Rapport om solvens og finansiel situation 2018 - Flipbook - Side 2
Indholdsfortegnelse
Sammendrag ................................................................................................................................................ 1
A.
Virksomhed og resultater ................................................................................................................... 2
B.
A.1 Virksomhed .................................................................................................................................. 2
A.2 Forsikringsresultater .................................................................................................................... 3
A.3 Investeringsresultater .................................................................................................................. 5
A.4 Resultater af andre aktiviteter ...................................................................................................... 6
A.5 Andre oplysninger ........................................................................................................................ 6
Ledelsessystem .................................................................................................................................. 7
C.
B.1 Generelle oplysninger om ledelsessystemet ............................................................................... 7
B.2 Egnetheds- og hæderlighedskrav ................................................................................................ 9
B.3 Risikostyringssystem, herunder vurderingen af egen risiko og solvens ...................................... 9
B.4 Internt kontrolsystem ................................................................................................................. 12
B.5 Intern auditfunktion .................................................................................................................... 12
B.6 Aktuarfunktion ............................................................................................................................ 13
B.7 Outsourcing ................................................................................................................................ 13
B.8 Andre oplysninger ...................................................................................................................... 13
Risikoprofil ........................................................................................................................................ 14
D.
C.1 Forsikringsrisici .......................................................................................................................... 15
C.2 Markedsrisici .............................................................................................................................. 17
C.3 Kreditrisici .................................................................................................................................. 19
C.4 Likviditetsrisici ............................................................................................................................ 19
C.5 Operationelle risici ..................................................................................................................... 20
C.6 Andre væsentlige risici .............................................................................................................. 20
C.7 Andre oplysninger ...................................................................................................................... 21
Værdiansættelse til solvensformål ................................................................................................... 22
E.
D.1 Aktiver ........................................................................................................................................ 22
D.2 Forsikringsmæssige hensættelser............................................................................................. 24
D.3 Andre forpligtelser...................................................................................................................... 25
D.4 Alternative værdiansættelses- metoder .................................................................................... 26
D.5 Andre oplysninger ...................................................................................................................... 26
Kapitalforvaltning .............................................................................................................................. 27
E.1 Kapitalgrundlag .......................................................................................................................... 27
E.2 Solvenskapitalkrav og minimumskapitalkrav ............................................................................. 31
E.3 Anvendelse af delmodulet for løbetidsbaserede aktierisici til beregningen af
solvenskapitalkravet ......................................................................................................................... 33
E.4 Forskelle mellem standardformlen og en intern model.............................................................. 33
E.5 Manglende overholdelse af minimumskapitalkravet og manglende overholdese af
solvenskapitalkravet ......................................................................................................................... 33
E.6 Andre oplysninger ...................................................................................................................... 33
Bilag ............................................................................................................................................................ 34
Bilag I: Juridiske referencer .............................................................................................................. 34
Bilag II: Oversigt over offentliggørelse af indberetningsskemaer .................................................... 35