S.01.01 — Content of the submission Group

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S.01.01 — Content of the submission PDF · reporting-explanations/EIOPA_Solvency_II/2.8.0/EIOPA_S.01.01_group.pdf

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Instruction text

Converted from the official instructions so it can be searched and copied. The PDF above is the document of record.

S.01.01 — Content of the submission

General comments:

This section relates to the quarterly and annual submission of information for groups, ring fenced funds, matching portfolios and remaining part at group level.

When a special justification is needed the explanation is not to be submitted within the reporting template but shall be part of the dialogue with the national competent authorities.

When a template is submitted only with zeros or without figures, then S.01.01 should indicate one of the “non reported” options.

	ITEM	INSTRUCTIONS
Z0010	Ring-fenced fund/matching portfolio/remaining part	Identifies whether the reported figures are with regard to a ring-fenced fund (‘RFF’), matching adjustment portfolio (‘MAP’) or to the remaining part. One of the options in the following closed list shall be used:
		1 — RFF/MAP
		2 — Remaining part
Z0020	Fund/Portfolio number	When item Z0010 = 1, identification number for a ring-fenced fund or matching portfolio. This number is attributed by the undertaking and must be consistent over time and with the fund/portfolio number reported in other templates.
C0010/R0010	S.01.02 — Basic Information — General	This template shall always be reported. The only option possible is: 1 — Reported
C0010/R0020	S.01.03 — Basic Information — RFF and matching adjustment portfolios	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not reported as no RFF or MAP
		13 — Not reported as method 2 is used exclusively
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0030	S.02.01 — Balance sheet	One of the options in the following closed list shall be used:
		1 — Reported
		6 — Exempted under Article 254(2)
		13 — Not reported as method 2 is used exclusively

		0 — Not reported other reason (in this case special justification is needed)
C0010/R0040	S.02.02 — Liabilities by currency	One of the options in the following closed list shall be used:
		1 — Reported
		3 — Not due in accordance with instructions of the template
		13 — Not reported as method 2 is used exclusively
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0060	S.03.01. — Off – balance sheet items	One of the options in the following closed list shall be used:
	— general	1 — Reported
		2 — Not reported as no off-balance sheet items
		3 — Not reported due to value of guarantee/collateral/contingent liabilities below the threshold and no unlimited guarantee provided or received as in the template instructions
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0110	S.05.01 — Premiums, claims	One of the options in the following closed list shall be used:
	and expenses by line of business	1 — Reported 6 — Exempted under Article 254(2) 0 — Not reported other reason (in this case special justification is needed
C0010/R0120	S.05.02 — Premiums, claims	One of the options in the following closed list shall be used:
	and expenses by country	1 — Reported
		3 — Not due in accordance with instructions of the template
		0 — Not reported other reason (in this case special justification is needed
C0010/R0140	S.06.02 — List of assets	One of the options in the following closed list shall be used:
		1 — Reported

		6 — Exempted under Article 254(2)
		7 — Not due annually as reported for Quarter 4 (this option is only applicable on annual submissions)
		0 — Not reported other reason (in this case special justification is needed
C0010/R0150	S.06.03 — Collective investment undertakings — look-through approach	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not reported as no Collective investment undertakings
		3 — Not due in accordance with instructions of the template
		6 — Exempted under Article 254(2)
		7 — Not due annually as reported for Quarter 4 (this option is only applicable on annual submissions)
		0 — Not reported (in this case special justification is needed)
C0010/R0160	S.07.01 — Structured products	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not reported as no structured products
		3 — Not due in accordance with instructions of the template 6 — Exempted under Article 254(2)
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0170	S.08.01 — Open derivatives	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not reported as no derivative transactions
		6 — Exempted under Article 254(2)
		7 — Not due annually as reported for Quarter 4 (this option is only applicable on annual submissions)
		0 — Not reported other reason (in this case special justification is needed)

C0010/R0190	S.09.01 — Income/gains and	One of the options in the following closed list shall be used:
	losses in the period	1 — Reported
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0200	S.10.01 — Securities lending and repos	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not reported as no Securities lending and repos
		3 — Not due in accordance with instructions of the template
		6 — Exempted under Article 254(2)
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0210	S.11.01 — Assets held as collateral	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not reported as no Assets held as collateral
		6 — Exempted under Article 254(2)
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0370	S.22.01 — Impact of long term guarantees measures and transitionals	One of the options in the following closed list shall be used: 1 — Reported
		2 — Not reported as no long term guarantees (‘LTG’) or transitional measures are applied
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0410	S.23.01 — Own funds	One of the options in the following closed list shall be used:
		1 — Reported
		6 — Exempted under Article 254(2)
		0 — Not reported other reason (in this case special justification is needed)

C0010/R0420 S.23.02 — on own funds	Detailed information by tiers	One of the options in the following closed list shall be used:
		1 — Reported
		13 — Not reported as method 2 is used exclusively
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0430	S.23.03 — Annual movements on own	One of the options in the following closed list shall be used:
	funds	1 — Reported
		13 — Not reported as method 2 is used exclusively
		3 — Not due in accordance with instructions of the template
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0440	S.23.04 — List of items on own funds	One of the options in the following closed list shall be used:
		1 — Reported
		3 — Not due in accordance with instructions of the template
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0460	S.25.01 — Solvency Capital Requirement	One of the options in the following closed list shall be used:
	— for groups on Standard Formula	1 — Reported as standard formula (‘SF’) is used
		8 — Not reported due to use of partial internal model (‘PIM’)
		9 — Not reported due to use of full internal model (‘IM’)
		16 — Reported due to request of Article 112 of Directive 2009/138/EC
		13 — Not reported as method 2 is used exclusively
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0470	S.25.05 — Solvency Capital Requirement	One of the options in the following closed list shall be used:
	— for groups using	4 — Reported due to use of partial internal model

	an internal model (partial or full)	5 — Reported due to use of full internal model
		10 — Not reported due to use of standard formula
		13 — Not reported as method 2 is used exclusively
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0500	S.26.01 — Solvency Capital Requirement	One of the options in the following closed list shall be used:
	— Market risk	1 — Reported
		2 — Not reported as risk not existent
		8 — Not reported due to use of partial internal model
		9 — Not reported due to use of full internal model
		11 — Not reported as reported at RFF/MAP level
		13 — Not reported as method 2 is used exclusively
		16 — Reported due to request of Article 112 of Directive 2009/138/EC
		17 — Partially reported due to use of partial internal model
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0510	S.26.02 — Solvency Capital Requirement	One of the options in the following closed list shall be used:
	— Counterparty default risk	1 — Reported 2 — Not reported as risk not existent
		8 — Not reported due to use of partial internal model
		9 — Not reported due to use of full internal model
		11 — Not reported as reported at RFF/MAP level
		13 — Not reported as method 2 is used exclusively
		16 — Reported due to request of Article 112 of Directive 2009/138/EC
		17 — Partially reported due to use of partial internal model
		0 — Not reported other reason (in this case special justification is needed)

C0010/R0520	S.26.03 — Solvency Capital Requirement — Life underwriting risk	One of the options in the following closed list shall be used: 1 — Reported 2 — Not reported as risk not existent 8 — Not reported due to use of partial internal model 9 — Not reported due to use of full internal model 11 — Not reported as reported at RFF/MAP level 13 — Not reported as method 2 is used exclusively 16 — Reported due to request of Article 112 of Directive 2009/138/EC 17 — Partially reported due to use of partial internal model
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0530	S.26.04 — Solvency Capital Requirement — Health underwriting risk	One of the options in the following closed list shall be used: 1 — Reported 2 — Not reported as risk not existent 8 — Not reported due to use of partial internal model 9 — Not reported due to use of full internal model 11 — Not reported as reported at RFF/MAP level 13 — Not reported as method 2 is used exclusively 16 — Reported due to request of Article 112 of Directive 2009/138/EC 17 — Partially reported due to use of partial internal model 0 — Not reported other reason (in this case special justification is needed)
C0010/R0540	S.26.05 — Solvency Capital Requirement — Non-Life underwriting risk	One of the options in the following closed list shall be used: 1 — Reported 2 — Not reported as risk not existent 8 — Not reported due to use of partial internal model

	9 — Not reported due to use of full internal model
	11 — Not reported as reported at RFF/MAP level
	13 — Not reported as method 2 is used exclusively
	16 — Reported due to request of Article 112 of Directive 2009/138/EC
	17 — Partially reported due to use of partial internal model
	0 — Not reported other reason (in this case special justification is needed)
S.26.06 — Solvency Capital Requirement	One of the options in the following closed list shall be used:
	1 — Reported
	8 — Not reported due to use of partial internal model
	9 — Not reported due to use of full internal model
	11 — Not reported as reported at RFF/MAP level
	13 — Not reported as method 2 is used exclusively
	16 — Reported due to request of Article 112 of Directive 2009/138/EC
	17 — Partially reported due to use of partial internal model
	0 — Not reported other reason (in this case special justification is needed)
S.26.07 — Solvency Capital Requirement	One of the options in the following closed list shall be used:
— Simplifications	1 — Reported
	2 — Not reported as no simplified calculations used
	8 — Not reported due to use of partial internal model
	9 — Not reported due to use of full internal model
	11 — Not reported as reported at RFF/MAP level
	13 — Not reported as method 2 is used exclusively
	16 — Reported due to request of Article 112 of Directive 2009/138/EC
	17 — Partially reported due to use of partial internal model
	— Operational risk

		0 — Not reported other reason (in this case special justification is needed)
C0010/R0561	S.26.08 - Solvency Capital Requirement - for groups using an internal model (partial or full)	One of the options in the following closed list shall be used: 4 — Reported due to use of partial internal model 5 — Reported due to use of full internal model 10 — Not reported due to use of standard formula 11 — Not reported as reported at RFF/MAP level 0 — Not reported other reason (in this case special justification is needed)
C0010/R0562	S.26.09 - Internal model - Market & credit risk and sensitivities	One of the options in the following closed list shall be used: 4 — Reported due to use of partial internal model covering these risks 5 — Reported due to use of full internal model 10 — Not reported due to use of standard formula or partial internal model not covering these risks 0 — Not reported other reason (in this case special justification is needed)
C0010/R0563	S.26.10 - Internal model - Credit event risk Portfolio view details	One of the options in the following closed list shall be used: 4 — Reported due to use of partial internal model covering these risks 5 — Reported due to use of full internal model 10 — Not reported due to use of standard formula or partial internal model not covering these risks 0 — Not reported other reason (in this case special justification is needed)
C0010/R0564	S.26.11 - Internal model - Credit event risk for financial instruments	One of the options in the following closed list shall be used: 4 — Reported due to use of partial internal model covering these risks 5 — Reported due to use of full internal model 10 — Not reported due to use of standard formula or partial internal model not covering these risks

		0 — Not reported other reason (in this case special justification is needed)
C0010/R0565	S.26.12 - Internal model - Credit risk Non-Financial Instruments	One of the options in the following closed list shall be used:
		4 — Reported due to use of partial internal model covering these risks
		5 — Reported due to use of full internal model
		10 — Not reported due to use of standard formula or partial internal model not covering these risks
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0566	S.26.13 - Internal model - Non-life & Health non-SLT	One of the options in the following closed list shall be used:
		4 — Reported due to use of partial internal model covering these risks
		5 — Reported due to use of full internal model
		10 — Not reported due to use of standard formula or partial internal model not covering these risks
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0567	S.26.14 - Internal model - Life & health	One of the options in the following closed list shall be used:
	risk	4 — Reported due to use of partial internal model covering these risks
		5 — Reported due to use of full internal model
		10 — Not reported due to use of standard formula or partial internal model not covering these risks
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0568	S.26.15 - Internal model - Operational risk	One of the options in the following closed list shall be used:
		4 — Reported due to use of partial internal model covering these risks
		5 — Reported due to use of full internal model
		10 — Not reported due to use of standard formula or partial internal model not covering these risks

		0 — Not reported other reason (in this case special justification is needed)
C0010/R0569	S.26.16 - Internal model - Model Changes	One of the options in the following closed list shall be used:
		4 — Reported due to use of partial internal model covering these risks
		5 — Reported due to use of full internal model
		10 — Not reported due to use of standard formula or partial internal model not covering these risks
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0570	S.27.01 — Solvency Capital Requirement	One of the options in the following closed list shall be used:
	— Non-Life and	1 — Reported
	Health catastrophe risk	2 — Not reported as risk not existent
		8 — Not reported due to use of partial internal model
		9 — Not reported due to use of full internal model
		11 — Not reported as reported at RFF/MAP level
		13 — Not reported as method 2 is used exclusively
		17 — Partially reported due to use of partial internal model
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0680	S.31.01 — Share of reinsurers (including Finite Reinsurance and SPV’s)	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not reported as no reinsurance
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0690	S.31.02 — Special Purpose Vehicles	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not reported as no Special Purpose Insurance Vehicles (‘SPV’)

		0 — Not reported other reason (in this case special justification is needed)
C0010/R0700	S.32.01 — Undertakings in the scope of the group	One of the options in the following closed list shall be used: 1 — Reported 0 — Not reported other reason (in this case special justification is needed)
C0010/R0710	S.33.01 — Insurance and Reinsurance individual requirements	One of the options in the following closed list shall be used: 1 — Reported 0 — Not reported other reason (in this case special justification is needed)
C0010/R0720	S.34.01 — Other regulated and non regulated financial undertakings including insurance holding companies and mixed financial holding company individual requirements	One of the options in the following closed list shall be used: 1 — Reported 2 — Not reported as no non–(re)insurance business in the scope of the group 0 — Not reported other reason (in this case special justification is needed)
C0010/R0730	S.35.01 — Contribution to group Technical Provisions	One of the options in the following closed list shall be used: 1 — Reported 0 — Not reported other reason (in this case special justification is needed)
C0010/R0740	S.36.01 — IGT — Equity-type transactions, debt and asset transfer	One of the options in the following closed list shall be used: 1 — Reported 2 — Not reported as no IGT on Equity-type transactions, debt and asset transfer 0 — Not reported other reason (in this case special justification is needed)
C0010/R0750	S.36.02 — IGT — Derivatives	One of the options in the following closed list shall be used: 1 — Reported

		2 — Not reported as no IGT on Derivatives

		0 — Not reported other reason (in this case special justification is needed)
C0010/R0760	S.36.03 — IGT — Off-balance sheet and contingent liabilities	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not reported as no IGT on off-balance sheet and contingent liabilities
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0770	S.36.04 — IGT — Insurance and	One of the options in the following closed list shall be used:
	Reinsurance	1 — Reported
		2 — Not reported as no IGT on Insurance and Reinsurance
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0775	S.36.05 – IGT – P&L	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not reported as no IGT
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0780	S.37.01 — Risk concentration	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not due in accordance with threshold decided by group supervisor
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0785	S.37.02 - Risk Concentration – Exposure by currency, sector, country	One of the options in the following closed list shall be used:
		1 — Reported
		0 — Not reported other reason (in this case special justification is needed)

C0010/R0786	S.37.03 - Risk Concentration – Exposure by asset class and rating	One of the options in the following closed list shall be used: 1 — Reported 0 — Not reported other reason (in this case special justification is needed)
C0010/R0790	SR.02.01 — Balance Sheet	One of the options in the following closed list shall be used: 1 — Reported 2 — Not reported as no RFF/MAP 13 — Not reported as method 2 is used exclusively 14 — Not reported as refers to MAP fund 0 — Not reported other reason (in this case special justification is needed)
C0010/R0840	SR.25.01 — Solvency Capital Requirement — Only SF	One of the options in the following closed list shall be used: 1 — Reported as standard formula is used 8 — Not reported due to use of partial internal model 9 — Not reported due to use of full internal model 13 — Not reported as method 2 is used exclusively 16 — Reported due to request of Article 112 of Directive 2009/138/EC 0 — Not reported other reason (in this case special
C0010/R0855	SR.25.05 — Solvency Capital Requirement — for groups using an internal model (partial or full)	justification is needed) One of the options in the following closed list shall be used: 4 — Reported due to use of partial internal model 5 — Reported due to use of full internal model 10 — Not reported due to use of standard formula 13 — Not reported as method 2 is used exclusively 0 — Not reported other reason (in this case special justification is needed)
C0010/R0870	SR.26.01 — Solvency Capital	One of the options in the following closed list shall be used: 1 — Reported

	Requirement —	2 — Not reported as risk not existent
	Market risk	8 — Not reported due to use of partial internal model
		9 — Not reported due to use of full internal model
		11 — Not reported as no RFF/MAP
		13 — Not reported as method 2 is used exclusively
		16 — Reported due to request of Article 112 of Directive 2009/138/EC
		17 — Partially reported due to use of partial internal model
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0880	SR.26.02 — Solvency Capital Requirement — Counterparty default risk	One of the options in the following closed list shall be used:
		1 — Reported
		2 — Not reported as risk not existent
		8 — Not reported due to use of partial internal model
		9 — Not reported due to use of full internal model
		11 — Not reported as no RFF/MAP
		13 — Not reported as method 2 is used exclusively
		16 — Reported due to request of Article 112 of Directive 2009/138/EC
		17 — Partially reported due to use of partial internal model
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0890 SR.26.03 — Solvency Capital Requirement — underwriting risk		One of the options in the following closed list shall be used:
	Life	1 — Reported
		2 — Not reported as risk not existent
		8 — Not reported due to use of partial internal model
		9 — Not reported due to use of full internal model
		11 — Not reported as no RFF/MAP
		13 — Not reported as method 2 is used exclusively

		16 — Reported due to request of Article 112 of Directive 2009/138/EC
		17 — Partially reported due to use of partial internal model
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0900	SR.26.04 — Solvency Capital	One of the options in the following closed list shall be used:
	Requirement — Health underwriting	1 — Reported
	risk	2 — Not reported as risk not existent
		8 — Not reported due to use of partial internal model
		9 — Not reported due to use of full internal model
		11 — Not reported as no RFF/MAP
		13 — Not reported as method 2 is used exclusively
		16 — Reported due to request of Article 112 of Directive 2009/138/EC
	17 — Partially reported due to use of partial internal model
		0 — Not reported other reason (in this case special justification is needed)
C0010/R0910	SR.26.05 — Solvency Capital Requirement — Non-Life	One of the options in the following closed list shall be used: 1 — Reported
	underwriting risk	2 — Not reported as risk not existent
		8 — Not reported due to use of partial internal model
		9 — Not reported due to use of full internal model
		11 — Not reported as no RFF/MAP
		13 — Not reported as method 2 is used exclusively
		16 — Reported due to request of Article 112 of Directive 2009/138/EC
		17 — Partially reported due to use of partial internal model
		0 — Not reported other reason (in this case special justification is needed)

C0010/R0920	SR.26.06 — Solvency Capital Requirement — Operational risk	One of the options in the following closed list shall be used: 1 — Reported 8 — Not reported due to use of partial internal model 9 — Not reported due to use of full internal model 11 — Not reported as no RFF/MAP 13 — Not reported as method 2 is used exclusively 16 — Reported due to request of Article 112 of Directive 2009/138/EC 17 — Partially reported due to use of partial internal model 0 — Not reported other reason (in this case special justification is needed)
C0010/R0930	SR.26.07 — Solvency Capital Requirement — Simplifications	One of the options in the following closed list shall be used: 1 — Reported 2 — Not reported as no simplified calculations used 8 — Not reported due to use of partial internal model 9 — Not reported due to use of full internal model 11 — Not reported as no RFF/MAP 13 — Not reported as method 2 is used exclusively 16 — Reported due to request of Article 112 of Directive 2009/138/EC 17 — Partially reported due to use of partial internal model 0 — Not reported other reason (in this case special justification is needed)
C0010/R0935	SR.26.08 - Solvency Capital Requirement - for groups using an internal model	One of the options in the following closed list shall be used: 4 — Reported due to use of partial internal model 5 — Reported due to use of full internal model 10 — Not reported due to use of standard formula 17 — Partially reported due to use of partial internal model

		0 — Not reported other reason (in this case special justification is needed)
C0010/R0940	SR.27.01 — Solvency Capital Requirement — Non-Life Catastrophe risk	One of the options in the following closed list shall be used: 1 — Reported 2 — Not reported as risk not existent 8 — Not reported due to use of partial internal model 9 — Not reported due to use of full internal model 11 — Not reported as no RFF/MAP 13 — Not reported as method 2 is used exclusively 17 — Partially reported due to use of partial internal model 0 — Not reported other reason (in this case special justification is needed)