Annexe I |
S.26.03.01 - Taxonomie Solvabilité II AEAPP 2.7.0 |
Capital de solvabilité requis - Risque de souscription en vie |
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Article 112 |
Z0010 |
Z0010 |
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Utilisation de simplifications |
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C0010 |
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Simplifications - risque de mortalité |
R0010 |
C0010/R0010 |
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Simplifications - risque de longévité |
R0020 |
C0010/R0020 |
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Simplifications - risque d'invalidité - de morbidité |
R0030 |
C0010/R0030 |
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Simplifications - risque de cessation |
R0040 |
C0010/R0040 |
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Simplifications - risque de dépenses en vie |
R0050 |
C0010/R0050 |
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Simplifications - risque de catastrophe en vie |
R0060 |
C0010/R0060 |
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Valeurs initiales absolues avant choc |
Valeurs absolues après choc |
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Actifs |
Passifs |
Actifs |
Passifs (après la capacité d’absorption des pertes des provisions techniques) |
Capital de solvabilité requis net |
Passifs (avant la capacité d’absorption des pertes des provisions techniques) |
Capital de solvabilité requis brut |
Risque de souscription en vie |
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C0020 |
C0030 |
C0040 |
C0050 |
C0060 |
C0070 |
C0080 |
Risque de mortalité |
R0100 |
C0020/R0100 |
C0030/R0100 |
C0040/R0100 |
C0050/R0100 |
C0060/R0100 |
C0070/R0100 |
C0080/R0100 |
Risque de longévité |
R0200 |
C0020/R0200 |
C0030/R0200 |
C0040/R0200 |
C0050/R0200 |
C0060/R0200 |
C0070/R0200 |
C0080/R0200 |
Risque d’invalidité - de morbidité |
R0300 |
C0020/R0300 |
C0030/R0300 |
C0040/R0300 |
C0050/R0300 |
C0060/R0300 |
C0070/R0300 |
C0080/R0300 |
Risque de cessation |
R0400 |
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C0060/R0400 |
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C0080/R0400 |
risque d'augmentation des taux de cessation |
R0410 |
C0020/R0410 |
C0030/R0410 |
C0040/R0410 |
C0050/R0410 |
C0060/R0410 |
C0070/R0410 |
C0080/R0410 |
risque de diminution des taux de cessation |
R0420 |
C0020/R0420 |
C0030/R0420 |
C0040/R0420 |
C0050/R0420 |
C0060/R0420 |
C0070/R0420 |
C0080/R0420 |
risque de cessation de masse |
R0430 |
C0020/R0430 |
C0030/R0430 |
C0040/R0430 |
C0050/R0430 |
C0060/R0430 |
C0070/R0430 |
C0080/R0430 |
Risque de dépenses en vie |
R0500 |
C0020/R0500 |
C0030/R0500 |
C0040/R0500 |
C0050/R0500 |
C0060/R0500 |
C0070/R0500 |
C0080/R0500 |
Risque de révision |
R0600 |
C0020/R0600 |
C0030/R0600 |
C0040/R0600 |
C0050/R0600 |
C0060/R0600 |
C0070/R0600 |
C0080/R0600 |
Risque de catastrophe en vie |
R0700 |
C0020/R0700 |
C0030/R0700 |
C0040/R0700 |
C0050/R0700 |
C0060/R0700 |
C0070/R0700 |
C0080/R0700 |
Diversification dans le module risque de souscription en vie |
R0800 |
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C0060/R0800 |
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C0080/R0800 |
Total risque de souscription en vie |
R0900 |
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C0060/R0900 |
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C0080/R0900 |
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PPE |
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Informations supplémentaires sur le risque de révision |
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C0090 |
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Facteur appliqué pour le choc de révision |
R1000 |
C0090/R1000 |
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