{"text_format":"1","workbook":"xlsx","n_sheets":15,"sheets":["Index","Control","Participant Information","SCR Structure","SCR Summary","MCR Summary","Operational Risk","Economic Balance Sheet","Own Funds","Market Risk","Counterparty Default Risk","Life Underwriting Risk","Health Underwriting Risk","Data","Raw Data"],"not_rendered":{"charts":0,"images":0,"macros":1,"external_links":1,"defined_names":396,"comments":1,"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":53,"n_cols":6,"rows_kept":53,"cut":false,"hidden":false,"merged":[[3,1,11,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Index"}]
[{"$f":"Insurer_Name & \" (\" & Insurer_Shortname & \")\"","v":" ()"},null,null,null,null,{"$f":"QIS_YE_Date","v":"00:00:00"}]
[]
[null,"This return \"QIS4_Total_Licensee Shortname\" is for completion by the insurer of the QIS4 results relating to all assets and liabilities of the insurer.\nIt should be submitted alongside the individual returns for each of the 4 lines of business, where applicable, as well as \"QIS3_5_Licensee Shortname\" (for assets and liabilities unrelated to any particular line of business).\nEach of the 5 individual returns will be amalgamated here by clicking on the \"Update Results\" macro button available on the \"Control\" tab.\nData should be entered in the \"Participant Information\", the Capital section of the \"Economic Balance Sheet\", \"Own Funds\" and \"Counterparty Default\" sheets - all other sheets will be populated by the macro.                             Throughout this return 'TS' refers to the Technical Specification TS17-03/T04"]
[]
[]
[]
[]
[]
[]
[]
[]
[]
[null,null,null,null,null,"Key"]
[]
[null,null,null,null,null,"Input Cell"]
[]
[null,null,null,null,null,"Formula Cell"]
[]
[null,null,null,null,null,"Fixed value cell"]
[]
[null,null,null,null,null,"Fixed value cell"]
[]
[null,null,null,null,null,"           *          \nClick on cell for info"]
[]
[]
[null,"Tab","Link","Content",null,"Completed?"]
[]
[null,"Control","Link","File locations of returns to be input and macro to be run to amalgamate QIS4 results.",null,"N/A"]
[]
[null,"Participant Information","Link","Information regarding the insurer completing the QIS.",null,{"$f":"IF(ISERROR(MATCH(\"ERROR\",'Participant Information'!J:J,0)),\"Complete\",\"Incomplete\")","v":"Incomplete"}]
[]
[null,"SCR Structure","Link","Overall tree structure of the calculation of the SCR. Provided for information.",null,"N/A"]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'SCR Summary'!$A$1),LEN(CELL(\"filename\",'SCR Summary'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"SCR Summary"},"Link","Calculation of the solvency capital requirement; summary of capital resources and the related SCR coverage ratio.",null,{"$f":"IF(AND(ISERROR(MATCH(\"ERROR\",'SCR Summary'!K:K,0)),ISERROR(MATCH(\"ZERO\",'SCR Summary'!K:K,0))),\"Complete\",IF(ISERROR(MATCH(\"ERROR\",'SCR Summary'!K:K,0)),\"May be incomplete\",\"Incomplete\"))","v":"Incomplete"}]
[]
[null,"Operational Risk","Link","Calcuation of the operational risk SCR",null,{"$f":"IF(SCR_Op_UL>0,\"Complete\",\"Incomplete\")","v":"Incomplete"}]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Economic Balance Sheet'!$A$1),LEN(CELL(\"filename\",'Economic Balance Sheet'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Economic Balance Sheet"},"Link","Information on the balance sheet for both the current accounting basis and the QIS4 regulatory basis.",null,{"$f":"IF(AND(ISERROR(MATCH(\"ERROR\",'Economic Balance Sheet'!I:I,0)),ISERROR(MATCH(\"ZERO\",'Economic Balance Sheet'!I:I,0)),'Economic Balance Sheet'!D159=\"OK\",'Economic Balance Sheet'!F159=\"OK\"),\"Complete\",IF(AND(ISERROR(MATCH(\"ERROR\",'Economic Balance Sheet'!I:I,0)),'Economic Balance Sheet'!D159=\"OK\",'Economic Balance Sheet'!F159=\"OK\"),\"May be incomplete\",\"Incomplete\"))","v":"Incomplete"}]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Own Funds'!$A$1),LEN(CELL(\"filename\",'Own Funds'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Own Funds"},"Link","Breakdown of capital section from the economic balance sheet, determines eligible own funds to cover the SCR.",null,{"$f":"IF(ISERROR(MATCH(\"ERROR\",'Own Funds'!M:M,0)),\"Complete\",\"Incomplete\")","v":"Incomplete"}]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Market Risk'!$A$1),LEN(CELL(\"filename\",'Market Risk'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Market Risk"},"Link","Calculation of the capital requirement for market risk",null,{"$f":"IF(AND(ISERROR(MATCH(\"ERROR\",'Market Risk'!S:S,0)),ISERROR(MATCH(\"ZERO\",'Market Risk'!S:S,0))),\"Complete\",IF(ISERROR(MATCH(\"ERROR\",'Market Risk'!S:S,0)),\"May be incomplete\",\"Incomplete\"))","v":"Incomplete"}]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Counterparty Default Risk'!$A$1),LEN(CELL(\"filename\",'Counterparty Default Risk'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Counterparty Default Risk"},"Link","Calculation of the capital requirement for counterparty default risk as defined in the TS.",null,{"$f":"IF(ISERROR(MATCH(\"ERROR\",'Counterparty Default Risk'!O:O,0)),\"Complete\",\"Incomplete\")","v":"Incomplete"}]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Life Underwriting Risk'!$A$1),LEN(CELL(\"filename\",'Life Underwriting Risk'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Life Underwriting Risk"},"Link","Calculation of the capital requirement for life underwriting risk as defined in the TS.",null,{"$f":"IF(AND(ISERROR(MATCH(\"ERROR\",'Life Underwriting Risk'!S:S,0)),ISERROR(MATCH(\"ZERO\",'Life Underwriting Risk'!S:S,0))),\"Complete\",IF(ISERROR(MATCH(\"ERROR\",'Life Underwriting Risk'!S:S,0)),\"May be incomplete\",\"Incomplete\"))","v":"Incomplete"}]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Health Underwriting Risk'!$A$1),LEN(CELL(\"filename\",'Health Underwriting Risk'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Health Underwriting Risk"},"Link","Calculation of the capital requirement for health underwriting risk as defined in the TS.",null,{"$f":"IF(AND(ISERROR(MATCH(\"ERROR\",'Health Underwriting Risk'!S:S,0)),ISERROR(MATCH(\"ZERO\",'Health Underwriting Risk'!S:S,0))),\"Complete\",IF(ISERROR(MATCH(\"ERROR\",'Health Underwriting Risk'!S:S,0)),\"May be incomplete\",\"Incomplete\"))","v":"Incomplete"}]
[]
[null,"Data","Link","Information only, mostly sourced from the TS.",null,"N/A"]
[]
[null,"Raw Data","Link","Information only, amalgamation of all LoB results from other templates. Used in the rest of the tabs in this worksheet.",null,"N/A"]

{"sheet":"Control","index":1,"n_rows":20,"n_cols":7,"rows_kept":20,"cut":false,"hidden":false,"merged":[[15,2,15,6],[16,2,16,6],[17,2,17,6],[18,2,18,6],[19,2,19,6]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Control"}]
[{"$f":"Insurer_Name & \" (\" & Insurer_Shortname & \")\"","v":" ()"},null,null,null,null,null,{"$f":"QIS_YE_Date","v":"00:00:00"}]
[]
[]
[null,null,"QIS4 Returns to be submitted",null,"Folder Location",null,"Applicable?"]
[]
[null,null,{"$f":"\"QIS4_1_\"&Insurer_Shortname","v":"QIS4_1_"}]
[null,null,{"$f":"\"QIS4_2_\"&Insurer_Shortname","v":"QIS4_2_"}]
[null,null,{"$f":"\"QIS4_3_\"&Insurer_Shortname","v":"QIS4_3_"}]
[null,null,{"$f":"\"QIS4_4_\"&Insurer_Shortname","v":"QIS4_4_"}]
[null,null,{"$f":"\"QIS4_5_\"&Insurer_Shortname","v":"QIS4_5_"}]
[]
[]
[null,null,"File path for QIS4 returns"]
[]
[null,null,{"$f":"IF(G7=\"Yes\",IF(RIGHT(E7,1)=\"\\\",E7&C7&\".xlsx\",E7&\"\\\"&C7&\".xlsx\"),\"\")","v":""}]
[null,null,{"$f":"IF(G8=\"Yes\",IF(RIGHT(E8,1)=\"\\\",E8&C8&\".xlsx\",E8&\"\\\"&C8&\".xlsx\"),\"\")","v":""}]
[null,null,""]
[null,null,""]
[null,null,""]

{"sheet":"Participant Information","index":2,"n_rows":37,"n_cols":10,"rows_kept":37,"cut":false,"hidden":false,"merged":[[9,3,9,5],[36,3,36,6],[18,3,18,6],[31,3,31,4],[27,3,27,5],[29,3,29,6]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Participant Information"}]
[{"$f":"Insurer_Name & \" (\" & Insurer_Shortname & \")\"","v":" ()"},null,null,null,null,null,null,null,null,{"$f":"QIS_YE_Date","v":"00:00:00"}]
[]
[null,"QIS3 Information"]
[]
[null,"Date of submission",null,null,null,null,null,null,null,{"$f":"IF(D6=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Financial year end used",null,null,null,null,null,null,null,{"$f":"IF(D8=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Reporting currency",null,null,null,null,{"$f":"OFFSET(Data!C5,MATCH(D10,Data!B5:B76,0)-1,)","v":{"$error":"#N/A"}},null,null,{"$f":"IF(D10=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Exchange rate",null,null,null,null,null,null,null,{"$f":"IF(OR(AND($D$10=\"United Kingdom Pound\",$D$12<>1),AND($D$10<>\"United Kingdom Pound\",$D$12=1),D12=\"\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Reporting unit used",null,null,null,null,null,null,null,{"$f":"IF(D14=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[]
[null,"Insurer Information"]
[]
[null,"Licensee Name",null,null,null,null,null,null,null,{"$f":"IF(D19=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Licensee Shortname",null,null,null,null,null,null,null,{"$f":"IF(D21=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Is business in run-off?",null,null,null,null,null,null,null,{"$f":"IF(D23=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[]
[null,"Contact Information"]
[]
[null,"Contact Name",null,null,null,null,null,null,null,{"$f":"IF(D28=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Email Address",null,null,null,null,null,null,null,{"$f":"IF(D30=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Phone Number",null,null,null,null,null,null,null,{"$f":"IF(D32=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[]
[null,"Comments"]
[]
[null,"Comments"]

{"sheet":"SCR Structure","index":3,"n_rows":39,"n_cols":44,"rows_kept":39,"cut":false,"hidden":false,"merged":[[38,42,39,46],[35,3,36,6],[35,15,36,18],[35,21,36,24],[32,42,33,46],[35,42,36,46],[38,15,39,18],[29,3,30,6],[29,15,30,18],[29,21,30,24],[32,3,33,6],[32,15,33,18],[32,21,33,24],[26,3,27,6],[26,15,27,18],[26,21,27,24],[26,37,27,40],[12,37,13,40],[23,3,24,6],[23,15,24,18],[23,21,24,24],[23,31,24,34],[23,37,24,40],[12,43,13,46],[16,21,17,24],[16,26,17,29],[16,31,17,34],[20,3,21,6],[20,15,21,18],[20,21,21,24],[20,31,21,34],[20,37,21,40],[2,23,3,26],[7,15,8,18],[7,23,8,26],[7,31,8,34],[12,3,13,6],[12,9,13,12],[12,15,13,18],[12,26,13,29]]}
[]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"SCR"]
[]
[]
[]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"Adj",null,null,null,null,null,null,null,"BSCR",null,null,null,null,null,null,null,"Op"]
[]
[]
[]
[]
[null,null,null,"Market",null,null,null,null,null,"Default",null,null,null,null,null,"Life",null,null,null,null,null,null,null,null,null,null,"Health",null,null,null,null,null,null,null,null,null,null,"Non-Life",null,null,null,null,null,"Intangibles"]
[]
[]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"SLT Health",null,null,null,null,"CAT",null,null,null,null,"Non-SLT Health"]
[]
[]
[]
[null,null,null,"Interest Rate",null,null,null,null,null,null,null,null,null,null,null,"Mortality",null,null,null,null,null,"Mortality",null,null,null,null,null,null,null,null,null,"Premium\nReserve",null,null,null,null,null,"Premium\nReserve"]
[]
[]
[null,null,null,"Equity",null,null,null,null,null,null,null,null,null,null,null,"Longevity",null,null,null,null,null,"Longevity",null,null,null,null,null,null,null,null,null,"Lapse",null,null,null,null,null,"Lapse"]
[]
[]
[null,null,null,"Property",null,null,null,null,null,null,null,null,null,null,null,"Disability &\nMorbidity",null,null,null,null,null,"Disability &\nMorbidity",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"CAT"]
[]
[]
[null,null,null,"Spread",null,null,null,null,null,null,null,null,null,null,null,"Lapse",null,null,null,null,null,"Lapse"]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"Key:"]
[]
[null,null,null,"Currency",null,null,null,null,null,null,null,null,null,null,null,"Expenses",null,null,null,null,null,"Expenses",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"Tested in QIS4 for life insurers"]
[]
[]
[null,null,null,"Concentration",null,null,null,null,null,null,null,null,null,null,null,"Revision",null,null,null,null,null,"Revision",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"Not tested in QIS4 for life insurers"]
[]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"CAT",null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,"Included in adj.\nfor LACTP"]

{"sheet":"SCR Summary","index":4,"n_rows":45,"n_cols":18,"rows_kept":45,"cut":false,"hidden":false,"merged":[]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"SCR Summary"}]
[{"$f":"Insurer_Name & \" (\" & Insurer_Shortname & \")\"","v":" ()"},null,null,null,null,null,null,null,null,null,{"$f":"QIS_YE_Date","v":"00:00:00"}]
[null,null,null,null,null,null,null,null,null,null,null,null,null,"For info"]
[null,"Solvency Capital Requirement",null,null,null,"Capital",null,"nCapital",null,null,null,null,null,"Solvency Capital Requirement (25% Op Risk)",null,null,null,"Capital"]
[]
[null,"SCRmarket",null,null,null,{"$f":"SCR_Market","v":0},null,{"$f":"nSCR_Market","v":0},null,null,{"$f":"'Market Risk'!$S$17","v":"ERROR"},null,null,"SCRmarket",null,null,null,{"$f":"SCR_Market","v":0}]
[null,"SCRdefault",null,null,null,{"$f":"SCR_Default","v":0},null,{"$f":"nSCR_Default","v":0},null,null,{"$f":"'Counterparty Default Risk'!$O$6","v":"ERROR"},null,null,"SCRdefault",null,null,null,{"$f":"SCR_Default","v":0}]
[null,"SCRlife",null,null,null,{"$f":"SCR_Life","v":0},null,{"$f":"nSCR_Life","v":0},null,null,{"$f":"'Life Underwriting Risk'!S18","v":"ERROR"},null,null,"SCRlife",null,null,null,{"$f":"SCR_Life","v":0}]
[null,"SCRhealth",null,null,null,{"$f":"'Health Underwriting Risk'!SCR_Health","v":0},null,{"$f":"'Health Underwriting Risk'!nSCR_Health","v":0},null,null,null,null,null,"SCRhealth",null,null,null,{"$f":"'Health Underwriting Risk'!SCR_Health","v":0}]
[null,"SCRintangibles",null,null,"*",{"$f":"0.8*'Economic Balance Sheet'!$F$9","v":0},null,{"$f":"0.8*'Economic Balance Sheet'!$F$9","v":0},null,null,{"$f":"IF('Economic Balance Sheet'!$I$12=\"ZERO\",\"ZERO\",\"OK\")","v":"ZERO"},null,null,"SCRintangibles",null,null,"*",{"$f":"0.8*'Economic Balance Sheet'!$F$9","v":0}]
[]
[null,"BSCR (before diversification effects)",null,null,null,{"$f":"SUM(F6:F10)","v":0},null,{"$f":"SUM(H6:H10)","v":0},null,null,null,null,null,"BSCR (before diversification effects)",null,null,null,{"$f":"SUM(R6:R10)","v":0}]
[]
[null,"Diversification",null,null,"*",{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(F6:F9),Corr),F6:F9))-SUM(F6:F9)","v":0},null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(H6:H9),Corr),H6:H9))-SUM(H6:H9)","v":0},null,null,null,null,null,"Diversification",null,null,"*",{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(R6:R9),Corr),R6:R9))-SUM(R6:R9)","v":0}]
[]
[null,"BSCR",null,null,null,{"$f":"SUM(F12,F14)","v":0},null,{"$f":"SUM(H12,H14)","v":0},null,null,null,null,null,"BSCR",null,null,null,{"$f":"SUM(R12,R14)","v":0}]
[]
[null,"SCROp_UL",null,null,"*",{"$f":"EXPul","v":0},null,{"$f":"SCR_Op_UL","v":0},null,null,{"$f":"IF(ISBLANK(SCR_Op_UL),\"ERROR\",\"OK\")","v":"OK"},null,null,"SCROp_risk",null,null,"*",{"$f":"SCR_Op_UL*1/3","v":0}]
[]
[null,"SCROp_nonUL",null,null,null,{"$f":"+MAX(Op_premiums,Op_provisions)","v":0},null,{"$f":"SCRop_nonUL","v":0}]
[]
[null,"Adjustment for loss absorbing capacity of TPs",null,null,null,{"$f":"-MAX(0,MIN(BSCR-nBSCR,'Economic Balance Sheet'!F86+'Economic Balance Sheet'!F95))","v":0},null,null,null,null,null,null,null,"Adjustment for loss absorbing capacity of TPs",null,null,null,{"$f":"-MAX(0,MIN(BSCR-nBSCR,'Economic Balance Sheet'!R86+'Economic Balance Sheet'!R95))","v":0}]
[]
[null,"Adjustment for loss absorbing capacity of deferred tax",null,null,null,null,null,null,null,null,{"$f":"IF(OR(Adj_DT>0,Adj_DT=\"\"),\"ERROR\",\"OK\")","v":"ERROR"},null,null,"Adjustment for loss absorbing capacity of deferred tax"]
[]
[null,"Regulatory Adjustment",null,null,null,null,null,null,null,null,null,null,null,"Regulatory Adjustment"]
[]
[null,"SCR",null,null,"*",{"$f":"(BSCR^2+2*0.5*BSCR*SCR_Op_UL+SCR_Op_UL^2)^0.5+SUM(Adj_TP,Adj_DT,Adj_Reg,SCRop_nonUL)","v":0},null,null,null,null,{"$f":"IF(ISERROR(MATCH(\"ERROR\",$K$6:$K$10,0)),\"OK\",\"ERROR\")","v":"ERROR"},null,null,"SCR",null,null,"*",{"$f":"SUM(R16,R18,R22,R24,R26)","v":0}]
[]
[]
[null,"Capital Resources",null,null,null,null,null,null,null,null,null,null,null,"Capital Resources"]
[]
[null,"Tier 1 Capital",null,null,null,{"$f":"EOF_Tier_1","v":0},null,null,null,null,null,null,null,"Tier 1 Capital",null,null,null,{"$f":"EOF_Tier_1","v":0}]
[null,"Tier 2 Capital",null,null,null,{"$f":"EOF_Tier_2","v":0},null,null,null,null,null,null,null,"Tier 2 Capital",null,null,null,{"$f":"EOF_Tier_2","v":0}]
[null,"Tier 3 Capital",null,null,null,{"$f":"EOF_Tier_3","v":0},null,null,null,null,null,null,null,"Tier 3 Capital",null,null,null,{"$f":"EOF_Tier_3","v":0}]
[]
[null,"Tier 1 Regulatory Adjustment",null,null,null,null,null,null,null,null,null,null,null,"Tier 1 Regulatory Adjustment"]
[null,"Tier 2 Regulatory Adjustment",null,null,null,null,null,null,null,null,null,null,null,"Tier 2 Regulatory Adjustment"]
[null,"Tier 3 Regulatory Adjustment",null,null,null,null,null,null,null,null,{"$f":"IF(ISBLANK(F37:F39),\"ERROR\",\"OK\")","v":"ERROR"},null,null,"Tier 3 Regulatory Adjustment"]
[]
[null,"Regulatory capital resources to meet SCR",null,null,null,{"$f":"SUM(F33:F35,F37:F39)","v":0},null,null,null,null,null,null,null,"Regulatory capital resources to meet SCR",null,null,null,{"$f":"SUM(R33:R35,R37:R39)","v":0}]
[]
[null,"SCR Ratio",null,null,null,{"$f":"Cap_Res/SCR","v":{"$error":"#DIV/0!"}},null,null,null,null,{"$f":"IF(ISERROR(F43),\"ERROR\",\"OK\")","v":"ERROR"},null,null,"SCR Ratio",null,null,null,{"$f":"R41/R28","v":{"$error":"#DIV/0!"}}]
[]
[null,null,null,null,null,{"$f":"IF(Cap_Res<SCR,\"Capital insufficient to cover SCR\",IF(MIN(SCR,SUM(Tier_1_Cap,Tier_1_Adj))<0.5*SCR,\"Proportion of Tier 1 Capital Insufficient\",IF(MIN(SCR-MIN(SCR,SUM(Tier_1_Cap,Tier_1_Adj))-MIN(SCR-MIN(SCR,SUM(Tier_1_Cap,Tier_1_Adj)),SUM(Tier_2_Cap,Tier_2_Adj)),SUM(Tier_3_Cap,Tier_3_Adj))>0.15*SCR,\"Proportion of Tier 3 Capital too great\",\"Capital OK\")))","v":"Capital OK"},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(R41<R28,\"Capital insufficient to cover SCR\",IF(MIN(R28,SUM(Tier_1_Cap,Tier_1_Adj))<0.5*R28,\"Proportion of Tier 1 Capital Insufficient\",IF(MIN(R28-MIN(R28,SUM(Tier_1_Cap,Tier_1_Adj))-MIN(R28-MIN(R28,SUM(Tier_1_Cap,Tier_1_Adj)),SUM(Tier_2_Cap,Tier_2_Adj)),SUM(Tier_3_Cap,Tier_3_Adj))>0.15*R28,\"Proportion of Tier 3 Capital too great\",\"Capital OK\")))","v":"Capital OK"}]

{"sheet":"MCR Summary","index":5,"n_rows":51,"n_cols":9,"rows_kept":51,"cut":false,"hidden":false,"merged":[]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"MCR Summary"}]
[{"$f":"Insurer_Name & \" (\" & Insurer_Shortname & \")\"","v":" ()"},null,null,null,null,null,null,null,{"$f":"QIS_YE_Date","v":"00:00:00"}]
[]
[null,"Solvency II Minimum Capital Requirement"]
[]
[null,"TPlife,1",null,null,"*",null,null,null,{"$f":"IF(F6=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[null,"TPlife,2",null,null,"*",null,null,null,{"$f":"IF(F7=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[null,"TPlife,3",null,null,"*",null,null,null,{"$f":"IF(F8=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[null,"TPlife,4",null,null,"*",null,null,null,{"$f":"IF(F9=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[null,"CAR",null,null,"*",null,null,null,{"$f":"IF(F10=\"\",\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"MCRlinear",null,null,null,{"$f":"0.037*F6-0.052*F7+0.007*F8+0.021*F9+0.0007*F10","v":0}]
[null,"MCRcombined",null,null,null,{"$f":"MIN(MAX(0.25*SCR,F12),0.45*SCR)","v":0},null,null,{"$f":"IF(OR('SCR Summary'!K43=\"ERROR\",F12=0),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"AMCR",null,null,null,{"$f":"2.9*IF('Participant Information'!D14=\"Millions\",1,IF('Participant Information'!D14=\"Thousands\",1000,1000000))","v":2900000},null,null,{"$f":"IF(F15=0,\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,"Regulatory Adjustment"]
[]
[null,"MCR",null,null,"*",{"$f":"MAX(F13,F15)+F17","v":2900000},null,null,{"$f":"IF(ISERROR(MATCH(\"ERROR\",$I$6:$I$15,0)),\"OK\",\"ERROR\")","v":"ERROR"}]
[]
[]
[null,"Linear Minimum Capital Requirement"]
[]
[null,"Percentage Factor (to be completed by FSA)"]
[null,"MCR%",null,null,null,{"$f":"$F$24*SCR","v":0},null,null,{"$f":"IF(ISERROR(F25),\"ERROR\",\"OK\")","v":"OK"}]
[null,"FMCR"]
[]
[null,"Regulatory Adjustment"]
[]
[null,"MCR",null,null,"*",{"$f":"MAX(F25,F26)+F28","v":0},null,null,{"$f":"IF(OR('SCR Summary'!K43=\"ERROR\",I25=\"ERROR\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[]
[null,"Capital Resources"]
[]
[null,"Tier 1 Capital",null,null,null,{"$f":"EOF_Tier_1","v":0}]
[null,"Tier 2 Capital",null,null,null,{"$f":"EOF_Tier_2","v":0}]
[null,"Tier 3 Capital",null,null,null,{"$f":"EOF_Tier_3","v":0}]
[]
[null,"Tier 1 Regulatory Adjustment",null,null,null,{"$f":"Tier_1_Adj","v":0}]
[null,"Tier 2 Regulatory Adjustment",null,null,null,{"$f":"Tier_2_Adj","v":0}]
[null,"Tier 3 Regulatory Adjustment",null,null,null,{"$f":"Tier_3_Adj","v":0},null,null,{"$f":"IF(ISBLANK(F39:F41),\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,"Regulatory capital resources to meet MCR",null,null,null,{"$f":"SUM(F35:F37,F39:F41)","v":0}]
[]
[null,"Solvency II MCR Ratio",null,null,null,{"$f":"F43/MCR_SII","v":0},null,null,{"$f":"IF(ISERROR(F45),\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,null,null,null,null,{"$f":"IF(F43<MCR_SII,\"Capital insufficient to cover MCR\",IF(MIN(MCR_SII,SUM(F35,F39))<0.8*MCR_SII,\"Proportion of Tier 1 Capital Insufficient\",\"Capital OK\"))","v":"Capital insufficient to cover MCR"}]
[]
[null,"Linear MCR Ratio",null,null,null,{"$f":"IF(ISERROR(F43/MCR_linear),\"Check Data\",F43/MCR_linear)","v":"Check Data"}]
[]
[null,null,null,null,null,{"$f":"IF(MCR_linear=0,\"\",IF(F43<MCR_linear,\"Capital insufficient to cover MCR\",IF(MIN(MCR_linear,SUM(F35,F39))<0.8*MCR_linear,\"Proportion of Tier 1 Capital Insufficient\",\"Capital OK\")))","v":""}]

{"sheet":"Operational Risk","index":6,"n_rows":15,"n_cols":16,"rows_kept":15,"cut":false,"hidden":false,"merged":[]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Operational Risk"}]
[{"$f":"Insurer_Name & \" (\" & Insurer_Shortname & \")\"","v":" ()"},null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"QIS_YE_Date","v":"00:00:00"}]
[]
[null,"Operational Risk",null,null,"2016 YE",null,"2015 YE",null,null,"EXPul 2016 YE",null,"EXPul 2015 YE",null,"Op_Premiums",null,"Op_Provisions"]
[]
[null,null,"Total expenses allocated to Unit Linked business",null,{"$f":"SUM(E7:E11)","v":0},null,{"$f":"SUM(G7:G11)","v":0},null,null,{"$f":"E6","v":0},null,{"$f":"G6","v":0}]
[null,null,"Renewal Commission:",null,{"$f":"'Raw Data'!I5","v":0},null,{"$f":"'Raw Data'!I10","v":0}]
[null,null,"Investment management expenses:",null,{"$f":"'Raw Data'!I6","v":0},null,{"$f":"'Raw Data'!I11","v":0}]
[null,null,"One-off expenses / development costs:",null,{"$f":"'Raw Data'!I7","v":0},null,{"$f":"'Raw Data'!I12","v":0}]
[null,null,"Fixed expenses/overheads:",null,{"$f":"'Raw Data'!I8","v":0},null,{"$f":"'Raw Data'!I13","v":0}]
[null,null,"Other:",null,{"$f":"'Raw Data'!I9","v":0},null,{"$f":"'Raw Data'!I14","v":0}]
[]
[null,null,"Earned Premiums 1",null,{"$f":"'Raw Data'!I15","v":0},null,{"$f":"'Raw Data'!I16","v":0},null,null,null,null,null,null,{"$f":"(0.04*E13)+MAX(0,0.04*(E13-1.2*G13))","v":0}]
[]
[null,null,"Technical Provisions ",null,{"$f":"'Raw Data'!I17","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"0.0045*MAX(E15,0)","v":0}]

{"sheet":"Economic Balance Sheet","index":7,"n_rows":159,"n_cols":9,"rows_kept":159,"cut":false,"hidden":false,"merged":[]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Economic Balance Sheet"}]
[{"$f":"Insurer_Name & \" (\" & Insurer_Shortname & \")\"","v":" ()"},null,null,null,null,null,null,null,{"$f":"QIS_YE_Date","v":"00:00:00"}]
[]
[null,"Balance Sheet - Assets","*","Accounting basis        *",null,"Regulatory basis        *"]
[]
[null,"Fixed Assets"]
[]
[null,"Goodwill",null,{"$f":"'Raw Data'!$I$19","v":0},null,0]
[null,"Other intangible assets",null,{"$f":"'Raw Data'!$I$20","v":0},null,{"$f":"'Raw Data'!$I$21","v":0}]
[null,"Property, plant & equipment held for own use",null,{"$f":"'Raw Data'!$I$22","v":0},null,{"$f":"'Raw Data'!$I$23","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D8:D10)","v":0},null,{"$f":"SUM(F8:F10)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D8:D10,D8:D10)=0,SUMPRODUCT(F8:F10,F8:F10)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Investments (other than assets held for unit-linked funds)"]
[]
[null,"Property (other than for own use)",null,{"$f":"'Raw Data'!$I$24","v":0},null,{"$f":"'Raw Data'!$I$25","v":0}]
[null,"Participations",null,{"$f":"'Raw Data'!$I$26","v":0},null,{"$f":"'Raw Data'!$I$27","v":0}]
[null,"Listed equities/other shares (other than participations)",null,{"$f":"'Raw Data'!$I$28","v":0},null,{"$f":"'Raw Data'!$I$29","v":0}]
[null,"Unlisted equities/other shares (other than participations)",null,{"$f":"'Raw Data'!$I$30","v":0},null,{"$f":"'Raw Data'!$I$31","v":0}]
[null,"Bonds - Government and multilateral banks",null,{"$f":"'Raw Data'!$I$32","v":0},null,{"$f":"'Raw Data'!$I$33","v":0}]
[null,"Bonds - Corporate (asset backed securities)",null,{"$f":"'Raw Data'!$I$34","v":0},null,{"$f":"'Raw Data'!$I$35","v":0}]
[null,"Bonds - Corporate (other)",null,{"$f":"'Raw Data'!$I$36","v":0},null,{"$f":"'Raw Data'!$I$37","v":0}]
[null,"Structured notes",null,{"$f":"'Raw Data'!$I$38","v":0},null,{"$f":"'Raw Data'!$I$39","v":0}]
[null,"Investment funds",null,{"$f":"'Raw Data'!$I$40","v":0},null,{"$f":"'Raw Data'!$I$41","v":0}]
[null,"Derivatives",null,{"$f":"SUM(D26:D30)","v":0},null,{"$f":"SUM(F26:F30)","v":0}]
[null,"Futures",null,{"$f":"'Raw Data'!$I$42","v":0},null,{"$f":"'Raw Data'!$I$43","v":0}]
[null,"Call Options",null,{"$f":"'Raw Data'!$I$44","v":0},null,{"$f":"'Raw Data'!$I$45","v":0}]
[null,"Put Options",null,{"$f":"'Raw Data'!$I$46","v":0},null,{"$f":"'Raw Data'!$I$47","v":0}]
[null,"Swaps",null,{"$f":"'Raw Data'!$I$48","v":0},null,{"$f":"'Raw Data'!$I$49","v":0}]
[null,"Forwards",null,{"$f":"'Raw Data'!$I$50","v":0},null,{"$f":"'Raw Data'!$I$51","v":0}]
[null,"Long term bank deposits",null,{"$f":"'Raw Data'!$I$52","v":0},null,{"$f":"'Raw Data'!$I$53","v":0}]
[null,"Other investments",null,{"$f":"'Raw Data'!$I$54","v":0},null,{"$f":"'Raw Data'!$I$55","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D16:D25,D31:D32)","v":0},null,{"$f":"SUM(F16:F25,F31:F32)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D16:D32,D16:D32)=0,SUMPRODUCT(F16:F32,F16:F32)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Assets held for unit-linked funds"]
[]
[null,"Assets held for unit-linked funds",null,{"$f":"'Raw Data'!$I$56","v":0},null,{"$f":"'Raw Data'!$I$57","v":0}]
[null,"Cash deposits to cedants",null,{"$f":"'Raw Data'!$I$58","v":0},null,{"$f":"'Raw Data'!$I$59","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D38:D39)","v":0},null,{"$f":"SUM(F38:F39)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D38:D39,D38:D39)=0,SUMPRODUCT(F38:F39,F38:F39)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Mortgages and loans made"]
[]
[null,"Uncollateralised loans made",null,{"$f":"'Raw Data'!$I$60","v":0},null,{"$f":"'Raw Data'!$I$61","v":0}]
[null,"Collateralised loans made (other than loans on policies)",null,{"$f":"'Raw Data'!$I$62","v":0},null,{"$f":"'Raw Data'!$I$63","v":0}]
[null,"Loans on policies",null,{"$f":"'Raw Data'!$I$64","v":0},null,{"$f":"'Raw Data'!$I$65","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D45:D47)","v":0},null,{"$f":"SUM(F45:F47)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D45:D47,D45:D47)=0,SUMPRODUCT(F45:F47,F45:F47)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Reinsurance recoverables"]
[]
[null,"Reinsurance share of Technical Provisions",null,{"$f":"SUM(D54:D55)","v":0},null,{"$f":"SUM(F54:F55)","v":0}]
[null,"Life excluding unit-linked",null,{"$f":"'Raw Data'!$I$66","v":0},null,{"$f":"'Raw Data'!$I$67","v":0}]
[null,"Life unit-linked",null,{"$f":"'Raw Data'!$I$68","v":0},null,{"$f":"'Raw Data'!$I$69","v":0}]
[null,"Other reinsurance recoverables",null,{"$f":"'Raw Data'!$I$70","v":0},null,{"$f":"'Raw Data'!$I$71","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D54:D56)","v":0},null,{"$f":"SUM(F54:F56)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D53:D56,D53:D56)=0,SUMPRODUCT(F53:F56,F53:F56)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Other Assets"]
[]
[null,"SPV recoverables",null,{"$f":"'Raw Data'!$I$72","v":0},null,{"$f":"'Raw Data'!$I$73","v":0}]
[null,"Intermediaries recoverables",null,{"$f":"'Raw Data'!$I$74","v":0},null,{"$f":"'Raw Data'!$I$75","v":0}]
[null,"Insurance recoverables (Excluding intermediaries)",null,{"$f":"'Raw Data'!$I$76","v":0},null,{"$f":"'Raw Data'!$I$77","v":0}]
[null,"Deferred acquisition costs",null,{"$f":"'Raw Data'!$I$78","v":0},null,0]
[null,"Receivables (trade, not insurance)",null,{"$f":"'Raw Data'!$I$79","v":0},null,{"$f":"'Raw Data'!$I$80","v":0}]
[null,"Pension benefit surplus",null,{"$f":"'Raw Data'!$I$81","v":0},null,{"$f":"'Raw Data'!$I$82","v":0}]
[null,"Cash and cash equivalents",null,{"$f":"'Raw Data'!$I$83","v":0},null,{"$f":"'Raw Data'!$I$84","v":0}]
[null,"Short term bank deposits",null,{"$f":"'Raw Data'!$I$85","v":0},null,{"$f":"'Raw Data'!$I$86","v":0}]
[null,"Amounts due in respect of called but unpaid capital",null,{"$f":"'Raw Data'!$I$87","v":0},null,{"$f":"'Raw Data'!$I$88","v":0}]
[null,"Other assets, not shown elsewhere",null,{"$f":"'Raw Data'!$I$89","v":0},null,{"$f":"'Raw Data'!$I$90","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D62:D71)","v":0},null,{"$f":"SUM(F62:F71)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D62:D71,D62:D71)=0,SUMPRODUCT(F62:F71,F62:F71)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Total Assets"]
[]
[null,"TOTAL",null,{"$f":"SUM(D12,D34,D41,D49,D58,D73)","v":0},null,{"$f":"SUM(F12,F34,F41,F49,F58,F73)","v":0},null,null,{"$f":"IF(ISERROR(MATCH(\"ZERO\",$I$8:$I$73,0)),\"OK\",IF(COUNTIF($I$8:$I$73,\"ZERO\")=COUNTA($I$8:$I$73),\"ERROR\",\"ZERO\"))","v":"ERROR"}]
[]
[]
[null,"Balance Sheet - Liabilities","*","Accounting basis",null,"Regulatory basis"]
[]
[null,"Technical Provisions - Life excluding unit-linked"]
[]
[null,"TP Calculated as a whole (BEP+RM)",null,{"$f":"'Raw Data'!$I$91","v":0},null,0]
[null,"Best Estimate Provision - Value of Guaranteed Benefits",null,0,null,{"$f":"'Raw Data'!$I$92","v":0}]
[null,"Best Estimate Provision - Value of Discretionary Benefits",null,0,null,{"$f":"'Raw Data'!$I$93","v":0}]
[null,"Risk Margin",null,0,null,{"$f":"'Raw Data'!$I$94","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D84:D87)","v":0},null,{"$f":"SUM(F84:F87)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D84:D87,D84:D87)=0,SUMPRODUCT(F84:F87,F84:F87)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Technical Provisions - Life unit-linked funds"]
[]
[null,"TP Calculated as a whole (BEP+RM)",null,{"$f":"'Raw Data'!$I$95","v":0},null,0]
[null,"Best Estimate Provision - Value of Guaranteed Benefits",null,0,null,{"$f":"'Raw Data'!$I$96","v":0}]
[null,"Best Estimate Provision - Value of Discretionary Benefits",null,0,null,{"$f":"'Raw Data'!$I$97","v":0}]
[null,"Risk Margin",null,0,null,{"$f":"'Raw Data'!$I$98","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D93:D96)","v":0},null,{"$f":"SUM(F93:F96)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D93:D96,D93:D96)=0,SUMPRODUCT(F93:F96,F93:F96)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Other Liabilities"]
[]
[null,"Cash deposits from reinsurers",null,{"$f":"'Raw Data'!$I$99","v":0},null,{"$f":"'Raw Data'!$I$100","v":0}]
[null,"(Re)insurance accounts payable",null,{"$f":"'Raw Data'!$I$101","v":0},null,{"$f":"'Raw Data'!$I$102","v":0}]
[null,"Derivatives",null,{"$f":"'Raw Data'!$I$103","v":0},null,{"$f":"'Raw Data'!$I$104","v":0}]
[null,"Provisions other than technical provisions",null,{"$f":"'Raw Data'!$I$105","v":0},null,{"$f":"'Raw Data'!$I$106","v":0}]
[null,"Amounts owed to credit institutions",null,{"$f":"'Raw Data'!$I$107","v":0},null,{"$f":"'Raw Data'!$I$108","v":0}]
[null,"Financial liabs (other than owed to credit institutions)",null,{"$f":"'Raw Data'!$I$109","v":0},null,{"$f":"'Raw Data'!$I$110","v":0}]
[null,"Payables (trade, not insurance)",null,{"$f":"'Raw Data'!$I$111","v":0},null,{"$f":"'Raw Data'!$I$112","v":0}]
[null,"Pensions benefit obligations",null,{"$f":"'Raw Data'!$I$113","v":0},null,{"$f":"'Raw Data'!$I$114","v":0}]
[null,"Uncalled investments",null,{"$f":"'Raw Data'!$I$115","v":0},null,{"$f":"'Raw Data'!$I$116","v":0}]
[null,"Contingent liabilities",null,{"$f":"'Raw Data'!$I$117","v":0},null,{"$f":"'Raw Data'!$I$118","v":0}]
[null,"Any other liabilities not shown elsewhere",null,{"$f":"'Raw Data'!$I$119","v":0},null,{"$f":"'Raw Data'!$I$120","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D102:D112)","v":0},null,{"$f":"SUM(F102:F112)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D102:D112,D102:D112)=0,SUMPRODUCT(F102:F112,F102:F112)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Total Liabilities"]
[]
[null,"TOTAL",null,{"$f":"SUM(D89,D98,D114)","v":0},null,{"$f":"SUM(F89,F98,F114)","v":0},null,null,{"$f":"IF(ISERROR(MATCH(\"ZERO\",$I$84:$I$114,0)),\"OK\",IF(COUNTIF($I$84:$I$114,\"ZERO\")=COUNTA($I$84:$I$114),\"ERROR\",\"ZERO\"))","v":"ERROR"}]
[]
[]
[null,"Net Assets",null,"Accounting basis",null,"Regulatory basis"]
[]
[null,"TOTAL",null,{"$f":"Acc_Total_Assets-Acc_Total_Liabs","v":0},null,{"$f":"Reg_Total_Assets-Reg_Total_Liabs","v":0}]
[]
[]
[null,"Capital","*","Accounting basis",null,"Regulatory basis"]
[]
[null,"Capital and Reserves"]
[]
[null,"Share Capital",null,null,null,{"$f":"'Own Funds'!J11","v":0}]
[null,"Initial fund",null,null,null,{"$f":"'Own Funds'!J19","v":0}]
[null,"Share premium",null,null,null,{"$f":"'Own Funds'!J23","v":0}]
[null,"Retained earnings",null,null,null,{"$f":"'Own Funds'!J27","v":0}]
[null,"Other reserves from accounting balance sheet",null,null,null,{"$f":"'Own Funds'!J31","v":0}]
[null,"Surplus funds",null,null,null,{"$f":"'Own Funds'!J45","v":0}]
[null,"EPIFP",null,0,null,{"$f":"'Own Funds'!J49","v":0}]
[null,"Preference Shares",null,null,null,{"$f":"'Own Funds'!J57","v":0}]
[null,"Subordinated liabilities",null,null,null,{"$f":"'Own Funds'!J65","v":0}]
[null,"Other items not specified above",null,null,null,{"$f":"'Own Funds'!J73","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D130:D139)","v":0},null,{"$f":"SUM(F130:F139)","v":0},null,null,{"$f":"IF(OR(ISBLANK(D130:D139),ISBLANK(F130:F139)),\"ERROR\",IF(OR(SUMPRODUCT(D130:D139,D130:D139)=0,SUMPRODUCT(F130:F139,F130:F139)=0),\"ZERO\",\"OK\"))","v":"ZERO"}]
[]
[null,"Reconciliation reserve"]
[]
[null,"Adjustment to assets",null,0,null,{"$f":"'Own Funds'!J35","v":0}]
[null,"Adjustment to technical provisions",null,0,null,{"$f":"'Own Funds'!J36","v":0}]
[null,"less expected profit in future premiums (EPIFP)",null,0,null,{"$f":"'Own Funds'!J37","v":0}]
[null,"Adjustments to other liabilities",null,0,null,{"$f":"'Own Funds'!J38","v":0}]
[null,"Others",null,0,null,{"$f":"'Own Funds'!J39","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D145:D149)","v":0},null,{"$f":"SUM(F145:F149)","v":0},null,null,{"$f":"IF(SUMPRODUCT(F145:F149,F145:F149)=0,\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Total Capital and Reserves"]
[]
[null,"TOTAL",null,{"$f":"D141","v":0},null,{"$f":"SUM(F151,F141)","v":0},null,null,{"$f":"IF(OR(I141=\"ERROR\",AND($I$141=\"ZERO\",$I$151=\"ZERO\")),\"ERROR\",IF(OR($I$141=\"ZERO\",$I$151=\"ZERO\"),\"ZERO\",\"OK\"))","v":"ERROR"}]
[]
[]
[]
[null,"Check balance sheet is balanced",null,{"$f":"IF(AND(ABS(Acc_NAV-Acc_Cap)<0.001,I77<>\"ERROR\",I118<>\"ERROR\",I155<>\"ERROR\"),\"OK\",\"ERROR\")","v":"ERROR"},null,{"$f":"IF(AND(ABS(Reg_NAV-Reg_Cap)<0.001,I77<>\"ERROR\",I118<>\"ERROR\",I155<>\"ERROR\"),\"OK\",\"ERROR\")","v":"ERROR"}]

{"sheet":"Own Funds","index":8,"n_rows":125,"n_cols":13,"rows_kept":125,"cut":false,"hidden":false,"merged":[]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Own Funds"}]
[{"$f":"Insurer_Name & \" (\" & Insurer_Shortname & \")\"","v":" ()"},null,null,null,null,null,null,null,null,null,null,null,{"$f":"QIS_YE_Date","v":"00:00:00"}]
[]
[null,"Basic Own Funds",null,"Tier 1",null,"Tier 2",null,"Tier 3",null,"Total"]
[]
[null,"Ordinary Share Capital (net of own shares)"]
[]
[null,"Paid up",null,null,null,null,null,0,null,{"$f":"SUM(D8,F8,H8)","v":0}]
[null,"Called up",null,0,null,null,null,0,null,{"$f":"SUM(D9,F9,H9)","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D8:D9)","v":0},null,{"$f":"SUM(F8:F9)","v":0},null,{"$f":"SUM(H8:H9)","v":0},null,{"$f":"SUM(J8:J9)","v":0},null,null,{"$f":"IF(OR(ISBLANK(D8:D9),ISBLANK(F8:F9),ISBLANK(H8:H9)),\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,"Initial Fund (less item of the same type held)"]
[]
[null,"Paid up",null,null,null,null,null,null,null,{"$f":"SUM(D15,F15,H15)","v":0}]
[null,"Called up",null,0,null,null,null,null,null,{"$f":"SUM(D16,F16,H16)","v":0}]
[null,"Callable",null,0,null,null,null,null,null,{"$f":"SUM(D17,F17,H17)","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D15:D17)","v":0},null,{"$f":"SUM(F15:F17)","v":0},null,{"$f":"SUM(H15:H17)","v":0},null,{"$f":"SUM(J15:J17)","v":0},null,null,{"$f":"IF(OR(ISBLANK(D15:D17),ISBLANK(F15:F17),ISBLANK(H15:H17)),\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,"Share Premium Account"]
[]
[null,"Share Premium Account",null,null,null,null,null,0,null,{"$f":"SUM(D23,F23,H23)","v":0},null,null,{"$f":"IF(OR(D23=\"\",F23=\"\",H23=\"\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Retained earnings including profits from the year net of foreseeable dividends"]
[]
[null,"Retained earnings",null,null,null,0,null,0,null,{"$f":"SUM(D27,F27,H27)","v":0},null,null,{"$f":"IF(OR(D27=\"\",F27=\"\",H27=\"\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Other reserves from accounting balance sheet"]
[]
[null,"Other reserves",null,null,null,null,null,0,null,{"$f":"SUM(D31,F31,H31)","v":0},null,null,{"$f":"IF(OR(D31=\"\",F31=\"\",H31=\"\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Reconciliation reserve"]
[]
[null,"Adjustment to assets",null,{"$f":"Reg_Total_Assets-Acc_Total_Assets","v":0},null,0,null,0,null,{"$f":"SUM(D35,F35,H35)","v":0}]
[null,"Adjustments to technical provisions",null,{"$f":"SUM('Economic Balance Sheet'!D89,'Economic Balance Sheet'!D98)-SUM('Economic Balance Sheet'!F89,'Economic Balance Sheet'!F98)","v":0},null,0,null,0,null,{"$f":"SUM(D36,F36,H36)","v":0}]
[null,"less expected profit in future premiums",null,{"$f":"-D49","v":0},null,0,null,0,null,0]
[null,"Adjustments to other liabilities",null,{"$f":"'Economic Balance Sheet'!D114-'Economic Balance Sheet'!F114","v":0},null,0,null,0,null,{"$f":"SUM(D38,F38,H38)","v":0}]
[null,"Others",null,null,null,null,null,null,null,0]
[]
[null,"Total",null,{"$f":"SUM(D35:D39)","v":0},null,{"$f":"SUM(F35:F39)","v":0},null,{"$f":"SUM(H35:H39)","v":0},null,{"$f":"SUM(J35:J39)","v":0},null,null,{"$f":"IF(OR(ISBLANK(D35:D39),ISBLANK(F35:F39),ISBLANK(H35:H39)),\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,"Surplus funds"]
[]
[null,"Surplus funds",null,null,null,0,null,0,null,{"$f":"SUM(D45,F45,H45)","v":0},null,null,{"$f":"IF(OR(D45=\"\",F45=\"\",H45=\"\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Expected profit in future premiums"]
[]
[null,"EPIFP",null,null,null,0,null,0,null,{"$f":"SUM(D49,F49,H49)","v":0},null,null,{"$f":"IF(OR(D49=\"\",F49=\"\",H49=\"\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Preference shares"]
[]
[null,"Dated",null,null,null,null,null,null,null,{"$f":"SUM(D53,F53,H53)","v":0}]
[null,"Undated with a call option",null,null,null,null,null,null,null,{"$f":"SUM(D54,F54,H54)","v":0}]
[null,"Undated with no contractual opportunity to redeem",null,null,null,null,null,null,null,0]
[]
[null,"Total",null,{"$f":"SUM(D53:D55)","v":0},null,{"$f":"SUM(F53:F55)","v":0},null,{"$f":"SUM(H53:H55)","v":0},null,{"$f":"SUM(J53:J55)","v":0},null,null,{"$f":"IF(OR(ISBLANK(D53:D55),ISBLANK(F53:F55),ISBLANK(H53:H55)),\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,"Subordinated liabilities"]
[]
[null,"Dated",null,null,null,null,null,null,null,{"$f":"SUM(D61,F61,H61)","v":0}]
[null,"Undated with a call option",null,null,null,null,null,null,null,{"$f":"SUM(D62,F62,H62)","v":0}]
[null,"Undated with no contractual opportunity to redeem",null,null,null,null,null,null,null,0]
[]
[null,"Total",null,{"$f":"SUM(D61:D63)","v":0},null,{"$f":"SUM(F61:F63)","v":0},null,{"$f":"SUM(H61:H63)","v":0},null,{"$f":"SUM(J61:J63)","v":0},null,null,{"$f":"IF(OR(ISBLANK(D61:D63),ISBLANK(F61:F63),ISBLANK(H61:H63)),\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,"Subordinated mutual member accounts"]
[]
[null,"Subordinated mutual member accounts",null,null,null,null,null,null,null,{"$f":"SUM(D69,F69,H69)","v":0},null,null,{"$f":"IF(OR(D69=\"\",F69=\"\",H69=\"\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Other items not specified elsewhere"]
[]
[null,"Other items",null,null,null,null,null,null,null,{"$f":"SUM(D73,F73,H73)","v":0},null,null,{"$f":"IF(OR(D73=\"\",F73=\"\",H73=\"\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Total Basic Own Funds"]
[]
[null,"TOTAL",null,{"$f":"SUM(D11,D19,D23,D27,D31,D41,D45,D49,D57,D65,D69,D73)","v":0},null,{"$f":"SUM(F11,F19,F23,F27,F31,F41,F45,F49,F57,F65,F69,F73)","v":0},null,{"$f":"SUM(H11,H19,H23,H27,H31,H41,H45,H49,H57,H65,H69,H73)","v":0},null,{"$f":"SUM(D77,F77,H77)","v":0},null,null,{"$f":"IF(ISERROR(MATCH(\"ERROR\",$M$11:$M$73,0)),\"OK\",\"ERROR\")","v":"ERROR"}]
[]
[]
[null,"Adjustments to BOF",null,"Tier 1",null,"Tier 2",null,"Tier 3",null,"Total"]
[]
[null,"Deductions"]
[]
[null,"Restricted reserves",null,null,null,0,null,0,null,{"$f":"SUM(D84,F84,H84)","v":0}]
[null,"Ring fenced funds (excess OF over notional SCR)",null,null,null,0,null,0,null,{"$f":"SUM(D85,F85,H85)","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D84:D85)","v":0},null,{"$f":"SUM(F84:F85)","v":0},null,{"$f":"SUM(H84:H85)","v":0},null,{"$f":"SUM(J84:J85)","v":0},null,null,{"$f":"IF(OR(ISBLANK(D84:D85),ISBLANK(F84:F85),ISBLANK(H84:H85)),\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,"Change of tier"]
[]
[null,"Restricted reserves",null,null,null,{"$f":"-D91","v":0},null,0,null,{"$f":"SUM(D91,F91,H91)","v":0}]
[null,"Other adjustments",null,null,null,null,null,null,null,{"$f":"SUM(D92,F92,H92)","v":0},null,null,{"$f":"IF(J92<>0,\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,"Total",null,{"$f":"SUM(D91:D92)","v":0},null,{"$f":"SUM(F91:F92)","v":0},null,{"$f":"SUM(H91:H92)","v":0},null,{"$f":"SUM(J91:J92)","v":0},null,null,{"$f":"IF(OR(ISBLANK(D91:D92),ISBLANK(F91:F92),ISBLANK(H91:H92)),\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,"Total Adjustments"]
[]
[null,"TOTAL",null,{"$f":"D94-D87","v":0},null,{"$f":"F94-F87","v":0},null,{"$f":"H94-H87","v":0},null,{"$f":"SUM(D98,F98,H98)","v":0},null,null,{"$f":"IF(ISERROR(MATCH(\"ERROR\",$M$87:$M$94,0)),\"OK\",\"ERROR\")","v":"OK"}]
[]
[]
[null,"Total Eligible Own Funds to meet SCR"]
[]
[null,"Eligible Own Funds",null,{"$f":"SUM(BOF_Tier_1,BOF_Adj_Tier_1)","v":0},null,{"$f":"SUM(BOF_Tier_2,BOF_Adj_Tier_2)","v":0},null,{"$f":"SUM(BOF_Tier_3,BOF_Adj_Tier_3)","v":0},null,{"$f":"SUM(BOF_Total,BOF_Adj_Total)","v":0},null,null,{"$f":"IF(AND(M77=\"OK\",M98=\"OK\"),\"OK\",\"ERROR\")","v":"ERROR"}]
[]
[]
[null,"Ancillary own fund items - for information",null,"Tier 1",null,"Tier 2",null,"Tier 3",null,"Total"]
[]
[null,"Unpaid share capital or initial fund that has not been paid up"]
[]
[null,"Total",null,0,null,null,null,null,null,{"$f":"SUM(D110,F110,H110)","v":0},null,null,{"$f":"IF(OR(D110=\"\",F110=\"\",H110=\"\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Letters of credit and guarantees held in trust (TS 4.10.)"]
[]
[null,"Letter of credit",null,0,null,null,null,null,null,{"$f":"SUM(D114,F114,H114)","v":0}]
[null,"Guarantees held in trust",null,0,null,null,null,null,null,{"$f":"SUM(D115,F115,H115)","v":0}]
[]
[null,"Total",null,{"$f":"SUM(D113:D115)","v":0},null,{"$f":"SUM(F114:F115)","v":0},null,{"$f":"SUM(H114:H115)","v":0},null,{"$f":"SUM(J114:J115)","v":0},null,null,{"$f":"IF(OR(ISBLANK(D114:D115),ISBLANK(F114:F115),ISBLANK(H114:H115)),\"ERROR\",\"OK\")","v":"OK"}]
[]
[null,"Other items currently eligible to meet requirements under current solvency regime"]
[]
[null,"Other items",null,0,null,null,null,null,null,{"$f":"SUM(D121,F121,H121)","v":0},null,null,{"$f":"IF(OR(D121=\"\",F121=\"\",H121=\"\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[null,"Total Ancillary Own Funds"]
[]
[null,"TOTAL",null,{"$f":"SUM(D110,D117,D121,)","v":0},null,{"$f":"SUM(F110,F117,F121,)","v":0},null,{"$f":"SUM(H110,H117,H121,)","v":0},null,{"$f":"SUM(J110,J117,J121,)","v":0},null,null,{"$f":"IF(ISERROR(MATCH(\"ERROR\",$M$110:$M$121,0)),\"OK\",\"ERROR\")","v":"ERROR"}]

{"sheet":"Market Risk","index":9,"n_rows":151,"n_cols":19,"rows_kept":151,"cut":false,"hidden":false,"merged":[]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Market Risk"}]
[{"$f":"Insurer_Name & \" (\" & Insurer_Shortname & \")\"","v":" ()"},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"QIS_YE_Date","v":"00:00:00"}]
[]
[null,"Market Risk",null,null,null,"Capital",null,"nCapital"]
[]
[null,"Marketinterest",null,null,"*",{"$f":"Mkt_Int","v":0},null,{"$f":"nMkt_Int","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"IF($S$27=\"ERROR\",\"ERROR\",IF($S$35=\"ZERO\",\"ZERO\",\"OK\"))","v":"ERROR"}]
[null,"Marketequity",null,null,"*",{"$f":"Mkt_Eq","v":0},null,{"$f":"nMkt_Eq","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"IF($S$27=\"ERROR\",\"ERROR\",IF($S$57=\"ZERO\",\"ZERO\",\"OK\"))","v":"ERROR"}]
[null,"Marketproperty",null,null,"*",{"$f":"Mkt_Prop","v":0},null,{"$f":"nMkt_Prop","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"IF($S$27=\"ERROR\",\"ERROR\",IF($S$62=\"ZERO\",\"ZERO\",\"OK\"))","v":"ERROR"}]
[null,"Marketfx",null,null,"*",{"$f":"IF(Curr_Simp=\"N\",Mkt_Curr,IF(Curr_Simp=\"Y\",Mkt_Curr_Simp,0))","v":0},null,{"$f":"IF(Curr_Simp=\"N\",nMkt_Curr,IF(Curr_Simp=\"Y\",nMkt_Curr_Simp,0))","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"IF($S$27=\"ERROR\",\"ERROR\",IF(OR(COUNTIF($S$67:$S$92,\"OK\")=COUNTA($S$67:$S$92),S132=\"OK\"),\"OK\",\"ZERO\"))","v":"ERROR"}]
[null,"Marketspread",null,null,"*",{"$f":"Mkt_Sp","v":0},null,{"$f":"nMkt_Sp","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR($S$27=\"ERROR\",S137=\"ERROR\"),\"ERROR\",IF(COUNTIF($S$137:$S$142,\"ZERO\")=COUNTA($S$137:$S$142),\"ZERO\",\"OK\"))","v":"ERROR"}]
[null,"Marketconc",null,null,"*",{"$f":"Mkt_Conc","v":0},null,{"$f":"nMkt_Conc","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"IF($S$27=\"ERROR\",\"ERROR\",IF($S$151=\"ZERO\",\"ZERO\",\"OK\"))","v":"ERROR"}]
[]
[null,"Capital Requirement (before diversification effects)",null,null,null,{"$f":"SUM(F6:F11)","v":0},null,{"$f":"SUM(H6:H11)","v":0}]
[]
[null,"Diversification",null,null,null,{"$f":"F17-F13","v":0},null,{"$f":"H17-H13","v":0}]
[]
[null,"SCRmarket",null,null,"*",{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(F6:F11),MarketCorr),F6:F11))","v":0},null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(H6:H11),MarketCorr),H6:H11))","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(ISERROR(MATCH(\"ERROR\",$S$6:$S$11,0)),ISERROR(MATCH(\"ZERO\",$S$6:$S$11,0)),SCR_Market<>0),\"OK\",IF(ISERROR(MATCH(\"ERROR\",$S$6:$S$11,0)),\"ZERO\",\"ERROR\"))","v":"ERROR"}]
[]
[]
[null,"Simplification to be used?"]
[]
[null,"Currency","*","N"]
[]
[]
[null,"Best Estimate",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF"]
[]
[null,"Base",null,{"$f":"Reg_Total_Assets","v":0},null,{"$f":"SUM('Economic Balance Sheet'!$F$85,'Economic Balance Sheet'!$F$94)","v":0},null,{"$f":"SUM('Economic Balance Sheet'!$F$86,'Economic Balance Sheet'!$F$95)","v":0},null,{"$f":"$D27-$F27-$H27","v":0},null,{"$f":"$D27-$F27-$H27","v":0},null,null,null,null,null,null,{"$f":"IF(OR('Economic Balance Sheet'!I77=\"ERROR\",'Economic Balance Sheet'!I89=\"ERROR\",'Economic Balance Sheet'!I98=\"ERROR\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[]
[null,"Interest Rate Risk",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF",null,"Capital",null,"nCapital"]
[]
[null,"MarketinterestUp",null,{"$f":"'Raw Data'!$I$122","v":0},null,{"$f":"'Raw Data'!$I$123","v":0},null,{"$f":"'Raw Data'!$I$124","v":0},null,{"$f":"$D32-$F32-BE_Liabs_VDB","v":0},null,{"$f":"$D32-$F32-$H32","v":0},null,{"$f":"-($J32-$J$27)","v":0},null,{"$f":"-($L32-$L$27)","v":0}]
[null,"MarketinterestDown",null,{"$f":"'Raw Data'!$I$125","v":0},null,{"$f":"'Raw Data'!$I$126","v":0},null,{"$f":"'Raw Data'!$I$127","v":0},null,{"$f":"$D33-$F33-BE_Liabs_VDB","v":0},null,{"$f":"$D33-$F33-$H33","v":0},null,{"$f":"-($J33-$J$27)","v":0},null,{"$f":"-($L33-$L$27)","v":0}]
[]
[null,"Marketinterest",null,null,null,null,null,null,null,null,null,null,null,{"$f":"MAX(0,IF(nMkt_Int_Up>nMkt_Int_Down,Mkt_Int_Up,Mkt_Int_Down))","v":0},null,{"$f":"MAX(0,nMkt_Int_Up,nMkt_Int_Down)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D32:D33,D32:D33)=0,SUMPRODUCT(F32:F33,F32:F33)=0,SUMPRODUCT(H32:H33,H32:H33)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[]
[null,"Equity Risk",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF",null,"Capital",null,"nCapital"]
[]
[null,"Marketequity,1VolUp",null,{"$f":"'Raw Data'!$I$128","v":0},null,{"$f":"'Raw Data'!$I$129","v":0},null,{"$f":"'Raw Data'!$I$130","v":0},null,{"$f":"$D40-$F40-BE_Liabs_VDB","v":0},null,{"$f":"$D40-$F40-$H40","v":0},null,{"$f":"MAX(0,-($J40-$J$27))","v":0},null,{"$f":"MAX(0,-($L40-$L$27))","v":0}]
[null,"Marketequity,1Level",null,{"$f":"'Raw Data'!$I$131","v":0},null,{"$f":"'Raw Data'!$I$132","v":0},null,{"$f":"'Raw Data'!$I$133","v":0},null,{"$f":"$D41-$F41-BE_Liabs_VDB","v":0},null,{"$f":"$D41-$F41-$H41","v":0},null,{"$f":"MAX(0,-($J41-$J$27))","v":0},null,{"$f":"MAX(0,-($L41-$L$27))","v":0}]
[null,"Marketequity,1VolDown",null,{"$f":"'Raw Data'!$I$134","v":0},null,{"$f":"'Raw Data'!$I$135","v":0},null,{"$f":"'Raw Data'!$I$136","v":0},null,{"$f":"$D42-$F42-BE_Liabs_VDB","v":0},null,{"$f":"$D42-$F42-$H42","v":0},null,{"$f":"MAX(0,-($J42-$J$27))","v":0},null,{"$f":"MAX(0,-($L42-$L$27))","v":0}]
[]
[null,"Marketequity,2VolUp",null,{"$f":"'Raw Data'!$I$137","v":0},null,{"$f":"'Raw Data'!$I$138","v":0},null,{"$f":"'Raw Data'!$I$139","v":0},null,{"$f":"$D44-$F44-BE_Liabs_VDB","v":0},null,{"$f":"$D44-$F44-$H44","v":0},null,{"$f":"MAX(0,-($J44-$J$27))","v":0},null,{"$f":"MAX(0,-($L44-$L$27))","v":0}]
[null,"Marketequity,2Level",null,{"$f":"'Raw Data'!$I$140","v":0},null,{"$f":"'Raw Data'!$I$141","v":0},null,{"$f":"'Raw Data'!$I$142","v":0},null,{"$f":"$D45-$F45-BE_Liabs_VDB","v":0},null,{"$f":"$D45-$F45-$H45","v":0},null,{"$f":"MAX(0,-($J45-$J$27))","v":0},null,{"$f":"MAX(0,-($L45-$L$27))","v":0}]
[null,"Marketequity,2VolDown",null,{"$f":"'Raw Data'!$I$143","v":0},null,{"$f":"'Raw Data'!$I$144","v":0},null,{"$f":"'Raw Data'!$I$145","v":0},null,{"$f":"$D46-$F46-BE_Liabs_VDB","v":0},null,{"$f":"$D46-$F46-$H46","v":0},null,{"$f":"MAX(0,-($J46-$J$27))","v":0},null,{"$f":"MAX(0,-($L46-$L$27))","v":0}]
[]
[null,"Marketequity,1Level & VolUp",null,null,null,null,null,null,null,null,null,null,null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(N40:N41),EqVolUpCorr),N40:N41))","v":0},null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(P40:P41),EqVolUpCorr),P40:P41))","v":0}]
[null,"Marketequity,1Level & VolDown",null,null,null,null,null,null,null,null,null,null,null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(N41:N42),EqVolDownCorr),N41:N42))","v":0},null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(P41:P42),EqVolDownCorr),P41:P42))","v":0}]
[]
[null,"Marketequity,2Level & VolUp",null,null,null,null,null,null,null,null,null,null,null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(N44:N45),EqVolUpCorr),N44:N45))","v":0},null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(P44:P45),EqVolUpCorr),P44:P45))","v":0}]
[null,"Marketequity,2Level & VolDown",null,null,null,null,null,null,null,null,null,null,null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(N45:N46),EqVolDownCorr),N45:N46))","v":0},null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(P45:P46),EqVolDownCorr),P45:P46))","v":0}]
[]
[null,"Marketequity,1",null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(nEq_1_vol_Up>nEq_1_vol_Down,Eq_1_vol_Up,Eq_1_vol_Down)","v":0},null,{"$f":"MAX(nEq_1_vol_Up,nEq_1_vol_Down)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D40:D42,D40:D42)=0,SUMPRODUCT(F40:F42,F40:F42)=0,SUMPRODUCT(H40:H42,H40:H42)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[null,"Marketequity,2",null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(nEq_2_vol_Up>nEq_2_vol_Down,Eq_2_vol_Up,Eq_2_vol_Down)","v":0},null,{"$f":"MAX(nEq_2_vol_Up,nEq_2_vol_Down)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D44:D46,D44:D46)=0,SUMPRODUCT(F44:F46,F44:F46)=0,SUMPRODUCT(H44:H46,H44:H46)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Marketequity",null,null,null,null,null,null,null,null,null,null,null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(N54:N55),EqCorr),N54:N55))","v":0},null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(P54:P55),EqCorr),P54:P55))","v":0}]
[]
[]
[null,"Property Risk",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF",null,"Capital",null,"nCapital"]
[]
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[null,"Currency Risk                          *",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF",null,"Capital",null,"nCapital"]
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[]
[null,"HealthSLT",null,null,"*",{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(F6:F11),HealthCorr_SLT),F6:F11))","v":0},null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(H6:H11),HealthCorr_SLT),H6:H11))","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(F13=0,H13=0),\"ZERO\",IF(OR(F13<0,H13<0),\"ERROR\",\"OK\"))","v":"ZERO"}]
[null,"HealthCAT",null,null,"*",{"$f":"'Raw Data'!I319","v":0},null,{"$f":"'Raw Data'!I320","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(F14=0,H14=0),\"ZERO\",IF(OR(F14<0,H14<0),\"ERROR\",\"OK\"))","v":"ZERO"}]
[null,"HealthNonSLT",null,null," *",{"$f":"'Raw Data'!I321","v":0},null,{"$f":"'Raw Data'!I322","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(F15=0,H15=0),\"ZERO\",IF(OR(F15<0,H15<0),\"ERROR\",\"OK\"))","v":"ZERO"}]
[]
[null,"Capital Requirement (before diversification effects)",null,null,null,{"$f":"SUM(F13:F15)","v":0},null,{"$f":"SUM(H13:H15)","v":0}]
[]
[null,"Diversification",null,null,null,{"$f":"F21-F17","v":0},null,{"$f":"H21-H17","v":0}]
[]
[null,"SCRHealth",null,null,"*",{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(F13:F15),HealthCorr),F13:F15))","v":0},null,{"$f":"SQRT(MMULT(MMULT(TRANSPOSE(H13:H15),HealthCorr),H13:H15))","v":0},null,null,null,null,null,null,null,null,null,null,{"$f":"IF(AND(OR(ISERROR(MATCH(\"ERROR\",$S$6:$S$15,0)),ISERROR(MATCH(\"ZERO\",$S$6:$S$15,0))),SCR_Health<>0),\"OK\",IF(ISERROR(MATCH(\"ERROR\",$S$6:$S$15,0)),\"ZERO\",\"ERROR\"))","v":"ERROR"}]
[]
[]
[null,"Best Estimate",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF"]
[]
[null,"Base",null,{"$f":"BE_Assets","v":0},null,{"$f":"BE_Liabs_VGB","v":0},null,{"$f":"BE_Liabs_VDB","v":0},null,{"$f":"$D26-$F26-$H26","v":0},null,{"$f":"$D26-$F26-$H26","v":0},null,null,null,null,null,null,{"$f":"IF(OR('Economic Balance Sheet'!I77=\"ERROR\",'Economic Balance Sheet'!I89=\"ERROR\",'Economic Balance Sheet'!I98=\"ERROR\"),\"ERROR\",\"OK\")","v":"ERROR"}]
[]
[]
[null,"Mortality Risk",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF",null,"Capital",null,"nCapital"]
[]
[null,"Healthmortality",null,{"$f":"'Raw Data'!$I$289","v":0},null,{"$f":"'Raw Data'!$I$290","v":0},null,{"$f":"'Raw Data'!$I$291","v":0},null,{"$f":"$D31-$F31-BE_Liabs_VDB","v":0},null,{"$f":"$D31-$F31-$H31","v":0},null,{"$f":"-($J31-$J$26)","v":0},null,{"$f":"-($L31-$L$26)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D31,D31)=0,SUMPRODUCT(F31,F31)=0,SUMPRODUCT(H31,H31)=0),\"ZERO\",IF(OR(Health_Mort<0,nHealth_Mort<0),\"ERROR\",\"OK\"))","v":"ZERO"}]
[]
[]
[null,"Longevity Risk",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF",null,"Capital",null,"nCapital"]
[]
[null,"Healthlongevity",null,{"$f":"'Raw Data'!$I$292","v":0},null,{"$f":"'Raw Data'!$I$293","v":0},null,{"$f":"'Raw Data'!$I$294","v":0},null,{"$f":"$D36-$F36-BE_Liabs_VDB","v":0},null,{"$f":"$D36-$F36-$H36","v":0},null,{"$f":"-($J36-$J$26)","v":0},null,{"$f":"-($L36-$L$26)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D36,D36)=0,SUMPRODUCT(F36,F36)=0,SUMPRODUCT(H36,H36)=0),\"ZERO\",IF(OR(Health_Long<0,nHealth_Long<0),\"ERROR\",\"OK\"))","v":"ZERO"}]
[]
[]
[null,"Disability & Morbidity Risk",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF",null,"Capital",null,"nCapital"]
[]
[null,"Healthmedical_up",null,{"$f":"'Raw Data'!I295","v":0},null,{"$f":"'Raw Data'!I296","v":0},null,{"$f":"'Raw Data'!I297","v":0},null,{"$f":"$D41-$F41-BE_Liabs_VDB","v":0},null,{"$f":"$D41-$F41-$H41","v":0},null,{"$f":"MAX(0,-($J41-$J$26))","v":0},null,{"$f":"MAX(0,-($L41-$L$26))","v":0}]
[null,"Healthmedical_down",null,{"$f":"'Raw Data'!I298","v":0},null,{"$f":"'Raw Data'!I299","v":0},null,{"$f":"'Raw Data'!I300","v":0},null,{"$f":"$D42-$F42-BE_Liabs_VDB","v":0},null,0,null,0,null,0]
[]
[null,"Healthmedical",null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(nHealth_medical_up>nHealth_medical_down,Health_medical_up,IF(nHealth_medical_down>Health_medical_up,Health_medical_down,MAX(Health_medical_down,Health_medical_up)))","v":0},null,{"$f":"MAX(0,nHealth_medical_up,nHealth_medical_down)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D41,D42)=0,SUMPRODUCT(F41,F42)=0,SUMPRODUCT(H41,H42)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Healthincome",null,{"$f":"'Raw Data'!$I$301","v":0},null,{"$f":"'Raw Data'!$I$302","v":0},null,{"$f":"'Raw Data'!$I$303","v":0},null,{"$f":"$D46-$F46-BE_Liabs_VDB","v":0},null,{"$f":"$D46-$F46-$H46","v":0},null,{"$f":"MAX(0,-($J46-$J$26))","v":0},null,{"$f":"MAX(0,-($L46-$L$26))","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D46,D46)=0,SUMPRODUCT(F46,F46)=0,SUMPRODUCT(H46,H46)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Healthdis+morb",null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(Health_medical,Health_income)","v":0},null,{"$f":"SUM(nHealth_medical,nHealth_income)","v":0}]
[]
[]
[null,"Lapse Risk",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF",null,"Capital",null,"nCapital"]
[]
[null,"HLapsedown",null,{"$f":"'Raw Data'!$I$304","v":0},null,{"$f":"'Raw Data'!$I$305","v":0},null,{"$f":"'Raw Data'!$I$306","v":0},null,{"$f":"$D53-$F53-BE_Liabs_VDB","v":0},null,{"$f":"$D53-$F53-$H53","v":0},null,{"$f":"-($J53-$J$26)","v":0},null,{"$f":"-($L53-$L$26)","v":0}]
[null,"HLapseup",null,{"$f":"'Raw Data'!$I$307","v":0},null,{"$f":"'Raw Data'!$I$308","v":0},null,{"$f":"'Raw Data'!$I$309","v":0},null,{"$f":"$D54-$F54-BE_Liabs_VDB","v":0},null,{"$f":"$D54-$F54-$H54","v":0},null,{"$f":"-($J54-$J$26)","v":0},null,{"$f":"-($L54-$L$26)","v":0}]
[null,"HLapsemass",null,{"$f":"'Raw Data'!$I$310","v":0},null,{"$f":"'Raw Data'!$I$311","v":0},null,{"$f":"'Raw Data'!$I$312","v":0},null,{"$f":"$D55-$F55-BE_Liabs_VDB","v":0},null,{"$f":"$D55-$F55-$H55","v":0},null,{"$f":"-($J55-$J$26)","v":0},null,{"$f":"-($L55-$L$26)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D53:D55,D53:D55)=0,SUMPRODUCT(F53:F55,F53:F55)=0,SUMPRODUCT(H53:H55,H53:H55)=0),\"ZERO\",\"OK\")","v":"ZERO"}]
[]
[null,"Healthlapse",null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(MAX(0,P53:P55)=n_HLapse_Down,HLapse_Down,IF(MAX(0,P53:P55)=nHLapse_Up,HLapse_Up,IF(MAX(0,P53:P55)=nHLapse_Mass,HLapse_Mass,0)))","v":0},null,{"$f":"MAX(0,n_HLapse_Down,nHLapse_Up,nHLapse_Mass)","v":0}]
[]
[]
[null,"Expense Risk",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF",null,"Capital",null,"nCapital"]
[]
[null,"Healthexpense",null,{"$f":"'Raw Data'!$I$313","v":0},null,{"$f":"'Raw Data'!$I$314","v":0},null,{"$f":"'Raw Data'!$I$315","v":0},null,{"$f":"$D62-$F62-BE_Liabs_VDB","v":0},null,{"$f":"$D62-$F62-$H62","v":0},null,{"$f":"-($J62-$J$26)","v":0},null,{"$f":"-($L62-$L$26)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D62,D62)=0,SUMPRODUCT(F62,F62)=0,SUMPRODUCT(H62,H62)=0),\"ZERO\",IF(OR(Health_Exp<0,nHealth_Exp<0),\"ERROR\",\"OK\"))","v":"ZERO"}]
[]
[]
[null,"Revision Risk                           *",null,"Assets",null,"VGB",null,"VDB",null,"BOF",null,"nBOF",null,"Capital",null,"nCapital"]
[]
[null,"Healthrevision",null,{"$f":"'Raw Data'!$I$316","v":0},null,{"$f":"'Raw Data'!$I$317","v":0},null,{"$f":"'Raw Data'!$I$318","v":0},null,{"$f":"$D67-$F67-BE_Liabs_VDB","v":0},null,{"$f":"$D67-$F67-$H67","v":0},null,{"$f":"-($J67-$J$26)","v":0},null,{"$f":"-($L67-$L$26)","v":0},null,null,{"$f":"IF(OR(SUMPRODUCT(D67,D67)=0,SUMPRODUCT(F67,F67)=0),\"ZERO\",\"OK\")","v":"ZERO"}]

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[]
[]
[null,"Currency","Currency Code"]
[null,"United Kingdom Pound","GBP"]
[null,"United States Dollar","USD"]
[null,"Euro","EUR"]
[null,"Sweden Krona","SEK"]
[null,"Afghanistan Afghani","AFN"]
[null,"Albania Lek","ALL"]
[null,"Algeria Dinar","DZD"]
[null,"Argentina Peso","ARS"]
[null,"Australia Dollar","AUD"]
[null,"Bahamas Dollar","BSD"]
[null,"Bahrain Dinar","BHD"]
[null,"Bangladesh Taka","BDT"]
[null,"Barbados Dollar","BBD"]
[null,"Bermuda Dollar","BMD"]
[null,"Brazil Real","BRL"]
[null,"Bulgaria Lev","BGN"]
[null,"Canada Dollar","CAD"]
[null,"Chile Peso","CLP"]
[null,"China Yuan Renminbi","CNY"]
[null,"Colombia Peso","COP"]
[null,"Costa Rica Colon","CRC"]
[null,"Croatia Kuna","HRK"]
[null,"Czech Republic Koruna","CZK"]
[null,"Denmark Krone","DKK"]
[null,"Dominican Republic Peso","DOP"]
[null,"Egypt Pound","EGP"]
[null,"Fiji Dollar","FJD"]
[null,"Hong Kong Dollar","HKD"]
[null,"Hungary Forint","HUF"]
[null,"Iceland Krona","ISK"]
[null,"India Rupee","INR"]
[null,"Indonesia Rupiah","IDR"]
[null,"Iran Rial","IRR"]
[null,"Iraq Dinar","IQD"]
[null,"Israel Shekel","ILS"]
[null,"Jamaica Dollar","JMD"]
[null,"Japan Yen","JPY"]
[null,"Jordan Dinar","JOD"]
[null,"Kenya Shilling","KES"]
[null,"Kuwait Dinar","KWD"]
[null,"Lebanon Pounds","LBP"]
[null,"Lituania Lita","LTL"]
[null,"Malaysia Ringgit","MYR"]
[null,"Mauritius Rupee","MUR"]
[null,"Mexico Peso","MXN"]
[null,"Morocco Dirham","MAD"]
[null,"New Zealand Dollar","NZD"]
[null,"Norway Krone","NOK"]
[null,"Oman Rial","OMR"]
[null,"Pakistan Rupee","PKR"]
[null,"Peru Nuevo Sol","PEN"]
[null,"Philippines Peso","PHP"]
[null,"Poland Zloty","PLN"]
[null,"Qatar Riyal","QAR"]
[null,"Romania New Leu","RON"]
[null,"Russia Ruble","RUB"]
[null,"Saudi Arabia Riyal","SAR"]
[null,"Singapore Dollar","SGD"]
[null,"South Africa Rand","ZAR"]
[null,"South Korea Won","KRW"]
[null,"Sri Lanka Rupee","LKR"]
[null,"Sudan Pound","SDG"]
[null,"Switzerland Franc","CHF"]
[null,"Taiwan New Dollar","TWD"]
[null,"Thailand Baht","THB"]
[null,"Trinidad and Tobago Dollar","TTD"]
[null,"Tunisia Dinar","TND"]
[null,"Turkey Lira","TRY"]
[null,"United Arab Emirates Dirham","AED"]
[null,"Venezuela Bolivares Fuertes","VEF"]
[null,"Vietnam Dong","VND"]
[null,"Zambia Kwacha","ZMK"]
[]
[]
[]
[null,"Corr                                     *","Market","Default","Life","Health"]
[null,"Market",1,{"$f":"TRANSPOSE(C82:C84)","v":0.25},0.25,0.25]
[null,"Default",0.25,1,{"$f":"TRANSPOSE(D83:D$84)","v":0.25},0.25]
[null,"Life",0.25,0.25,1,{"$f":"TRANSPOSE(E84:$E$84)","v":0.25}]
[null,"Health",0.25,0.25,0.25,1]
[]
[]
[null,"MarketCorr                        *","Interest","Equity","Property","Currency","Spread","Concentration"]
[null,"Interest",1,{"$f":"TRANSPOSE(C89:C$93)","v":0},0,0.25,0,0]
[null,"Equity",{"$f":"A","v":0},1,{"$f":"TRANSPOSE(D90:D$93)","v":0.75},0.25,0.75,0]
[null,"Property",{"$f":"A","v":0},0.75,1,{"$f":"TRANSPOSE(E91:E$93)","v":0.25},0.5,0]
[null,"Currency",0.25,0.25,0.25,1,{"$f":"TRANSPOSE(F92:F$93)","v":0.25},0]
[null,"Spread",{"$f":"A","v":0},0.75,0.5,0.25,1,{"$f":"TRANSPOSE(G93:G$93)","v":0}]
[null,"Concentration",0,0,0,0,0,1]
[]
[null,"Selection of A in MarketCorr                 *",null,"A"]
[null,"Marketinterest = MarketinterestUp",null,0]
[null,"Marketinterest = MarketinterestDown",null,0.5]
[null,null,"Selected:",{"$f":"IF(nMkt_Int=nMkt_Int_Up,$D$96,$D$97)","v":0}]
[]
[]
[null,"EqVolUpCorr                      *","VolatilityUp","Level"]
[null,"VolatilityUp",1,{"$f":"$C$103","v":0.75}]
[null,"Level",0.75,1]
[]
[]
[null,"EqVolDownCorr                *","Level","VolatilityDown"]
[null,"Level",1,{"$f":"$C$108","v":0}]
[null,"VolatilityDown",0,1]
[]
[]
[null,"EqCorr                                *","Type 1","Type 2"]
[null,"Type 1",1,{"$f":"$C$113","v":0.75}]
[null,"Type 2",0.75,1]
[]
[]
[null,"CurrencyCorr                    *",1,2,3,4,5,6,7,8,9,10,11,12,13,14,15]
[null,"CurrGroup1",1,{"$f":"TRANSPOSE(C118:C$131)","v":0.5},0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5]
[null,"CurrGroup2",0.5,1,{"$f":"TRANSPOSE(D119:D$131)","v":0.5},0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5]
[null,"CurrGroup3",0.5,0.5,1,{"$f":"TRANSPOSE(E120:E$131)","v":0.5},0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5]
[null,"CurrGroup4",0.5,0.5,0.5,1,{"$f":"TRANSPOSE(F121:F$131)","v":0.5},0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5]
[null,"CurrGroup5",0.5,0.5,0.5,0.5,1,{"$f":"TRANSPOSE(G122:G$131)","v":0.5},0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5]
[null,"CurrGroup6",0.5,0.5,0.5,0.5,0.5,1,{"$f":"TRANSPOSE(H123:H$131)","v":0.5},0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5]
[null,"CurrGroup7",0.5,0.5,0.5,0.5,0.5,0.5,1,{"$f":"TRANSPOSE(I124:I$131)","v":0.5},0.5,0.5,0.5,0.5,0.5,0.5,0.5]
[null,"CurrGroup8",0.5,0.5,0.5,0.5,0.5,0.5,0.5,1,{"$f":"TRANSPOSE(J125:J$131)","v":0.5},0.5,0.5,0.5,0.5,0.5,0.5]
[null,"CurrGroup9",0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,1,{"$f":"TRANSPOSE(K126:K$131)","v":0.5},0.5,0.5,0.5,0.5,0.5]
[null,"CurrGroup10",0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,1,{"$f":"TRANSPOSE(L127:L$131)","v":0.5},0.5,0.5,0.5,0.5]
[null,"CurrGroup11",0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,1,{"$f":"TRANSPOSE(M128:M$131)","v":0.5},0.5,0.5,0.5]
[null,"CurrGroup12",0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,1,{"$f":"TRANSPOSE(N129:N$131)","v":0.5},0.5,0.5]
[null,"CurrGroup13",0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,1,{"$f":"TRANSPOSE(O130:O$131)","v":0.5},0.5]
[null,"CurrGroup14",0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,1,{"$f":"TRANSPOSE(P131:P$131)","v":0.5}]
[null,"CurrGroup15",0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,0.5,1]
[]
[]
[null,"DefaultCorr                       *","Type 1","Type 2"]
[null,"Type 1",1,{"$f":"$C$136","v":0.75}]
[null,"Type 2",0.75,1]
[]
[]
[null,"LifeCorr                              *","Mortality","Longevity","Disability","Lapse","Expenses","Revision","CAT"]
[null,"Mortality",1,{"$f":"TRANSPOSE(C141:C$146)","v":-0.25},0.25,0,0.25,0,0.25]
[null,"Longevity",-0.25,1,{"$f":"TRANSPOSE(D142:D$146)","v":0},0.25,0.25,0.25,0]
[null,"Disability",0.25,0,1,{"$f":"TRANSPOSE(E143:E$146)","v":0},0.5,0,0.25]
[null,"Lapse",0,0.25,0,1,{"$f":"TRANSPOSE(F144:F$146)","v":0.5},0,0.25]
[null,"Expenses",0.25,0.25,0.5,0.5,1,{"$f":"TRANSPOSE(G145:G$146)","v":0.5},0.25]
[null,"Revision",0,0.25,0,0,0.5,1,{"$f":"TRANSPOSE(H146:H$146)","v":0}]
[null,"CAT",0.25,0,0.25,0.25,0.25,0,1]
[]
[]
[null,"HealthCorr                         ","Mortality","Longevity","Disability","Lapse","Expenses","Revision"]
[null,"Mortality",1,{"$f":"TRANSPOSE($C$151:$C$155)","v":-0.25},0.25,0,0.25,0]
[null,"Longevity",-0.25,1,{"$f":"TRANSPOSE($D$152:$D$155)","v":0},0.25,0.25,0.25]
[null,"Disability",0.25,0,1,{"$f":"TRANSPOSE($E$153:$E$155)","v":0},0.5,0]
[null,"Lapse",0,0.25,0,1,{"$f":"TRANSPOSE($F$154:$F$155)","v":0.5},0]
[null,"Expenses",0.25,0.25,0.5,0.5,1,{"$f":"TRANSPOSE(G155:G155)","v":0.5}]
[null,"Revision",0,0.25,0,0,0.5,1]
[]
[]
[null,"HealthCorr                        ","HealthSLT","HealthNonSLT","HealthCAT"]
[null,"HealthSLT",1,{"$f":"TRANSPOSE(C160:C161)","v":0.5},0.25]
[null,"HealthNonSLT",0.5,1,{"$f":"TRANSPOSE(D161)","v":0.25}]
[null,"HealthCAT",0.25,0.25,1]

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[]
[null,"Sheet","Result",1,2,3,4,5,"Total"]
[null,"Operational Risk Sheet","2016 YE - Renewal Commission",0,null,null,null,null,{"$f":"SUM(D5:H5)","v":0}]
[null,"Operational Risk Sheet","2016 YE - Investment Management Expenses",0,null,null,null,null,0]
[null,"Operational Risk Sheet","2016 YE - One-off expenses/ development costs",0,null,null,null,null,0]
[null,"Operational Risk Sheet","2016 YE - Fixed expenses/ overheads",0,null,null,null,null,0]
[null,"Operational Risk Sheet","2016 YE - Other expenses",0,null,null,null,null,0]
[null,"Operational Risk Sheet","2015 YE - Renewal Commission",0,null,null,null,null,0]
[null,"Operational Risk Sheet","2015 YE - Investment Management Expenses",0,null,null,null,null,0]
[null,"Operational Risk Sheet","2015 YE - One-off expenses/ development costs",0,null,null,null,null,0]
[null,"Operational Risk Sheet","2015 YE - Fixed expenses/ overheads",0,null,null,null,null,0]
[null,"Operational Risk Sheet","2015 YE - Other expenses",0,null,null,null,null,0]
[null,"Operational Risk Sheet","2016  YE Earned Premiums ",0,null,null,null,null,0]
[null,"Operational Risk Sheet","2015 YE Earned Premiums ",0,null,null,null,null,0]
[null,"Operational Risk Sheet","Technical Provisions",0,null,null,null,null,0]
[]
[null,"Economic Balance Sheet","Goodwill - Acc.",0,null,null,null,null,{"$f":"SUM(D19:H19)","v":0}]
[null,"Economic Balance Sheet","Other Intangible assets - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Other Intangible assets - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Property (own use) - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Property (own use) - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Property (not own use) - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Property (not own use) - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Participations - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Participations - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Listed equities - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Listed equities - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Unlisted equities - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Unlisted equities - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Bonds - Govt. & multilaterals - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Bonds - Govt. & multilaterals - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Bonds - Corp. (ABS) - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Bonds - Corp. (ABS) - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Bonds - Corp. (other) - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Bonds - Corp. (other) - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Structured Notes - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Structured Notes - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Investment funds - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Investment funds - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Futures - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Futures - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Call Options - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Call Options - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Put Options - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Put Options - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Swaps - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Swaps - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Forwards - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Forwards - Reg.",0,null,null,null,null,{"$f":"SUM(D51:H51)","v":0}]
[null,"Economic Balance Sheet","Long term bank deposits - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Long term bank deposits - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Other investments - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Other investments - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Assets held for UL funds - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Assets held for UL funds - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Cash deposits to cedants - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Cash deposits to cedants - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Uncollateralised loans made - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Uncollateralised loans made - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Collateralised loans made - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Collateralised loans made - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Loans on policies - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Loans on policies - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Reins. recoverables - Life excl. UL - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Reins. recoverables - Life excl. UL - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Life UL - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Life UL - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Other reinsurance recoverables - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Other reinsurance recoverables - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","SPV recoverables - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","SPV recoverables - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Intermediaries recoverables - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Intermediaries recoverables - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Insurance recoverables - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Insurance recoverables - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Deferred acquisition costs - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Receivables (trade) - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Receivables (trade) - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Pension benefit surplus - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Pension benefit surplus - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Cash - Acc.",0,null,null,null,null,{"$f":"SUM(D83:H83)","v":0}]
[null,"Economic Balance Sheet","Cash - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Short term bank deposits - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Short term bank deposits - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Called but unpaid capital - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Called but unpaid capital - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Other assets - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Other assets - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Life excl. UL - Whole TP - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Life excl. UL - BEP VGB - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Life excl. UL - BEP VDB - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Life excl. UL - RM - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Life UL - Whole TP - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Life UL - BEP VGB - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Life UL - BEP VDB - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Life UL - RM - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Cash deposits from reinsurers - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Cash deposits from reinsurers - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","(Re)insurance accounts payable - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","(Re)insurance accounts payable - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Derivatives - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Derivatives - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Provisions other than TPs  - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Provisions other than TPs  - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Owed to credit institutions - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Owed to credit institutions - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Financial liabs - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Financial liabs - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Payables (trade, not insurance) - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Payables (trade, not insurance) - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Pensions benefit obligations - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Pensions benefit obligations - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Uncalled investments - Acc.",0,null,null,null,null,{"$f":"SUM(D115:H115)","v":0}]
[null,"Economic Balance Sheet","Uncalled investments - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Contingent liabilities - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Contingent liabilities - Reg.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Any other liabilities - Acc.",0,null,null,null,null,0]
[null,"Economic Balance Sheet","Any other liabilities - Reg.",0,null,null,null,null,0]
[]
[null,"Market Risk","Interest Rate Risk - Up - Assets",0,null,null,null,null,{"$f":"SUM(D122:H122)","v":0}]
[null,"Market Risk","Interest Rate Risk - Up - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Interest Rate Risk - Up - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Interest Rate Risk - Down - Assets",0,null,null,null,null,0]
[null,"Market Risk","Interest Rate Risk - Down - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Interest Rate Risk - Down - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 1 - VolUp - Assets",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 1 - VolUp - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 1 - VolUp - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 1 - Level - Assets",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 1 - Level - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 1 - Level - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 1 - VolDown - Assets",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 1 - VolDown - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 1 - VolDown - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 2 - VolUp - Assets",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 2 - VolUp - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 2 - VolUp - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 2 - Level - Assets",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 2 - Level - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 2 - Level - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 2 - VolDown - Assets",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 2 - VolDown - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Equity Risk - Type 2 - VolDown - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Property Risk - Assets",0,null,null,null,null,0]
[null,"Market Risk","Property Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Property Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 1 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 1 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 1 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 1 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 1 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 1 - Liabilities - VDB",0,null,null,null,null,{"$f":"SUM(D154:H154)","v":0}]
[null,"Market Risk","Currency Risk - Up - Group 2 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 2 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 2 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 2 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 2 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 2 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 3 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 3 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 3 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 3 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 3 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 3 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 4 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 4 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 4 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 4 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 4 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 4 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 5 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 5 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 5 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 5 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 5 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 5 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 6 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 6 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 6 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 6 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 6 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 6 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 7 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 7 - Liabilities - VGB",0,null,null,null,null,{"$f":"SUM(D186:H186)","v":0}]
[null,"Market Risk","Currency Risk - Up - Group 7 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 7 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 7 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 7 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 8 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 8 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 8 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 8 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 8 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 8 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 9 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 9 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 9 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 9 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 9 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 9 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 10 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 10 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 10 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 10 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 10 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 10 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 11 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 11 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 11 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 11 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 11 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 11 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 12 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 12 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 12 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 12 - Assets",0,null,null,null,null,{"$f":"SUM(D218:H218)","v":0}]
[null,"Market Risk","Currency Risk - Down - Group 12 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 12 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 13 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 13 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 13 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 13 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 13 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 13 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 14 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 14 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 14 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 14 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 14 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 14 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 15 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 15 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Up - Group 15 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 15 - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 15 - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Down - Group 15 - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Simplification - Assets",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Simplification - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Currency Risk - Simplification - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Spread Risk - Bonds - Assets",0,null,null,null,null,0]
[null,"Market Risk","Spread Risk - Bonds - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Spread Risk - Bonds - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Spread Risk - Securitisations - Assets",0,null,null,null,null,0]
[null,"Market Risk","Spread Risk - Securitisations - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Spread Risk - Securitisations - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Spread Risk - Credit Derivatives - Up - Assets",0,null,null,null,null,0]
[null,"Market Risk","Spread Risk - Credit Derivatives - Up - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Spread Risk - Credit Derivatives - Up - Liabilities - VDB",0,null,null,null,null,{"$f":"SUM(D250:H250)","v":0}]
[null,"Market Risk","Spread Risk - Credit Derivatives - Down - Assets",0,null,null,null,null,0]
[null,"Market Risk","Spread Risk - Credit Derivatives - Down - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Spread Risk - Credit Derivatives - Down - Liabilities - VDB",0,null,null,null,null,0]
[null,"Market Risk","Concentration Risk - Assets",0,null,null,null,null,0]
[null,"Market Risk","Concentration Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Market Risk","Concentration Risk - Liabilities - VDB",0,null,null,null,null,0]
[]
[null,"Life Underwriting Risk","Mortality Risk - Assets",0,null,null,null,null,{"$f":"SUM(D258:H258)","v":0}]
[null,"Life Underwriting Risk","Mortality Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Mortality Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Longevity Risk - Assets",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Longevity Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Longevity Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Disability Risk - Assets",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Disability Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Disability Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Morbidity Risk - Assets",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Morbidity Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Morbidity Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Lapse Down - Assets",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Lapse Down - Liabilities - VGB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Lapse Down - Liabilities - VDB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Lapse Up - Assets",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Lapse Up - Liabilities - VGB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Lapse Up - Liabilities - VDB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Mass Lapse Risk - Assets",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Mass Lapse Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Mass Lapse Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Expense Risk - Assets",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Expense Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Expense Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Revision Risk - Assets",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Revision Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Revision Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Catastrophe Risk - Assets",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Catastrophe Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Life Underwriting Risk","Catastrophe Risk - Liabilities - VDB",0,null,null,null,null,0]
[]
[null,"Health Underwriting Risk","Mortality Risk - Assets",0,null,null,null,null,{"$f":"SUM(D289:H289)","v":0}]
[null,"Health Underwriting Risk","Mortality Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Mortality Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Longevity Risk - Assets",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Longevity Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Longevity Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Medical Expense Up - Assets",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Medical Expense Up - Liabilities - VGB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Medical Expense Up - Liabilities - VDB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Medical Expense Down - Assets",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Medical Expense Down - Liabilities - VGB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Medical Expense Down - Liabilities - VDB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Income Protection Risk - Assets",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Income Protection Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Income Protection Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Lapse Down - Assets",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Lapse Down - Liabilities - VGB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Lapse Down - Liabilities - VDB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Lapse Up - Assets",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Lapse Up - Liabilities - VGB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Lapse Up - Liabilities - VDB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Mass Lapse Risk - Assets",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Mass Lapse Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Mass Lapse Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Expense Risk - Assets",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Expense Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Expense Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Revision Risk - Assets",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Revision Risk - Liabilities - VGB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Revision Risk - Liabilities - VDB",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Health Catastrophe Risk - Capital",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Health Catastrophe Risk - nCapital",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Health Non-SLT Risk - Capital",0,null,null,null,null,0]
[null,"Health Underwriting Risk","Health Non-SLT Risk - nCapital",0,null,null,null,null,0]