Article 112, Z0010 ,, ,,, Simplifications used ,, C0010 , Simplifications — spread risk — bonds and loans, R0010 ,, Captives simplifications — interest rate risk, R0020 ,, Captives simplifications — spread risk on bonds and loans, R0030 ,, Captives simplifications — market concentration risk, R0040 ,, Interest rate risk, R0100 ,,,,,,,, interest rate down shock, R0110 ,,,,,,,, interest rate up shock, R0120 ,,,,,,,, Equity risk, R0200 ,,,,,,,, type 1 equities, R0210 ,,,,,,,, type 1 equity, R0220 ,,,,,,,, strategic participations (type 1 equities), R0230 ,,,,,,,, duration-based (type 1 equities), R0240 ,,,,,,,, type 2 equities, R0250 ,,,,,,,, type 2 equity, R0260 ,,,,,,,, strategic participations (type 2 equities), R0270 ,,,,,,,, duration-based (type 2 equities), R0280 ,,,,,,,, qualifying infrastructure equities, R0290 ,,,,,,,, Property risk, R0300 ,,,,,,,, Spread risk, R0400 ,,,,,,,, bonds and loans, R0410 ,,,,,,,, bonds and loans (qualifying infrastructure investment), R0411 ,,,,,,,, bonds and loans (other than qualifying infrastructure investment), R0412 ,,,,,,,, credit derivatives, R0420 ,,,,,,,, downward shock on credit derivatives, R0430 ,,,,,,,, upward shock on credit derivatives, R0440 ,,,,,,,, Securitisation positions, R0450 ,,,,,,,, type 1 securitisations, R0460 ,,,,,,,, type 2 securitisations, R0470 ,,,,,,,, resecuritisations, R0480 ,,,,,,,, Market risk concentrations, R0500 ,,,,,,,, Currency risk, R0600 ,,,,,,,, increase in the value of the foreign currency, R0610 ,,,,,,,, decrease in the value of the foreign currency, R0620 ,,,,,,,, Diversification within market risk module, R0700 ,,,,,,,, Total market risk , R0800 ,,,,,,,, Article 112, Z0010 ,, ,,, Simplifications used ,, C0010 , Simplifications — spread risk — bonds and loans, R0010 ,, Captives simplifications — interest rate risk, R0020 ,, Captives simplifications — spread risk on bonds and loans, R0030 ,, Captives simplifications — market concentration risk, R0040 ,, Interest rate risk, R0100 ,,,,,,,, interest rate down shock, R0110 ,,,,,,,, interest rate up shock, R0120 ,,,,,,,, Equity risk, R0200 ,,,,,,,, type 1 equities, R0210 ,,,,,,,, type 1 equity, R0220 ,,,,,,,, strategic participations (type 1 equities), R0230 ,,,,,,,, duration-based (type 1 equities), R0240 ,,,,,,,, type 2 equities, R0250 ,,,,,,,, type 2 equity, R0260 ,,,,,,,, strategic participations (type 2 equities), R0270 ,,,,,,,, duration-based (type 2 equities), R0280 ,,,,,,,, qualifying infrastructure equities, R0290 ,,,,,,,, Property risk, R0300 ,,,,,,,, Spread risk, R0400 ,,,,,,,, bonds and loans, R0410 ,,,,,,,, bonds and loans (qualifying infrastructure investment), R0411 ,,,,,,,, bonds and loans (other than qualifying infrastructure investment), R0412 ,,,,,,,, credit derivatives, R0420 ,,,,,,,, downward shock on credit derivatives, R0430 ,,,,,,,, upward shock on credit derivatives, R0440 ,,,,,,,, Securitisation positions, R0450 ,,,,,,,, type 1 securitisations, R0460 ,,,,,,,, type 2 securitisations, R0470 ,,,,,,,, resecuritisations, R0480 ,,,,,,,, Market risk concentrations, R0500 ,,,,,,,, Currency risk, R0600 ,,,,,,,, increase in the value of the foreign currency, R0610 ,,,,,,,, decrease in the value of the foreign currency, R0620 ,,,,,,,, Diversification within market risk module, R0700 ,,,,,,,, Total market risk, R0800 ,,,,,,,, Article 112, Z0010 ,, Ring Fenced Fund/Matching adjustment portfolio or remaining part, Z0020 ,, Fund/Portfolio number, Z0030 ,, ,,, Simplifications used ,, C0010 , Simplifications — spread risk — bonds and loans, R0010 ,, Captives simplifications — interest rate risk, R0020 ,, Captives simplifications — spread risk on bonds and loans, R0030 ,, Captives simplifications — market concentration risk, R0040 ,, Interest rate risk, R0100 ,,,,,,,, interest rate down shock, R0110 ,,,,,,,, interest rate up shock, R0120 ,,,,,,,, Equity risk, R0200 ,,,,,,,, type 1 equities, R0210 ,,,,,,,, type 1 equity, R0220 ,,,,,,,, strategic participations (type 1 equities), R0230 ,,,,,,,, duration-based (type 1 equities), R0240 ,,,,,,,, type 2 equities, R0250 ,,,,,,,, type 2 equity, R0260 ,,,,,,,, strategic participations (type 2 equities), R0270 ,,,,,,,, duration-based (type 2 equities), R0280 ,,,,,,,, qualifying infrastructure equities, R0290 ,,,,,,,, Property risk, R0300 ,,,,,,,, Spread risk, R0400 ,,,,,,,, bonds and loans, R0410 ,,,,,,,, bonds and loans (qualifying infrastructure investment), R0411 ,,,,,,,, bonds and loans (other than qualifying infrastructure investment), R0412 ,,,,,,,, credit derivatives, R0420 ,,,,,,,, downward shock on credit derivatives, R0430 ,,,,,,,, upward shock on credit derivatives, R0440 ,,,,,,,, Securitisation positions, R0450 ,,,,,,,, type 1 securitisations, R0460 ,,,,,,,, type 2 securitisations, R0470 ,,,,,,,, resecuritisations, R0480 ,,,,,,,, Market risk concentrations, R0500 ,,,,,,,, Currency risk, R0600 ,,,,,,,, increase in the value of the foreign currency, R0610 ,,,,,,,, decrease in the value of the foreign currency, R0620 ,,,,,,,, Diversification within market risk module, R0700 ,,,,,,,, Total market risk , R0800 ,,,,,,,, C0300,Infrastructure investment, Identify if the asset is an infrastructure investment as defined in article 1 (55a) and (55b) of Commission Delegated Regulation (EU) 2015/35. One of the options in the following closed list shall be used: 1 — Not an infrastructure investment 2 — Infrastructure non-qualifying: Government Guarantee (Government, Central bank, Regional government or local authority) 3 — Infrastructure non-qualifying: Government Supported including Public Finance initiative (Government, Central bank, Regional government or local authority) 4 — Infrastructure non-qualifying: Supranational Guarantee/Supported (ECB, Multilateral development bank, International organisation) 9 — Infrastructure non-qualifying: Other non-qualifying infrastructure loans or investments, not classified under the above categories 12 — Infrastructure qualifying: Government Guarantee (Government, Central bank, Regional government or local authority) 13 — Infrastructure qualifying: Government Supported including Public Finance initiative (Government, Central bank, Regional government or local authority) 14 — Infrastructure qualifying: Supranational Guarantee/Supported (ECB, Multilateral development bank, International organisation) 19 — Infrastructure qualifying: Other qualifying infrastructure investments, not classified in the above categories. 20 — European Long-Term Investment Fund (ELTIF investing in infrastructure assets and ELTIF investing in other — non infrastructure — assets) , R0290/C0020,Initial absolute values before shock — Assets — Equity risk — qualifying infrastructure equities, This is the initial absolute value of the assets sensitive to the equity risk for qualifying infrastructure equities. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0290/C0030,Initial absolute values before shock — Liabilities — Equity risk — qualifying infrastructure equities, This is the initial absolute value of liabilities sensitive to the equity risk for qualifying infrastructure equities. The amount of TP shall be net of reinsurance and SPV recoverables. , R0290/C0040,Absolute values after shock — Assets — Equity risk — qualifying infrastructure equities, This is the absolute value of the assets sensitive to equity risk for qualifying infrastructure equities, after the shock. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0290/C0050,Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Equity risk — qualifying infrastructure equities, This is the absolute value of liabilities sensitive to equity risk (for qualifying infrastructure equities), after the shock and after the loss absorbing capacity of technical provisions. The amount of TP shall be net of reinsurance and SPV recoverables. , R0290/C0060,Absolute value after shock — Net solvency capital requirement — Equity risk — qualifying infrastructure equities,This is the net capital charge for equity risk (for qualifying infrastructure equities) after adjustment for the loss absorbing capacity of technical provisions., R0290/C0070,Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Equity risk — qualifying infrastructure equities, This is the absolute value of the liabilities sensitive to equity risk (for qualifying infrastructure equities), after the shock but before the loss absorbing capacity of technical provisions. The amount of TP shall be net of reinsurance and SPV recoverables. , R0290/C0080,Absolute value after shock — Gross solvency capital requirement — Equity risk — qualifying infrastructure equities,This is the gross capital charge for equity risk for qualifying infrastructure equities, i.e. before the loss absorbing capacity of technical provisions., R0411/C0020,Initial absolute values before shock — Assets — Spread risk — bonds and loans (qualifying infrastructure investments), This is the initial absolute value of the assets sensitive to the spread risk on bonds and loans that are qualifying infrastructure investments. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0411/C0030,Initial absolute values before shock — Liabilities — Spread risk — bonds and loans (qualifying infrastructure investments), This is the initial absolute value of the liabilities sensitive to the spread risk on bonds and loans that are qualifying infrastructure investments. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0411/C0040,Absolute values after shock — Assets — Spread risk — bonds and loans (qualifying infrastructure investments), This is the absolute value of the assets sensitive to the spread risk on bonds and loans that are qualifying infrastructure investments, after the shock. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0411/C0050,Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Spread risk — bonds and loans (qualifying infrastructure investments), This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans that are qualifying infrastructure investments, after the shock and after the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0411/C0060,Absolute value after shock — Net solvency capital requirement — Spread risk — bonds and loans (qualifying infrastructure investments), This is the net capital charge for spread risk on bonds and loans that are qualifying infrastructure investments, after adjustment for the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. If R0010/C0010 = 1, this item shall not be reported. , R0411/C0070,Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Spread risk — bonds and loans (qualifying infrastructure investments), This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans that are qualifying infrastructure investments, after the shock but before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0411/C0080,Absolute value after shock — Gross solvency capital requirement — Spread risk — bonds and loans (qualifying infrastructure investments), This is the gross capital charge for spread risk on bonds and loans that are qualifying infrastructure investments, i.e. before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. If R0010/C0010 = 1, this item shall not be reported. , R0412/C0020,Initial absolute values before shock — Assets — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the initial absolute value of the assets sensitive to the spread risk on bonds and loans other than qualifying infrastructure investments. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0412/C0030,Initial absolute values before shock — Liabilities — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the initial absolute value of the liabilities sensitive to the spread risk on bonds and loans other than qualifying infrastructure investments. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0412/C0040,Absolute values after shock — Assets — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the absolute value of the assets sensitive to the spread risk on bonds and loans other than qualifying infrastructure investments, after the shock. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0412/C0050,Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans other than qualifying infrastructure investments, after the shock and after the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0412/C0060,Absolute value after shock — Net solvency capital requirement — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the net capital charge for spread risk on bonds and loans other than qualifying infrastructure investments, after adjustment for the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. If R0010/C0010 = 1, this item shall not be reported. , R0412/C0070,Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans other than qualifying infrastructure investments, after the shock but before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0412/C0080,Absolute value after shock — Gross solvency capital requirement — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the gross capital charge for spread risk on bonds and loans other than qualifying infrastructure investments, i.e. before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. If R0010/C0010 = 1, this item shall not be reported. , C0300,Infrastructure investment, Identify if the asset is an infrastructure investment as defined in article 1 (55a) and (55b) of Commission Delegated Regulation (EU) 2015/35. One of the options in the following closed list shall be used: 1 — Not an infrastructure investment 2 — Infrastructure non-qualifying: Government Guarantee (Government, Central bank, Regional government or local authority) 3 — Infrastructure non-qualifying: Government Supported including Public Finance initiative (Government, Central bank, Regional government or local authority) 4 — Infrastructure non-qualifying: Supranational Guarantee/Supported (ECB, Multilateral development bank, International organisation) 9 — Infrastructure non-qualifying: Other non-qualifying infrastructure loans or investments, not classified under the above categories 12 — Infrastructure qualifying: Government Guarantee (Government, Central bank, Regional government or local authority) 13 — Infrastructure qualifying: Government Supported including Public Finance initiative (Government, Central bank, Regional government or local authority) 14 — Infrastructure qualifying: Supranational Guarantee/Supported (ECB, Multilateral development bank, International organisation) 19 — Infrastructure qualifying: Other qualifying infrastructure investments, not classified in the above categories. 20 — European Long-Term Investment Fund (ELTIF investing in infrastructure assets and ELTIF investing in other — non infrastructure — assets) , R0290/C0020,Initial absolute values before shock — Assets — Equity risk — qualifying infrastructure equities, This is the initial absolute value of the assets sensitive to the equity risk for qualifying infrastructure equities. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0290/C0030,Initial absolute values before shock — Liabilities — Equity risk — qualifying infrastructure equities, This is the initial absolute value of liabilities sensitive to the equity risk for qualifying infrastructure equities. The amount of TP shall be net of reinsurance and SPV recoverables. , R0290/C0040,Absolute values after shock — Assets — Equity risk — qualifying infrastructure equities, This is the absolute value of the assets sensitive to equity risk for qualifying infrastructure equities, after the shock. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0290/C0050,Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Equity risk — qualifying infrastructure equities, This is the absolute value of liabilities sensitive to equity risk (for qualifying infrastructure equities), after the shock and after the loss absorbing capacity of technical provisions. The amount of TP shall be net of reinsurance and SPV recoverables. , R0290/C0060,Absolute value after shock — Net solvency capital requirement — Equity risk — qualifying infrastructure equities,This is the net capital charge for equity risk (for qualifying infrastructure equities) after adjustment for the loss absorbing capacity of technical provisions., R0290/C0070,Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Equity risk — qualifying infrastructure equities, This is the absolute value of the liabilities sensitive to equity risk (for qualifying infrastructure equities), after the shock but before the loss absorbing capacity of technical provisions. The amount of TP shall be net of reinsurance and SPV recoverables. , R0290/C0080,Absolute value after shock — Gross solvency capital requirement — Equity risk — qualifying infrastructure equities,This is the gross capital charge for equity risk for qualifying infrastructure equities, i.e. before the loss absorbing capacity of technical provisions., R0411/C0020,Initial absolute values before shock — Assets — Spread risk — bonds and loans (qualifying infrastructure investments), This is the initial absolute value of the assets sensitive to the spread risk on bonds and loans that are qualifying infrastructure investments. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0411/C0030,Initial absolute values before shock — Liabilities — Spread risk — bonds and loans (qualifying infrastructure investments), This is the initial absolute value of the liabilities sensitive to the spread risk on bonds and loans that are qualifying infrastructure investments. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0411/C0040,Absolute values after shock — Assets — Spread risk — bonds and loans (qualifying infrastructure investments), This is the absolute value of the assets sensitive to the spread risk on bonds and loans that are qualifying infrastructure investments, after the shock. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0411/C0050,Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Spread risk — bonds and loans (qualifying infrastructure investments), This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans that are qualifying infrastructure investments, after the shock and after the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0411/C0060,Absolute value after shock — Net solvency capital requirement — Spread risk — bonds and loans (qualifying infrastructure investments), This is the net capital charge for spread risk on bonds and loans that are qualifying infrastructure investments, after adjustment for the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. If R0010/C0010 = 1, this item shall not be reported. , R0411/C0070,Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Spread risk — bonds and loans (qualifying infrastructure investments), This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans that are qualifying infrastructure investments, after the shock but before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0411/C0080,Absolute value after shock — Gross solvency capital requirement — Spread risk — bonds and loans (qualifying infrastructure investments), This is the gross capital charge for spread risk on bonds and loans that are qualifying infrastructure investments, i.e. before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. If R0010/C0010 = 1, this item shall not be reported. , R0412/C0020,Initial absolute values before shock — Assets — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the initial absolute value of the assets sensitive to the spread risk on bonds and loans other than qualifying infrastructure investments. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0412/C0030,Initial absolute values before shock — Liabilities — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the initial absolute value of the liabilities sensitive to the spread risk on bonds and loans other than qualifying infrastructure investments. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0412/C0040,Absolute values after shock — Assets — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the absolute value of the assets sensitive to the spread risk on bonds and loans other than qualifying infrastructure investments, after the shock. Recoverables from reinsurance and SPVs shall not be included in this cell. , R0412/C0050,Absolute values after shock — Liabilities (after the loss absorbing capacity of technical provisions) — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans other than qualifying infrastructure investments, after the shock and after the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0412/C0060,Absolute value after shock — Net solvency capital requirement — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the net capital charge for spread risk on bonds and loans other than qualifying infrastructure investments, after adjustment for the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. If R0010/C0010 = 1, this item shall not be reported. , R0412/C0070,Absolute values after shock — Liabilities (before the loss absorbing capacity of technical provisions) — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans other than qualifying infrastructure investments, after the shock but before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. The amount of TP shall be net of reinsurance and SPV recoverables. , R0412/C0080,Absolute value after shock — Gross solvency capital requirement — Spread risk — bonds and loans (other than qualifying infrastructure investments), This is the gross capital charge for spread risk on bonds and loans other than qualifying infrastructure investments, i.e. before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0411 and R0412 could be derived from the method used for the calculation. When the split is not possible only R0410 shall be filled in. If R0010/C0010 = 1, this item shall not be reported. , 48,Infrastructure funds,Collective investment undertakings that invest in Infrastructure assets as defined in point 55a or 55b of Article 1 of Delegated Regulation (EU) 2015/35, Premiums written ,,, Gross — Direct Business, R0110 ,,,,,,,,, Gross — Proportional reinsurance accepted, R0120 ,,,,,,,,, Gross — Non-proportional reinsurance accepted, R0130 ,,,,,,,,, Reinsurers' share, R0140 ,,,,,,,,, Net, R0200 ,,,,,,,,, Premiums earned ,,, Gross — Direct Business, R0210 ,,,,,,,,, Gross — Proportional reinsurance accepted, R0220 ,,,,,,,,, Gross — Non-proportional reinsurance accepted, R0230 ,,,,,,,,, Reinsurers' share, R0240 ,,,,,,,,, Net, R0300 ,,,,,,,,, Claims incurred ,,, Gross — Direct Business, R0310 ,,,,,,,,, Gross — Proportional reinsurance accepted, R0320 ,,,,,,,,, Gross — Non-proportional reinsurance accepted, R0330 ,,,,,,,,, Reinsurers' share, R0340 ,,,,,,,,, Net, R0400 ,,,,,,,,, Changes in other technical provisions ,,, Gross — Direct Business, R0410 ,,,,,,,,, Gross — Proportional reinsurance accepted, R0420 ,,,,,,,,, Gross — Non- proportional reinsurance accepted, R0430 ,,,,,,,,, Reinsurers' share, R0440 ,,,,,,,,, Net, R0500 ,,,,,,,,, Total expenses , R1300 ,,,,,,,, Deductions for participations in financial and credit institutions, R0230 ,,,,,, 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 for participations in other financial undertakings, including non-regulated undertakings carrying out financial activities, R0230 ,,,,,, Total own funds of other financial sectors, R0440 ,,,,,, Currency risk, R0600 ,,,,,,,, Total after diversification , R2420 ,,,, Total after diversification , R2820 ,,,, Total after diversification , R3120 ,,,, Diversification between groups of obligations, R3260 ,,,,, Total after diversification , R3270 ,,,,, ,,,,,,,,,,, ,,,,,,,,,,,, R0230/C0050,Deduction for participations in financial and credit institutions — Tier 3,This is the amount of the deduction for participations in financial and credit institutions that are deducted from Tier 3 in accordance with article 68 of Delegated Regulation (EU) 2015/35., R0230/C0050,Deductions for participations in other financial undertakings, including non–regulated undertakings carrying out financial activities — Tier 3, This is the deduction of the participations in credit institutions, investment firms, financial institutions, alternative investment fund managers, UCITS management companies, institutions for occupational retirement provisions, non–regulated undertakings carrying out financial activities, including the participations that are deducted according to Article 228, paragraph 2 of the Directive 2009/138/EC. Those participations are deducted from basic own funds and added back as own funds according to the relevant sectoral rules in the rows from R0410 to R0440, thereby facilitating the calculation of SCR ratios both excluding and including other financial sector entities — Tier 3. , R0440/C0050,Total own funds of other financial sectors — Tier 3, Total of own funds in other financial sectors –Tier 3. The total own funds deducted in cell R0230/C0010 are brought back here after the adjustment for non-available own funds according to the relevant sectoral rules and after the deduction according to Article 228, paragraph 2 of the Directive 2009/138/EC. , Country,ISO 3166-1-alpha-2 country code,Identify the ISO 3166-1-alpha-2 country code where the asset is listed in. An asset is considered as being listed if it is negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2014/65/EU. If the asset is listed in more than one country or the undertaking uses for valuation purposes a price provider which is one of the regulated markets or multilateral trading facility where the asset is listed in, the country shall be the one of that regulated market or multilateral trading facility used as the reference for valuation purposes., XV,Assets listed in one or more than one country,Identify assets that are listed in one or more countries but when the undertaking uses for valuation purposes a price provider which is not one of the regulated markets or multilateral trading facility where the asset is listed in., XL,Assets that are not listed in a stock exchange,Identify assets that are not negotiated on a regulated market or on a multilateral trading facility, as defined by Directive 2014/65/EU., XT,Assets that are not exchange tradable,Identify assets that by their nature are not subject to negotiation on a regulated market or on a multilateral trading facility, as defined by Directive 2014/65/EU., 09,Other investments,Other assets reported in ‘Other investments’,