E. Finansiering
E.5 Överträdelse av minimikapitalkravet och solvenskapitalkravet
Under rapporteringsperioden har inga överträdelser skett gällande minikapitalkravet och solvenskapitalkravet.
E.6 Övrig information
Ingen övrig information för Bolagets finansiering finns att redovisa.
Bilaga från årlig kvantitativ rapportering (QRT)
Solvency II value Statutory accounts value
C0010 C0020
R0070 53 591 018 53 591 018
R0080
R0180 53 591 018 53 591 018
R0190
Health similar to non-life R0300
R0310
Health similar to life R0320
Life excluding health and index-linked and unit-linked R0330 R0340
R0410 23 632 654 23 632 654
R0420 7 569 149 7 569 149
Property, plant & equipment held for own use
Investments (other than assets held for index-linked and unit-linked contracts) Property (other than for own use)
Holdings in related undertakings, including participations Equities
Bonds
Collective Investments Undertakings Derivatives
Deposits other than cash equivalents Other investments
Assets held for index-linked and unit-linked contracts
Own shares (held directly) Loans on policies
Loans and mortgages to individuals Other loans and mortgages Reinsurance recoverables from:
Non-life and health similar to non-life
Life and health similar to life, excluding health and index-linked and unit-linked
Life index-linked and unit-linked Deposits to cedants
Insurance and intermediaries receivables Reinsurance receivables
Receivables (trade, not insurance)
Amounts due in respect of own fund items or initial fund called up but not yet paid in Cash and cash equivalents
Any other assets, not elsewhere shown Total assets
Liabilities R0510 R0520
Technical provisions calculated as a whole R0530
Best Estimate R0540
Risk margin R0550
R0560
Technical provisions calculated as a whole R0570
Best Estimate R0580
Risk margin R0590
R0600 R0610
Technical provisions calculated as a whole R0620
Best Estimate R0630
Risk margin R0640
R0650
Technical provisions calculated as a whole R0660
Best Estimate R0670
R0770 230 110 230 110
R0780 2 169 328 2 169 328
R0880 17 596 092 17 596 092
R0900 1 030 019 263 1 040 975 798
Excess of assets over liabilities R1000 75 753 826 64 797 291
Technical provisions calculated as a whole Technical provisions – non-life
Technical provisions – non-life (excluding health)
Technical provisions - health (similar to non-life)
Technical provisions - life (excluding index-linked and unit-linked) Technical provisions - health (similar to life)
Technical provisions – life (excluding health and index-linked and unit-linked)
Technical provisions – index-linked and unit-linked
Insurance & intermediaries payables Best Estimate Risk margin Other technical provisions Contingent liabilities
Provisions other than technical provisions Pension benefit obligations
Deposits from reinsurers Deferred tax liabilities Derivatives
Debts owed to credit institutions
Financial liabilities other than debts owed to credit institutions
Total liabilities Reinsurance payables Payables (trade, not insurance) Subordinated liabilities
Subordinated liabilities not in Basic Own Funds Subordinated liabilities in Basic Own Funds Any other liabilities, not elsewhere shown
Total Health insuranceInsurance with profit participation
Index-linked and unit-linked insuranceOther life insurance Annuities stemming from non-life insurance contracts and relating to
Annuities stemming from non-life insurance contracts and relating toHealth reinsuranceLife reinsurance C0210C0220C0230C0240C0250C0260C0270C0280C0300 iums writtenR1410160 300 848160 300 848 R1420224 568224 568 R1500160 076 280160 076 280 iums earnedR1510160 300 848160 300 848 R1520224 568224 568 R1600160 076 280160 076 280 s incurredR1610549 640 189549 640 189 R16200 R1700549 640 189549 640 189 nges in other technical provisionsR1710303 922 742303 922 742 R17200 R1800303 922 742303 922 742 R190029 623 10329 623 103 Administrative expensesGrossR191012 968 87912 968 879 Reinsurers' shareR1920 NetR200012 968 87912 968 879 Investment management expensesGrossR2010 Reinsurers' shareR2020 NetR2100 Claims management expensesGrossR2110 Reinsurers' shareR2120 NetR2200 Acquisition expensesGrossR221016 654 22416 654 224 Reinsurers' shareR2220 NetR230016 654 22416 654 224 Overhead expensesGrossR2310 Reinsurers' shareR2320 NetR2400 R2500 R260029 623 103 l amount of surrendersR2700489 357 675489 357 675
Net
.01.01.02 LifeLine of Business for: life insurance obligationsLife reinsurance obligations Gross Reinsurers' share Net Gross Reinsurers' share Net Gross Reinsurers' share Gross Reinsurers' share Net ses incurred er expenses l expenses
Insuranc e with profit participa tion Annuities stemming from non-life insurance contracts and relating to insurance obligation other than health insurance obligations Total (Life other than health insurance, incl. Unit- Linked) Annuities stemming from non- life insurance contracts and relating to health insurance obligations
Health reinsur ance (reinsu rance accepte d)Total (Health s Contracts without options and guarantees
Contracts with options or guaranteesC0060 Contracts without options and guarantees Contracts with options or guaranteesC0100 Insurance with profit participati on Index- linked and unit-linked insurance Other life insuranc e Annuities stemming from non-life accepted insurance contracts and relating to insurance obligation other than health insurance obligationsC0160 Contra cts withou t options and guaran tees
Contra cts with options or guaran tees C0020C0030C0040C0050C0060C0070C0080C0090C0100C0110C0120C0130C0140C0150C0160C0170C0180C0190C0200C0210 R0010 R0020 MBest EstimateR0030990 764 737990 764 737 R0040 Recoverables from reinsurance (except SPV and Finite Re) before adjustment for expected lossesR0050 Recoverables from SPV before adjustment for expected lossesR0060 Recoverables from Finite Re before adjustment for expected lossesR0070 R0080 R0090990 764 737990 764 737 R010019 258 99619 258 996 R0110 R0120 R0130 R02001 010 023 7331 010 023 733 R02101 010 023 7331 010 023 733 R0220477 222 610477 222 610 hCash out- flowsR0230 Future guaranteed benefitsR0240 Future discretionary benefitsR0250 R0260 Cash in- flowsR0270 R0280 R0290 R0300500 611 824500 611 824 R0310 R0320 R0330 R0340 R0350 R0360
ons calculated as a whole
and Health SLT Technical Provisions Index-linked and unit-linked insuranceOther life insuranceAccepted reinsuranceHealth insurance (direct business) products with a surrender option
les from reinsurance/SPV and Finite Re after the adjustment for Gross Best Estimate Total recoverables from reinsurance/SPV and Finite Re before the adjustment for expected losses due to counterparty default Total Recoverables from reinsurance/SPV and Finite Re after the adjustment for expected losses due to counterparty default Best estimate minus recoverables from reinsurance/SPV and Finite Re Risk Margin Technical Provisions calculated as a whole Best estimate Risk margin ons - total ons minus recoverables from reinsurance/SPV and Finite Re - ons without matching adjustment and without all the others Future guaranteed and discretionary benefits Future expenses and other cash out-flows Future premiums Other cash in-flows ss Best Estimate calculated using approximations bject to transitional of the interest rate ons without transitional on interest rate bject to volatility adjustment ons without volatility adjustment and without others bject to matching adjustment
TotalTier 1 - unrestrictedTier 1 - restrictedTier 2Tier 3 C0010C0020C0030C0040C0050 Basic own funds before deduction for participations in other financial sector as foreseen in article 68 of Delegated Regulation 2015/35Ordinary share capital (gross of own shares)R001015 000 00015 000 000 Share premium account related to ordinary share capitalR003015 000 00015 000 000 Initial funds, members' contributions or the equivalent basic own - fund item for mutual and mutual-type undertakingsR0040 Subordinated mutual member accountsR0050 Surplus fundsR0070 Preference sharesR0090 Share premium account related to preference sharesR0110 Reconciliation reserveR013045 753 82645 753 826 Subordinated liabilitiesR0140 An amount equal to the value of net deferred tax assetsR0160 Other own fund items approved by the supervisory authority as basic own funds not specified aboveR0180 Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own funds
Own funds from the financial statements that should not be represented by the reconciliation reserve and do not meet the criteria to be classified as Solvency II own fundsR0220 DeductionsDeductions for participations in financial and credit institutionsR0230 R029075 753 82675 753 826 Ancillary own fundsUnpaid and uncalled ordinary share capital callable on demandR0300 Unpaid and uncalled initial funds, members' contributions or the equivalent basic own fund item for mutual and mutual - type undertakings, callable on demandR0310 Unpaid and uncalled preference shares callable on demandR0320 A legally binding commitment to subscribe and pay for subordinated liabilities on demandR0330 Letters of credit and guarantees under Article 96(2) of the Directive 2009/138/ECR0340 Letters of credit and guarantees other than under Article 96(2) of the Directive 2009/138/ECR0350 Supplementary members calls under first subparagraph of Article 96(3) of the Directive 2009/138/ECR0360 Supplementary members calls - other than under first subparagraph of Article 96(3) of the Directive 2009/138/ECR0370 Other ancillary own fundsR0390 R0400 Available and eligible own fundsTotal available own funds to meet the SCRR050075 753 82675 753 826 Total available own funds to meet the MCRR051075 753 82675 753 826 Total eligible own funds to meet the SCRR054075 753 82675 753 826 Total eligible own funds to meet the MCRR055075 753 82675 753 826 R058056 222 836 R060038 350 500 R0620134,74% Ratio of Eligible own funds to MCRR0640197,53%
S.23.01.01.01 Own funds Total basic own funds after deductions Total ancillary own funds SCR MCR Ratio of Eligible own funds to SCR
Net solvency capital requirement
Gross solvency capital requirement
Allocation from adjustments due to RFF and Matching
adjustments portfolios
C0030 C0040 C0050
Market risk R0010 35 916 787 35 916 787
Counterparty default risk R0020 31 397 31 397
Life underwriting risk R0030 30 977 126 30 977 126
Health underwriting risk R0040
Non-life underwriting risk R0050
Diversification R0060 -13 944 668 -13 944 668
Intangible asset risk R0070
Basic Solvency Capital Requirement R0100 52 980 642 52 980 642
S.25.01.01.01 Basic Solvency Capital Requirement
Value
Capital requirement for duration-based equity risk
sub-module R0400
Total amount of Notional Solvency Capital Requirements for
remaining part R0410
Total amount of Notional Solvency Capital Requirements for
ring fenced funds R0420
Total amount of Notional Solvency Capital Requirements for
matching adjustment portfolios R0430
Diversification effects due to RFF nSCR aggregation for
article 304 R0440
Method used to calculate the adjustment due to RFF/MAP
nSCR aggregation R0450 No adjustment
Net future discretionary benefits R0460
Solvency Capital Requirement excluding capital add-on Capital add-on already set
Solvency capital requirement
S.25.01.01.02 Calculation of Solvency Capital Requirement
Adjustment due to RFF/MAP nSCR aggregation Operational risk
Loss-absorbing capacity of technical provisions Loss-absorbing capacity of deferred taxes
Capital requirement for business operated in accordance with Art. 4 of
C0040 C0040
MCRL Result R0200 6 935 353
S.28.01.01.03 Linear formula component for life insurance and reinsurance obligations
Net (of reinsurance/SPV) best estimate and TP calculated as a whole
Net (of reinsurance/SPV) total capital at risk
C0050 C0060
Obligations with profit participation - guaranteed benefits R0210 Obligations with profit participation - future discretionary
benefits R0220
Index-linked and unit-linked insurance obligations R0230 990 764 737 Other life (re)insurance and health (re)insurance obligations R0240
Total capital at risk for all life (re)insurance obligations R0250 S.28.01.01.04 Total capital at risk for all life (re)insurance obligations
C0070 C0070
Linear MCR R0300 6 935 353
SCR R0310 56 222 836
MCR cap R0320 25 300 276
MCR floor R0330 14 055 709
Combined MCR R0340 14 055 709
Absolute floor of the MCR R0350 38 350 500
Minimum Capital Requirement R0400 38 350 500
S.28.01.01.05 Overall MCR calculation