{"text_format":"1","workbook":"xlsx","n_sheets":88,"sheets":["Index","Input Counterparties","Type 1 Exposures","Type 1 Single CP_1","RM - Single CP 10_1","Type 1 Single CP_2","RM - Single CP 10_2","Type 1 Single CP_3","RM - Single CP 10_3","Type 1 Single CP_4","RM - Single CP 10_4","Type 1 Single CP_5","RM - Single CP 10_5","Type 1 Single CP_6","RM - Single CP 10_6","Type 1 Single CP_7","RM - Single CP 10_7","Type 1 Single CP_8","RM - Single CP 10_8","Type 1 Single CP_9","RM - Single CP 10_9","Type 1 Single CP_10","RM - Single CP 10_10","Type 1 Single CP_11","RM - Single CP 10_11","Type 1 Single CP_12","RM - Single CP 10_12","Type 1 Single CP_13","RM - Single CP 10_13","Type 1 Single CP_14","RM - Single CP 10_14","Type 1 Single CP_15","RM - Single CP 10_15","Type 1 Single CP_16","RM - Single CP 10_16","Type 1 Single CP_17","RM - Single CP 10_17","Type 1 Single CP_18","RM - Single CP 10_18","Type 1 Single CP_19","RM - Single CP 10_19","Type 1 Single CP_20","RM - Single CP 10_20","Type 1 Single CP_21","RM - Single CP 10_21","Type 1 Single CP_22","RM - Single CP 10_22","Type 1 Single CP_23","RM - Single CP 10_23","Type 1 Single CP_24","RM - Single CP 10_24","Type 1 Single CP_25","RM - Single CP 10_25","Type 1 Single CP_26","RM - Single CP 10_26","Type 1 Single CP_27","RM - Single CP 10_27","Type 1 Single CP_28","RM - Single CP 10_28","Type 1 Single CP_29","RM - Single CP 10_29","Type 1 Single CP_30","RM - Single CP 10_30","Type 1 Single CP_31","RM - Single CP 10_31","Type 1 Single CP_32","RM - Single CP 10_32","Type 1 Single CP_33","RM - Single CP 10_33","Type 1 Single CP_34","RM - Single CP 10_34","Type 1 Single CP_35","RM - Single CP 10_35","Type 1 Single CP_36","RM - Single CP 10_36","Type 1 Single CP_37","RM - Single CP 10_37","Type 1 Single CP_38","RM - Single CP 10_38","Type 1 Single CP_39","RM - Single CP 10_39","Type 1 Single CP_40","RM - Single CP 10_40","RM - CP Totals","Simplified RM","Capital requirement","Mapping","Data"],"not_rendered":{"charts":0,"images":0,"macros":1,"external_links":0,"defined_names":120,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Index","index":0,"n_rows":36,"n_cols":6,"rows_kept":36,"cut":false,"hidden":false,"merged":[[27,3,27,5],[29,3,29,5],[31,3,31,5],[33,3,33,5],[35,3,35,5],[3,1,4,5],[19,3,19,5],[21,3,21,5],[23,3,23,5],[25,3,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Index"}]
[]
[]
[null,"This worksheet \"QIS5_NL_Counterparty_Default_Risk_Helper_1in10\" has been produced to aid the insurer in its calculation of the SCR for counterparty default risk."]
[]
[]
[null,null,null,null,null,"Key"]
[]
[null,null,null,null,null,"Input Cell"]
[]
[null,null,null,null,null,"Formula Cell"]
[]
[null,null,null,null,null,"Input into a different workbook"]
[]
[null,null,null,null,null,"           *          \nClick on cell for information"]
[]
[]
[null,"Tab","Link","Content"]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Input Counterparties'!$A$1),LEN(CELL(\"filename\",'Input Counterparties'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Input Counterparties"},"Link","Select whether simplified approach to risk mitigation will be used (as per TS(10) 2.5.8) or normal approach as per TS(10) 2.5.4.  Insert all counterparty names  (up to a maximum of 40 counterparties). Run the macro button to produce the additional tabs to be completed."]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Type 1 Exposures'!$A$1),LEN(CELL(\"filename\",'Type 1 Exposures'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Exposures"},"Link","Calculates the total Loss Given Default (LGD) of every counterparty of the insurer by credit quality step. The counterparties and LGD will be automatically updated. Need to enter the credit quality step for each counterparty (see mapping tab). Use unrated if the credit rating is unknown."]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Type 1 Single CP_1'!$A$1),LEN(CELL(\"filename\",'Type 1 Single CP_1'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_1"},"Link","Calculates the Loss Given Default for Type 1 exposures to a single counterparty. The macro will automatically generate the correct number of Type 1 Single CP_X worksheets from the number of counterparties entered in the 'Input Counterparties' tab. Do not change the name of the tab."]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'RM - Single CP 10_1'!$A$1),LEN(CELL(\"filename\",'RM - Single CP 10_1'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_1"},"Link","Calculates risk mitigating effects on risk mitigation contracts i.e. contracts with reinsurance recoverables as described in 2.5.4 of TS(10). The macro will automatically generate the correct number of RM- Single CP 10_X worksheets from the number of counterparties entered in the 'Input Counterparties' tab. Do not change the name of the tab."]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'RM - CP Totals'!$A$1),LEN(CELL(\"filename\",'RM - CP Totals'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - CP Totals"},"Link","Calculates total risk mitigating effects on risk mitigation contracts i.e. contracts with reinsurance recoverables as described in 2.5.4 of TS(10). This worksheet checks that the risk mitigation impacts used to quantify the counterparty default are correct."]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Simplified RM'!$A$1),LEN(CELL(\"filename\",'Simplified RM'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Simplified RM"},"Link","Calculates the simplified risk mitigating effect on risk mitigation contracts i.e. contracts with reinsurance recoverables as described in 2.5.8 of TS. This sheet may be used instead of the \"RM - Single CP 10_X\" sheets subject to approval from the FSA."]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Capital requirement'!$A$1),LEN(CELL(\"filename\",'Capital requirement'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Capital requirement"},"Link","Data used from \"Type 1 Exposures\" along with formulas given in TS to calculate the counterparty default risk capital requirement for Type 1 exposures from each counterparty. The Type 2 calculation (and input data) is also included in this sheet, along with the aggregation of these to calculate the counterparty default risk capital requirement.  Results in cells E46 and E47 should be copied to cells D18 and D19 of the counterparty default risk tab of the 1 in 10 QIS5 template.\n"]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",Mapping!$A$1),LEN(CELL(\"filename\",Mapping!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Mapping"},"Link","Mapping provided between credit quality steps, credit ratings and SCR coverage ratios."]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",Data!$A$1),LEN(CELL(\"filename\",Data!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Data"},"Link","Data tab gives examples of Type 1 and Type 2 assets"]

{"sheet":"Input Counterparties","index":1,"n_rows":54,"n_cols":10,"rows_kept":54,"cut":false,"hidden":false,"merged":[[6,1,10,6],[9,9,11,11]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Input Counterparties"}]
[]
[]
[]
[null,null,"Is the insurer using the simplified risk mitigation approach described in TS 2.5.8? *",null,"No"]
[]
[null,"Please enter counterparty name in column C and select \"yes\" in column E. For example if there are only two counterparties then select \"yes\" in E15 and E16 and \"No\" for the remaining cells."]
[]
[]
[null,null,null,null,null,null,null,null,null,"Please run the macro below whenever changes have been made to this worksheet"]
[]
[]
[]
[null,null,"Counterparty Name *",null,"Add Tab? *"]
[null,null,"Counterparty 1",null,"No"]
[null,null,"Counterparty 2",null,"No"]
[null,null,"Counterparty 3",null,"No"]
[null,null,"Counterparty 4",null,"No"]
[null,null,"Counterparty 5",null,"No"]
[null,null,"Counterparty 6",null,"No"]
[null,null,"Counterparty 7",null,"No"]
[null,null,"Counterparty 8",null,"No"]
[null,null,"Counterparty 9",null,"No"]
[null,null,"Counterparty 10",null,"No"]
[null,null,"Counterparty 11",null,"No"]
[null,null,"Counterparty 12",null,"No"]
[null,null,"Counterparty 13",null,"No"]
[null,null,"Counterparty 14",null,"No"]
[null,null,"Counterparty 15",null,"No"]
[null,null,"Counterparty 16",null,"No"]
[null,null,"Counterparty 17",null,"No"]
[null,null,"Counterparty 18",null,"No"]
[null,null,"Counterparty 19",null,"No"]
[null,null,"Counterparty 20",null,"No"]
[null,null,"Counterparty 21",null,"No"]
[null,null,"Counterparty 22",null,"No"]
[null,null,"Counterparty 23",null,"No"]
[null,null,"Counterparty 24",null,"No"]
[null,null,"Counterparty 25",null,"No"]
[null,null,"Counterparty 26",null,"No"]
[null,null,"Counterparty 27",null,"No"]
[null,null,"Counterparty 28",null,"No"]
[null,null,"Counterparty 29",null,"No"]
[null,null,"Counterparty 30",null,"No"]
[null,null,"Counterparty 31",null,"No"]
[null,null,"Counterparty 32",null,"No"]
[null,null,"Counterparty 33",null,"No"]
[null,null,"Counterparty 34",null,"No"]
[null,null,"Counterparty 35",null,"No"]
[null,null,"Counterparty 36",null,"No"]
[null,null,"Counterparty 37",null,"No"]
[null,null,"Counterparty 38",null,"No"]
[null,null,"Counterparty 39",null,"No"]
[null,null,"Counterparty 40",null,"No"]

{"sheet":"Type 1 Exposures","index":2,"n_rows":77,"n_cols":9,"rows_kept":77,"cut":false,"hidden":false,"merged":[[31,6,31,12],[31,3,31,4],[26,6,26,12],[27,6,27,12],[28,6,28,12],[29,6,29,12],[30,6,30,12],[26,3,26,4],[28,3,28,4],[29,3,29,4],[30,3,30,4]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Exposures"}]
[]
[]
[]
[null,null,"Credit Quality Step",null,"Total LGD",null,"Total LGD2"]
[]
[null,null,0,"*",{"$f":"SUMIF($E$38:$E$77,$C7,$G$38:$G$77)","v":0},null,{"$f":"SUMIF($E$38:$E$77,$C7,$I$38:$I$77)","v":0}]
[null,null,1,"*",0,null,0]
[null,null,2,"*",0,null,0]
[null,null,3,"*",0,null,0]
[null,null,4,"*",0,null,0]
[null,null,5,"*",0,null,0]
[null,null,6,"*",0,null,0]
[null,null,"Solvency ratio ≥ 196%","*",0,null,0]
[null,null,"Solvency ratio ≥ 175%","*",0,null,0]
[null,null,"Solvency ratio ≥ 150%","*",0,null,0]
[null,null,"Solvency ratio ≥ 125%","*",0,null,0]
[null,null,"Solvency ratio ≥ 122%","*",0,null,0]
[null,null,"Solvency ratio ≥ 100%","*",0,null,0]
[null,null,"Solvency ratio ≥ 95%","*",0,null,0]
[null,null,"Solvency ratio ≥ 75%","*",0,null,0]
[null,null,"Solvency ratio < 75%","*",0,null,0]
[null,null,"IOM Bank","*",0,null,0]
[]
[]
[]
[null,null,"Column Name","Column",null,null,"Description"]
[]
[null,null,"Counterparty Name","C",null,null,"Name of counterparty exposure."]
[null,null,"Credit Quality Step","E",null,null,"Can take values 0, 1, 2, 3, 4, 5, 6, 'Solvency ratio', and 'IOM Bank' - see \"Mapping\" tab for more details."]
[null,null,"Total LGD","G",null,null,"Total loss given default for all exposures to this counterparty.  May be calculated using the \"Type 1 Single Counterparty tab."]
[null,null,"LGD^2","I",null,null,"Defined in TS, no input required."]
[]
[]
[]
[null,null,"Counterparty Name ",null,"Credit Quality Step*",null,"Total LGD*",null,"LGD2"]
[]
[null,null,{"$f":"IF('Input Counterparties'!E15=\"Yes\",Counterparty_1,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_1'!$AC$34","v":0},null,{"$f":"IF(G38=\"\",\"\",G38^2)","v":0}]
[null,null,{"$f":"IF('Input Counterparties'!E16=\"Yes\",Counterparty_2,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_2'!$AC$34","v":0},null,{"$f":"IF(G39=\"\",\"\",G39^2)","v":0}]
[null,null,{"$f":"IF('Input Counterparties'!E17=\"Yes\",Counterparty_3,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_3'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E18=\"Yes\",Counterparty_4,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_4'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E19=\"Yes\",Counterparty_5,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_5'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E20=\"Yes\",Counterparty_6,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_6'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E21=\"Yes\",Counterparty_7,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_7'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E22=\"Yes\",Counterparty_8,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_8'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E23=\"Yes\",Counterparty_9,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_9'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E24=\"Yes\",Counterparty_10,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_10'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E25=\"Yes\",Counterparty_11,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_11'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E26=\"Yes\",Counterparty_12,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_12'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E27=\"Yes\",Counterparty_13,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_13'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E28=\"Yes\",Counterparty_14,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_14'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E29=\"Yes\",Counterparty_15,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_15'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E30=\"Yes\",Counterparty_16,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_16'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E31=\"Yes\",Counterparty_17,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_17'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E32=\"Yes\",Counterparty_18,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_18'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E33=\"Yes\",Counterparty_19,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_19'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E34=\"Yes\",Counterparty_20,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_20'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E35=\"Yes\",Counterparty_21,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_21'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E36=\"Yes\",Counterparty_22,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_22'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E37=\"Yes\",Counterparty_23,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_23'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E38=\"Yes\",Counterparty_24,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_24'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E39=\"Yes\",Counterparty_25,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_25'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E40=\"Yes\",Counterparty_26,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_26'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E41=\"Yes\",Counterparty_27,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_27'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E42=\"Yes\",Counterparty_28,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_28'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E43=\"Yes\",Counterparty_29,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_29'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E44=\"Yes\",Counterparty_30,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_30'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E45=\"Yes\",Counterparty_31,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_31'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E46=\"Yes\",Counterparty_32,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_32'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E47=\"Yes\",Counterparty_33,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_33'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E48=\"Yes\",Counterparty_34,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_34'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E49=\"Yes\",Counterparty_35,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_35'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E50=\"Yes\",Counterparty_36,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_36'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E51=\"Yes\",Counterparty_37,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_37'!$AC$34","v":0},null,{"$f":"IF(G74=\"\",\"\",G74^2)","v":0}]
[null,null,{"$f":"IF('Input Counterparties'!E52=\"Yes\",Counterparty_38,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_38'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E53=\"Yes\",Counterparty_39,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_39'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E54=\"Yes\",Counterparty_40,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_40'!$AC$34","v":0},null,0]

{"sheet":"Type 1 Single CP_1","index":3,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[4,4,4,8],[19,7,19,24],[8,7,8,25],[21,7,21,25],[17,7,17,25],[11,4,11,5],[18,4,18,5],[19,4,19,5],[20,4,20,5],[21,4,21,5],[16,4,16,5],[17,4,17,5],[8,4,8,5],[10,4,10,5],[22,4,22,5],[26,4,26,5],[27,4,27,5],[23,4,23,5],[24,4,24,5],[25,4,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_1"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_1","v":"Counterparty 1"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect*",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,"Other",null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_1,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_1,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":0}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E68=$H$15,E68=$H$16),\"\",IF($Q68=\"\",\"\",IF(E68=$H$14,IF($Q68=\"N\",100%,90%),IF($Q68=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E132=$H$15,E132=$H$16),\"\",IF($Q132=\"\",\"\",IF(E132=$H$14,IF($Q132=\"N\",100%,90%),IF($Q132=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_1","index":4,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[36,2,36,3],[21,2,21,3],[22,2,22,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[29,2,29,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_1"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_1","v":"Counterparty 1"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the input for column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_2","index":5,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_2"}]
[]
[null,"Cell AC34 'LGD' is the loss given default for the this counterparty, and should be entered into column G in the \"Type 1 Exposures\" tab."]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_2","v":"Counterparty 2"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_2,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_2,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_2","index":6,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3],[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_2"}]
[]
[null,"Only to be used if the simplified approach in TS 2.7.8 is not being used."]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_2","v":"Counterparty 2"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_3","index":7,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_3"}]
[]
[null,"Cell AC34 'LGD' is the loss given default for the this counterparty, and should be entered into column G in the \"Type 1 Exposures\" tab."]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_3","v":"Counterparty 3"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_3,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_3,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_3","index":8,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3],[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_3"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_3","v":"Counterparty 3"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_4","index":9,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_4"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_4","v":"Counterparty 4"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_4,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_4,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_4","index":10,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3],[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_4"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_4","v":"Counterparty 4"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_5","index":11,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_5"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_5","v":"Counterparty 5"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_5,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_5,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_5","index":12,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3],[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_5"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_5","v":"Counterparty 5"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_6","index":13,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_6"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_6","v":"Counterparty 6"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_6,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_6,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_6","index":14,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3],[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_6"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_6","v":"Counterparty 6"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_7","index":15,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_7"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_7","v":"Counterparty 7"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_7,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_7,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_7","index":16,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3],[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_7"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_7","v":"Counterparty 7"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_8","index":17,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_8"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_8","v":"Counterparty 8"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_8,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_8,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_8","index":18,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3],[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_8"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_8","v":"Counterparty 8"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_9","index":19,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_9"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_9","v":"Counterparty 9"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_9,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_9,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_9","index":20,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3],[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_9"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_9","v":"Counterparty 9"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_10","index":21,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_10"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_10","v":"Counterparty 10"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_10,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_10,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_10","index":22,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3],[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_10"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_10","v":"Counterparty 10"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_11","index":23,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_11"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_11","v":"Counterparty 11"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_11,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_11,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_11","index":24,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_11"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_11","v":"Counterparty 11"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_12","index":25,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_12"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_12","v":"Counterparty 12"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_12,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_12,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_12","index":26,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_12"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_12","v":"Counterparty 12"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_13","index":27,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_13"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_13","v":"Counterparty 13"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_13,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_13,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_13","index":28,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_13"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_13","v":"Counterparty 13"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_14","index":29,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_14"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_14","v":"Counterparty 14"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_14,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_14,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_14","index":30,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_14"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_14","v":"Counterparty 14"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_15","index":31,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_15"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_15","v":"Counterparty 15"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_15,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_15,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_15","index":32,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_15"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_15","v":"Counterparty 15"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_16","index":33,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_16"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_16","v":"Counterparty 16"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_16,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_16,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_16","index":34,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_16"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_16","v":"Counterparty 16"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_17","index":35,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_17"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_17","v":"Counterparty 17"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_17,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_17,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_17","index":36,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_17"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_17","v":"Counterparty 17"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_18","index":37,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_18"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_18","v":"Counterparty 18"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_18,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_18,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_18","index":38,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_18"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_18","v":"Counterparty 18"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_19","index":39,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_19"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_19","v":"Counterparty 19"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_19,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_19,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_19","index":40,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_19"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_19","v":"Counterparty 19"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_20","index":41,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_20"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_20","v":"Counterparty 20"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_20,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_20,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_20","index":42,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_20"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_20","v":"Counterparty 20"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_21","index":43,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_21"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_21","v":"Counterparty 21"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_21,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_21,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_21","index":44,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_21"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_21","v":"Counterparty 21"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_22","index":45,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_22"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_22","v":"Counterparty 22"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_22,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_22,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_22","index":46,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_22"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_22","v":"Counterparty 22"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_23","index":47,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_23"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_23","v":"Counterparty 23"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_23,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_23,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_23","index":48,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_23"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_23","v":"Counterparty 23"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_24","index":49,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_24"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_24","v":"Counterparty 24"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_24,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_24,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_24","index":50,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_24"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_24","v":"Counterparty 24"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_25","index":51,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_25"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_25","v":"Counterparty 25"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_25,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_25,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_25","index":52,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_25"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_25","v":"Counterparty 25"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_26","index":53,"n_rows":160,"n_cols":32,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_26"}]
[]
[null,"This tab should be duplicated for each individual counterparty. Cell AC34 'LGD' is the loss given default for the this counterparty, and should be entered into column G in the \"Type 1 Exposures\" tab."]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_26","v":"Counterparty 26"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_26,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_26,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""},null,null,{"$f":"IF(AND(C36=\"\",E36=\"\",G36=\"\",I36=\"\",K36=\"\",M36=\"\",O36=\"\",Q36=\"\",S36=\"\",U36=\"\",W36=\"\",OR(AC36=\"\",ISERROR(AC36))),\"ERROR\",\"OK\")","v":"ERROR"}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""},null,null,{"$f":"IF(AND(C37=\"\",E37=\"\",G37=\"\",I37=\"\",K37=\"\",M37=\"\",O37=\"\",Q37=\"\",S37=\"\",U37=\"\",W37=\"\",OR(AC37=\"\",ISERROR(AC37))),\"ERROR\",\"OK\")","v":"ERROR"}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""},null,null,{"$f":"IF(AND(C101=\"\",E101=\"\",G101=\"\",I101=\"\",K101=\"\",M101=\"\",O101=\"\",Q101=\"\",S101=\"\",U101=\"\",W101=\"\",OR(AC101=\"\",ISERROR(AC101))),\"ERROR\",\"OK\")","v":"ERROR"}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,"",null,null,"ERROR"]

{"sheet":"RM - Single CP 10_26","index":54,"n_rows":39,"n_cols":16,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_26"}]
[]
[null,"Copy this worksheet as many times as required for individual counterparties. Only to be used if the simplified approach in TS 2.7.8 is not being used."]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_26","v":"Counterparty 26"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0},null,null,{"$f":"IF(AND(E22=\"\",G22=\"\",M22=0),\"ZERO\",IF(OR(E22=\"\",G22=\"\",M22=0),\"ERROR\",\"OK\"))","v":"ZERO"}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0},null,null,{"$f":"IF(AND(E23=\"\",G23=\"\",M23=0),\"ZERO\",IF(OR(E23=\"\",G23=\"\",M23=0),\"ERROR\",\"OK\"))","v":"ZERO"}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0,null,null,"ZERO"]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0,null,null,"ZERO"]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0,null,null,"ZERO"]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0,null,null,"ZERO"]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0,null,null,"ZERO"]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0,null,null,"ZERO"]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0,null,null,"ZERO"]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0,null,null,"ZERO"]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0,null,null,"ZERO"]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0,null,null,"ZERO"]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0,null,null,"ZERO"]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0,null,null,"ZERO"]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0,null,null,"ZERO"]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0,null,null,"ZERO"]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_27","index":55,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_27"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_27","v":"Counterparty 27"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_27,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_27,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_27","index":56,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_27"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_27","v":"Counterparty 27"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_28","index":57,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_28"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_28","v":"Counterparty 28"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_28,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_28,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_28","index":58,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_28"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_28","v":"Counterparty 28"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_29","index":59,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_29"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_29","v":"Counterparty 29"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_29,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_29,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_29","index":60,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_29"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_29","v":"Counterparty 29"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_30","index":61,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_30"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_30","v":"Counterparty 30"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_30,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_30,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_30","index":62,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_30"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_30","v":"Counterparty 30"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_31","index":63,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_31"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_31","v":"Counterparty 31"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_31,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_31,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_31","index":64,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_31"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_31","v":"Counterparty 31"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_32","index":65,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_32"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_32","v":"Counterparty 32"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_32,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_32,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_32","index":66,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_32"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_32","v":"Counterparty 32"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_33","index":67,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_33"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_33","v":"Counterparty 33"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_33,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_33,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_33","index":68,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_33"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_33","v":"Counterparty 33"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_34","index":69,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_34"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_34","v":"Counterparty 34"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_34,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_34,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_34","index":70,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_34"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_34","v":"Counterparty 34"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_35","index":71,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_35"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_35","v":"Counterparty 35"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_35,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_35,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_35","index":72,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_35"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_35","v":"Counterparty 35"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_36","index":73,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_36"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_36","v":"Counterparty 36"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_36,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_36,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_36","index":74,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_36"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_36","v":"Counterparty 36"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_37","index":75,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_37"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_37","v":"Counterparty 37"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_37,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_37,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_37","index":76,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_37"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_37","v":"Counterparty 37"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_38","index":77,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_38"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_38","v":"Counterparty 38"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_38,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_38,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_38","index":78,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_38"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_38","v":"Counterparty 38"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_39","index":79,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_39"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_39","v":"Counterparty 39"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_39,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_39,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_39","index":80,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_39"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_39","v":"Counterparty 39"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"Type 1 Single CP_40","index":81,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_40"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_40","v":"Counterparty 40"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivative"]
[null,null,null,null,null,null,null,"Mortgage Loan"]
[null,null,null,null,null,null,null,"Other"]
[null,null,"Recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract or SPV plus any other debtors arising out of the reinsurance arrangement or SPV securitisation, as per TS(10) 2.5.4.3"]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet (as defined in paragraph 2.5.4.4.), and \"N\" otherwise."]
[null,null,"Market value",null,"K",null,null,"Market value of derivative"]
[null,null,"RM effect",null,"M",null,null,"Input the risk mitigating effect of the contract, defined in TS(10) 2.5.4. for reinsurance or securitisation and derivatives. For reinsurance, may be calculated using tab \"RM - Single CP\" or \"Simplified RM\""]
[null,null,"Collateral market value",null,"O",null,null,"Enter the risk adjusted value of the collateral related to this exposure."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if, in the case of the insolvency of the counterparty, the determination of the (re)insurer's insolvency estate in excess of the collateral does not take into account that the (re)insurer receives collateral, and \"Y\" otherwise. (Used in the calculation of \"F\")."]
[null,null,"Loan value",null,"S",null,null,"Input value of mortgage loan"]
[null,null,"Mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage"]
[null,null,"LGD",null,"W",null,null,"Input loss given default for exposures other than reinsurance, securitisation, derivatives and mortgage loans, as set out in TS(10) 2.5.5"]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type *",null,"Recoverable",null,"RM & >60% tied up?",null,"Market Value *",null,"RM effect",null,"Collateral market value",null,"Collateral accounted for?",null,"Loan",null,"Mortgage",null,"LGD",null,"F",null,"Recovery Rate",null,"LGD"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"YES\"),Simplified_RM_40,IF(AND(E36=\"Reinsurance / securitisation\",'Input Counterparties'!$E$5=\"NO\"),RM_Single_CP_10_40,\"\"))","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM - Single CP 10_40","index":82,"n_rows":39,"n_cols":13,"rows_kept":39,"cut":false,"hidden":true,"merged":[[29,2,29,3],[36,2,36,3],[23,2,23,3],[24,2,24,3],[25,2,25,3],[26,2,26,3],[27,2,27,3],[28,2,28,3],[22,2,22,3],[4,4,4,8],[8,4,8,5],[8,6,8,24],[10,4,10,5],[11,4,11,5],[12,4,12,5],[13,4,13,5],[14,4,14,5],[14,6,14,24],[15,4,15,5],[21,2,21,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - Single CP 10_40"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_40","v":"Counterparty 40"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[]
[null,null,"Phyp - Pwithout",null,"E",null,"Reinsurance premium of counterparty in LOB"]
[null,null,"Recoverables",null,"G",null,"Best estimate recoverables from counterparty for LOB"]
[null,null,"σ(prem)",null,"I",null,"Standard deviation for premium risk for LOB (no input required)"]
[null,null,"σ(res)",null,"K",null,"Standard deviation for reserve risk for LOB (no input required)"]
[null,null,"SCRhyp - SCRwithout",null,"M",null,"Estimated risk mitigating effect for each LOB.  Total in M39 is the value to insert in column M of the \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"LOB",null,"Phyp - Pwithout",null,"Recoverables",null,"   σ(prem)",null,"     σ(res)",null,"SCRhyp - SCRwithout"]
[]
[null,null,"1  - Motor Vehicle Liability & Prop. Reins.",null,null,null,null,null,0.1,null,0.09,null,{"$f":"((1.3*I22*E22)^2+(1.3*K22*G22)^2+(1.69*I22*E22*K22*G22))^0.5","v":0}]
[null,null,"2  - Other Motor & Prop. Reins.",null,null,null,null,null,0.08,null,0.08,null,{"$f":"((1.3*I23*E23)^2+(1.3*K23*G23)^2+(1.69*I23*E23*K23*G23))^0.5","v":0}]
[null,null,"3  - Marine, Aviation & Transport (MAT) & Prop. Reins.",null,null,null,null,null,0.15,null,0.11,null,0]
[null,null,"4  - Fire & Other Damage to Property & Prop. Reins.",null,null,null,null,null,0.08,null,0.1,null,0]
[null,null,"5  - General Liability & Prop. Reins.",null,null,null,null,null,0.14000000000000001,null,0.11,null,0]
[null,null,"6  - Credit & Suretyship & Prop. Reins.",null,null,null,null,null,0.12,null,0.19,null,0]
[null,null,"7  - Legal Expenses & Prop. Reins.",null,null,null,null,null,7.0000000000000007E-2,null,0.12,null,0]
[null,null,"8  - Assistance & Prop. Reins.",null,null,null,null,null,0.09,null,0.2,null,0]
[null,null,"9  - Miscellaneous Financial Loss & Prop. Reins.",null,null,null,null,null,0.13,null,0.2,null,0]
[null,null,"10  - Medical expense & Prop. Reins.",null,null,null,null,null,0.05,null,0.05,null,0]
[null,null,"11  - Income Protection & Prop. Reins.",null,null,null,null,null,8.5000000000000006E-2,null,0.14000000000000001,null,0]
[null,null,"12  - Workers' compensation & Prop. Reins.",null,null,null,null,null,0.08,null,0.11,null,0]
[null,null,"25 - Non-prop. reinsurance - Casualty",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"26 - Non-prop. reinsurance - MAT",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"27 - Non-prop. reinsurance - Property",null,null,null,null,null,0.17,null,0.2,null,0]
[null,null,"28 - Non-prop. reinsurance - Health",null,null,null,null,null,0.17,null,0.2,null,0]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E22:E37)","v":0},null,{"$f":"SUM(G22:G37)","v":0},null,null,null,null,null,{"$f":"SUM(M22:M37)","v":0}]

{"sheet":"RM - CP Totals","index":83,"n_rows":53,"n_cols":7,"rows_kept":53,"cut":false,"hidden":false,"merged":[]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM - CP Totals"}]
[]
[]
[]
[null,null,"This worksheet checks that the risk mitigation impacts used to quantify the counterparty default are correct."]
[]
[]
[null,null,"Number",null,"Counterparty Name",null,"SCRhyp - SCRwithout"]
[]
[null,null,1,null,{"$f":"'Type 1 Exposures'!C38","v":""},null,{"$f":"'RM - Single CP 10_1'!$M$39","v":0}]
[null,null,2,null,{"$f":"'Type 1 Exposures'!C39","v":""},null,{"$f":"'RM - Single CP 10_2'!$M$39","v":0}]
[null,null,3,null,{"$f":"'Type 1 Exposures'!C40","v":""},null,{"$f":"'RM - Single CP 10_3'!$M$39","v":0}]
[null,null,4,null,{"$f":"'Type 1 Exposures'!C41","v":""},null,{"$f":"'RM - Single CP 10_4'!$M$39","v":0}]
[null,null,5,null,{"$f":"'Type 1 Exposures'!C42","v":""},null,{"$f":"'RM - Single CP 10_5'!$M$39","v":0}]
[null,null,6,null,{"$f":"'Type 1 Exposures'!C43","v":""},null,{"$f":"'RM - Single CP 10_6'!$M$39","v":0}]
[null,null,7,null,{"$f":"'Type 1 Exposures'!C44","v":""},null,{"$f":"'RM - Single CP 10_7'!$M$39","v":0}]
[null,null,8,null,{"$f":"'Type 1 Exposures'!C45","v":""},null,{"$f":"'RM - Single CP 10_8'!$M$39","v":0}]
[null,null,9,null,{"$f":"'Type 1 Exposures'!C46","v":""},null,{"$f":"'RM - Single CP 10_9'!$M$39","v":0}]
[null,null,10,null,{"$f":"'Type 1 Exposures'!C47","v":""},null,{"$f":"'RM - Single CP 10_10'!$M$39","v":0}]
[null,null,11,null,{"$f":"'Type 1 Exposures'!C48","v":""},null,{"$f":"'RM - Single CP 10_11'!$M$39","v":0}]
[null,null,12,null,{"$f":"'Type 1 Exposures'!C49","v":""},null,{"$f":"'RM - Single CP 10_12'!$M$39","v":0}]
[null,null,13,null,{"$f":"'Type 1 Exposures'!C50","v":""},null,{"$f":"'RM - Single CP 10_13'!$M$39","v":0}]
[null,null,14,null,{"$f":"'Type 1 Exposures'!C51","v":""},null,{"$f":"'RM - Single CP 10_14'!$M$39","v":0}]
[null,null,15,null,{"$f":"'Type 1 Exposures'!C52","v":""},null,{"$f":"'RM - Single CP 10_15'!$M$39","v":0}]
[null,null,16,null,{"$f":"'Type 1 Exposures'!C53","v":""},null,{"$f":"'RM - Single CP 10_16'!$M$39","v":0}]
[null,null,17,null,{"$f":"'Type 1 Exposures'!C54","v":""},null,{"$f":"'RM - Single CP 10_17'!$M$39","v":0}]
[null,null,18,null,{"$f":"'Type 1 Exposures'!C55","v":""},null,{"$f":"'RM - Single CP 10_18'!$M$39","v":0}]
[null,null,19,null,{"$f":"'Type 1 Exposures'!C56","v":""},null,{"$f":"'RM - Single CP 10_19'!$M$39","v":0}]
[null,null,20,null,{"$f":"'Type 1 Exposures'!C57","v":""},null,{"$f":"'RM - Single CP 10_20'!$M$39","v":0}]
[null,null,21,null,{"$f":"'Type 1 Exposures'!C58","v":""},null,{"$f":"'RM - Single CP 10_21'!$M$39","v":0}]
[null,null,22,null,{"$f":"'Type 1 Exposures'!C59","v":""},null,{"$f":"'RM - Single CP 10_22'!$M$39","v":0}]
[null,null,23,null,{"$f":"'Type 1 Exposures'!C60","v":""},null,{"$f":"'RM - Single CP 10_23'!$M$39","v":0}]
[null,null,24,null,{"$f":"'Type 1 Exposures'!C61","v":""},null,{"$f":"'RM - Single CP 10_24'!$M$39","v":0}]
[null,null,25,null,{"$f":"'Type 1 Exposures'!C62","v":""},null,{"$f":"'RM - Single CP 10_25'!$M$39","v":0}]
[null,null,26,null,{"$f":"'Type 1 Exposures'!C63","v":""},null,{"$f":"'RM - Single CP 10_26'!$M$39","v":0}]
[null,null,27,null,{"$f":"'Type 1 Exposures'!C64","v":""},null,{"$f":"'RM - Single CP 10_27'!$M$39","v":0}]
[null,null,28,null,{"$f":"'Type 1 Exposures'!C65","v":""},null,{"$f":"'RM - Single CP 10_28'!$M$39","v":0}]
[null,null,29,null,{"$f":"'Type 1 Exposures'!C66","v":""},null,{"$f":"'RM - Single CP 10_29'!$M$39","v":0}]
[null,null,30,null,{"$f":"'Type 1 Exposures'!C67","v":""},null,{"$f":"'RM - Single CP 10_30'!$M$39","v":0}]
[null,null,31,null,{"$f":"'Type 1 Exposures'!C68","v":""},null,{"$f":"'RM - Single CP 10_31'!$M$39","v":0}]
[null,null,32,null,{"$f":"'Type 1 Exposures'!C69","v":""},null,{"$f":"'RM - Single CP 10_32'!$M$39","v":0}]
[null,null,33,null,{"$f":"'Type 1 Exposures'!C70","v":""},null,{"$f":"'RM - Single CP 10_33'!$M$39","v":0}]
[null,null,34,null,{"$f":"'Type 1 Exposures'!C71","v":""},null,{"$f":"'RM - Single CP 10_34'!$M$39","v":0}]
[null,null,35,null,{"$f":"'Type 1 Exposures'!C72","v":""},null,{"$f":"'RM - Single CP 10_35'!$M$39","v":0}]
[null,null,36,null,{"$f":"'Type 1 Exposures'!C73","v":""},null,{"$f":"'RM - Single CP 10_36'!$M$39","v":0}]
[null,null,37,null,{"$f":"'Type 1 Exposures'!C74","v":""},null,{"$f":"'RM - Single CP 10_37'!$M$39","v":0}]
[null,null,38,null,{"$f":"'Type 1 Exposures'!C75","v":""},null,{"$f":"'RM - Single CP 10_38'!$M$39","v":0}]
[null,null,39,null,{"$f":"'Type 1 Exposures'!C76","v":""},null,{"$f":"'RM - Single CP 10_39'!$M$39","v":0}]
[null,null,40,null,{"$f":"'Type 1 Exposures'!C77","v":""},null,{"$f":"'RM - Single CP 10_40'!$M$39","v":0}]
[]
[null,null,"Totals",null,null,null,{"$f":"IF('Input Counterparties'!E5=\"No\",SUM(G10:G49),\"\")","v":0}]
[]
[null,null,"Check Totals",null,null,null,{"$f":"IF('Input Counterparties'!$E$5=\"No\",SUM('Type 1 Single CP_1'!$M$34,'Type 1 Single CP_2'!$M$34,'Type 1 Single CP_3'!$M$34,'Type 1 Single CP_4'!$M$34,'Type 1 Single CP_5'!$M$34,'Type 1 Single CP_6'!$M$34,'Type 1 Single CP_7'!$M$34,'Type 1 Single CP_8'!$M$34,'Type 1 Single CP_9'!$M$34,'Type 1 Single CP_10'!$M$34,'Type 1 Single CP_11'!$M$34,'Type 1 Single CP_12'!$M$34,'Type 1 Single CP_13'!$M$34,'Type 1 Single CP_14'!$M$34,'Type 1 Single CP_15'!$M$34,'Type 1 Single CP_16'!$M$34,'Type 1 Single CP_17'!$M$34,'Type 1 Single CP_18'!$M$34,'Type 1 Single CP_19'!$M$34,'Type 1 Single CP_20'!$M$34,'Type 1 Single CP_21'!$M$34,'Type 1 Single CP_22'!$M$34,'Type 1 Single CP_23'!$M$34,'Type 1 Single CP_24'!$M$34,'Type 1 Single CP_25'!$M$34,'Type 1 Single CP_26'!$M$34,'Type 1 Single CP_27'!$M$34,'Type 1 Single CP_28'!$M$34,'Type 1 Single CP_29'!$M$34,'Type 1 Single CP_30'!$M$34,'Type 1 Single CP_31'!$M$34,'Type 1 Single CP_32'!$M$34,'Type 1 Single CP_33'!$M$34,'Type 1 Single CP_34'!$M$34,'Type 1 Single CP_35'!$M$34,'Type 1 Single CP_36'!$M$34,'Type 1 Single CP_37'!$M$34,'Type 1 Single CP_38'!$M$34,'Type 1 Single CP_39'!$M$34,'Type 1 Single CP_40'!$M$34),\"\")","v":0}]

{"sheet":"Simplified RM","index":84,"n_rows":70,"n_cols":11,"rows_kept":70,"cut":false,"hidden":false,"merged":[[20,4,20,5],[16,4,16,5],[18,4,18,5],[19,4,19,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Simplified RM"}]
[]
[]
[null,"Only to be used if the simplified approach in TS 2.5.8 is being used. Use of simplified approach is subject to FSA approval."]
[null,"This approach determines the RM effect for each counterparty in one tab. Use column G \"RMcp\"as the input to column M \"RM effect\" in the Type 1 Single CP tab."]
[null,"This approach covers all underwriting and health lines of business, proportional reinsurances and non-proportional reinsurances."]
[]
[]
[null,null,"Hypothetical capital requirement for underwriting risk of insurer if no reinsurance arrangements or securitisations exist"]
[]
[null,null,"Capital requirements for underwriting risk of insurer"]
[]
[null,null,"Risk mitigating effect on underwriting risk of reinsurance and securitisation",null,null,null,null,null,null,null,{"$f":"K9-K11","v":0}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[null,null,"Counterparty",null,"C","G","Reinsurance counterparty "]
[null,null,"Recoverables",null,"E",null,"Best estimate recoverables from counterparty (excluding Catastrophe Risk)"]
[null,null,"RMcp",null,"G",null,"Estimated RM effect for counterparty, to be inserted in relevant tab \"Type 1 Single CP\""]
[]
[]
[]
[null,null,"Counterpartyi  *",null,"Recoverablesi",null,"RMcp"]
[]
[null,null,{"$f":"'Type 1 Exposures'!C38","v":""},null,null,null,{"$f":"IF($E$68=0,\"\",$K$13*E27/$E$68)","v":""}]
[null,null,{"$f":"'Type 1 Exposures'!C39","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C40","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C41","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C42","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C43","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C44","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C45","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C46","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C47","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C48","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C49","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C50","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C51","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C52","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C53","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C54","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C55","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C56","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C57","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C58","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C59","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C60","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C61","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C62","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C63","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C64","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C65","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C66","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C67","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C68","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C69","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C70","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C71","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C72","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C73","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C74","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C75","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C76","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C77","v":""},null,null,null,""]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E27:E67)","v":0},null,{"$f":"IF('Input Counterparties'!$E$5=\"Yes\",SUM(G27:G67),\"\")","v":""}]
[]
[null,null,"Check Totals *",null,null,null,{"$f":"IF('Input Counterparties'!$E$5=\"Yes\",SUM('Type 1 Single CP_1'!$M$34,'Type 1 Single CP_2'!$M$34,'Type 1 Single CP_3'!$M$34,'Type 1 Single CP_4'!$M$34,'Type 1 Single CP_5'!$M$34,'Type 1 Single CP_6'!$M$34,'Type 1 Single CP_7'!$M$34,'Type 1 Single CP_8'!$M$34,'Type 1 Single CP_9'!$M$34,'Type 1 Single CP_10'!$M$34,'Type 1 Single CP_11'!$M$34,'Type 1 Single CP_12'!$M$34,'Type 1 Single CP_13'!$M$34,'Type 1 Single CP_14'!$M$34,'Type 1 Single CP_15'!$M$34,'Type 1 Single CP_16'!$M$34,'Type 1 Single CP_17'!$M$34,'Type 1 Single CP_18'!$M$34,'Type 1 Single CP_19'!$M$34,'Type 1 Single CP_20'!$M$34,'Type 1 Single CP_21'!$M$34,'Type 1 Single CP_22'!$M$34,'Type 1 Single CP_23'!$M$34,'Type 1 Single CP_24'!$M$34,'Type 1 Single CP_25'!$M$34,'Type 1 Single CP_26'!$M$34,'Type 1 Single CP_27'!$M$34,'Type 1 Single CP_28'!$M$34,'Type 1 Single CP_29'!$M$34,'Type 1 Single CP_30'!$M$34,'Type 1 Single CP_31'!$M$34,'Type 1 Single CP_32'!$M$34,'Type 1 Single CP_33'!$M$34,'Type 1 Single CP_34'!$M$34,'Type 1 Single CP_35'!$M$34,'Type 1 Single CP_36'!$M$34,'Type 1 Single CP_37'!$M$34,'Type 1 Single CP_38'!$M$34,'Type 1 Single CP_39'!$M$34,'Type 1 Single CP_40'!$M$34),\"\")","v":""}]

{"sheet":"Capital requirement","index":85,"n_rows":49,"n_cols":24,"rows_kept":49,"cut":false,"hidden":false,"merged":[[5,6,5,12],[45,7,45,10],[46,7,46,10]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Capital requirement"}]
[]
[]
[]
[]
[null,null,null,null,null,null,"Matrix U"]
[null,null,"Credit Quality Step","PD = p","y","z",{"$f":"+D8","v":2.0000000000000002E-5},{"$f":"+D9","v":1E-4},{"$f":"+D10","v":5.0000000000000001E-4},{"$f":"+D11","v":2.3999999999999998E-3},{"$f":"+D12","v":1.2E-2},{"$f":"+D13","v":4.2000000000000003E-2},{"$f":"+D14","v":4.2000000000000003E-2},{"$f":"+D15","v":1E-4},{"$f":"+D16","v":5.0000000000000001E-4},{"$f":"+D17","v":1E-3},{"$f":"+D18","v":2E-3},{"$f":"+D19","v":2.3999999999999998E-3},{"$f":"+D20","v":5.0000000000000001E-3},{"$f":"+D21","v":1.2E-2},{"$f":"+D22","v":4.2000000000000003E-2},{"$f":"+D23","v":4.2000000000000003E-2},{"$f":"+D24","v":5.0000000000000001E-3},"Matrix v"]
[null,null,0,2.0000000000000002E-5,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C8,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C8,'Type 1 Exposures'!$G$7:$G$23)","v":0},{"$f":"($D8*(1-$D8)*G$7*(1-G$7))/((1.25)*($D8+G$7)-$D8*G$7)","v":7.9997440011520099E-6},{"$f":"($D8*(1-$D8)*H$7*(1-H$7))/((1.25)*($D8+H$7)-$D8*H$7)","v":1.3331911118814919E-5},1.5376852105417008E-5,1.5829620537449852E-5,1.5781633623432256E-5,1.5320643025990326E-5,1.5320643025990326E-5,1.3331911118814919E-5,1.5376852105417008E-5,1.5670520635617816E-5,1.5809835244914774E-5,1.5829620537449852E-5,1.5856509267079955E-5,1.5781633623432256E-5,1.5320643025990326E-5,1.5320643025990326E-5,1.5856509267079955E-5,{"$f":"((1.5)*D8*(1-D8))/(2.5-D8)","v":1.1999855998847993E-5}]
[null,null,1,1E-4,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C9,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C9,'Type 1 Exposures'!$G$7:$G$23)","v":0},{"$f":"($D9*(1-$D9)*G$7*(1-G$7))/((1.25)*($D9+G$7)-$D9*G$7)","v":1.3331911118814919E-5},3.9993600144005761E-5,6.6631112074138279E-5,7.6613902379702773E-5,7.8385157169494449E-5,7.6456413433471189E-5,7.6456413433471189E-5,3.9993600144005761E-5,6.6631112074138279E-5,7.265256382282348E-5,7.6036284669308161E-5,7.6613902379702773E-5,7.8037532355478857E-5,7.8385157169494449E-5,7.6456413433471189E-5,7.6456413433471189E-5,7.8037532355478857E-5,{"$f":"((1.5)*D9*(1-D9))/(2.5-D9)","v":5.9996399855994255E-5}]
[null,null,2,5.0000000000000001E-4,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C10,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C10,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5376852105417008E-5,6.6631112074138293E-5,1.9984001800360076E-4,3.3018418235001938E-4,3.7934797362187088E-4,3.7865209777041285E-4,3.7865209777041285E-4,6.6631112074138293E-5,1.9984001800360076E-4,2.6633782341957862E-4,3.1930249679897575E-4,3.3018418235001938E-4,3.6176882502728276E-4,3.7934797362187088E-4,3.7865209777041285E-4,3.7865209777041285E-4,3.6176882502728276E-4,{"$f":"((1.5)*D10*(1-D10))/(2.5-D10)","v":2.9990998199639935E-4}]
[null,null,3,2.3999999999999998E-3,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C11,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C11,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5829620537449848E-5,7.661390237970276E-5,3.3018418235001933E-4,9.5631559256886595E-4,1.5795333333333333E-3,1.738917541047524E-3,1.738917541047524E-3,7.661390237970276E-5,3.3018418235001933E-4,5.631052264808362E-4,8.6965042946571551E-4,9.5631559256886595E-4,1.2893855812946521E-3,1.5795333333333333E-3,1.738917541047524E-3,1.738917541047524E-3,1.2893855812946521E-3,1.4379244074311339E-3]
[null,null,4,1.2E-2,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C12,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C12,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5781633623432256E-5,7.8385157169494449E-5,3.7934797362187083E-4,1.5795333333333331E-3,4.7080900321543415E-3,7.1203954862976903E-3,7.1203954862976903E-3,7.8385157169494449E-5,3.7934797362187083E-4,7.2940904052223182E-4,1.3541185626001371E-3,1.5795333333333331E-3,2.7835582822085892E-3,4.7080900321543415E-3,7.1203954862976903E-3,7.1203954862976903E-3,2.7835582822085892E-3,7.1479099678456596E-3]
[null,null,5,4.2000000000000003E-2,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C13,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C13,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5320643025990326E-5,7.6456413433471162E-5,3.7865209777041274E-4,1.738917541047524E-3,7.1203954862976903E-3,1.5681890968266884E-2,1.5681890968266884E-2,7.6456413433471162E-5,3.7865209777041274E-4,7.4841297385864298E-4,1.4624345545924684E-3,1.738917541047524E-3,3.4194414075845582E-3,7.1203954862976903E-3,1.5681890968266884E-2,1.5681890968266884E-2,3.4194414075845582E-3,{"$f":"((1.5)*D13*(1-D13))/(2.5-D13)","v":2.4554109031733114E-2}]
[null,null,6,4.2000000000000003E-2,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C14,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C14,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5320643025990326E-5,7.6456413433471162E-5,3.7865209777041274E-4,1.738917541047524E-3,7.1203954862976903E-3,1.5681890968266884E-2,1.5681890968266884E-2,7.6456413433471162E-5,3.7865209777041274E-4,7.4841297385864298E-4,1.4624345545924684E-3,1.738917541047524E-3,3.4194414075845582E-3,7.1203954862976903E-3,1.5681890968266884E-2,1.5681890968266884E-2,3.4194414075845582E-3,2.4554109031733114E-2]
[null,null,"Solvency ratio ≥ 196%",1E-4,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C15,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C15,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.3331911118814919E-5,3.9993600144005761E-5,6.6631112074138279E-5,7.6613902379702773E-5,7.8385157169494449E-5,7.6456413433471189E-5,7.6456413433471189E-5,3.9993600144005761E-5,6.6631112074138279E-5,7.265256382282348E-5,7.6036284669308161E-5,7.6613902379702773E-5,7.8037532355478857E-5,7.8385157169494449E-5,7.6456413433471189E-5,7.6456413433471189E-5,7.8037532355478857E-5,5.9996399855994255E-5]
[null,null,"Solvency ratio ≥ 175%",5.0000000000000001E-4,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C16,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C16,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5376852105417008E-5,6.6631112074138293E-5,1.9984001800360076E-4,3.3018418235001938E-4,3.7934797362187088E-4,3.7865209777041285E-4,3.7865209777041285E-4,6.6631112074138293E-5,1.9984001800360076E-4,2.6633782341957862E-4,3.1930249679897575E-4,3.3018418235001938E-4,3.6176882502728276E-4,3.7934797362187088E-4,3.7865209777041285E-4,3.7865209777041285E-4,3.6176882502728276E-4,2.9990998199639935E-4]
[null,null,"Solvency ratio ≥ 150%",1E-3,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C17,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C17,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5670520635617816E-5,7.265256382282348E-5,2.6633782341957862E-4,5.6310522648083631E-4,7.2940904052223193E-4,7.4841297385864309E-4,7.4841297385864309E-4,7.265256382282348E-5,2.6633782341957862E-4,3.9936014405762306E-4,5.3201814300960512E-4,5.6310522648083631E-4,6.6311207471647779E-4,7.2940904052223193E-4,7.4841297385864309E-4,7.4841297385864309E-4,6.6311207471647779E-4,5.9963985594237699E-4]
[null,null,"Solvency ratio ≥ 125%",2E-3,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C18,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C18,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.580983524491477E-5,7.6036284669308147E-5,3.193024967989757E-4,8.6965042946571551E-4,1.3541185626001373E-3,1.4624345545924684E-3,1.4624345545924684E-3,7.6036284669308147E-5,3.193024967989757E-4,5.3201814300960512E-4,7.9744115292233774E-4,8.6965042946571551E-4,1.1361670480549198E-3,1.3541185626001373E-3,1.4624345545924684E-3,1.4624345545924684E-3,1.1361670480549198E-3,1.1985588470776621E-3]
[null,null,"Solvency ratio ≥ 122%",2.3999999999999998E-3,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C19,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C19,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5829620537449848E-5,7.661390237970276E-5,3.3018418235001933E-4,9.5631559256886595E-4,1.5795333333333333E-3,1.738917541047524E-3,1.738917541047524E-3,7.661390237970276E-5,3.3018418235001933E-4,5.631052264808362E-4,8.6965042946571551E-4,9.5631559256886595E-4,1.2893855812946521E-3,1.5795333333333333E-3,1.738917541047524E-3,1.738917541047524E-3,1.2893855812946521E-3,1.4379244074311339E-3]
[null,null,"Solvency ratio ≥ 100%",5.0000000000000001E-3,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C20,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C20,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5856509267079955E-5,7.8037532355478857E-5,3.6176882502728276E-4,1.2893855812946523E-3,2.7835582822085892E-3,3.4194414075845577E-3,3.4194414075845577E-3,7.8037532355478857E-5,3.6176882502728276E-4,6.6311207471647779E-4,1.1361670480549198E-3,1.2893855812946523E-3,1.9840180360721446E-3,{"$f":"($D20*(1-$D20)*T$7*(1-T$7))/((1.25)*($D20+T$7)-$D20*T$7)","v":2.7835582822085892E-3},3.4194414075845577E-3,3.4194414075845577E-3,1.9840180360721446E-3,2.9909819639278553E-3]
[null,null,"Solvency ratio ≥ 95%",1.2E-2,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C21,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C21,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5781633623432256E-5,7.8385157169494449E-5,3.7934797362187083E-4,1.5795333333333331E-3,4.7080900321543415E-3,7.1203954862976903E-3,7.1203954862976903E-3,7.8385157169494449E-5,3.7934797362187083E-4,7.2940904052223182E-4,1.3541185626001371E-3,1.5795333333333331E-3,2.7835582822085892E-3,4.7080900321543415E-3,7.1203954862976903E-3,7.1203954862976903E-3,2.7835582822085892E-3,7.1479099678456596E-3]
[null,null,"Solvency ratio ≥ 75%",4.2000000000000003E-2,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C22,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C22,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5320643025990326E-5,7.6456413433471162E-5,3.7865209777041274E-4,1.738917541047524E-3,7.1203954862976903E-3,1.5681890968266884E-2,1.5681890968266884E-2,7.6456413433471162E-5,3.7865209777041274E-4,7.4841297385864298E-4,1.4624345545924684E-3,1.738917541047524E-3,3.4194414075845582E-3,7.1203954862976903E-3,1.5681890968266884E-2,1.5681890968266884E-2,3.4194414075845582E-3,2.4554109031733114E-2]
[null,null,"Solvency ratio < 75%",4.2000000000000003E-2,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C23,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C23,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5320643025990326E-5,7.6456413433471162E-5,3.7865209777041274E-4,1.738917541047524E-3,7.1203954862976903E-3,1.5681890968266884E-2,1.5681890968266884E-2,7.6456413433471162E-5,3.7865209777041274E-4,7.4841297385864298E-4,1.4624345545924684E-3,1.738917541047524E-3,3.4194414075845582E-3,7.1203954862976903E-3,1.5681890968266884E-2,1.5681890968266884E-2,3.4194414075845582E-3,2.4554109031733114E-2]
[null,null,"IOM Bank",5.0000000000000001E-3,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C24,'Type 1 Exposures'!$E$7:$E$23)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$23,$C24,'Type 1 Exposures'!$G$7:$G$23)","v":0},1.5856509267079955E-5,7.8037532355478857E-5,3.6176882502728276E-4,1.2893855812946523E-3,2.7835582822085892E-3,3.4194414075845577E-3,3.4194414075845577E-3,7.8037532355478857E-5,3.6176882502728276E-4,6.6311207471647779E-4,1.1361670480549198E-3,1.2893855812946523E-3,1.9840180360721446E-3,2.7835582822085892E-3,3.4194414075845577E-3,3.4194414075845577E-3,1.9840180360721446E-3,2.9909819639278553E-3]
[]
[]
[null,null,"Type 1 *",null,"1 in 10"]
[]
[null,null,"Variance y'Uy + v'z",null,{"$f":"MMULT(TRANSPOSE(E$8:E$24),MMULT($G$8:$W$24,$E$8:$E$24))+SUMPRODUCT($F$8:$F$24,$X$8:$X$24)","v":0}]
[null,null,"V^0.5",null,{"$f":"E29^0.5","v":0}]
[null,null,"Multiple Factor",null,{"$f":"IF(E30<=0.07*SUM($E$8:$E$24),1.5,IF(E30<=0.2*SUM($E$8:$E$24),2.5,\"Use LGD\"))","v":1.5}]
[]
[null,null,"SCRdefault,1",null,{"$f":"IF($E$31=\"Use LGD\",0.5*SUM($E$8:$E$24),$E$30*$E$31)","v":0}]
[]
[]
[null,null,"Type 2 *"]
[]
[null,null,"LGDreceivables from intermediaries>3months*"]
[null,null,"LGDotherType2receivables*"]
[]
[null,null,"SCRdefault,2",null,{"$f":"0.45*$E$38+0.075*$E$39","v":0}]
[]
[]
[null,null,"Counterparty Default Risk (1_in_10) *",null,"Capital"]
[]
[null,null,"SCRdefault,1",null,{"$f":"$E$33","v":0},null,null,"Copy E46 to cell D18 of the Counterparty Default Risk tab within the 1in 10 QIS5 template"]
[null,null,"SCRdefault,2",null,{"$f":"$E$41","v":0},null,null,"Copy E47 to cell D19 of the Counterparty Default Risk tab within the 1in 10 QIS5 template"]
[]
[null,null,"SCRdefault",null,{"$f":"SQRT(SUMSQ(E46:E47)+E46*E47)","v":0}]

{"sheet":"Mapping","index":86,"n_rows":23,"n_cols":16,"rows_kept":23,"cut":false,"hidden":false,"merged":[]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Mapping"}]
[]
[]
[]
[null,"CQ Step",null,"S&P long term / short term rating",null,"Fitch long term / short term rating",null,"Moody's long term / short term rating",null,"AM Best Rating / long term / short term rating",null,"Solvency ratio of approved insurers",null,"Isle of Man Banks",null,"Other unrated"]
[]
[null,0,null,"AAA",null,"Aaa",null,"Aaa",null,"A++",null,"-",null,"-",null,"-"]
[null,1,null,"AA / A-1+",null,"AA / F1+",null,"Aa2 / P-1",null,"A+/ AMB-1+",null,"-",null,"-",null,"-"]
[null,2,null,"A / A-1",null,"A / F1",null,"A2 / P-2",null,"A / AMB-1-",null,"-",null,"-",null,"-"]
[null,3,null,"BBB / A-2, A-3",null,"BBB / F2, F3",null,"Baa2 / P-3",null,"A- / AMB-2, AMB-3",null,"-",null,"-",null,"-"]
[null,4,null,"BB / B, C, R, SD/D",null,"BB / B, C, RD, D",null,"Ba2 / NP",null,"B++ to B / AMB-4",null,"-",null,"-",null,"-"]
[null,5,null,"B",null,"B2",null,"B2",null,"B- to C+",null,"-",null,"-",null,"-"]
[null,6,null,"CCC or lower",null,"Caa2 or lower",null,"Caa2 or lower",null,"C or lower",null,"-",null,"-",null,"Unrated"]
[null,"Solvency ratio ≥ 196%",null,"-",null,"-",null,"-",null,"-",null,"≥ 196%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 175%",null,"-",null,"-",null,"-",null,"-",null,"≥ 175%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 150%",null,"-",null,"-",null,"-",null,"-",null,"≥ 150%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 125%",null,"-",null,"-",null,"-",null,"-",null,"≥ 125%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 122%",null,"-",null,"-",null,"-",null,"-",null,"≥ 122%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 100%",null,"-",null,"-",null,"-",null,"-",null,"≥ 100%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 95%",null,"-",null,"-",null,"-",null,"-",null,"≥ 95%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 75%",null,"-",null,"-",null,"-",null,"-",null,"≥ 75%",null,"-",null,"-"]
[null,"Solvency ratio < 75%",null,"-",null,"-",null,"-",null,"-",null,"< 75%",null,"-",null,"-"]
[null,"IOM Bank",null,"-",null,"-",null,"-",null,"-",null,"-",null,"IOM Bank",null,"-"]

{"sheet":"Data","index":87,"n_rows":27,"n_cols":4,"rows_kept":27,"cut":false,"hidden":false,"merged":[[5,2,5,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Data"}]
[]
[]
[null,null,"Examples of assets exposed to counterparty default risk as per TS"]
[]
[null,null,"Examples Credit Default Assets"]
[null,null,"Type 1 Assets*","Type 2 Assets*"]
[null,1,"Risk mitigating contracts like reinsurance programmes (excluding catastrophe reinsurances for 1 in 10).","Receivables from intermediaries"]
[null,2,"Cash in bank.","Policyholder debtors"]
[null,3,"Deposits with ceding insurer where no of single name exposures do not exceed 15.","Residual mortgage loans that meet requirements in section 2.5.6 of TS(10)"]
[null,4,"Commitments called up by (re)insurer but unpaid and number of single names do not exceed 15. Examples include called up/unpaid: ordinary share capital, preference shares, legally binding commitments to subscribe and pay subordinated liabilities, initial funds, guarantees, letters of credit.","Deposits with ceding insurers, where number of single name exposure exceeds 15"]
[null,5,"Legally binding commitments which insurer has provided or arranged that may create payment obligations depending on credit standing or default on a counterparty. Includes - guarantees, letters of credit and letters of comfort that are not ancillary own funds.","Commitments received by (re)insurer which have been called up but unpaid as referred to in section 2.5.1 of TS(10)"]
[null,6,"Uncollateralised loans made to group/related entities."]
[null,7]
[null,8]
[null,9]
[null,10]
[null,11]
[null,12]
[null,13]
[null,14]
[null,15]
[]
[null,null,"Notes"]
[null,null,"Counterparties belonging to the same group should not be treated as independent counterparties. See details on how to treat these in TS 2.5.3"]
[null,null,"For guarantees, letters of credit and letters of comfort the loss given default is described in TS 2.5.5"]
[null,null,"Type 2 deposits and insurer commitments may also be treated as Type 1 assets regardless of the number of single name exposures"]