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Division TEMPLATE A FOR THE DISCLOSURE OF AGGREGATE STATISTICAL DATA WITH REGARD TO INSURANCE AND REINSURANCE UNDERTAKINGS SUPERVISED UNDER DIRECTIVE 2009/138/EC

United Kingdom

Original text. Later amendments are not shown.

Data on the Solvency Capital Requirement by risk module and sub-module does not include information on undertakings with ring-fenced funds or matching portfolios, since data on the Solvency Capital Requirement is only available at entity level for these undertakings due to the nature of the calculation.
Cell NumberItem31.12.(x-4)31.12.(x-3)31.12.(x-2)31.12.(x-1)
All insurance and reinsurance undertakingsLife insurance undertakingsNon-life insurance undertakingsInsurance undertakings which simultaneously pursue both life and non-life insurance activitiesReinsurance undertakingsAll insurance and reinsurance undertakingsLife insurance undertakingsNon-life insurance undertakingsInsurance undertakings which simultaneously pursue both life and non-life insurance activitiesReinsurance undertakingsAll insurance and reinsurance undertakingsLife insurance undertakingsNon-life insurance undertakingsInsurance undertakings which simultaneously pursue both life and non-life insurance activitiesReinsurance undertakingsAll insurance and reinsurance undertakingsLife insurance undertakingsNon-life insurance undertakingsInsurance undertakings which simultaneously pursue both life and non-life insurance activitiesReinsurance undertakings
TYPES OF UNDERTAKINGS
AS1aThe number of insurance and reinsurance undertakings
AS1bThe number of branches as referred to in Article 13(11) of Directive 2009/138/EC established in the Member State of the supervisory authority
AS1cThe number of branches as referred to in Article 162(3) of Directive 2009/138/EC established in the Member State of the supervisory authority
AS2The number of Union branches of insurance and reinsurance undertakings established in the Member State of the supervisory authority carrying out relevant business in one or more other Member States
AS3The number of insurance undertakings established in the Member State of the supervisory authority pursuing business in other Member States under the freedom to provide servicesN/AN/AN/AN/A
AS4aThe number of insurance undertakings established in other Member States which have notified their intention to pursue business in the Member State of the supervisory authority under the freedom to provide servicesN/AN/AN/AN/A
AS4bThe number of insurance undertakings established in other Member States which actually pursue business in the Member State of the supervisory authority under the freedom to provide servicesN/AN/AN/AN/A
AS5The number of insurance and reinsurance undertakings falling outside the scope of Directive 2009/138/EC
AS6The number of special purpose vehicles authorised in accordance with Article 211 of Directive 2009/138/EC from insurance and reinsurance undertakingsN/AN/AN/AN/A
AS7The number of insurance and reinsurance undertakings subject to reorganisation measures or winding-up proceedings
USE OF ADJUSTMENTS OR TRANSITIONAL MEASURES BY UNDERTAKINGS
AS8The number of insurance and reinsurance undertakings and the number of their portfolios where the matching adjustment referred to in Article 77b of Directive 2009/138/EC is applied
AS9The number of insurance and reinsurance undertakings applying the volatility adjustment referred to in Article 77d of Directive 2009/138/EC
AS10The number of insurance and reinsurance undertakings applying the transitional risk-free interest rate term structure referred to in Article 308c Directive 2009/138/EC
AS11The number of insurance and reinsurance undertakings applying the transitional deduction to technical provisions referred to in Article 308d Directive 2009/138/EC
AMOUNTS OF ASSETS, LIABILITIES AND OWN FUNDS
AS12The total amount of assets of the insurance and reinsurance undertakings valued in accordance with Article 75 of Directive 2009/138/EC
AS12aIntangible assets
AS12bDeferred tax assets
AS12cPension benefit surplus
AS12dProperty, plant & equipment held for own use
AS12eInvestments (other than assets held for unit-linked and index-linked contracts)
AS12fAssets held for unit-linked & index-linked contracts
AS12gLoans & mortgages (except loans on policies)
AS12hLoans on policies
AS12iReinsurance recoverables
AS12jDeposits to cedants
AS12kInsurance & intermediaries receivables
AS12lReinsurance receivables
AS12mReceivables (trade, not insurance)
AS12nOwn shares
AS12oAmounts due in respect of own fund items or initial fund called up but not yet paid in
AS12pCash and cash equivalents
AS12qAny other assets, not elsewhere shown
AS13The total amount of liabilities of the insurance and reinsurance undertakings valued in accordance with Articles 75 to 86 of Directive 2009/138/EC
AS13aTechnical provisions
AS13bOther liabilities, excluding subordinated liabilities which are not included in the own funds
AS13cSubordinated liabilities which are not included in the own funds
AS14aThe total amount of basic own funds
AS14aaOf which, subordinated liabilities
AS14bThe total amount of ancillary own funds
AS15The total eligible amount of own funds to cover the Solvency Capital Requirement
AS15aTier 1 unrestricted
AS15bTier 1 restricted
AS15cTier 2
AS15dTier 3
AS16The total eligible amount of basic own funds to cover the Minimum Capital Requirement
AS16aTier 1 unrestricted
AS16bTier 1 restricted
AS16cTier 2
REGULATORY CAPITAL REQUIREMENTS — STANDARD FORMULA
AS17The total amount of the Minimum Capital Requirement
AS18The total amount of the Solvency Capital RequirementN/AN/AN/AN/A
AS19Total amount of the Solvency Capital Requirement calculated using the standard formula by risk module and sub-module — at the level of aggregation available — expressed as percentage of the total amount of the Solvency Capital Requirementf1 N/AN/AN/AN/A
AS19aMarket riskN/AN/AN/AN/A
AS19aaInterest rate riskN/AN/AN/AN/A
AS19abEquity riskN/AN/AN/AN/A
AS19acProperty riskN/AN/AN/AN/A
AS19adSpread riskN/AN/AN/AN/A
AS19aeMarket risk concentrationsN/AN/AN/AN/A
AS19afCurrency riskN/AN/AN/AN/A
AS19bCounterparty default riskN/AN/AN/AN/A
AS19cLife underwriting riskN/AN/AN/AN/A
AS19caMortality riskN/AN/AN/AN/A
AS19cbLongevity riskN/AN/AN/AN/A
AS19ccDisability-morbidity riskN/AN/AN/AN/A
AS19cdLapse riskN/AN/AN/AN/A
AS19ceLife expense riskN/AN/AN/AN/A
AS19cfRevision riskN/AN/AN/AN/A
AS19cgLife catastrophe riskN/AN/AN/AN/A
AS19dHealth underwriting riskN/AN/AN/AN/A
AS19daSLT health underwriting riskN/AN/AN/AN/A
AS19dbNSLT health underwriting riskN/AN/AN/AN/A
AS19dcHealth catastrophe riskN/AN/AN/AN/A
AS19eNon-life underwriting riskN/AN/AN/AN/A
AS19eaNon-life premium and reserve riskN/AN/AN/AN/A
AS19ebNon-life lapse riskN/AN/AN/AN/A
AS19ecNon-life catastrophe riskN/AN/AN/AN/A
AS19fIntangible asset riskN/AN/AN/AN/A
AS19gOperational riskN/AN/AN/AN/A
AS20Total amount of the Solvency Capital Requirement for spread risk and market concentration sub-modules and counterparty default risk module for which a reassessment of the credit quality steps of the larger or more complex exposures has been conducted in accordance with Article 4(5) of Delegated Regulation (EU) 2015/35 — at the level of aggregation available — expressed as percentage of the total amount of the respective sub-modules or module (where the Solvency Capital Requirement for credit risk is calculated using the standard formula) N/AN/AN/AN/A
AS20aSpread riskN/AN/AN/AN/A
AS20bMarket risk concentrationN/AN/AN/AN/A
AS20cCounterparty default riskN/AN/AN/AN/A
REGULATORY CAPITAL REQUIREMENTS — INTERNAL MODELS
AS21Total amount of the Solvency Capital Requirement calculated using an approved partial internal model — at the level of aggregation available — expressed as percentage of the total amount of the Solvency Capital RequirementN/AN/AN/AN/A
AS21aTotal amount of the Solvency Capital Requirement calculated using an approved partial internal model which scope includes credit risk in both market and counterparty default risk — at the level of aggregation available — expressed as percentage of the total amount of the Solvency Capital Requirement calculated using partial internal modelN/AN/AN/AN/A
AS22aThe number of insurance and reinsurance undertakings using an approved full internal model for the calculation of the Solvency Capital RequirementN/AN/AN/AN/A
AS22bThe number of insurance and reinsurance undertakings using an approved partial internal model for the calculation of the Solvency Capital RequirementN/AN/AN/AN/A
AS22cThe number of insurance and reinsurance undertakings using an approved internal model which scope includes credit risk in both market risk and counterparty default riskN/AN/AN/AN/A
REGULATORY CAPITAL REQUIREMENTS — CAPITAL ADD-ONS
AS23aThe number of capital add-onsN/AN/AN/AN/A
AS23bThe average capital add-on per undertakingN/AN/AN/AN/A
AS23cThe distribution of capital add-ons measured as a percentage of the Solvency Capital Requirement with regard to all insurance and reinsurance undertakings supervised under Directive 2009/138/ECN/AN/AN/AN/A

Annotations

Footnotes

f1

Data on the Solvency Capital Requirement by risk module and sub-module does not include information on undertakings with ring-fenced funds or matching portfolios, since data on the Solvency Capital Requirement is only available at entity level for these undertakings due to the nature of the calculation.