欧盟偿付能力solvency 2计算模板excel

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CEIOPS QIS4 Solo 20080613

QIS4 spreadsheet

This QIS4 spreadsheet is intended to be used by QIS4 solo participants to submit the quantitative data requested in the QIS4 exercise.

General organisation

The general organisation of this spreadsheet is:

1 - a set of input sheets

2 - a set of calculations sheets

3 - a set of results sheets

This organisation tries to address market feedback requesting for a clear separation between the data that need to be collected to fulfil the exercise

and the QIS4 model itself.

In a few specific cases, this separation could not be achieved. Concerned are the inputs that indeed rely on having previously performed some of the calculations

(e.g.: taxes adjustment, equivalent scenario).

Color codes

The following color code has been used:

In the input tabs:

In the calculation tabs:

The intermediate dataset tab

Data from the input tab is not directly used in the calculation tabs - a "dataset" tab has been inserted in between.

A column in this dataset contains:

- the data from the input tabs

- the intermediate and mains result from the calculation tabs

Multiple datasets can be stored in this specific tab; a selection button is provided so participants can choose which dataset is used/displayed at a given time.

This will allow firms that are requested to compute multiple variations of the SCR to do so easily.

This dataset will also simplify the collection of data from the solo spreadsheet to be used in the group spreadsheet.

Simplification and proxies

A number of simplifications / proxies are defined in the Technical Specifications.

These have been moved, as well as the helper tabs, in a separate spreadsheet, whose content can be used either independently, or merged with the core QIS4 spreadsheet.Links to the technical specifications

In order for links to the technical specification to work, the path to the word document should be known. Please adjust the following path if needed:

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