| calculate |
Execute a dependency graph of granular calculations |
| CalculationError |
Structured calculation failure |
| capital_add_on_amount |
Prescribed add-on arithmetic, not a supervisory imposition or risk model. |
| capital_breach_requirements |
Select notification/plan duties using externally established breach facts. |
| capital_recovery_plan_evidence_check |
Inventory the five common plan contents; do not project or approve them. |
| captive_interest_currency |
Evaluate one currency's literal asset-minus-BE formula for a declared scenario. |
| captive_interest_duration |
Look up an explicitly qualified lettered band; do not invent boundary rules. |
| captive_nonlife_aggregation |
Aggregate all twelve DR90 segment charges, with explicit inactive zeros. |
| captive_nonlife_segment |
Calculate a segment charge from already qualified Article116 volumes. |
| captive_simplification_conditions |
Check externally assessed DR89 facts, not substantive eligibility itself. |
| catastrophe_effective_sum |
Qualified recovery subtraction or explicit gross fallback for inadequate risk capture. |
| catastrophe_group_weighted_sum |
Q*max(group zone weights)*qualified group SI; never invent a group matrix. |
| catastrophe_region_aggregation |
Aggregate externally determined regional catastrophe charges plus other-region charge. |
| catastrophe_weighted_sum |
Q_W_SI for an externally qualified zone ordinal, not an address-to-zone mapping. |
| catastrophe_zone_aggregation |
sqrt(WSI' C WSI) for one Annex XXII–XXVI peril/region; WSI supplied externally. |
| catastrophe_zone_ordinal |
Resolve an explicitly supplied published code to its zone ordinal. |
| coinvestment_numeric_screen |
Check strict issuer size/revenue and inclusive retention for EACH security. |
| concentration_adjusted_exposure |
Ei excluding zero-gi counterparties; does not alter Assets or quality weights. |
| concentration_assets |
Select Assets from externally classified holdings; intragroup needs all five flags. |
| concentration_asset_loss |
Immediate asset-value loss, explicitly NOT the resulting BOF capital charge. |
| concentration_credit_quality |
Position quality before single-name weighting/ceiling; eligibility is external. |
| concentration_excess |
Threshold excess on already scoped Assets and zero-factor-adjusted exposure. |
| concentration_exposure_sum |
Sum externally grouped counterparty/single-name exposures, not all Assets. |
| concentration_factor |
gi selection, not grouping or CT selection; regional CQS2 reference affects gi only. |
| concentration_risk |
Euclidean norm of already valued single-name BOF charges; not asset losses. |
| concentration_single_name_quality |
Ceil value-weighted quality only after aggregation, without epsilon rounding. |
| concentration_threshold |
CT on externally established single-name quality or qualified special exposure. |
| Context |
Explicit calculation context |
| contract_boundary_exclusion |
Only the Article 18(3) negative screen; zero never proves contract membership. |
| contract_recognition_due |
Has the first recognition time arrived? This does not reverse later derecognition. |
| contract_unilateral_right |
Guideline2 unilateral-right screen, not full contract-boundary membership. |
| counterparty_solvency_ratio |
Divide externally qualified latest eligible funds by latest positive SCR. |
| coverage |
Declared regulatory coverage and limitations |
| credit_cat_default_loss |
Select largest NET default exposures and report their gross scenario claims. |
| credit_cat_recession_loss |
Sudden gross claim from next12month earned LOB9/21 premiums, not capital. |
| credit_derivative_scenario_charge |
Select gross credit-derivative charge by maximal net-FDB scenario loss. |
| credit_spread_stress |
Absolute widening versus relative tightening; hedge exclusions require separate assessment. |
| currency_participation_bof_change |
Signed FX BOF change: deducted holdings contribute gains but not losses. |
| currency_peg_factor |
Historical document-profile pair factor, not confirmation of a current currency peg. |
| currency_peg_rate_stress |
Apply a qualified original peg factor to local currency per one foreign unit. |
| currency_rate_stress |
Stress local currency per one foreign unit, not its reciprocal or a BOF amount. |
| currency_risk |
Sum already net-scenario-selected gross charges, all valued in Context.currency. |
| currency_scenario_charge |
One currency: select gross charge by the largest externally valued net-FDB loss. |
| default_ccp_fund_lgd_2027 |
LGD of an externally qualified CCP default-fund contribution, not CCP eligibility. |
| default_clearing_conditions |
Check one externally selected clearing route, not legal eligibility. |
| default_collateral_factor |
Select a coefficient, not an insolvency-law interpretation or collateral valuation. |
| default_collateral_market_adjustment |
Literal document-profile order; signed adjustment, not collateral eligibility. |
| default_defaulted_loan_lgd_2027 |
Article192(4a) floor; Loan is the source-defined qualified mortgage value. |
| default_derivative_lgd |
Four externally qualified variants, with explicit market/risk-adjusted collateral. |
| default_derivative_netting_value |
Combine market values, never stand-alone RM, collateral stress or LGD. |
| default_exposure_type |
Return1/2 for default types or0 for exclusion FROM THIS MODULE ONLY. |
| default_mortgage_lgd |
Use a qualified stress guarantee, not an arbitrary guarantee nominal amount. |
| default_other_lgd |
Two externally classified nonnegative valuation conventions; no hidden offsetting. |
| default_pool_lgd |
Externally qualified type B/C pool formula, not pool classification. |
| default_pool_member_ratio |
Select the pool SR convention, not the counterparty PD table. |
| default_pool_solvency_ratio |
Harmonic EOF-weighted inner group plus risk-share-weighted outer group. |
| default_pool_type_a_lgd |
Apply type-A liability rule to an externally qualified Article192 LGD. |
| default_probability |
Apply an externally qualified Article 199 category; not a rating/classification engine. |
| default_protected_probability |
Select a qualified provider PD, never the minimum of two probabilities. |
| default_reinsurance_lgd |
Choose standard/high-encumbrance formula; input includes corresponding receivables. |
| default_risk_adjusted_collateral |
Literal collateral branches, with signed results and explicit legal evidence. |
| default_risk_adjusted_mortgage |
Subtract adjustment from externally assessed Article198(2) property value. |
| default_risk_mitigation |
Difference for the same relevant risk module; never substitute overall SCR. |
| default_securities_financing_lgd_2027 |
Qualified repo/reverse-repo/securities-lending LGD, not a netting engine. |
| default_single_name_count |
Count declared single names and retain every exposure-to-group assignment. |
| default_single_name_lgd |
Sum already assessed LGDs; qualified netting sets must not be counted twice. |
| default_single_name_pd |
LGD-weighted PD for one externally grouped single name, not legal grouping. |
| default_type1 |
Type-1 variance and charge; PD/LGD supplied per already grouped single name. |
| default_type2_shock |
Value-decrease amount; BOF must still be revalued to determine the capital charge. |
| default_type2_shock_2027 |
Three disjoint2027 LGD pools; no implicit zero for defaulted/forborne loans. |
| de_branch_minimum_amount |
Calculate a qualified German branch asset minimum or domestic deposit. |
| de_cover_assets_minimum |
German book-value cover pool minimum, distinct from Solvency-II TP. |
| de_cover_property_value |
Book/market minimum, or explicitly supervisor-determined property value. |
| de_liquidity_coverage |
Coverage, cash-flow gap and liquidity level for one qualified horizon. |
| DiscountCurve |
Explicit local discount curve |
| discount_curve_factor |
Explicit local discount curve |
| discount_curve_from_dict |
Explicit local discount curve |
| discount_curve_from_spot_rates |
Build explicit discount factors from externally supplied spot rates |
| discount_curve_to_dict |
Explicit local discount curve |
| documentation |
Read bundled documentation without a browser |
| governance_evidence_check |
Inventory applicable declared controls and expose versioned review periods. |
| governance_remuneration_deferral_years |
Minimum deferral period for an externally qualified relevant staff member. |
| group_combined_component_surplus_2027 |
Compose externally approved disjoint methods, not a consolidation model. |
| group_combined_currency_exposure_2027 |
Positive holding excess for external consolidated currency scenarios. |
| group_consolidated_best_estimate |
Sum BE already adjusted externally for all intra-group transactions. |
| group_consolidated_minimum |
Qualified MCR sum plus future local licence-withdrawal requirements. |
| group_consolidated_risk_margin |
Proportionate sum of externally qualified risk margins, no added diversification. |
| group_consolidated_scr |
Sum qualified Article336 amounts plus externally set group add-on. |
| group_consolidated_surplus |
External consolidated eligible EOF minus SCR after its qualified minimum. |
| group_immaterial_participation_screen_2027 |
Strict numerical thresholds only, never supervisory permission. |
| group_insurance_holding_conditions_2027 |
Declared holding criteria, not an automatic group or entity classification. |
| group_long_term_equity_limit_2027 |
Method1/combined LTE cap, not group SCR or an automatic classification. |
| group_method2_best_estimate_sum |
Parent plus proportionate related BE, preserving signed external valuations. |
| group_method2_component_surplus |
Signed method2 aggregation component, not complete approved group solvency. |
| group_minority_excess_2027 |
Literal 2027 minority formula, on explicitly pre-qualified net amounts. |
| group_model_scr_contribution |
Apply externally supplied model percentages; never develop an insurer model. |
| group_nonavailable_own_funds_cap |
Cap ONE externally qualified availability scope, without repeating the cap. |
| group_orsa_evidence_check |
Inventory group-ORSA scope, method1 and single-document evidence. |
| group_orsa_method1_scr_difference |
Signed related-SCR sum minus consolidated SCR, never floored. |
| group_own_funds_transfer_timing_screen |
Check only the declared nine-month horizon, not effective availability. |
| group_pre_acquisition_scr_exception_2027 |
Future pre-acquisition exception with an explicit issuer-specific effect. |
| group_reinsurance_elimination |
Remove qualified internal reinsurance values before consolidation shares. |
| group_required_shortfall |
Full subsidiary deficit unless an explicit externally approved exception applies. |
| group_sector_capital_requirement_2027 |
Select the prescribed maximum of complete externally calculated branches. |
| group_sector_contribution_2027 |
Sum disjoint qualified sector amounts using subscribed-capital shares. |
| group_significant_branch_screen |
Strict 5% group OR host-market test used by group reporting definitions. |
| group_simplified_participation_scr_2027 |
Externally approved simplified contribution; no extra ownership weighting. |
| group_standard_scr_contribution |
Standard-formula contribution for externally qualified consolidated entities. |
| guaranteed_sts_securitisation_spread_stress |
Qualified Article180(10)/(10a) factor; historical name retained for callers. |
| obligation_derecognition_condition |
Qualified obligation state only, never automatic contract-end derecognition. |
| operational_risk |
Gross premium/provision calculation; provisions exclude the risk margin. |
| orsa_additional_macro_analysis_required_2027 |
Select only additional paragraph1(e) analysis; paragraph1(d) remains. |
| orsa_biennial_captive_conditions_2027 |
Declared captive eligibility for ORSA frequency, not DR89 simplification. |
| orsa_climate_scenario_requirement_2027 |
Minimum scenario count from externally qualified materiality/SNC status. |
| orsa_climate_scenario_structure_2027 |
Check required role metadata and maximum intervals, never model adequacy. |
| orsa_conditional_evidence_check |
Inventory conditional comparisons/recalibration, never calculate a model. |
| orsa_core_evidence_check |
Inventory explicitly declared core evidence, not adequacy or compliance. |
| orsa_guidance_evidence_check |
Inventory archived guideline evidence, not content or legal applicability. |
| orsa_max_assessment_interval_2027 |
Maximum periodic interval; an event-triggered ORSA remains immediate. |
| orsa_phase_in_currency_exemption_2027 |
Screen only the Article77a phase-in comparison exemption per currency. |
| orsa_report_evidence_check |
Inventory report content/transmission evidence, not the report itself. |
| other_nonlife_cat_loss |
All five AnnexXII groups, next12month earned gross premiums. |
| own_funds_basic_before_adjustments |
Compose Article88 amounts before further deductions and eligibility limits. |
| own_funds_classification_evidence_check |
Inventory declared classification evidence, never classify an instrument. |
| own_funds_distribution_policy_amount |
Select a qualified annual payout amount, in the context reporting currency. |
| own_funds_distribution_policy_ratio |
Select a qualified payout ratio; no invented cap at 100 percent. |
| own_funds_expected_future_fee_profit_2027 |
Signed fee-scenario difference for one qualified index/unit-linked scope. |
| own_funds_expected_future_premium_profit |
Aggregate without-minus-with valuations in externally qualified groups. |
| own_funds_financial_deduction_tier |
Select a remaining own-fund bucket after externally qualified deductions. |
| own_funds_financial_exemption_screen |
Version-specific declared-prerequisite screen, never approval of an exemption. |
| own_funds_financial_participation_deduction |
Deduct qualified nonexempt financial participations, with per-holding audit. |
| own_funds_foreseeable_distributions_2027 |
Formal amount, or one of two permitted accrual methods before that stage. |
| own_funds_mcr_allocation |
Validate one proposed full MCR-covering allocation of basic own funds. |
| own_funds_reconciliation_reserve |
Subtract Article70 items, with explicit financial-participation overlap. |
| own_funds_restricted_deduction |
Deduct restricted surplus, or the full elected immaterial RFF amount. |
| own_funds_scr_allocation |
Validate one proposed full SCR-covering allocation of preclassified tiers. |
| own_funds_step_up_limit |
Art73(4)/77(4) maximum modest one-off step-up, not whole-tier eligibility. |
| own_funds_tier1_loss_absorption_trigger |
Article71(8) event screen, NOT write-down/conversion or Tier1 eligibility. |
| own_funds_tier1_mechanism_requirements |
Select statutory execution requirements; no instrument amount or booking. |
| parameter |
Parameter value and its regulatory provenance |
| partial_model_bscr |
Annex XVIII techniques1-5, with recursive4/5 and certified external2. |
| partial_public_guarantee_zero_amount_2027 |
Validate explicit zero-treatment allocation, not guarantee pricing or capital. |
| premium_future_component |
Sum one selected net premium PV component, without long-term weighting. |
| premium_net_of_reinsurance |
Return signed net premiums, not recoverables, total volume or capital. |
| premium_reserve_diversification |
Geographic factor from already classified volumes, including mandatory exceptions. |
| premium_reserve_geographic_region |
Return the macroregion for an explicitly qualified original territory name. |
| premium_reserve_parameterised_risk |
Aggregate supplied effective sigmas, without repeating NP/ADC adjustments. |
| premium_reserve_risk |
Nonlife sigma aggregation with explicit2027 reinsurance/USP qualification. |
| print.Result |
Structured calculation result and provenance |
| property_value_stress |
Stress an externally identified property asset, not total BOF or property SCR. |
| proportionality_application_evidence_2027 |
Application/notification inventory, separate from annual size screens. |
| prudent_deterministic_best_estimate_2027 |
BE_det + loading*SCR, with default5% or externally demonstrated loading. |
| prudent_deterministic_eligibility_2027 |
Strict5% time-value screen plus externally qualified route conditions. |
| prudent_deterministic_non_snc_size_screen_2027 |
Only Article327f size/market conditions, NOT supervisory approval. |
| public_counter_guarantee_conditions_2027 |
Article215a equivalence gate, not guarantee valuation or zero capital. |
| public_exposure_zero_factor |
Shared public-factor rule; Art180 debt scope and Art187 scope remain distinct. |
| reference_case |
A single reference case by identifier |
| reference_cases |
Independent synthetic calculation references |
| reference_dataset |
Additional synthetic reporting reference datasets |
| reference_datasets |
Additional synthetic reporting reference datasets |
| reference_portfolios |
Synthetic integration portfolios |
| regular_supervisory_report_interval |
Select declared RSR periodicity without waiving other reporting duties. |
| regulatory_euro_amount_indexation |
Original EUR base times HICP change since31Dec2015, rounded upward. |
| reinsurance_adjusted_recoverable |
Subtract the separately calculated EXPECTED default adjustment exactly once. |
| reinsurance_counterparty_recognition_factor |
Prescribed211 eligibility/haircut; not PD, LGD or recoverable valuation. |
| reinsurance_default_adjustment |
PV of already probability-weighted shortfalls; positive result is a deduction. |
| reinsurance_default_loss |
Apply the loss-given-default floor or an explicitly evidenced alternative. |
| reinsurance_nonlife_allocation |
Allocate already eligible payments using their external gross-claims linkage. |
| reinsurance_recoverables_from_net |
Article57 signed gross-minus-net difference BEFORE expected default loss. |
| reinsurance_recoverable_cashflows |
Discount externally selected expected recoveries at their own payment dates. |
| replicated_cashflow_value |
Market-value arithmetic with mandatory exclusions, not replication approval. |
| reporting_bound_rule_check |
Check an archived rule on explicitly bound facts |
| reporting_captive_itemised_exemption_2027 |
Declared Article35a(3) eligibility only for subannual itemised reporting. |
| reporting_catalog |
Archived reporting definitions for an explicit technical release |
| reporting_closed_rule_check |
Check a rule against explicit closed-table cell facts |
| reporting_data |
Load one reporting definition category |
| reporting_instance |
Assemble an offline XBRL draft from explicit DPM cell facts |
| reporting_metric_value_check |
Check an explicit fact against an archived DPM metric |
| reporting_rule_precondition |
Evaluate an archived filing-indicator precondition |
| reporting_table |
Definitions and axes for one reporting table |
| reporting_validation_status |
Archived module-specific validation status |
| restricted_portfolio_scenario_charge |
One portfolio's nonnegative charge under the COMMON worst net scenario. |
| restricted_portfolio_scr_sum |
Sum complete qualified notional SCRs, including remainder; no diversification. |
| Result |
Structured calculation result and provenance |
| rfr_archived_corporate_pd |
Read the default probability, NOT the similarly named PD credit spread. |
| rfr_archived_corporate_spread |
Read published PD/FS/downgrade spreads, converting percent to decimal rates. |
| rfr_archived_government_spread |
Read a published government LTAS/FS parameter and convert percent to decimal. |
| rfr_archived_ltas |
Read supplemental LTAS cells with explicit original row identifiers. |
| rfr_archived_spot_rate |
Read one published annual zero-coupon rate, preserving cell provenance. |
| rfr_credit_risk_adjustment |
Bound half the externally qualified one-year mean spread (decimal rates). |
| rfr_credit_spread_sensitivity |
CSSR from separately qualified PVBP amounts, not their revaluation model. |
| rfr_currency_risk_adjustment |
Signed CURA: archived uniform value or a qualified formula illustration. |
| rfr_curve_spot_2027 |
Build a basic/VA/MA curve once, including all requested output maturities. |
| rfr_default_adjusted_cashflow |
De-risk one asset cashflow under EIOPA-BoS-24-533 section 12.5.9. |
| rfr_default_loss_on_market_value |
Loss conditional on default under the fundamental-spread recovery assumption. |
| rfr_downgrade_expected_loss |
Weight qualified immediate replacement losses, not a rating/migration model. |
| rfr_equivalent_annual_rate |
Solve the unique annual rate for nonnegative externally qualified cashflows. |
| rfr_extrapolated_forward_2027 |
Return the continuous forward from annual-discrete UFR and continuous LLFR. |
| rfr_extrapolated_spot_2027 |
Convert the FSP spot and a matching continuous forward to an annual spot. |
| rfr_extrapolation_alpha_2027 |
Own versioned alpha, with annual approved transition and no post-2032 trend. |
| rfr_fsp_currency_percentage_2027 |
Prescribed percentage, not a market-data calibration or an FSP maturity. |
| rfr_fundamental_spread |
Compose external credit spreads with the class floor or exact fallback. |
| rfr_fundamental_spread_other_than_pd |
Published corporate residual-FS rule: max(CoD, FS-PD), decimal rates. |
| rfr_last_liquid_forward_2027 |
Aggregate externally qualified continuous forwards using swap notionals. |
| rfr_macro_country_factor |
Country debt/all-assets share, not an insurer's own portfolio weight. |
| rfr_macro_volatility_adjustment |
Euro macro add-on; explicitly incompatible with undertaking-specific adjustment. |
| rfr_market_rate_adjustment |
Apply CRA and signed CURA once before existing curve construction. |
| rfr_matching_adjustment |
Subtract effective annual rates on the SAME liability cashflows and residual FS. |
| rfr_matching_mortality_headroom |
Headroom against the 5% BE condition, using the externally BOF-selected stress. |
| rfr_matching_mortality_selected_be |
Return BE from the worst BOF scenario, not the scenario with maximum BE. |
| rfr_matching_mortality_stress |
MA qualification stress assumption, not life SCR or automatic scenario selection. |
| rfr_monthly_data |
Synthetic market-data template |
| rfr_pegged_credit_spread_sensitivity |
Common CSSR from qualified combined amounts, never average individual CSSRs. |
| rfr_portfolio_risk_correction |
Aggregate category corrections under EIOPA-BoS-24-533 section 10.3.5. |
| rfr_reference_portfolio_spread |
Whole-portfolio weights: do not renormalize the two bond categories. |
| rfr_risk_corrected_spread |
Subtract an externally qualified risk correction without an output floor. |
| rfr_risk_correction_2027 |
Piecewise correction for a qualified homogeneous spread bucket, decimal rates. |
| rfr_smith_wilson_spot |
Fit qualified instruments once and return annual spot plus optional grid. |
| rfr_spot_discount_factor |
Convert a matching annual zero-coupon spot rate to a discount factor. |
| rfr_transitional_spot_rate |
Add the approved currency-specific annual transition to one curve point. |
| rfr_ultimate_forward_rate |
Derive the context year's UFR using the prior year's annual calculation. |
| rfr_va_pvbp |
Literal revaluation difference/VA*, not a valuation model or per-bp rescaling. |
| rfr_volatility_adjustment |
Compute VA from risk-corrected spreads; neither authorize nor apply it. |
| rfr_volatility_adjustment_2027 |
Currency VA only; no automatic macro addition or undertaking-specific approval. |
| risk_margin |
Discount SCR(t) of the Art.38 reference undertaking at basic rates t+1. |
| risk_margin_adjusted_duration_2027 |
Future life formula from deterministic annual net cashflows, first at k=1. |
| risk_margin_duration |
Baseline life formula including the divisor printed in archived Annex IV. |
| risk_margin_internal_model_required |
Regulatory selection condition only; insurer supplies the approved model. |
| risk_margin_lob_allocation |
Apply a nonnegative externally qualified share; never infer it from SCR0. |
| risk_margin_percentage |
Externally calibrated alpha_lob * BE_net(0), not a prescribed default alpha. |
| risk_margin_proportional_scr |
SCR(t)=SCR(0)*BE_net(t)/BE_net(0); never apply lambda inside SCR(t). |
| risk_margin_reference_asset_balance |
SCR + TP - recoverables, not an asset portfolio or optimisation result. |
| risk_margin_reference_evidence_check |
Inventory reference-undertaking assumptions, never generate SCR runoff. |
| risk_margin_reserve_scr |
Reserve-only 3_sigma_res_mod_PCO_net(t), never the whole nonlife SCR. |
| risk_mitigation_recognition_factor |
Full, excluded, or externally qualified time-proportionate recognition. |
| rsr_long_term_equity_extra_disclosure_2027 |
Extra impact/action disclosures for an externally qualified105a holding. |
| rule_profiles |
Available dated rule profiles |
| scenario_loss |
Loss from external BOF; optional gross83 input checks are not a valuation model. |
| scope_ancillary_risk_conditions |
Apply Article16's cross-branch conditions to external factual declarations. |
| scope_volume_conditions |
Screen one year's literal Article4(1) conditions in the selected profile. |
| scope_volume_entry_trigger |
Three-year breach of one identified amount, for the following-year trigger. |
| scope_volume_release_history |
Only historical/prospective volume conditions, not supervisory release. |
| scr_standard_formula |
Compose standard formula and explicit imposed add-ons, not a full release. |
| secured_bond_spread_stress |
Three collateral branches on an externally qualified Article176(4) shock. |
| securitisation_spread_stress |
Article178 factors on externally qualified positions; no automatic transition relief. |
| select_scenario |
Select the gross charge corresponding to the greatest net-of-FDB loss. |
| sfcr_balance_sheet_audit_required_2027 |
Select the balance-sheet audit duty, not the complete audit perimeter. |
| sfcr_captive_disclosure_conditions_2027 |
Declared captive relief conditions, distinct from ORSA/reporting relief. |
| sfcr_content_evidence_check |
Inventory references for an externally qualified full narrative part. |
| sfcr_publication_evidence_check |
Join versioned duty references and qualified event facts, not legal sign-off. |
| significant_cross_border_activity_2027 |
One host state's establishment AND services premiums; strict EUR threshold. |
| simplification_proportionality_conditions |
Screen declared assessments and the higher-SCR exception to material error. |
| simplification_share_screen_2027 |
Check distinct strict SNC versus inclusive immaterial-risk thresholds. |
| simplified_bond_spread_risk |
Sum qualified bucket losses plus signed, externally valued DeltaLiab. |
| simplified_bond_spread_stress |
DR104 factor: rated values have no invented cap; only unrated is capped. |
| simplified_capital_at_risk |
Sum per-contract max(current net benefit + additional future PV - net BE,0). |
| simplified_default_group_pd |
Conservative grouping PD, not LGD-weighted single-name PD under Article199. |
| simplified_disability_risk |
Three printed terms under Art93/100; no period inference or term floors. |
| simplified_ead_mitigation_2027 |
Allocate default-zero BSCR mitigation using absolute EAD by external counterparty. |
| simplified_expense_risk |
Art94/99/101: factor_A_n + A*(G(i+shift,n)-G(i,n)). |
| simplified_fire_risk |
Maximum of qualified top-five building-neighbourhood exposures and theta. |
| simplified_immaterial_risk_2027 |
Scale the reference SCR with volume, retaining its prescribed floor. |
| simplified_lapse_risk |
Art95/102 up: half * max(qualified rate, source threshold) * years * S+. |
| simplified_life_catastrophe_risk |
Art96 factor times the already contract-floored CAR sum, not death benefits. |
| simplified_longevity_risk |
Art92/98: factor_q_n*growth**((n-1)/2)*BE on qualified selected contracts. |
| simplified_mortality_risk |
Art91/97 finite annual sum with midyear discount and survival weighting. |
| simplified_pool_external_best_estimate |
Scale externally qualified BECEP to whole-pool BECE, retaining its sign. |
| simplified_pool_external_mitigation |
Allocate signed external pool contributions; no extra floor on individual contributions. |
| simplified_pool_member_best_estimate |
PC/PU times already externally netted BEU; do not net external recoveries twice. |
| simplified_proportional_mitigation |
Article108 proportional-contract amount with the prescribed net-BE denominator. |
| simplified_reinsurance_default_adjustment |
Positive deduction corresponding to the printed negative Article61 AdjCD. |
| simplified_reinsurance_mitigation |
Allocate underwriting mitigation using BE recoverables plus related debtors. |
| simplified_single_segment_mitigation |
Literal111a quadratic formula; preserve signed differences, no subfloors. |
| simplified_submodule_mitigation |
Floor the difference of submodule sums once, not each submodule separately. |
| small_non_complex_annual_conditions_2027 |
One qualified year of Article29a criteria, not two-year status or approval. |
| small_non_complex_group_annual_conditions_2027 |
Group213a annual criteria: NOT the solo29a business-share branching. |
| solvency2 |
Offline Solvency II Calculations and Regulatory Parameters |
| specific_exposure_spread_stress |
Article180 table factors on externally qualified debt, not eligibility or BOF SCR. |
| spread_risk |
Sum three already valued/selected spread submodules; no missing-component defaults. |
| spv_recoverable_cap |
Cap one SPV's separately valued recoverable at its external aggregate exposure. |
| supervisory_reporting_deadline_weeks |
Select an archived deadline length for an externally qualified type/scope. |
| supervisory_reporting_evidence_check |
Inventory core or full RSR references for a qualified request/period. |
| symmetric_adjustment |
Use an externally qualified daily mean; the selected profile determines its window and cap. |
| symmetric_adjustment_average |
Average determined daily levels, not dates, months or carried-forward values. |
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