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[AMCR Update] Notice regarding the adaptation in line with inflation of the amounts laid down in the Directive 2009/138/EC of the European Parliament and of the Council on the taking-up and pursuit of the [DORA] REGULATION (EU) 2022/2554 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL [IORP II] DIRECTIVE (EU) 2016/2341 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL - of 14 December 2016 - on the activities and supervision of institutions for occupational retirement provision (IORPs) [IRRD] Directive (EU) 2025/1 of the European Parliament and of the Council of 27 November 2024 establishing a framework for the recovery and resolution of insurance and reinsurance undertakings and amending Directives 2002/47/EC, 2004/25/EC, 2007/36/EC, 201 [Solvency II Delegated Acts - Review] Commission Delegated Regulation (EU) 2026/269 [Solvency II Delegated Regulation] COMMISSION DELEGATED REGULATION (EU) 2015/35 [Solvency II Directive - Updated] Directive (EU) 2025/2 of the European Parliament and of the Council of 27 November 2024 amending Directive 2009/138/EC as regards proportionality, quality of supervision, reporting, long-term guarantee measures, macro-prudential tools, sustainability [Solvency II Directive] Directive 2009/138/EC of the European Parliament and of the Council of 25 November 2009 on the taking-up and pursuit of the business of Insurance and Reinsurance (Solvency II) (recast) [Sustainability] REGULATION (EU) 2019/2088 OF THE EUROPEAN PARLIAMENT AND OF THE COUNCIL

Bekendtgørelse om foelsomhedsanalyser Bekendtgørelse om foelsomhedsanalyser ny version DK Bekendtgørelse om foelsomhedsanalyser ny version EU Udkast til rapporteringsskema for følsomhedsanalyser

Hinweise zum Solvency II Validierungen

Beregning av solvenskapitalkrav for motpartsrisiko knyttet til Naturskadepoolen Beregning av solvenskapitalkrav for naturkatastroferisiko Om bruk av tapsabsorberende evne ved utsatt skatt i solvensberegningen

AoC.01 – Analysis of Change in Solvency Capital Requirement IM.00 – Internal model risk output - Content of the submission and Basic information IM.01 — Internal model outputs (life) IM.02 — Internal model counterparty risk IM.03 – Internal model outputs (non-life) IR.01.01 – Content of the submission IR.01.02 – Basic information IR.01.03 – Basic information – RFF and matching adjustment portfolios IR.01.04 – Basic information – Branch legal entity IR.02.01 – Balance sheet IR.02.02 — Assets and liabilities by currency IR.02.03 — Additional branch balance sheet information IR.03.01 — Off–balance sheet items — general IR.03.02 — Off-balance sheet items —unlimited guarantees received IR.03.03 — Off-balance sheet items — unlimited guarantees provided IR.05.02 – Premiums, claims and expenses by country IR.05.03 – Life income and expenditure IR.05.04 – Non-life income, expenditure and business model analysis IR.05.05 – Life premiums and claims by country IR.05.06 – Non-life premiums and claims by country IR.05.07 – Business model analysis - financial guarantee insurers IR.05.08 - Material pooling arrangements IR.05.09 – Assessable mutuals IR.05.10.01 – Excess capital generation IR.06.02 — List of assets IR.06.03 — Collective investment undertakings — look–through approach IR.08.01 — Open derivatives IR.09.01 — Information on income/gains and losses in the period IR.10.01 — Securities lending and repos IR.11.01 — Assets held as collateral IR.12.01 – Life technical provisions IR.12.03 – Life best estimate liabilities by country IR.12.04 – best estimate assumptions for life insurance risks IR.12.05 – with-profits value of bonus IR.12.06 – with-profits liabilities and assets IR.14.01 – Life obligations analysis IR.16.01 — Non-life annuities information IR.16.02 — Non-life annuities projection of future cash flows IR.17.01 — Non–life technical provisions IR.17.03 — Non–life best estimate liabilities by country IR.18.01 — Non-life projection of future cash flows IR.18.02 – Non-life liability projection of future cash flows IR.19.01.01 — Non-life insurance claims IR.19.02 – Non-life general liability claim development IR.20.01 — Development of the distribution of the claims incurred IR.21.02.01 — Non-life underwriting risks IR.21.04 — Cyber underwriting risk IR.22.01 — Impact of long term guarantees measures and transitionals IR.22.04 — Information on the transitional on interest rates calculation IR.22.07 – Best estimate subject to volatility adjustment by currency IR.23.01 — Own Funds IR.23.02 — Detailed information by tiers on own funds IR.23.03 — Annual movements on own funds IR.23.04 — List of items on own funds IR.23.05 — Society of Lloyd’s own funds and capital requirements IR.24.01 — Participations held IR.25.04 – Solvency Capital Requirement IR.25.05 – Solvency Capital Requirement – Partial or full internal model components IR.25.06 – Solvency Capital Requirement – loss-absorbing capacity of deferred taxes IR.26.01 – Solvency Capital Requirement – Market risk IR.26.02 – Solvency Capital Requirement – Counterparty default risk IR.26.03 – Solvency Capital Requirement – Life underwriting risk IR.26.04 – Solvency Capital Requirement – Health underwriting risk IR.26.05 — Solvency Capital Requirement — Non–Life underwriting risk IR.26.06 — Solvency Capital Requirement — Operational risk IR.26.07 — Solvency Capital Requirement — Simplifications IR.27.01 — Solvency Capital Requirement — Non–life and health catastrophe risk IR.28.01.01 — Minimum Capital Requirement — Only life or only non–life activity IR.28.02.01— Minimum Capital Requirement — Both life and non–life activity IR.30.03 — Non-life outwards reinsurance contract information IR.30.04 — Non-life outwards reinsurance contract reinsurer exposures IR.30.05 — Reinsurer and collateral provider entity information IR.30.06 – Life outwards reinsurance summary IR.30.07 – Life outwards proportional reinsurance IR.30.08 – Life outwards non-proportional reinsurance IR.31.01 — Outwards reinsurance balance sheet exposures IR.32.01 – Undertakings in the scope of the group IR.33.01 — Insurance and reinsurance individual requirements IR.34.01 — Other regulated and non–regulated financial undertakings IR.35.01 – Contribution to group technical provisions IR.36.01 — IGT — equity–type transactions, debt and asset transfer IR.36.02 — IGT — derivatives IR.36.04 — IGT — cost sharing, contingent liabilities, off BS and other items IRR.22.02 — Matching adjustment portfolio projection of future cash flows IRR.22.03 – Matching adjustment calculation MALIR – Matching adjustment asset and liability information return: Content of the submission, basic information and analytical data MR.01.02 - Market risk sensitivities QMC.01 – Quarterly model change

ECB E.01.01 Deposits to cedants ECB E.02.01 Pension entitlements ECB E.04.01 Investment revenues and expenses ECB SE.01.01 Content of the submission ECB SE.02.01 Balance sheet ECB SE.06.02 List of assets S.01.01 — Content of the submission S.01.01 — Content of the submission S.01.02 — Basic information S.01.02 — Basic information S.01.03 — Basic information — RFF and matching adjustment portfolios S.01.03 — Basic Information — RFF and matching adjustment portfolios S.02.01 — Balance sheet S.02.01 — Balance sheet S.02.02 — Liabilities by currency S.02.02 — Liabilities by currency S.03.01 — Off–balance sheet items — General S.03.01 — Off–balance sheet items — General S.04.02 — Information on class 10 in Part A of Annex I of Solvency II Directive, excluding S.04.03 — Basic Information – List of underwriting entities S.04.04 — Activity by country – location of underwriting S.04.05 — Activity by country – location of risk S.05.01 — Premiums, claims and expenses by line of business S.05.01 — Premiums, claims and expenses by line of business S.05.02 — Premiums, claims and expenses by country S.06.02 — List of assets S.06.02 — List of assets S.06.03 — Collective investment undertakings — look–through approach S.06.03 — Collective investment undertakings — look–through approach S.06.04 - Climate change-related risks to investments S.07.01 — Structured products S.07.01 — Structured products S.08.01 — Open derivatives S.08.01 — Open derivatives S.09.01 — Information on gains / income and losses in the period S.09.01 — Information on gains/income and losses in the period S.10.01 — Securities lending and repos S.10.01 — Securities lending and repos S.11.01 — Assets held as collateral S.11.01 — Assets held as collateral S.12.01 — Life and Health SLT Technical Provisions S.12.02 — Life and Health SLT Technical Provisions — by Country S.13.01 — Projection of future gross cash flows (Best Estimate –life) S.14.01 — Life obligations analysis S.14.02 — Non-Life obligation analysis S.14.03 — Cyber underwriting risk S.16.01 — Information on annuities stemming from Non–Life Insurance obligations S.17.01 — Non–life Technical Provisions S.17.03 — Non-Life Technical Provisions — By country S.18.01 — Projection of future cash flows (Best Estimate — Non Life) S.19.01 — Non–life insurance claims S.20.01 — Development of the distribution of the claims incurred S.21.01 — Loss distribution risk profile S.21.02 — Underwriting risks non–life S.21.03 — Non–life distribution of underwriting underwriting risks — by sum insured S.22.01 — Impact of long term guarantees measures and transitionals S.22.01 — Impact of long-term guarantees measures and transitionals S.22.02 — Projection of future cash flows (Best Estimate — Matching portfolios) S.22.03 –Information on the matching adjustment calculation S.22.04 — Information on the transitional on interest rates calculation S.22.05 — Overall calculation of the transitional on technical provisions S.22.06 — Best estimate subject to volatility adjustment by country and currency S.23.01 — Own Funds S.23.01 — Own Funds S.23.02 — Detailed information by tiers on own funds S.23.02 — Detailed information by tiers on own funds S.23.03 — Annual movements on own funds S.23.03 — Annual movements on own funds S.23.04 — List of items on own funds S.23.04 — List of items on own funds S.24.01 — Participations held S.25.01 — Solvency Capital Requirement — for groups on Standard Formula S.25.01 — Solvency Capital Requirement — for undertakings on Standard Formula S.25.05 – Solvency Capital Requirement - for groups using an internal model (partial or full) S.25.05 – Solvency Capital Requirement - for undertakings using an internal model (partial S.26.01 — Solvency Capital Requirement — Market risk S.26.01 — Solvency Capital Requirement — Market risk S.26.02 — Solvency Capital Requirement — Counterparty default risk S.26.02 — Solvency Capital Requirement — Counterparty default risk S.26.03 — Solvency Capital Requirements — Life underwriting risk S.26.03 — Solvency Capital Requirements — Life underwriting risk S.26.04 — Solvency Capital Requirement — Health underwriting risk S.26.04 — Solvency Capital Requirement — Health underwriting risk S.26.05 — Solvency Capital Requirement — Non–Life underwriting risk S.26.05 — Solvency Capital Requirement — Non–Life underwriting risk S.26.06 — Solvency Capital Requirements — Operational risk S.26.06 — Solvency Capital Requirements — Operational risk S.26.07 — Solvency Capital Requirement — Simplifications S.26.07 — Solvency Capital Requirement — Simplifications S.26.08 – Solvency Capital Requirement - for groups using an internal model (partial or full) S.26.08 – Solvency Capital Requirement - for undertakings using an internal model (partial S.26.09 – Internal model: Market & Credit risk – for financial instruments S.26.09 – Internal model: Market and Credit risk – for financial instruments S.26.10 - Internal model: Credit event risk – portfolio view details S.26.10 - Internal model: Credit event risk – portfolio view details S.26.11 – Internal model: Credit risk – details for financial instruments S.26.11 – Internal model: Credit risk – details for financial instruments S.26.12 – Internal model: Credit risk – for non-financial instruments S.26.12 – Internal model: Credit risk – for non-financial instruments S.26.13 – Internal model: Non-Life & Health NSLT Underwriting risk S.26.13 – Internal model: Non-Life & Health NSLT Underwriting risk S.26.14 – Internal model: Life and Health underwriting risk S.26.14 – Internal model: Life and Health underwriting risk S.26.15 – Internal model: Operational risk S.26.15 – Internal model: Operational risk S.26.16 - Internal model - Model Changes S.26.16 - Internal model - Model Changes S.27.01 — Solvency Capital Requirement — Non–life and health catastrophe risk S.27.01 — Solvency Capital Requirement — Non–life and health catastrophe risk S.28.01 — Minimum Capital Requirement — Only life or only non–life insurance or S.28.02 — Minimum Capital Requirement — Both life and non–life insurance activity S.29.01 — Excess of Assets over Liabilities S.29.02 — Excess of Assets over Liabilities — explained by investments and financial S.29.03 — Excess of Assets over Liabilities — explained by technical provisions S.29.04 — Detailed analysis per period — Technical flows versus Technical provisions S.30.01 — Facultative covers for non–life and life business basic data S.30.02 — Facultative covers for non–life and life business shares data S.30.03 — Outgoing Reinsurance Program basic data S.30.04 — Outgoing Reinsurance Program shares data S.31.01 — Share of reinsurers (including Finite Reinsurance and SPV's) S.31.01 — Share of reinsurers (including Finite Reinsurance and SPV's) S.31.02 — Special Purpose Vehicles S.31.02 — Special Purpose Vehicles S.32.01 — Undertakings in the scope of the group S.33.01 — Insurance and reinsurance individual requirements S.34.01 — Other regulated and non–regulated financial undertakings including insurance S.35.01 — Contribution to group Technical Provisions S.36.01 — IGT — Equity–type transactions, debt and asset transfer S.36.01 — IGT — Equity–type transactions, debt and asset transfer S.36.02 — IGT — Derivatives S.36.02 — IGT — Derivatives S.36.03 — IGT — Off-balance sheet and contingent liabilities S.36.03 — IGT — Off-balance sheet and contingent liabilities S.36.04 — IGT — Insurance and Reinsurance S.36.04 — IGT — Insurance and Reinsurance S.36.05 — IGT — P&L S.36.05 — IGT — Profit and Loss S.36.06 — IGT — Off-balance sheet and contingent liabilities S.36.07 — IGT — Insurance and Reinsurance S.37.01 — Risk concentration – Exposure to Counterparties S.37.02 — Risk Concentration – Exposure by currency, sector, country S.37.03 — Risk Concentration — Exposure by asset class and rating

The Over-Dispersed Skellam (ODS) Reserving Model

Errata: Guidelines on the supervision of branches of third country insurance undertakings Errata: Guidelines on the supervision of branches of third country insurance undertakings The following corrections have been reflected in the updated Guidelines on the supervision of branches of third country insurance undertakings Final Report Joint Guidelines on the prudential assessment of acquisitions and increases of qualifying holdings in the financial sector Guidelines on ancillary own funds Guidelines on application of outwards reinsurance arrangements to the nonlife underwriting risk submodule Guidelines on application of the life underwriting risk module Guidelines on basis risk Guidelines on classification of own funds Guidelines on contract boundaries Guidelines on exchange of information on a systematic basis within colleges Guidelines on facilitating an effective dialogue between competent authorities supervising insurance undertakings and statutory auditor(s) and the audit firm(s) carrying out the statutory audit of those undertakings Guidelines on group solvency Guidelines on health catastrophe risk sub-module Guidelines on information and communication technology security and governance Guidelines on Legal Entity Identifier Guidelines on look-through approach Guidelines on loss-absorbing capacity of technical provisions and deferred taxes Guidelines on methods for determining the market shares for reporting Guidelines on operational functioning of colleges Guidelines on outsourcing to cloud service providers Guidelines on own risk and solvency assessment Guidelines on PEPP supervisory reporting Guidelines on recognition and valuation of assets and liabilities other than technical provisions Guidelines on reporting and public disclosure Guidelines on reporting for financial stability purposes - Consolidated Version Guidelines on ring-fenced funds Guidelines on supervisory review process Guidelines on system of governance Guidelines on templates for explanations and opinions, and the standar dised test for crypto-assets, under Article 97(1) of Regulation (EU) Guidelines on the extension of the recovery period in exceptional adverse situations Guidelines on the implementation of the long-term guarantee measures Guidelines on the methodology for equivalence assessments by National Supervisory Authorities under Solvency Guidelines on the supervision of branches of third-country insurance undertakings - Consolidated Version Guidelines on the supervision of branches of thirdcountry insurance undertakings Guidelines on the treatment of market and counterparty risk exposures in the standard formula Guidelines on the use of internal models Guidelines on the valuation of technical provisions Guidelines on treatment of related undertakings, including participations Guidelines on undertaking-specific parameters Guidelines on Valuation of Technical Provisions - Consolidated Version Guidelines under the Insurance Distribution Directive on Insurance-based investment products that incorporate a structure which makes it difficult for the customer to understand the risks involved Joint Guidelines On the estimation of aggregated annual costs and losses caused by major ICT-related incidents under Regulation (EU) 2022/2554 These Guidelines contain references to EU Commission delegated and implementing Joint Guidelines on the oversight cooperation and information exchange between the ESAs and the competent authorities under Regulation (EU) Joint Guidelines on the system established by the European Supervisory Authorities for the exchange of information relevant to the assessment of the fitness and propriety of holders of qualifying holdings, directors and key function holders of financial institutions and financial market Revised Guidelines on Contract Boundaries Revised Guidelines on Valuation of Technical Provisions

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The Over-Dispersed Skellam (ODS) Reserving Model

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Høje Taastrup Boulevard 52, 1. floor DK-2630 Taastrup Denmark

Phone: +45 7023 2016 (8am – 6pm)

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About us

We love to serve our customers. We believe that the service we provide makes a difference for our customers. We do our best to be flexible and deliver on time. We strive to provide the right piece of advice and assistance at the right time.

Other region

Copyright © SolvencyTool