# Commission Implementing Regulation (EU) 2019/2103 of 27 November 2019 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.06.02 — List of assets, the table is amended as follows:
(a) in the third column (‘Instructions’) of row C0330, the closed list of 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 (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. (LEI code: 213800OZNJQMV6UA7D79)
— AM Best Europe
— A.M. Best (EU) Rating Services B.V. (LEI code: 549300Z2RUKFKV7GON79)
— AM Best Europe-Rating Services Ltd. (AMBERS) (LEI code: 549300VO8J8E5IQV1T26)
— DBRS Ratings Limited (LEI code: 5493008CGCDQLGT3EH93)
— Fitch
— 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
— 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)
— Moody’s Investors Service EMEA Ltd (LEI code: 54930009NU3JYS1HTT72)
— Moody’s Investors Service (Nordics) AB (LEI code: 549300W79ZVFWJCD2Z23)
— Standard & Poor’s
— S&P Global Ratings Europe Limited (LEI code:5493008B2TU3S6QE1E12)
— CRIF Ratings S.r.l. (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. (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)
— 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)
— Nordic Credit Rating AS (LEI code: 549300MLUDYVRQOOXS22)
— DBRS Rating GmbH (LEI code: 54930033N1HPUEY7I370)
— Beyond Ratings SAS (LEI code: 9695006ORIPPZ3QSM810)
— Other nominated ECAI
— No ECAI has been nominated and a simplification is being used to calculate the SCR
— Multiple ECAI’;
(b) in the third column (‘Instructions’) of row C0330, the last paragraph is replaced by the following:
‘This item shall be reported where External rating (C0320) is reported. In case ‘No ECAI has been nominated and a simplification is used to calculate the SCR’;’, the External rating (C0320) shall be left blank and in Credit quality step (C0340) one of the following options shall be used: 2a; 3a or 3b.
(c) in the third column (‘Instructions’) of row C0340, the closed list of the options for credit quality step is replaced by the following:
0 – ‘Credit quality step 0
1 – Credit quality step 1
2 – Credit quality step 2
2a – Credit quality step 2 due to the application of Article 176a of Delegated Regulation (EC) No 2015/35 for unrated bonds and loans
3 – Credit quality step 3
3a – Credit quality step 3 due to the application of simplified calculation under Article 105a of Delegated Regulation (EC) No 2015/35
3b – Credit quality step 3 due to the application of Article 176a of Delegated Regulation (EC) No 2015/35 for unrated bonds and loans
4 – Credit quality step 4
5 – Credit quality step 5
6 – Credit quality step 6
9 – No rating available;’
(2) in section S.08.01 — Open derivatives, the table is amended as follows:
(a) in the third column (‘Instructions’) of row C0270, the first sentence is deleted;
(b) in the third column (‘Instructions’) of row C0280 the first sentence is deleted;
(c) in the third column (‘Instructions’) of row C0300, the closed list of 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 (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. (LEI code: 213800OZNJQMV6UA7D79)
— AM Best Europe
— A.M. Best (EU) Rating Services B.V. (LEI code: 549300Z2RUKFKV7GON79)
— AM Best Europe-Rating Services Ltd. (AMBERS) (LEI code: 549300VO8J8E5IQV1T26)
— DBRS Ratings Limited (LEI code: 5493008CGCDQLGT3EH93)
— Fitch
— 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
— 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)
— Moody’s Investors Service EMEA Ltd (LEI code: 54930009NU3JYS1HTT72)
— Moody’s Investors Service (Nordics) AB (LEI code: 549300W79ZVFWJCD2Z23)
— Standard & Poor’s
— S&P Global Ratings Europe Limited (LEI code:5493008B2TU3S6QE1E12)
— CRIF Ratings S.r.l. (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. (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)
— 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)
— Nordic Credit Rating AS (LEI code: 549300MLUDYVRQOOXS22)
— DBRS Rating GmbH (LEI code: 54930033N1HPUEY7I370)
— Beyond Ratings SAS (LEI code: 9695006ORIPPZ3QSM810)
— Other nominated ECAI
— Multiple ECAI’;
(3) in section S.08.02 —Derivatives Transactions, the table is amended as follows:
(a) in the third column (‘Instructions’) of row C0250, the first sentence is deleted;
(b) in the third column (‘Instructions’) of row C0260, the first sentence is deleted;
(4) in section S.23.01 — Own funds, all occurrences of the term ‘D&A’ in the third column (‘Instructions’) of the table are replaced by ‘Deduction and aggregation)’;
(5) in section S.26.01 — Solvency Capital Requirement — Market risk, the table is amended as follows:
(a) row R0010/C0010 is deleted;
(b) the following row is inserted between rows Z0030 and R0020/C0010:
‘
R0012/C0010
Simplifications spread risk – bonds and loans
The options in the following closed list shall be used:
1 – Simplification for the purposes of Article 104
2 – Simplifications for the purposes of Article 105a
9 – Simplifications not used
Options 1 and 2 may be used simultaneously.
Where R0012/C0010 = 1, only C0060 and C0080 shall be filled in for R0410
’
(c) the following row is inserted between rows R0012/C0010 and R0020/C0010:
‘
R0014/C0010
Simplifications market risk concentration– simplifications used
One of the options in the following closed list shall be used:
1 – Simplifications for the purposes of Article 105a
9 – Simplifications not used
’
(d) in row R0220-R0240/C0020, the codes in the first column are replaced by ‘R0221-R0240/C0020’;
(e) in row R0220-R0240/C0040, the codes in the first column are replaced by ‘R0221-R0240/C0040’;
(f) in row R0260–R0280/C0020, the codes in the first column are replaced by ‘R0261–R0280/C0020’;
(g) in row R0260–R0280/C0040, the codes in the first column are replaced by ‘R0261–R0280/C0040’;
(h) the rows between R0261-R0280/C0040 and R0292/C0020 are deleted;
(i) the following rows are inserted between rows R0261-R0280/C0040 and R0292/C0020:
‘
R0291/C0020, R0293-R0295/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 each kind of qualifying infrastructure corporate equity.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0291/C0030, R0293-R0295/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 each kind of qualifying infrastructure corporate equity.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0291/C0040, R0293-R0295/C0040
Absolute values after shock – Assets – Equity risk – qualifying infrastructure corporate equities
This is the absolute value of the assets sensitive to equity risk for each kind of qualifying infrastructure corporate equity, after the shock.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0291/C0050, R0293-R0295/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 each kind of qualifying infrastructure corporate equity), after the shock and after the application of the adjustment for the loss-absorbing capacity of technical provisions.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0291/C0060, R0293-R0295/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 each kind of qualifying infrastructure corporate equity), after the application of the adjustment for the loss-absorbing capacity of technical provisions.
R0291/C0070, R0293-R0295/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 each kind of qualifying infrastructure corporate equity), after the shock but before the application of the adjustment for the loss-absorbing capacity of technical provisions.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0291/C0080, R0293-R0295/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 each kind of qualifying infrastructure corporate equity, i.e. before the application of the adjustment for the loss-absorbing capacity of technical provisions.
’
(j) the rows between rows R0291/C0080, R0293-R0295/C0080 and R0300/C0020 are deleted;
(k) the following rows are inserted between row R0291/C0080, R0293-R0295/C0080 and row R0300/C0020:
‘
R0292/C0020, R0296-R0298/C0020
Initial absolute values before shock – Assets – Equity risk – qualifying infrastructure equities other than corporate equities
This is the initial absolute value of the assets sensitive to the equity risk for each kind of qualifying infrastructure equity, other than corporate equities.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0292/C0030, R0296-R0298/C0030
Initial absolute values before shock – Liabilities – Equity risk – qualifying infrastructure equities other than corporate equities
This is the initial absolute value of liabilities sensitive to the equity risk for each kind of qualifying infrastructure equity, other than corporate equities.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0292/C0040, R0296-R0298/C0040
Absolute values after shock – Assets – Equity risk – qualifying infrastructure equities other than corporate equities
This is the absolute value of the assets sensitive to equity risk for each kind of qualifying infrastructure equity, other than corporate equities, after the shock.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0292/C0050, R0296-R0298/C0050
Absolute values after shock – Liabilities (after the loss-absorbing capacity of technical provisions) – Equity risk – qualifying infrastructure equities other than corporate equities
This is the absolute value of liabilities sensitive to equity risk (for each kind of qualifying infrastructure equity, other than corporate equities), after the shock and after the application of the adjustment for the loss-absorbing capacity of technical provisions.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0292/C0060, R0296-R0298/C0060
Absolute value after shock – Net solvency capital requirement – Equity risk –qualifying infrastructure equities other than corporate equities
This is the net capital charge for equity risk (for each kind of qualifying infrastructure equity other than corporate equities), after the application of the adjustment for the loss-absorbing capacity of technical provisions.
R0292/C0070, R0296-R0298/C0070
Absolute values after shock – Liabilities (before the loss-absorbing capacity of technical provisions) – Equity risk – qualifying infrastructure equities other than corporate equities
This is the absolute value of the liabilities sensitive to equity risk (for each kind of qualifying infrastructure equity other than corporate equities), after the shock, but before the application of the adjustment for the loss-absorbing capacity of technical provisions.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0292/C0080, R0296-R0298/C0080
Absolute value after shock – Gross solvency capital requirement – Equity risk – qualifying infrastructure equities other than corporate equities
This is the gross capital charge for equity risk for each kind of qualifying infrastructure equity, other than corporate equities, i.e. before the application of the adjustment for the loss-absorbing capacity of technical provisions.
’
(l) the rows between R0450/C0080 and R0480/C0020 are deleted;
(m) the following rows are inserted after row R0450/C0080:
‘
R0461/C0020
Initial absolute values before shock – Assets – spread risk – securitisation positions – senior STS securitisation
This is the absolute value of the assets sensitive to the spread risk on senior STS securitisation positions.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0461/C0030
Initial absolute values before shock – Liabilities – spread risk – securitisation positions – senior STS securitisation
This is the absolute value of the liabilities sensitive to the spread risk on senior STS securitisation positions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0461/C0040
Absolute values after shock – Assets – spread risk – securitisation positions – senior STS securitisation
This is the absolute value of the assets sensitive to the spread risk on senior STS securitisation positions, after the shock.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0461/C0050
Absolute values after shock – Liabilities (after the loss-absorbing capacity of technical provisions) – spread risk – securitisation positions – senior STS securitisation)
This is the absolute value of the liabilities sensitive to the spread risk on senior STS securitisation positions, after the shock and after the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0461/C0060
Absolute value after shock – Net solvency capital requirement – spread risk – securitisation positions – senior STS securitisation
This is the net capital charge for spread risk on senior STS securitisation positions, after the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
R0461/C0070
Absolute values after shock – Liabilities (before the loss-absorbing capacity of technical provisions)– spread risk – securitisation positions – senior STS securitisation
This is the absolute value of the liabilities sensitive to the spread risk on senior STS securitisation positions, after the shock but before the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0461/C0080
Absolute value after shock – Gross solvency capital requirement – spread risk – securitisation positions – senior STS securitisation
This is the gross capital charge for spread risk on senior STS securitisation positions, i.e. before the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
R0462/C0020
Initial absolute values before shock – Assets – spread risk – securitisation positions – non-senior STS securitisation
This is the absolute value of the assets sensitive to the spread risk on non-senior STS securitisation positions.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0462/C0030
Initial absolute values before shock – Liabilities – spread risk – securitisation positions – non-senior STS securitisation
This is the absolute value of the liabilities sensitive to the spread risk on non-senior STS securitisation positions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0462/C0040
Absolute values after shock – Assets – spread risk – securitisation positions – non-senior STS securitisation
This is the absolute value of the assets sensitive to the spread risk on non-senior STS securitisation positions, after the shock.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0462/C0050
Absolute values after shock – Liabilities (after the loss-absorbing capacity of technical provisions) – spread risk – securitisation positions – non-senior STS securitisation)
This is the absolute value of the liabilities sensitive to the spread risk on non-senior STS securitisation positions, after the shock and after the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0462/C0060
Absolute value after shock – Net solvency capital requirement – spread risk – securitisation positions – non-senior STS securitisation
This is the net capital charge for spread risk on non-senior STS securitisation positions, after the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
R0462/C0070
Absolute values after shock – Liabilities (before the loss-absorbing capacity of technical provisions)– spread risk – securitisation positions – non-senior STS securitisation
This is the absolute value of the liabilities sensitive to the spread risk on non-senior STS securitisation positions, after the shock but before the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0462/C0080
Absolute value after shock – Gross solvency capital requirement – spread risk – securitisation positions – non-senior STS securitisation
This is the gross capital charge for spread risk on non-senior STS securitisation positions, i.e. before the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
’
(n) the following rows are inserted after row R0480/C0080:
‘
R0481/C0020
Initial absolute values before shock – Assets – spread risk – securitisation positions – other securitisation
This is the absolute value of the assets sensitive to the spread risk on other securitisation positions.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0481/C0030
Initial absolute values before shock – Liabilities – spread risk – securitisation positions – other securitisation
This is the absolute value of the liabilities sensitive to the spread risk on other securitisation positions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0481/C0040
Absolute values after shock – Assets – spread risk – securitisation positions – other securitisation
This is the absolute value of the assets sensitive to the spread risk on other securitisation positions, after the shock.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0481/C0050
Absolute values after shock – Liabilities (after the loss-absorbing capacity of technical provisions) – spread risk – securitisation positions – other securitisation)
This is the absolute value of the liabilities sensitive to the spread risk on other securitisation positions, after the shock and after the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0481/C0060
Absolute value after shock – Net solvency capital requirement – spread risk – securitisation positions – other securitisation
This is the net capital charge for spread risk on other securitisation positions, after the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
R0481/C0070
Absolute values after shock – Liabilities (before the loss-absorbing capacity of technical provisions)– spread risk – securitisation positions – other securitisation
This is the absolute value of the liabilities sensitive to the spread risk on other securitisation positions, after the shock but before the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall be reported only where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0481/C0080
Absolute value after shock – Gross solvency capital requirement – spread risk – securitisation positions – other securitisation
This is the gross capital charge for spread risk on other securitisation positions, i.e. before the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall be reported only where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
R0482/C0020
Initial absolute values before shock – Assets – spread risk – securitisation positions – transitional type 1 securitisation
This is the absolute value of the assets sensitive to the spread risk on transitional type 1 securitisation positions.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0482/C0030
Initial absolute values before shock – Liabilities – spread risk – securitisation positions – transitional type 1 securitisation
This is the absolute value of the liabilities sensitive to the spread risk on transitional type 1 securitisation positions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0482/C0040
Absolute values after shock – Assets – spread risk – securitisation positions – transitional type 1 securitisation
This is the absolute value of the assets sensitive to the spread risk on transitional type 1 securitisation positions, after the shock.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0482/C0050
Absolute values after shock – Liabilities (after the loss-absorbing capacity of technical provisions) – spread risk – securitisation positions – transitional type 1 securitisation)
This is the absolute value of the liabilities sensitive to the spread risk on transitional type 1 securitisation positions, after the shock and after the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0482/C0060
Absolute value after shock – Net solvency capital requirement – spread risk – securitisation positions – transitional type 1 securitisation
This is the net capital charge for spread risk on transitional type 1 securitisation positions, after application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
R0482/C0070
Absolute values after shock – Liabilities (before the loss-absorbing capacity of technical provisions)– spread risk – securitisation positions – transitional type 1 securitisation
This is the absolute value of the liabilities sensitive to the spread risk on transitional type 1 securitisation positions, after the shock but before the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0482/C0080
Absolute value after shock – Gross solvency capital requirement – spread risk – securitisation positions – transitional type 1 securitisation
This is the gross capital charge for spread risk on transitional type 1 securitisation positions, i.e. before the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
R0483/C0020
Initial absolute values before shock – Assets – spread risk – securitisation positions – guaranteed STS securitisation
This is the absolute value of the assets sensitive to the spread risk on guaranteed STS securitisation positions.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0483/C0030
Initial absolute values before shock – Liabilities – spread risk – securitisation positions – guaranteed STS securitisation
This is the absolute value of the liabilities sensitive to the spread risk on guaranteed STS securitisation positions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0483/C0040
Absolute values after shock – Assets – spread risk – securitisation positions – guaranteed STS securitisation
This is the absolute value of the assets sensitive to the spread risk on guaranteed STS securitisation positions, after the shock.
Recoverables from reinsurance and SPVs shall not be included in this cell.
R0483/C0050
Absolute values after shock – Liabilities (after the loss-absorbing capacity of technical provisions) – spread risk – securitisation positions – guaranteed STS securitisation
This is the absolute value of the liabilities sensitive to the spread risk on guaranteed STS securitisation positions, after the shock and after application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0483/C0060
Absolute value after shock – Net solvency capital requirement – spread risk – securitisation positions – guaranteed STS securitisation
This is the net capital charge for spread risk on guaranteed STS securitisation positions, after the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
R0483/C0070
Absolute values after shock – Liabilities (before the loss-absorbing capacity of technical provisions)– spread risk – securitisation positions – guaranteed STS securitisation
This is the absolute value of the liabilities sensitive to the spread risk on guaranteed STS securitisation positions, after the shock but before the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
The amount of TP shall be net of reinsurance and SPV recoverables.
R0483/C0080
Absolute value after shock – Gross solvency capital requirement – spread risk – securitisation positions – guaranteed STS securitisation
This is the gross capital charge for spread risk on guaranteed STS securitisation positions, i.e. before the application of the adjustment for the loss-absorbing capacity of technical provisions.
This value shall only be reported where the split between R0461 to R0483 can be derived from the method used for the calculation. Where the split is not possible, only R0450 shall be filled in.
’
(o) the following row is added at the end of section S. 26.01.:
‘Currency used as a reference to calculate the currency risk
R0810/C0090
Currency used as a reference to calculate the currency risk
Identify the ISO 4217 alphabetic code of the currency that is used as a reference to calculate the currency risk
’
(6) in section S.26.02 – Solvency Capital Requirement – Counterparty default risk, the table is amended as follows:
(a) in the third column (‘Instructions’) of row R0010/C0010, the text is replaced by the following:
‘Identify whether an undertaking used simplifications for the calculation of counter party default risk. The options in the following closed list shall be used:
3 – Simplification pooling arrangements, for the purposes of Article 109
4 – Simplification grouping single name exposures, for the purposes of Article 110
5 – Simplification of the LGD for reinsurance arrangements, for the purposes of Article 112a
6 – Simplification for type 1 exposures, for the purposes of Article 112b
7 – Simplification for the risk-mitigating effect of reinsurance arrangements, for the purposes of Article 111
9 – Simplifications not used
Options 3 to 7 may be used simultaneously.
Where R0010/C0010 = 4 or 6, for Type 1 exposures, only R0100/C0080 shall be filed in for R0100’;
(b) in the third column (‘Instructions’) of row R0100/C0080, the text is replaced by the following:
‘This is the gross capital charge (before the application of the adjustment for the loss–absorbency capacity of technical provisions) for counterparty default risk arising from all Type 1 exposures.
Where R0010/C0010 = 4 or 6, this item shall represent the Gross solvency capital requirement using simplifications.’;
(7) In section S.26.03 – Solvency Capital Requirement – Life underwriting risk, row R0040/C0010 is replaced by the following:
‘
R0040/C0010
Simplifications used — life lapse risk
Identify whether an undertaking within the scope of group for the SCR calculation used simplifications for the calculation of lapse risk. The following options shall be used:
1 – Simplification for the purposes of Article 95
2 – Simplification for the purposes of Article 95a
9 – Simplifications not used
Options 1 and 2 may be used simultaneously.
Where R0040/C0010 = 1, only C0060 and C0080 shall be filled in for R0400 to R0420.
’
(8) in section S.26.04 – Solvency Capital Requirement – Health underwriting risk, the table is amended as follows:
(a) in the third column (‘Instructions’) of row R0050/C0010, the text is replaced by the following:
‘Identify whether an undertaking within the scope of group supervision used simplifications for the calculation of lapse risk. The following options shall be used:
1 – Simplification for the purposes of Article 102
2 – Simplification for the purposes of Article 102a
9 – Simplifications not used
Options 1 and 2 may be used simultaneously.
Where R0050/C0010 = 1, only C0060 and C0080 shall be filled in for R0400 to R0420.’;
(b) the following is inserted after row R0050/C0010:
‘
R0051/C0010
Simplifications – NSLT lapse risk
Identify whether an undertaking within the scope of group for the SCR calculation used simplifications for the calculation of lapse risk. The following options shall be used:
1 – Simplification for the purposes of Article 96a
9 – Simplifications not used
’
(9) in section S.26.05 – Solvency Capital Requirement – Non-Life underwriting risk, the following row is inserted after row R0010/C0010 of the table:
‘
R0011/C0010
Simplifications used – non-life lapse risk
Identify whether an undertaking within the scope of group for the SCR calculation used simplifications for the calculation of non-life underwriting risk. The following options shall be used:
1 – Simplification for the purposes of Article 90a
9 – Simplification not used
’
(10) in section S.26.07 – Solvency Capital Requirement – Simplifications, the following rows are added to the table:
‘
Market risk — Market risk concentrations
R0300/C0300
Debt portfolio share
The share of the debt portfolio for which a simplified SCR calculation has been made.
To be reported only in case undertaking is exempted from reporting template S.06.02
NAT CAT simplifications
R0400/C0320
Windstorm – risk weight chosen in the NAT CAT simplifications
Include risk weight used in windstorm simplifications
R0400/C0330
Windstorm – sum of exposures subject to the NAT CAT simplifications
Include sum of exposures subject to windstorm simplifications
R0410/C0320
Hail – risk weight chosen in the NAT CAT simplifications
Include risk weight chosen in hail simplifications
R0410/C0330
Hail – sum of exposures subject to the NAT CAT simplifications
Include sum of exposures subject to hail simplifications
R0420/C0320
Earthquake – risk weight chosen in the NAT CAT simplifications
Include risk weight chosen in earthquake simplifications
R0420/C0330
Earthquake – sum of exposures subject to the NAT CAT simplifications
Include sum of exposures subject to earthquake simplifications
R0430/C0320
Flood – risk weight chosen in the NAT CAT simplifications
Include risk weight chosen in flood simplifications
R0430/C0330
Flood – sum of exposures subject to the NAT CAT simplifications
Include sum of exposures subject to flood simplifications
R0440/C0320
Subsidence – risk weight chosen in the NAT CAT simplifications
Include risk weight chosen in the subsidence simplifications
R0440/C0330
Subsidence – sum of exposures subject to the NAT CAT simplifications
Include sum of exposures subject to subsidence simplifications
’
(11) in section S.27.01 – Solvency Capital Requirement – Non-life and health catastrophe risk, the table is amended as follows:
(a) the following rows are inserted after row Z0030:
‘
R0001/C001
Simplifications used – fire risk
Identify whether an undertaking within the scope of group for the SCR calculation used simplifications for the calculation of fire risk. The following options shall be used:
1 – Simplifications for the purposes of Article 90c
9 – Simplifications not used
Where R0001/C0001 = 1, only C0880 shall be filled in for R2600.
R0002/C001
Simplifications used – natural catastrophe risk
Identify whether an undertaking within the scope of group for the SCR calculation used simplifications for the calculation of natural catastrophe risk. The following options shall be used:
1 – Simplification for the purposes of Article 90b windstorm
2 – Simplification for the purposes of Article 90b earthquake
3 – Simplification for the purposes of Article 90b flood
4 – Simplification for the purposes of Article 90b hail
5 – Simplification for the purposes of Article 90b subsidience
9 – Simplifications not used
Options 1 to 5 may be used simultaneously.
’
(b) the following row is inserted before row C0760/R2400:
‘
Number of vessels
C0781/R2421
Number of vessels below the threshold of EUR 250k
This is the number of vessels below the threshold of EUR 250k
’
(c) in the first column of row C1170/R3300–R3600, C1190/R3300–R3600,C1210/R3300–R3600,C1230/R3300–R3600, C1250/R3300–R3600, ‘C1210/R3300–R3600’ is deleted;
(d) in the first column of row C1180/R3300–R3600, C1200/R3300–R3600, C1220/R3300–R3600, C1240/R3300–R3600, C1260/R3300–R3600, ‘C1220/R3300–R3600’ is deleted;
(e) in the first column of row C1320/R3700–R4010, C1330/R3700–R4010, C1340/R3700–R4010, C1350/R3700–R4010, C1360/R3700–R4010, ‘C1340/R3700-R4010’ is deleted;
(12) in section S.31.01 — Share of reinsurers (including Finite Reinsurance and SPV’s) in the third column (‘Instructions’) of row C0220 of the table, the closed list of 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 (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. (LEI code: 213800OZNJQMV6UA7D79)
— AM Best Europe
— A.M. Best (EU) Rating Services B.V. (LEI code: 549300Z2RUKFKV7GON79)
— AM Best Europe-Rating Services Ltd. (AMBERS) (LEI code: 549300VO8J8E5IQV1T26)
— DBRS Ratings Limited (LEI code: 5493008CGCDQLGT3EH93)
— Fitch
— 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
— 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)
— Moody’s Investors Service EMEA Ltd (LEI code: 54930009NU3JYS1HTT72)
— Moody’s Investors Service (Nordics) AB (LEI code: 549300W79ZVFWJCD2Z23)
— Standard & Poor’s
— S&P Global Ratings Europe Limited (LEI code:5493008B2TU3S6QE1E12)
— CRIF Ratings S.r.l. (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. (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)
— 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)
— Nordic Credit Rating AS (LEI code: 549300MLUDYVRQOOXS22)
— DBRS Rating GmbH (LEI code: 54930033N1HPUEY7I370)
— Beyond Ratings SAS (LEI code: 9695006ORIPPZ3QSM810)
— Other nominated ECAI
— Multiple ECAI’
(13) in section S.31.02 — Special Purpose Vehicles, in the third column (‘Instructions’) of row C0280 of the table, the closed list of 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 (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. (LEI code: 213800OZNJQMV6UA7D79)
— AM Best Europe
— A.M. Best (EU) Rating Services B.V. (LEI code: 549300Z2RUKFKV7GON79)
— AM Best Europe-Rating Services Ltd. (AMBERS) (LEI code: 549300VO8J8E5IQV1T26)
— DBRS Ratings Limited (LEI code: 5493008CGCDQLGT3EH93)
— Fitch
— 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
— 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)
— Moody’s Investors Service EMEA Ltd (LEI code: 54930009NU3JYS1HTT72)
— Moody’s Investors Service (Nordics) AB (LEI code: 549300W79ZVFWJCD2Z23)
— Standard & Poor’s
— S&P Global Ratings Europe Limited (LEI code:5493008B2TU3S6QE1E12)
— CRIF Ratings S.r.l. (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. (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)
— 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)
— Nordic Credit Rating AS (LEI code: 549300MLUDYVRQOOXS22)
— DBRS Rating GmbH (LEI code: 54930033N1HPUEY7I370)
— Beyond Ratings SAS (LEI code: 9695006ORIPPZ3QSM810)
— Other nominated ECAI
— Multiple ECAI’
(14) in section S.37.01 — Risk concentration in the third column (‘Instructions’) of row C0090 of the table, the closed list of 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 (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. (LEI code: 213800OZNJQMV6UA7D79)
— AM Best Europe
— A.M. Best (EU) Rating Services B.V. (LEI code: 549300Z2RUKFKV7GON79)
— AM Best Europe-Rating Services Ltd. (AMBERS) (LEI code: 549300VO8J8E5IQV1T26)
— DBRS Ratings Limited (LEI code: 5493008CGCDQLGT3EH93)
— Fitch
— 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
— 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)
— Moody’s Investors Service EMEA Ltd (LEI code: 54930009NU3JYS1HTT72)
— Moody’s Investors Service (Nordics) AB (LEI code: 549300W79ZVFWJCD2Z23)
— Standard & Poor’s
— S&P Global Ratings Europe Limited (LEI code:5493008B2TU3S6QE1E12)
— CRIF Ratings S.r.l. (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. (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)
— 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)
— Nordic Credit Rating AS (LEI code: 549300MLUDYVRQOOXS22)
— DBRS Rating GmbH (LEI code: 54930033N1HPUEY7I370)
— Beyond Ratings SAS (LEI code: 9695006ORIPPZ3QSM810)
— Other nominated ECAI’.

---
Source: https://www.legislation.gov.uk/eur/2019/2103/annex/III (the official version)
Page: https://openlegislation.uk/eu-regulation-2019-2103/annex-III
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.