LEITFADEN - SolvencyTool (DE) - SolvencyTool

Skip to content

PRODUKTE
KUNDEN
PARTNER
KONTAKT
SUPPORT
ANMELDEN

LEITFADEN – SolvencyTool (DE)caspar2023-04-09T23:00:15+00:00

Leitfaden

Solo QRT – log files

S.01.01 Content of the submission
S.01.02 Basic information
S.01.03 Basic Information RFF & MAP
S.02.01 Balance sheet
SE.02.01 Balance sheet (ECB)
S.02.02 Assets & liabilities by currency
S.03.01 Off BS – general
S.03.02 Off BS – guarantees received
S.03.03 Off BS – guarantees provided
S.04.01 Activity by country
S.04.02 Information on class 10
S.05.01 Prem., claims & exp. – lobs
S.05.02 Prem., claims & exp. – countries
S.06.01 Summary of assets
S.06.02 List of assets
SE.06.02 List of assets (ECB)
S.06.03 Collective invest. undertakings
S.07.01 Structured products
S.08.01 Open derivatives
S.08.02 Derivatives transactions
S.09.01 Profit & loss
S.10.01 Securities lending & repos
S.11.01 Assets held as collateral
S.12.01 Life & health SLT TP
S.12.02 Life TP – by country
S.13.01 Cash flows – life
S.14.01 Life obligations analysis

S.15.01 Var. ann. – guarantees by prod.
S.15.02 Var. ann. – hedging
S.16.01 Ann. stemming from non-life
S.17.01 Non-life & health NSLT TP
S.17.02 Non-life TP – BE by country
S.18.01 Cash flows – non-life
S.19.01 Non-life claims triangles
S.20.01 Movements of RBNS claims
S.21.01 Loss distrib. profile – non-life
S.21.02 Underwriting risks – non-life
S.21.03 Non-life mass risks
S.22.01 LTG and Transitional Measures
S.22.02 Cash flows – MAP
S.22.03 Matching adjustment calc.
S.22.04 Transitional on interest rates
S.22.05 Transitional on TP
S.22.06 BE subject to volatility adj.
S.23.01 Own funds
S.23.02 Own funds – details
S.23.03 Own Funds – movements
S.23.04 Own funds – list of items
S.24.01 Participations
S.25.01 SCR – Standard formula
S.25.02 SCR – Standard formula & PIM
S.25.03 SCR – Internal model

S.26.01 SCR – Market risk
S.26.02 SCR – Counterparty default risk
S.26.03 SCR – Life risk
S.26.04 SCR – Health risk
S.26.05 SCR – Non-life
S.26.06 SCR – Operational risk
S.26.07 SCR – Simplifications
S.27.01 SCR – Non-life catastrophe risk
S.28.01 MCR – Non-composites
S.28.02 MCR – Composites
S.29.01 AoM – Excess of assets over liab.
S.29.02 AoM – Investments & fin liabilities
S.29.03 AoM – TP
S.29.04 AoM – Technical flows vs TP
S.30.01 Facultative covers – basic
S.30.02 Facultative covers – shares
S.30.03 Reinsurance program – basic
S.30.04 Reinsurance program – shares
S.31.01 Share of reinsurers
S.31.02 Special purpose vehicles
S.36.01 IGT – Investments
S.36.02 IGT – Derivatives
S.36.03 IGT – Internal reinsurance
S.36.04 IGT – Other

Group QRT – log files

S.01.01 Content of the submission
S.01.02 Basic information
S.01.03 Basic Information RFF & MAP
S.02.01 Balance sheet
S.02.02 Assets & liabilities by currency
S.03.01 Off BS – general
S.03.02 Off BS – guarantees received
S.03.03 Off BS – guarantees provided
S.05.01 Prem., claims & exp. – lobs
S.05.02 Prem., claims & exp. – countries
S.06.01 Summary of assets
S.06.02 List of assets
S.06.03 Collective invest. undertakings
S.07.01 Structured products
S.08.01 Open derivatives
S.08.02 Derivatives transactions

S.09.01 Profit & loss
S.10.01 Securities lending & repos
S.11.01 Assets held as collateral
S.15.01 Var. ann. – guarantees by prod.
S.15.02 Var. ann. – hedging
S.22.01 LTG and Transitional Measures
S.23.01 Own funds
S.23.02 Own funds – details
S.23.03 Own Funds – movements
S.23.04 Own funds – list of items
S.25.01 SCR – Standard formula
S.25.02 SCR – Standard formula & PIM
S.25.03 SCR – Internal model
S.26.01 SCR – Market risk
S.26.02 SCR – Counterparty default risk
S.26.03 SCR – Life risk

S.26.04 SCR – Health risk
S.26.05 SCR – Non-life
S.26.06 SCR – Operational risk
S.26.07 SCR – Simplifications
S.27.01 SCR – Non-life catastrophe risk
S.31.01 Share of reinsurers
S.31.02 Special purpose vehicles
S.32.01 Group scope
S.33.01 Insurance participations SCR
S.34.01 Other financial sector CR
S.35.01 Contribution to group TP
S.36.01 IGT – Investments
S.36.02 IGT – Derivatives
S.36.03 IGT – Internal reinsurance
S.36.04 IGT – Other
S.37.01 Risk concentration

Regulatory Framework

Solvency II Directive (recast) [2009/138/EC]
Solvency II Directive (original version) [2009/138/EC]
Commission Delegated Regulation [2015/35]
Commission Delegated Regulation (2016 update) [2016/467]
Commission Delegated Regulation (2017 update) [2017/1542]

Commission Delegated Regulation (2019 update) [2019/981]
Amendment to Delegated Regulation (2019 Securitisations)

Guidelines

Own risk and solvency assessment
System of governance
Reporting and public disclosure
Undertaking-specific parameters
The use of internal models

The valuation of technical provisions
Contract boundaries
Recognition and valuation of A&L other than TP

Classification of own funds
Ancillary own funds

Group solvency
Health catastrophe risk sub-module
Loss-absorbing capacity of TP and deferred taxes
Look-through approach
Long-term guarantee measures
Application of the life uw risk module
Market and counterparty risk exposures in the std formula
Basis risk
Application of outwards reinsurance non-life uw risk
Ring-fenced funds
Treatment of related undertakings, incl. participations

Supervisory review process
Illustration: Supervisory review process
Operational functioning of colleges
The supervision of branches of third-country insurance undertakings
The methodology for equivalence assessments by NSAs under SII
The extension of the recovery period
Exchange of info on a systematic basis within colleges
Reporting for financial stability purposes
Methods for determining the market shares for reporting

Contact SolvencyTool

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

Phone: +45 7023 2016 (8am – 6pm)

Email:

Copyright 2012 - 2020 SolvencyTool | All Rights Reserved

This website uses cookies to improve your experience. These cookies are categorized as necessary and stored on your device as they are essential for the working of basic functionalities of the website. Cookie Policy Accept

Cookie Policy

Privacy Overview

This website uses cookies to improve your experience while you navigate through the website. Out of these cookies, the cookies that are categorized as necessary are stored on your browser as they are essential for the working of basic functionalities of the website. We also use third-party cookies that help us analyze and understand how you use this website. These cookies will be stored in your browser only with your consent. You also have the option to opt-out of these cookies. But opting out of some of these cookies may have an effect on your browsing experience.

Necessary

immer aktiv

Necessary cookies are absolutely essential for the website to function properly. This category only includes cookies that ensures basic functionalities and security features of the website. These cookies do not store any personal information.

SPEICHERN & AKZEPTIEREN