# Commission Implementing Regulation (EU) 2015/2451 of 2 December 2015 laying down implementing technical standards with regard to the templates and structure of the disclosure of specific information by supervisory authorities in accordance with Directive 2009/138/EC of the European Parliament and of the Council (Text with EEA relevance), Division: TEMPLATE A FOR THE DISCLOSURE OF AGGREGATE STATISTICAL DATA WITH REGARD TO INSURANCE AND REINSURANCE UNDERTAKINGS SUPERVISED UNDER DIRECTIVE 2009/138/EC

Extent: E+W+S+N.I.

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 Number
Item
31.12.(x-4)
31.12.(x-3)
31.12.(x-2)
31.12.(x-1)
All insurance and reinsurance undertakings
Life insurance undertakings
Non-life insurance undertakings
Insurance undertakings which simultaneously pursue both life and non-life insurance activities
Reinsurance undertakings
All insurance and reinsurance undertakings
Life insurance undertakings
Non-life insurance undertakings
Insurance undertakings which simultaneously pursue both life and non-life insurance activities
Reinsurance undertakings
All insurance and reinsurance undertakings
Life insurance undertakings
Non-life insurance undertakings
Insurance undertakings which simultaneously pursue both life and non-life insurance activities
Reinsurance undertakings
All insurance and reinsurance undertakings
Life insurance undertakings
Non-life insurance undertakings
Insurance undertakings which simultaneously pursue both life and non-life insurance activities
Reinsurance undertakings
TYPES OF UNDERTAKINGS
AS1a
The number of insurance and reinsurance undertakings
AS1b
The number of branches as referred to in Article 13(11) of Directive 2009/138/EC established in the Member State of the supervisory authority
AS1c
The number of branches as referred to in Article 162(3) of Directive 2009/138/EC established in the Member State of the supervisory authority
AS2
The 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
AS3
The number of insurance undertakings established in the Member State of the supervisory authority pursuing business in other Member States under the freedom to provide services
N/A
N/A
N/A
N/A
AS4a
The 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 services
N/A
N/A
N/A
N/A
AS4b
The 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 services
N/A
N/A
N/A
N/A
AS5
The number of insurance and reinsurance undertakings falling outside the scope of Directive 2009/138/EC
AS6
The number of special purpose vehicles authorised in accordance with Article 211 of Directive 2009/138/EC from insurance and reinsurance undertakings
N/A
N/A
N/A
N/A
AS7
The number of insurance and reinsurance undertakings subject to reorganisation measures or winding-up proceedings
USE OF ADJUSTMENTS OR TRANSITIONAL MEASURES BY UNDERTAKINGS
AS8
The 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
AS9
The number of insurance and reinsurance undertakings applying the volatility adjustment referred to in Article 77d of Directive 2009/138/EC
AS10
The number of insurance and reinsurance undertakings applying the transitional risk-free interest rate term structure referred to in Article 308c Directive 2009/138/EC
AS11
The 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
AS12
The total amount of assets of the insurance and reinsurance undertakings valued in accordance with Article 75 of Directive 2009/138/EC
AS12a
Intangible assets
AS12b
Deferred tax assets
AS12c
Pension benefit surplus
AS12d
Property, plant & equipment held for own use
AS12e
Investments (other than assets held for unit-linked and index-linked contracts)
AS12f
Assets held for unit-linked & index-linked contracts
AS12g
Loans & mortgages (except loans on policies)
AS12h
Loans on policies
AS12i
Reinsurance recoverables
AS12j
Deposits to cedants
AS12k
Insurance & intermediaries receivables
AS12l
Reinsurance receivables
AS12m
Receivables (trade, not insurance)
AS12n
Own shares
AS12o
Amounts due in respect of own fund items or initial fund called up but not yet paid in
AS12p
Cash and cash equivalents
AS12q
Any other assets, not elsewhere shown
AS13
The total amount of liabilities of the insurance and reinsurance undertakings valued in accordance with Articles 75 to 86 of Directive 2009/138/EC
AS13a
Technical provisions
AS13b
Other liabilities, excluding subordinated liabilities which are not included in the own funds
AS13c
Subordinated liabilities which are not included in the own funds
AS14a
The total amount of basic own funds
AS14aa
Of which, subordinated liabilities
AS14b
The total amount of ancillary own funds
AS15
The total eligible amount of own funds to cover the Solvency Capital Requirement
AS15a
Tier 1 unrestricted
AS15b
Tier 1 restricted
AS15c
Tier 2
AS15d
Tier 3
AS16
The total eligible amount of basic own funds to cover the Minimum Capital Requirement
AS16a
Tier 1 unrestricted
AS16b
Tier 1 restricted
AS16c
Tier 2
REGULATORY CAPITAL REQUIREMENTS — STANDARD FORMULA
AS17
The total amount of the Minimum Capital Requirement
AS18
The total amount of the Solvency Capital Requirement
N/A
N/A
N/A
N/A
AS19
Total 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 Requirement
N/A
N/A
N/A
N/A
AS19a
Market risk
N/A
N/A
N/A
N/A
AS19aa
Interest rate risk
N/A
N/A
N/A
N/A
AS19ab
Equity risk
N/A
N/A
N/A
N/A
AS19ac
Property risk
N/A
N/A
N/A
N/A
AS19ad
Spread risk
N/A
N/A
N/A
N/A
AS19ae
Market risk concentrations
N/A
N/A
N/A
N/A
AS19af
Currency risk
N/A
N/A
N/A
N/A
AS19b
Counterparty default risk
N/A
N/A
N/A
N/A
AS19c
Life underwriting risk
N/A
N/A
N/A
N/A
AS19ca
Mortality risk
N/A
N/A
N/A
N/A
AS19cb
Longevity risk
N/A
N/A
N/A
N/A
AS19cc
Disability-morbidity risk
N/A
N/A
N/A
N/A
AS19cd
Lapse risk
N/A
N/A
N/A
N/A
AS19ce
Life expense risk
N/A
N/A
N/A
N/A
AS19cf
Revision risk
N/A
N/A
N/A
N/A
AS19cg
Life catastrophe risk
N/A
N/A
N/A
N/A
AS19d
Health underwriting risk
N/A
N/A
N/A
N/A
AS19da
SLT health underwriting risk
N/A
N/A
N/A
N/A
AS19db
NSLT health underwriting risk
N/A
N/A
N/A
N/A
AS19dc
Health catastrophe risk
N/A
N/A
N/A
N/A
AS19e
Non-life underwriting risk
N/A
N/A
N/A
N/A
AS19ea
Non-life premium and reserve risk
N/A
N/A
N/A
N/A
AS19eb
Non-life lapse risk
N/A
N/A
N/A
N/A
AS19ec
Non-life catastrophe risk
N/A
N/A
N/A
N/A
AS19f
Intangible asset risk
N/A
N/A
N/A
N/A
AS19g
Operational risk
N/A
N/A
N/A
N/A
AS20
Total 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/A
N/A
N/A
N/A
AS20a
Spread risk
N/A
N/A
N/A
N/A
AS20b
Market risk concentration
N/A
N/A
N/A
N/A
AS20c
Counterparty default risk
N/A
N/A
N/A
N/A
REGULATORY CAPITAL REQUIREMENTS — INTERNAL MODELS
AS21
Total 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 Requirement
N/A
N/A
N/A
N/A
AS21a
Total 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 model
N/A
N/A
N/A
N/A
AS22a
The number of insurance and reinsurance undertakings using an approved full internal model for the calculation of the Solvency Capital Requirement
N/A
N/A
N/A
N/A
AS22b
The number of insurance and reinsurance undertakings using an approved partial internal model for the calculation of the Solvency Capital Requirement
N/A
N/A
N/A
N/A
AS22c
The number of insurance and reinsurance undertakings using an approved internal model which scope includes credit risk in both market risk and counterparty default risk
N/A
N/A
N/A
N/A
REGULATORY CAPITAL REQUIREMENTS — CAPITAL ADD-ONS
AS23a
The number of capital add-ons
N/A
N/A
N/A
N/A
AS23b
The average capital add-on per undertaking
N/A
N/A
N/A
N/A
AS23c
The 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/EC
N/A
N/A
N/A
N/A

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Source: https://www.legislation.gov.uk/eur/2015/2451/annex/I/division/1 (the official version)
Page: https://openlegislation.uk/eu-regulation-2015-2451/annex-I/division-1
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.