N-13 R R0530 N-12 R R0540 N-11 R R0550 N-10 R R0560 N-9 R R0570 N-8 R R0580 N-7 R R0590 N-6 R R0600 N-5 R R0610 N-4 R R0620 N-3 R R0630 N-8 R R0640 N-1 R R0650 N R0650 Total R0660

12 Own funds - Solo Basic own funds before deduction for participations in other financial sector as foreseen in article 68 of Delegated Regulation 2015/35 Ordinary share capital (gross of own shares) R , , Share premium account related to ordinary share capital R ,841, ,841, Initial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual-type undertakings R0040 Subordinated mutual member accounts R0050 Surplus funds R0070 Preference shares R0090 Share premium account related to preference shares R0110 Reconciliation reserve R ,386, ,386, Subordinated liabilities R0140 An amount equal to the value of net deferred tax assets R0160 Other own fund items approved by the supervisory authority as basic own funds not specified above R0180 Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds R0220 Deductions Deductions for participations in financial and credit institutions Total basic own funds after deductions R ,499, ,499, Ancillary own funds R0230 Unpaid and uncalled ordinary share capital callable on demand R0300 Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual - type undertakings, callable on demand R0310 Unpaid and uncalled preference shares callable on demand R0320 A legally binding commitment to subscribe and pay for subordinated liabilities on demand R0330 Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/EC R0340 Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/EC R0350 Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/EC R0360 Supplementary members calls - other than under first subparagraph of Article 96(3) of the Directive 2009/138/EC R0370 Other ancillary own funds R0390 Total ancillary own funds R0400 Tier 1 - Tier 1 - Total Tier 2 Tier 3 unrestricted restricted C0010 C0020 C0030 C0040 C0050 Available and eligible own funds Total available own funds to meet the SCR R ,499, ,499, Total available own funds to meet the MCR R ,499, ,499, Total eligible own funds to meet the SCR R ,499, ,499, Total eligible own funds to meet the MCR R ,499, ,499, SCR R ,343, MCR R ,585, Ratio of Eligible own funds to SCR R % Ratio of Eligible own funds to MCR R % Reconciliation reserve C0060 Excess of assets over liabilities R ,499, Own shares (held directly and indirectly) R0710 Foreseeable dividends, distributions and charges Other basic own fund items R ,886, Adjustment for restricted own fund items in respect of matching adjustment portfolios and ring fenced funds R0740 Reconciliation reserve R ,386, Expected profits Expected profits included in future premiums (EPIFP) - Life Business R ,036, Expected profits included in future premiums (EPIFP) - Non- life business R0780 R0720 Total Expected profits included in future premiums (EPIFP) R ,036,660.99

13 Solvency Capital Requirement - for undertakings on Standard Formula Article 112 Z0010 Net solvency capital requirement Gross solvency capital requirement Allocation from adjustments due to RFF and Matching adjustments portfolios C0030 C0040 C0050 Market risk R ,792, ,792, Counterparty default risk R0020 2,066, ,066, Life underwriting risk R ,812, ,812, Health underwriting risk R ,189, ,189, Non-life underwriting risk R ,907, ,907, Diversification R ,129, ,129, Intangible asset risk R0070 Basic Solvency Capital Requirement R ,639, ,639, Calculation of Solvency Capital Requirement C0100 Adjustment due to RFF/MAP nscr aggregation R Total capital requirement for operational risk R0130 1,151, Loss-absorbing capacity of technical provisions R0140 Loss-absorbing capacity of deferred taxes R ,447, Capital requirement for business operated in accordance with Art. 4 of Directive 2003/41/EC R0160 Solvency capital requirement excluding capital add-on R ,343, Capital add-on already set R0210 Solvency capital requirement R ,343, Other information on SCR Capital requirement for duration-based equity risk sub-module R0400 Total amount of Notional Solvency Capital Requirements for remaining part R0410 Total amount of Notional Solvency Capital Requirements for ring fenced funds R0420 Total amount of Notional Solvency Capital Requirements for matching adjustment portfolios R0430 Diversification effects due to RFF nscr aggregation for article 304 R0440 Method used to calculate the adjustment due to RFF/MAP nscr aggregation R0450 Net future discretionary benefits R0460

14 Minimum Capital Requirement - Only life or only non-life or Background information Linear formula component for non-life and re obligations Medical expense and proportional re Income protection and proportional re Workers' compensation and proportional re Motor vehicle liability and proportional re Other motor and proportional re Marine, aviation and transport and proportional re R0020 R0030 R0040 R0050 R0060 R0070 Net (of re/s PV) best estimate and TP calculated as a whole C0020 Net (of re) written premiums in the last 12 months C0030 Fire and other damage to property and proportional re R0080 4,185, ,947, General liability and proportional re Credit and suretyship and proportional re Legal expenses and proportional re Assistance and proportional re Miscellaneous financial loss and proportional re Non-proportional health re Non-proportional casualty re MCR calculation Non Life Non-proportional marine, aviation and transport re Non-proportional property re R , ,071, R0090 R0100 R0110 R0120 R0130 R0140 R0150 R0160 Linear formula component for life and re obligat Non-life activities Obligations with profit participation - guaranteed benefits Obligations with profit participation - future discretionary benefits Index-linked and unit-linked obligations R0210 R0220 R0230 Other life (re) and health (re) obligations R ,778, Life activities Net (of re/s Net (of PV) best re/spv estimate and ) total capital at TP calculated risk as a whole C0050 C0060 Total capital at risk for all life (re) obligations R ,439,700, Non-life activities C0010 MCRNL Result R0010 1,422, Life activities C0040 MCRL Result R0200 8,007, Overall MCR calculation MCR calculation Life MCR components C0070 Linear MCR R0300 9,429, SCR R ,343, MCR cap R ,854, MCR floor R ,585, Combined MCR R ,585, Absolute floor of the MCR R0350 3,600, C0070 Minimum Capital Requirement R ,585,813.27