# Commission Implementing Regulation (EU) 2018/1844 of 23 November 2018 amending and correcting Implementing Regulation (EU) 2015/2450 laying down implementing technical standards with regard to the templates for the submission of information to the supervisory authorities in accordance with Directive 2009/138/EC of the European Parliament and of the Council (Text with EEA relevance), Annex III

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

Annex III to Implementing Regulation (EU) 2015/2450 is amended as follows:
1.. in section S.01.02 — Basic information, in the table, the following row is added:
‘
R0250
Exemption of reporting ECAI information
One of the options in the following closed list shall be used:
1 – Exempted for assets (based on article 35(6) and (7))
2 – Exempted for assets (based on outsourcing)
3 – Exempted for derivatives (based on article 35(6) and (7))
4 – Exempted for derivatives (based on outsourcing)
5 – Exempted for assets and derivatives (based on article 35(6) and (7))
6 – Exempted for assets and derivatives (based on outsourcing)
0 – Not exempted
’;
2.. section S.03.01 — Off–balance sheet items — General is corrected as follows:
a)) under the heading ‘General comments’, the six paragraph is replaced by the following:
‘The guarantees listed in this template are not reported in S.03.02 and S.03.03. This means that only limited guarantees are to be reported in this template. Internal guarantees within the scope of group supervision are not reported in this template.’;
b)) in the third column (‘Instructions’) of row C0010/R0010 of the table, the third paragraph is deleted;
c)) in the third column (‘Instructions’) of row C0010/R0030 of the table, the second paragraph is deleted;
3.. in section S.03.02 — Off–balance–sheet items — list of unlimited guarantees received by the group, under the heading ‘General comments’, the third paragraph is replaced by the following:
‘Unlimited guarantees refer to guarantees with unlimited amount, regardless of the date being limited or unlimited. Internal guarantees within the scope of group supervision are not reported in this template.’;
4.. section S.06.02 — List of assets is amended as follows:
a)) in the third column (‘Instructions’) of row C0110 of the table, the third paragraph is replaced by the following:
‘This item is not applicable for CIC category 8 — Mortgages and Loans, CIC 71, CIC 75 and for CIC 95 – Plant and equipment.’;
b)) in the third column (‘Instructions’) of row C0120 of the table, the third paragraph is replaced by the following:
‘This item is not applicable for CIC category 8 — Mortgages and Loans, CIC 71, CIC 75 and for CIC 9 — Property.’;
c)) in the third column (‘Instructions’) of row C0130, the following paragraph is added:
‘This item is not applicable for CIC category 71 and 9.’;
d)) in the third column (‘Instructions’) of row C0320, the following paragraph is added:
‘In case ‘Multiple ECAI’ is reported in C0330 report the most representative external rating.’;
e)) in section S.06.02 — List of assets, in the third column (‘Instructions’) in row C0330 of the table, the closed list of the nominated ECAIs is replaced by the following:
‘Euler Hermes Rating GmbH (LEI code: 391200QXGLWHK9VK6V27)
Japan Credit Rating Agency Ltd (LEI code: 35380002378CEGMRVW86)
BCRA-Credit Rating Agency AD (LEI code: 747800Z0IC3P66HTQ142)
Creditreform Rating AG (LEI code: 391200PHL11KDUTTST66)
Scope Ratings GmbH (previously Scope Ratings AG and PSR Rating GmbH)(LEI code: 391200WU1EZUQFHDWE91)
ICAP Group SA (LEI code: 2138008U6LKT8VG2UK85)
GBB-Rating Gesellschaft für Bonitätsbeurteilung GmbH (LEI code: 391200OLWXCTKPADVV72)
ASSEKURATA Assekuranz Rating-Agentur GmbH (LEI code: 529900977LETWLJF3295)
ARC Ratings, S.A. (previously Companhia Portuguesa de Rating, S.A) (LEI code: 213800OZNJQMV6UA7D79)
AM Best Europe-Rating Services Ltd (AMBERS) (LEI code: 549300VO8J8E5IQV1T26)
DBRS Ratings Limited (LEI code: 5493008CGCDQLGT3EH93)
Fitch (to be used where the split below is not available)
Fitch France S.A.S. (LEI code: 2138009Y4TCZT6QOJO69)
Fitch Deutschland GmbH (LEI code: 213800JEMOT1H45VN340)
Fitch Italia S.p.A. (LEI code: 213800POJ9QSCHL3KR31)
Fitch Polska S.A. (LEI code: 213800RYJTJPW2WD5704)
Fitch Ratings España S.A.U. (LEI code: 213800RENFIIODKETE60)
Fitch Ratings Limited (LEI code: 2138009F8YAHVC8W3Q52)
Fitch Ratings CIS Limited (LEI code: 213800B7528Q4DIF2G76)
Moody's (to be used where the split below is not available)
Moody's Investors Service Cyprus Ltd (LEI code: 549300V4LCOYCMNUVR81)
Moody's France S.A.S. (LEI code: 549300EB2XQYRSE54F02)
Moody's Deutschland GmbH (LEI code: 549300M5JMGHVTWYZH47)
Moody's Italia S.r.l. (LEI code: 549300GMXJ4QK70UOU68)
Moody's Investors Service España S.A. (LEI code: 5493005X59ILY4BGJK90)
Moody's Investors Service Ltd (LEI code: 549300SM89WABHDNJ349)
Standard & Poor's (to be used where the split below is not available)
S&P Global Ratings France SAS (LEI code: 54930035REY2YCDSBH09)
S&P Global Ratings Europe Limited (previously S&P Global Ratings Italy S.r.l, LEI 54930000NMOJ7ZBUQ063 – merger of 1 May 2018) (LEI code:5493008B2TU3S6QE1E12)
Standard & Poor's Credit Market Services Europe Limited (LEI code: 549300363WVTTH0TW460)
CRIF Ratings S.r.l. (previously CRIF S.p.a.) (LEI code: 8156001AB6A1D740F237)
Capital Intelligence Ratings Ltd (LEI code: 549300RE88OJP9J24Z18)
European Rating Agency, a.s. (LEI code: 097900BFME0000038276)
Axesor Risk Management SL (LEI code: 959800EC2RH76JYS3844)
Cerved Rating Agency S.p.A. (previously CERVED Group S.p.A.) (LEI code: 8156004AB6C992A99368)
Kroll Bond Rating Agency (LEI code: 549300QYZ5CZYXTNZ676)
The Economist Intelligence Unit Ltd (LEI code: 213800Q7GRZWF95EWN10)
Dagong Europe Credit Rating Srl (Dagong Europe) (LEI code: 815600BF4FF53B7C6311)
Spread Research (LEI code: 969500HB6BVM2UJDOC52)
EuroRating Sp. z o.o. (LEI code: 25940027QWS5GMO74O03)
HR Ratings de México, S.A. de C.V. (HR Ratings) (LEI code: 549300IFL3XJKTRHZ480)
Moody's Investors Service EMEA Ltd (LEI code: 54930009NU3JYS1HTT72)
Egan-Jones Ratings Co. (EJR) (LEI code: 54930016113PD33V1H31)
modeFinance S.r.l. (LEI code: 815600B85A94A0122614)
INC Rating Sp. z o.o. (LEI code: 259400SUBF5EPOGK0983)
Rating-Agentur Expert RA GmbH (LEI code: 213800P3OOBSGWN2UE81)
Kroll Bond Rating Agency Europe Limited (LEI code: 5493001NGHOLC41ZSK05)
SPMW Rating Sp. z o.o. (LEI code: 259400PIF3W6YC660564)
Other nominated ECAI
Multiple ECAIV’;
5.. section S.06.03 — Collective investment undertakings — look–through approach is amended as follows:
a)) under the heading ‘General comments’, the third paragraph is replaced by the following:
‘The template shall include information corresponding to 100 % of the value invested in collective investment undertakings. However for the identification of countries the look–through shall be implemented in order to identify the exposures of 90 % of the total value of the funds minus the amounts related to CIC 8 and 9, and for the identification of currencies the look–through shall be implemented in order to identify the exposures of 90 % of the total value of the funds. Groups shall ensure that the 10 % not identified by country is diversified across geographical areas, for example that not more than 5 % is in one single country. The look-through shall be applied by groups starting from the major, considering the amount invested, to the lowest single fund and the approach shall be kept consistent over time.’;
b)) in the table, the third column (‘Instructions’) of row C0050 is replaced by the following:
‘Identify whether the currency of the asset category is the reporting currency or a foreign currency. All other currencies than the reporting currency are referred to as foreign currencies. One of the options in the following closed list shall be used:
1 – Reporting currency
2 – Foreign currency
3 – Aggregated currencies due to application of threshold’;
6.. in section S.07.01 — Structured products, in the third column (‘Instructions’) of row C0100 of the table, the following point is added:
‘6 —
not applicable’;
7.. in section S.08.01 — Open derivatives, the table is amended as follows:
a)) under the heading ‘General comments’, the ninth paragraph is replaced by the following:
‘On the table Information on positions held, each derivative shall be reported separately in as many rows as needed in order to properly fill in all non-monetary variables, requested in that table. If for the same derivative two values can be attributed to one variable, then this derivative needs to be reported in more than one line.’;
b)) the text in the third column (‘Instructions’) of row C0090 is replaced by the following:
‘ID Code of the instrument (asset or liability) underlying the derivative contract. This item is to be provided only for derivatives that have a single or multiple underlying instruments in the undertakings' portfolio. An index is considered a single instrument and shall be reported.
Identification code of the instrument underlying the derivative using the following priority:
ISO 6166 code of ISIN when available
Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
Code attributed by the undertaking for the underlying instrument when the options above are not available and must be unique and consistent over time for that instrument;
‘Multiple assets/liabilities’, if the underlying assets or liabilities are more than one.
If the underlying instrument is an index then the code of the index shall be reported.’;
c)) the text in the third column (‘Instructions’) of row C0100 is replaced by the following:
‘Type of ID Code used for the ‘Instrument underlying the derivative’ item. One of the options in the following closed list shall be used:
1 – ISO/6166 for ISIN
2 – CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
3 – SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
4 – WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
5 – Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
6 – BBGID (The Bloomberg Global ID)
7 – Reuters RIC (Reuters instrument code)
8 – FIGI (Financial Instrument Global Identifier)
9 – Other code by members of the Association of National Numbering Agencies
99 – Code attributed by the undertaking in case that none of the above options are available. This option shall also be used for the cases of ‘Multiple assets/liabilities’ and indexes.’;
d)) in the third column (‘Instructions’) of row C0290, the following paragraph is added:
‘In case ‘Multiple ECAI’ is reported in C0300 report the most representative external rating.’;
e)) in the third column (‘Instructions’) of row C0300 of the table, the second paragraph is deleted;
f)) in the third column (‘Instructions’) of row C0300, the closed list of the nominated ECAIs is replaced by the following:
‘Euler Hermes Rating GmbH (LEI code: 391200QXGLWHK9VK6V27)
Japan Credit Rating Agency Ltd (LEI code: 35380002378CEGMRVW86)
BCRA-Credit Rating Agency AD (LEI code: 747800Z0IC3P66HTQ142)
Creditreform Rating AG (LEI code: 391200PHL11KDUTTST66)
Scope Ratings GmbH (previously Scope Ratings AG and PSR Rating GmbH)(LEI code: 391200WU1EZUQFHDWE91)
ICAP Group SA (LEI code: 2138008U6LKT8VG2UK85)
GBB-Rating Gesellschaft für Bonitätsbeurteilung GmbH (LEI code: 391200OLWXCTKPADVV72)
ASSEKURATA Assekuranz Rating-Agentur GmbH (LEI code: 529900977LETWLJF3295)
ARC Ratings, S.A. (previously Companhia Portuguesa de Rating, S.A) (LEI code: 213800OZNJQMV6UA7D79)
AM Best Europe-Rating Services Ltd (AMBERS) (LEI code: 549300VO8J8E5IQV1T26)
DBRS Ratings Limited (LEI code: 5493008CGCDQLGT3EH93)
Fitch (to be used where the split below is not available)
Fitch France S.A.S. (LEI code: 2138009Y4TCZT6QOJO69)
Fitch Deutschland GmbH (LEI code: 213800JEMOT1H45VN340)
Fitch Italia S.p.A. (LEI code: 213800POJ9QSCHL3KR31)
Fitch Polska S.A. (LEI code: 213800RYJTJPW2WD5704)
Fitch Ratings España S.A.U. (LEI code: 213800RENFIIODKETE60)
Fitch Ratings Limited (LEI code: 2138009F8YAHVC8W3Q52)
Fitch Ratings CIS Limited (LEI code: 213800B7528Q4DIF2G76)
Moody's (to be used where the split below is not available)
Moody's Investors Service Cyprus Ltd (LEI code: 549300V4LCOYCMNUVR81)
Moody's France S.A.S. (LEI code: 549300EB2XQYRSE54F02)
Moody's Deutschland GmbH (LEI code: 549300M5JMGHVTWYZH47)
Moody's Italia S.r.l. (LEI code: 549300GMXJ4QK70UOU68)
Moody's Investors Service España S.A. (LEI code: 5493005X59ILY4BGJK90)
Moody's Investors Service Ltd (LEI code: 549300SM89WABHDNJ349)
Standard & Poor's (to be used where the split below is not available)
S&P Global Ratings France SAS (LEI code: 54930035REY2YCDSBH09)
S&P Global Ratings Europe Limited (previously S&P Global Ratings Italy S.r.l, LEI 54930000NMOJ7ZBUQ063 – merger of 1 May 2018) (LEI code:5493008B2TU3S6QE1E12)
Standard & Poor's Credit Market Services Europe Limited (LEI code: 549300363WVTTH0TW460)
CRIF Ratings S.r.l. (previously CRIF S.p.a.) (LEI code: 8156001AB6A1D740F237)
Capital Intelligence Ratings Ltd (LEI code: 549300RE88OJP9J24Z18)
European Rating Agency, a.s. (LEI code: 097900BFME0000038276)
Axesor Risk Management SL (LEI code: 959800EC2RH76JYS3844)
Cerved Rating Agency S.p.A. (previously CERVED Group S.p.A.) (LEI code: 8156004AB6C992A99368)
Kroll Bond Rating Agency (LEI code: 549300QYZ5CZYXTNZ676)
The Economist Intelligence Unit Ltd (LEI code: 213800Q7GRZWF95EWN10)
Dagong Europe Credit Rating Srl (Dagong Europe) (LEI code: 815600BF4FF53B7C6311)
Spread Research (LEI code: 969500HB6BVM2UJDOC52)
EuroRating Sp. z o.o. (LEI code: 25940027QWS5GMO74O03)
HR Ratings de México, S.A. de C.V. (HR Ratings) (LEI code: 549300IFL3XJKTRHZ480)
Moody's Investors Service EMEA Ltd (LEI code: 54930009NU3JYS1HTT72)
Egan-Jones Ratings Co. (EJR) (LEI code: 54930016113PD33V1H31)
modeFinance S.r.l. (LEI code: 815600B85A94A0122614)
INC Rating Sp. z o.o. (LEI code: 259400SUBF5EPOGK0983)
Rating-Agentur Expert RA GmbH (LEI code: 213800P3OOBSGWN2UE81)
Kroll Bond Rating Agency Europe Limited (LEI code: 5493001NGHOLC41ZSK05)
SPMW Rating Sp. z o.o. (LEI code: 259400PIF3W6YC660564)
Other nominated ECAI
Multiple ECAI’;
8.. in section S.08.02 — Derivatives Transactions, the table is amended as follows:
a)) under the heading ‘General comments’, the first sentence of the tenth paragraph is replaced by the following:
‘On the table Information on positions held, each derivative shall be reported separately in as many rows as needed in order to properly fill in all non-monetary variables requested in that table.’;
b)) the text in the third column (‘Instructions’) of row C0090 is replaced by the following:
‘ID Code of the instrument (asset or liability) underlying the derivative contract. This item is to be provided only for derivatives that have a single or multiple underlying instruments in the undertakings' portfolio. An index is considered a single instrument and shall be reported.
Identification code of the instrument underlying the derivative using the following priority:
ISO 6166 code of ISIN when available
Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
Code attributed by the undertaking for the underlying instrument when the options above are not available and must be unique and consistent over time for that instrument;
‘Multiple assets/liabilities’, if the underlying assets or liabilities are more than one.
If the underlying instrument is an index then the code of the index shall be reported.’;
c)) the text in the third column (‘Instructions’) of row C0100 is replaced by the following:
‘Type of ID Code used for the ‘Instrument underlying the derivative’ item. One of the options in the following closed list shall be used:
1 – ISO/6166 for ISIN
2 – CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
3 – SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
4 – WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
5 – Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
6 – BBGID (The Bloomberg Global ID)
7 – Reuters RIC (Reuters instrument code)
8 – FIGI (Financial Instrument Global Identifier)
9 – Other code by members of the Association of National Numbering Agencies
99 – Code attributed by the undertaking in case that none of the above options are available. This option shall also be used for the cases of ‘Multiple assets/liabilities’ and indexes’;
9.. section S.11.01 — Assets held as collateral is amended as follows:
a)) under the heading ‘General comments’, in the sixth paragraph, the following sentence is added:
‘Real estate held as collateral of the mortgages related to individuals shall be reported in one single line.’;
b)) in the third column (‘Instructions’) of row C0080 of the table, the third paragraph is replaced by the following:
‘This item is not applicable for collateral with CIC category 8 – Mortgages and Loans, CIC 71, CIC 75 and for CIC 95 – Plant and equipment.’;
10.. in section S.15.01 — Description of the guarantees of variable annuities, the text in the third column (‘Instructions’) of row C0100 of the table is replaced by the following:
‘Indicate the level of the guaranteed benefit.’;
11.. in section S.15.02 – Hedging of guarantees of variable annuities, the text in the third column (‘Instructions’) of row C0140 of the table is replaced by the following:
‘The ‘economic result’ that the guarantee of the policies has generated during the reporting year considering the result of the hedging strategy. Where hedging is performed for a portfolio of products, for instance in cases where hedge instruments may not be allocated to specific products, the undertaking shall allocate the effect of hedging to the different products using the weight of each product in the ‘Economic result without hedging’ (C0110). This is not to be reported in case the undertaking has no hedging program itself, but only reinsures the guarantee part.’;
12.. section S.23.04 — List of items on own funds is amended as follows:
a)) the text in the third column (‘Instructions’) of row C0370 of the table is replaced by the following:
‘This is the first future call date of the subordinated liabilities. This shall be in ISO 8601 format (yyyy–mm–dd).’;
b)) the text in the third column (‘Instructions’) of row C0710/R0020 is replaced by the following:
‘This is the deduction for each ring–fenced fund/matching adjustment portfolio in accordance with Article 81 of Delegated Regulation (EU) 2015/35.’;
13.. In section S.26.01 — Solvency Capital Requirement — Market risk the table is amended as follows:
a)) the rows R0290/C0020 to R0290/C0080 are deleted;
b)) the following rows are inserted between rows R0260–R0280/C0040 and R0300/C0020:
‘
R0291/C0020
Initial absolute values before shock – Assets – Equity risk –qualifying infrastructure corporate equities
This is the initial absolute value of the assets sensitive to the equity risk for qualifying infrastructure corporate equities.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0291/C0030
Initial absolute values before shock – Liabilities – Equity risk – qualifying infrastructure corporate equities
This is the initial absolute value of liabilities sensitive to the equity risk for qualifying infrastructure corporate equities.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0291/C0040
Absolute values after shock – Assets – Equity risk – qualifying infrastructure corporate equities
This is the absolute value of the assets sensitive to equity risk charge for qualifying infrastructure corporate equities, after the shock.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0291/C0050
Absolute values after shock – Liabilities (after the loss absorbing capacity of technical provisions) – Equity risk – qualifying infrastructure corporate equities
This is the absolute value of liabilities sensitive to equity risk (for qualifying infrastructure corporate 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.
R0291/C0060
Absolute value after shock – Net solvency capital requirement – Equity risk –qualifying infrastructure corporate equities
This is the net capital charge for equity risk (for qualifying infrastructure corporate equities) after adjustment for the loss absorbing capacity of technical provisions.
R0291/C0070
Absolute values after shock – Liabilities (before the loss absorbing capacity of technical provisions) – Equity risk – qualifying infrastructure corporate equities
This is the absolute value of the liabilities sensitive to equity risk (for qualifying infrastructure corporate 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.
R0291/C0080
Absolute value after shock – Gross solvency capital requirement – Equity risk – qualifying infrastructure corporate equities
This is the gross capital charge for equity risk for qualifying infrastructure corporate equities, i.e. before the loss absorbing capacity of technical provisions.
’
c)) the following rows are inserted between rows R0291/C0080 and R0300/C0020:
‘
R0292/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.
R0292/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.
R0292/C0040
Absolute values after shock – Assets – Equity risk – qualifying infrastructure equities
This is the absolute value of the assets sensitive to equity risk charge for qualifying infrastructure equities, after the shock.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0292/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.
R0292/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.
R0292/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.
R0292/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.
’
d)) rows R0411/C0020 to R0411/C0080 are deleted;
e)) the following rows are inserted between rows R0410/C0080 and R0412/C0020:
‘
R0413/C0020
Initial absolute values before shock – Assets – Spread risk – bonds and loans (qualifying infrastructure investment)
This is the initial absolute value of the assets sensitive to the spread risk on bonds and loans that are qualifying infrastructure investment other than infrastructure corporate.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0413/C0030
Initial absolute values before shock – Liabilities – Spread risk – bonds and loans (qualifying infrastructure investment)
This is the initial absolute value of the liabilities sensitive to the spread risk on bonds and loans that are qualifying infrastructure investment other than infrastructure corporate. This value shall be reported only where the split between R0412, R0413 and R0414 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.
R0413/C0040
Absolute values after shock – Assets – Spread risk – bonds and loans (qualifying infrastructure investment)
This is the absolute value of the assets sensitive to the spread risk on bonds and loans that are qualifying infrastructure investment other than infrastructure corporate, after the shock.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0413/C0050
Absolute values after shock – Liabilities (after the loss absorbing capacity of technical provisions) – Spread risk – bonds and loans (qualifying infrastructure investment)
This is the absolute value of the liabilities underlying the spread risk charge for bonds and loans that are qualifying infrastructure investment other than infrastructure corporate, after the shock and after the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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.
R0413/C0060
Absolute value after shock – Net solvency capital requirement – Spread risk – bonds and loans (qualifying infrastructure investment)
This is the net capital charge for spread risk on bonds and loans that are qualifying infrastructure investment other than infrastructure corporate, after adjustment for the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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.
R0413/C0070
Absolute values after shock – Liabilities (before the loss absorbing capacity of technical provisions) – Spread risk – bonds and loans (qualifying infrastructure investment)
This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans that are qualifying infrastructure investment other than infrastructure corporate, after the shock but before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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.
R0413/C0080
Absolute value after shock – Gross solvency capital requirement – Spread risk – bonds and loans (qualifying infrastructure investment)
This is the gross capital charge for spread risk on bonds and loans that are qualifying infrastructure investment other than infrastructure corporate, i.e. before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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.
’
f)) rows R0412/C0020 to R0412/C0080 of the table are replaced by the following:
‘
R0412/C0020
Initial absolute values before shock – Assets – Spread risk – bonds and loans (other than qualifying infrastructure investment)
This is the initial absolute value of the assets sensitive to the spread risk on bonds and loans other than qualifying infrastructure investment and infrastructure corporate.
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 investment)
This is the initial absolute value of the liabilities sensitive to the spread risk on bonds and loans other than qualifying infrastructure investment and infrastructure corporate. This value shall be reported only where the split between R0412, R0413 and R0414 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 investment)
This is the absolute value of the assets sensitive to the spread risk on bonds and loans other than qualifying infrastructure investment and infrastructure corporate, 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 investment)
This is the absolute value of the liabilities underlying the spread risk charge for bonds and loans other than qualifying infrastructure investment and infrastructure corporate, after the shock and after the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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 investment)
This is the net capital charge for spread risk on bonds and loans other than qualifying infrastructure investment and infrastructure corporate, after adjustment for the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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 investment)
This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans other than qualifying infrastructure investment and infrastructure corporate, after the shock but before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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 investment)
This is the gross capital charge for spread risk on bonds and loans other than qualifying infrastructure investment and infrastructure corporate, i.e. before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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.
’
g)) the following rows are inserted between rows R0412/C0080 and R0420/C0060:
‘
R0414/C0020
Initial absolute values before shock – Assets – Spread risk – bonds and loans (qualifying infrastructure corporate investment)
This is the initial absolute value of the assets sensitive to the spread risk on bonds and loans that are qualifying infrastructure corporate investment.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0414/C0030
Initial absolute values before shock – Liabilities – Spread risk – bonds and loans (qualifying infrastructure corporate investment)
This is the initial absolute value of the liabilities sensitive to the spread risk on bonds and loans that are qualifying infrastructure corporate investment. This value shall be reported only where the split between R0412, R0413 and R0414 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.
R0414/C0040
Absolute values after shock – Assets – Spread risk – bonds and loans (qualifying infrastructure corporate investment)
This is the absolute value of the assets sensitive to the spread risk on bonds and loans that are qualifying infrastructure corporate investment, after the shock.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0414/C0050
Absolute values after shock – Liabilities (after the loss absorbing capacity of technical provisions) – Spread risk – bonds and loans (qualifying infrastructure corporate investment)
This is the absolute value of the liabilities underlying the spread risk charge for bonds and loans that are qualifying infrastructure corporate investment, after the shock and after the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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.
R0414/C0060
Absolute value after shock – Net solvency capital requirement – Spread risk – bonds and loans (qualifying infrastructure corporate investment)
This is the net capital charge for spread risk on bonds and loans that are qualifying infrastructure corporate investment, after adjustment for the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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.
R0414/C0070
Absolute values after shock – Liabilities (before the loss absorbing capacity of technical provisions) – Spread risk – bonds and loans (qualifying infrastructure corporate investment)
This is the absolute value of the liabilities sensitive to the spread risk on bonds and loans that are qualifying infrastructure corporate investment, after the shock but before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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.
R0414/C0080
Absolute value after shock – Gross solvency capital requirement – Spread risk – bonds and loans (qualifying infrastructure corporate investment)
This is the gross capital charge for spread risk on bonds and loans that are qualifying infrastructure corporate investment, i.e. before the loss absorbing capacity of technical provisions. This value shall be reported only where the split between R0412, R0413 and R0414 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.
’;
14.. section S.31.01 — Share of reinsurers (including Finite Reinsurance and SPV's) is amended as follow:
a)) in the third column (‘Instructions’) of row C0210, the following paragraph is added:
‘In case ‘Multiple ECAI’ is reported in C0220 report the most representative external rating.’;
b)) in the third column (‘Instructions’) of row C0220 of the table, the closed list of the nominated ECAIs is replaced by the following:
‘Euler Hermes Rating GmbH (LEI code: 391200QXGLWHK9VK6V27)
Japan Credit Rating Agency Ltd (LEI code: 35380002378CEGMRVW86)
BCRA-Credit Rating Agency AD (LEI code: 747800Z0IC3P66HTQ142)
Creditreform Rating AG (LEI code: 391200PHL11KDUTTST66)
Scope Ratings GmbH (previously Scope Ratings AG and PSR Rating GmbH)(LEI code: 391200WU1EZUQFHDWE91)
ICAP Group SA (LEI code: 2138008U6LKT8VG2UK85)
GBB-Rating Gesellschaft für Bonitätsbeurteilung GmbH (LEI code: 391200OLWXCTKPADVV72)
ASSEKURATA Assekuranz Rating-Agentur GmbH (LEI code: 529900977LETWLJF3295)
ARC Ratings, S.A. (previously Companhia Portuguesa de Rating, S.A) (LEI code: 213800OZNJQMV6UA7D79)
AM Best Europe-Rating Services Ltd (AMBERS) (LEI code: 549300VO8J8E5IQV1T26)
DBRS Ratings Limited (LEI code: 5493008CGCDQLGT3EH93)
Fitch (to be used where the split below is not available)
Fitch France S.A.S. (LEI code: 2138009Y4TCZT6QOJO69)
Fitch Deutschland GmbH (LEI code: 213800JEMOT1H45VN340)
Fitch Italia S.p.A. (LEI code: 213800POJ9QSCHL3KR31)
Fitch Polska S.A. (LEI code: 213800RYJTJPW2WD5704)
Fitch Ratings España S.A.U. (LEI code: 213800RENFIIODKETE60)
Fitch Ratings Limited (LEI code: 2138009F8YAHVC8W3Q52)
Fitch Ratings CIS Limited (LEI code: 213800B7528Q4DIF2G76)
Moody's (to be used where the split below is not available)
Moody's Investors Service Cyprus Ltd (LEI code: 549300V4LCOYCMNUVR81)
Moody's France S.A.S. (LEI code: 549300EB2XQYRSE54F02)
Moody's Deutschland GmbH (LEI code: 549300M5JMGHVTWYZH47)
Moody's Italia S.r.l. (LEI code: 549300GMXJ4QK70UOU68)
Moody's Investors Service España S.A. (LEI code: 5493005X59ILY4BGJK90)
Moody's Investors Service Ltd (LEI code: 549300SM89WABHDNJ349)
Standard & Poor's (to be used where the split below is not available)
S&P Global Ratings France SAS (LEI code: 54930035REY2YCDSBH09)
S&P Global Ratings Europe Limited (previously S&P Global Ratings Italy S.r.l, LEI 54930000NMOJ7ZBUQ063 – merger of 1 May 2018) (LEI code:5493008B2TU3S6QE1E12)
Standard & Poor's Credit Market Services Europe Limited (LEI code: 549300363WVTTH0TW460)
CRIF Ratings S.r.l. (previously CRIF S.p.a.) (LEI code: 8156001AB6A1D740F237)
Capital Intelligence Ratings Ltd (LEI code: 549300RE88OJP9J24Z18)
European Rating Agency, a.s. (LEI code: 097900BFME0000038276)
Axesor Risk Management SL (LEI code: 959800EC2RH76JYS3844)
Cerved Rating Agency S.p.A. (previously CERVED Group S.p.A.) (LEI code: 8156004AB6C992A99368)
Kroll Bond Rating Agency (LEI code: 549300QYZ5CZYXTNZ676)
The Economist Intelligence Unit Ltd (LEI code: 213800Q7GRZWF95EWN10)
Dagong Europe Credit Rating Srl (Dagong Europe) (LEI code: 815600BF4FF53B7C6311)
Spread Research (LEI code: 969500HB6BVM2UJDOC52)
EuroRating Sp. z o.o. (LEI code: 25940027QWS5GMO74O03)
HR Ratings de México, S.A. de C.V. (HR Ratings) (LEI code: 549300IFL3XJKTRHZ480)
Moody's Investors Service EMEA Ltd (LEI code: 54930009NU3JYS1HTT72)
Egan-Jones Ratings Co. (EJR) (LEI code: 54930016113PD33V1H31)
modeFinance S.r.l. (LEI code: 815600B85A94A0122614)
INC Rating Sp. z o.o. (LEI code: 259400SUBF5EPOGK0983)
Rating-Agentur Expert RA GmbH (LEI code: 213800P3OOBSGWN2UE81)
Kroll Bond Rating Agency Europe Limited (LEI code: 5493001NGHOLC41ZSK05)
SPMW Rating Sp. z o.o. (LEI code: 259400PIF3W6YC660564)
Other nominated ECAI
Multiple ECAI’;
15.. Section S.31.02 — Special Purpose Vehicles is amended as follows:
a)) in the third column (‘Instructions’) of row C0270, the following paragraph is added:
‘In case ‘Multiple ECAI’ is reported in C0280 report the most representative external rating.’;
b)) in the third column (‘Instructions’) of row C0280 of the table, the closed list of the nominated ECAIs is replaced by the following:
‘Euler Hermes Rating GmbH (LEI code: 391200QXGLWHK9VK6V27)
Japan Credit Rating Agency Ltd (LEI code: 35380002378CEGMRVW86)
BCRA-Credit Rating Agency AD (LEI code: 747800Z0IC3P66HTQ142)
Creditreform Rating AG (LEI code: 391200PHL11KDUTTST66)
Scope Ratings GmbH (previously Scope Ratings AG and PSR Rating GmbH)(LEI code: 391200WU1EZUQFHDWE91)
ICAP Group SA (LEI code: 2138008U6LKT8VG2UK85)
GBB-Rating Gesellschaft für Bonitätsbeurteilung GmbH (LEI code: 391200OLWXCTKPADVV72)
ASSEKURATA Assekuranz Rating-Agentur GmbH (LEI code: 529900977LETWLJF3295)
ARC Ratings, S.A. (previously Companhia Portuguesa de Rating, S.A) (LEI code: 213800OZNJQMV6UA7D79)
AM Best Europe-Rating Services Ltd (AMBERS) (LEI code: 549300VO8J8E5IQV1T26)
DBRS Ratings Limited (LEI code: 5493008CGCDQLGT3EH93)
Fitch (to be used where the split below is not available)
Fitch France S.A.S. (LEI code: 2138009Y4TCZT6QOJO69)
Fitch Deutschland GmbH (LEI code: 213800JEMOT1H45VN340)
Fitch Italia S.p.A. (LEI code: 213800POJ9QSCHL3KR31)
Fitch Polska S.A. (LEI code: 213800RYJTJPW2WD5704)
Fitch Ratings España S.A.U. (LEI code: 213800RENFIIODKETE60)
Fitch Ratings Limited (LEI code: 2138009F8YAHVC8W3Q52)
Fitch Ratings CIS Limited (LEI code: 213800B7528Q4DIF2G76)
Moody's (to be used where the split below is not available)
Moody's Investors Service Cyprus Ltd (LEI code: 549300V4LCOYCMNUVR81)
Moody's France S.A.S. (LEI code: 549300EB2XQYRSE54F02)
Moody's Deutschland GmbH (LEI code: 549300M5JMGHVTWYZH47)
Moody's Italia S.r.l. (LEI code: 549300GMXJ4QK70UOU68)
Moody's Investors Service España S.A. (LEI code: 5493005X59ILY4BGJK90)
Moody's Investors Service Ltd (LEI code: 549300SM89WABHDNJ349)
Standard & Poor's (to be used where the split below is not available)
S&P Global Ratings France SAS (LEI code: 54930035REY2YCDSBH09)
S&P Global Ratings Europe Limited (previously S&P Global Ratings Italy S.r.l, LEI 54930000NMOJ7ZBUQ063 – merger of 1 May 2018) (LEI code:5493008B2TU3S6QE1E12)
Standard & Poor's Credit Market Services Europe Limited (LEI code: 549300363WVTTH0TW460)
CRIF Ratings S.r.l. (previously CRIF S.p.a.) (LEI code: 8156001AB6A1D740F237)
Capital Intelligence Ratings Ltd (LEI code: 549300RE88OJP9J24Z18)
European Rating Agency, a.s. (LEI code: 097900BFME0000038276)
Axesor Risk Management SL (LEI code: 959800EC2RH76JYS3844)
Cerved Rating Agency S.p.A. (previously CERVED Group S.p.A.) (LEI code: 8156004AB6C992A99368)
Kroll Bond Rating Agency (LEI code: 549300QYZ5CZYXTNZ676)
The Economist Intelligence Unit Ltd (LEI code: 213800Q7GRZWF95EWN10)
Dagong Europe Credit Rating Srl (Dagong Europe) (LEI code: 815600BF4FF53B7C6311)
Spread Research (LEI code: 969500HB6BVM2UJDOC52)
EuroRating Sp. z o.o. (LEI code: 25940027QWS5GMO74O03)
HR Ratings de México, S.A. de C.V. (HR Ratings) (LEI code: 549300IFL3XJKTRHZ480)
Moody's Investors Service EMEA Ltd (LEI code: 54930009NU3JYS1HTT72)
Egan-Jones Ratings Co. (EJR) (LEI code: 54930016113PD33V1H31)
modeFinance S.r.l. (LEI code: 815600B85A94A0122614)
INC Rating Sp. z o.o. (LEI code: 259400SUBF5EPOGK0983)
Rating-Agentur Expert RA GmbH (LEI code: 213800P3OOBSGWN2UE81)
Kroll Bond Rating Agency Europe Limited (LEI code: 5493001NGHOLC41ZSK05)
SPMW Rating Sp. z o.o. (LEI code: 259400PIF3W6YC660564)
Other nominated ECAI
Multiple ECAI’;
16.. in section S.35.01 — Contribution to group Technical Provisions, the text in the third column (‘Instructions’) of row C0250 of the table is replaced by the following:
‘Indicate the amount of Total amount of TP gross of IGT (C0050) subject to volatility adjustment. The Technical Provisions are reported after transitional and with Risk Margin.
The cell shall be filled in with amounts gross of reinsurance and IGT, including intra–group reinsurance.’;
17.. in section S.36.02 — IGT — Derivatives, the table is amended as follows:
a)) the text in the third column (‘Instructions’) of row C0180 is replaced by the following:
‘ID Code of the asset or liability underlying the derivative contract. This item is to be provided for derivatives that have a single underlying instrument or index in the undertaking's portfolio.
An index is considered a single instrument and shall be reported.
Identification code of the instrument underlying the derivative using the following priority:
ISO 6166 code of ISIN when available
Other recognised codes (e.g.: CUSIP, Bloomberg Ticker, Reuters RIC)
Code attributed by the undertaking for the underlying instrument when the options above are not available and must be unique and consistent over time for that instrument;
‘Multiple assets/liabilities’ if the underlying assets or liabilities are more than one.
If the underlying instrument is an index then the code of the index shall be reported.’;
b)) the text in the third column (‘Instructions’) of row C0190 is replaced by the following:
‘Type of ID Code used for the ‘ID Code of the instrument’ item. One of the options in the following closed list shall be used:
1 – ISO 6166 for ISIN code
2 – CUSIP (The Committee on Uniform Securities Identification Procedures number assigned by the CUSIP Service Bureau for U.S. and Canadian companies)
3 – SEDOL (Stock Exchange Daily Official List for the London Stock Exchange)
4 – WKN (Wertpapier Kenn–Nummer, the alphanumeric German identification number)
5 – Bloomberg Ticker (Bloomberg letters code that identify a company's securities)
6 – BBGID (The Bloomberg Global ID)
7 – Reuters RIC (Reuters instrument code)
8 – FIGI (Financial Instrument Global Identifier)
9 – Other code by members of the Association of National Numbering Agencies
99 – Code attributed by the undertaking in case that none of the above options are available. This option shall also be used for the cases of ‘Multiple assets/liabilities’ and indexes’;
18.. section S.37.01 — Risk concentration, the table is amended as follows:
a)) in the third column (‘Instructions’) of row C0090 of the table, the second sentence is replaced by the following:
‘In case of ratings provided by subsidiaries of the ECAI please report the parent ECAI (the reference is to ESMA list of credit rating agencies registered or certified in accordance with Regulation (EC) No 1060/2009 of the European Parliament and of the Council of 16 September 2009 on credit rating agencies).’;
b)) in the third column (‘Instructions’) of row C0090, the closed list of the nominated ECAIs is replaced by the following:
‘Euler Hermes Rating GmbH (LEI code: 391200QXGLWHK9VK6V27)
Japan Credit Rating Agency Ltd (LEI code: 35380002378CEGMRVW86)
BCRA-Credit Rating Agency AD (LEI code: 747800Z0IC3P66HTQ142)
Creditreform Rating AG (LEI code: 391200PHL11KDUTTST66)
Scope Ratings GmbH (previously Scope Ratings AG and PSR Rating GmbH)(LEI code: 391200WU1EZUQFHDWE91)
ICAP Group SA (LEI code: 2138008U6LKT8VG2UK85)
GBB-Rating Gesellschaft für Bonitätsbeurteilung GmbH (LEI code: 391200OLWXCTKPADVV72)
ASSEKURATA Assekuranz Rating-Agentur GmbH (LEI code: 529900977LETWLJF3295)
ARC Ratings, S.A. (previously Companhia Portuguesa de Rating, S.A) (LEI code: 213800OZNJQMV6UA7D79)
AM Best Europe-Rating Services Ltd (AMBERS) (LEI code: 549300VO8J8E5IQV1T26)
DBRS Ratings Limited (LEI code: 5493008CGCDQLGT3EH93)
Fitch (to be used where the split below is not available)
Fitch France S.A.S. (LEI code: 2138009Y4TCZT6QOJO69)
Fitch Deutschland GmbH (LEI code: 213800JEMOT1H45VN340)
Fitch Italia S.p.A. (LEI code: 213800POJ9QSCHL3KR31)
Fitch Polska S.A. (LEI code: 213800RYJTJPW2WD5704)
Fitch Ratings España S.A.U. (LEI code: 213800RENFIIODKETE60)
Fitch Ratings Limited (LEI code: 2138009F8YAHVC8W3Q52)
Fitch Ratings CIS Limited (LEI code: 213800B7528Q4DIF2G76)
Moody's (to be used where the split below is not available)
Moody's Investors Service Cyprus Ltd (LEI code: 549300V4LCOYCMNUVR81)
Moody's France S.A.S. (LEI code: 549300EB2XQYRSE54F02)
Moody's Deutschland GmbH (LEI code: 549300M5JMGHVTWYZH47)
Moody's Italia S.r.l. (LEI code: 549300GMXJ4QK70UOU68)
Moody's Investors Service España S.A. (LEI code: 5493005X59ILY4BGJK90)
Moody's Investors Service Ltd (LEI code: 549300SM89WABHDNJ349)
Standard & Poor's (to be used where the split below is not available)
S&P Global Ratings France SAS (LEI code: 54930035REY2YCDSBH09)
S&P Global Ratings Europe Limited (previously S&P Global Ratings Italy S.r.l, LEI 54930000NMOJ7ZBUQ063 – merger of 1 May 2018) (LEI code:5493008B2TU3S6QE1E12)
Standard & Poor's Credit Market Services Europe Limited (LEI code: 549300363WVTTH0TW460)
CRIF Ratings S.r.l. (previously CRIF S.p.a.) (LEI code: 8156001AB6A1D740F237)
Capital Intelligence Ratings Ltd (LEI code: 549300RE88OJP9J24Z18)
European Rating Agency, a.s. (LEI code: 097900BFME0000038276)
Axesor Risk Management SL (LEI code: 959800EC2RH76JYS3844)
Cerved Rating Agency S.p.A. (previously CERVED Group S.p.A.) (LEI code: 8156004AB6C992A99368)
Kroll Bond Rating Agency (LEI code: 549300QYZ5CZYXTNZ676)
The Economist Intelligence Unit Ltd (LEI code: 213800Q7GRZWF95EWN10)
Dagong Europe Credit Rating Srl (Dagong Europe) (LEI code: 815600BF4FF53B7C6311)
Spread Research (LEI code: 969500HB6BVM2UJDOC52)
EuroRating Sp. z o.o. (LEI code: 25940027QWS5GMO74O03)
HR Ratings de México, S.A. de C.V. (HR Ratings) (LEI code: 549300IFL3XJKTRHZ480)
Moody's Investors Service EMEA Ltd (LEI code: 54930009NU3JYS1HTT72)
Egan-Jones Ratings Co. (EJR) (LEI code: 54930016113PD33V1H31)
modeFinance S.r.l. (LEI code: 815600B85A94A0122614)
INC Rating Sp. z o.o. (LEI code: 259400SUBF5EPOGK0983)
Rating-Agentur Expert RA GmbH (LEI code: 213800P3OOBSGWN2UE81)
Kroll Bond Rating Agency Europe Limited (LEI code: 5493001NGHOLC41ZSK05)
SPMW Rating Sp. z o.o. (LEI code: 259400PIF3W6YC660564)
Other nominated ECAI’;
c)) the following row is inserted between rows C0090 and C0100:
‘
C0091
Internal rating
Internal rating of the exposure for undertakings using internal model to the extent that the internal ratings are used in their internal modelling. If an internal model undertaking is using solely external ratings this item shall not be reported.
’.

---
Source: https://www.legislation.gov.uk/eur/2018/1844/annex/III (the official version)
Page: https://openlegislation.uk/eu-regulation-2018-1844/annex-III
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.