SFCR-rapport2019 - 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 ............................................................................................ 8
B.3 Risikostyringssystem, herunder vurderingen af egen risiko og solvens .................................... 9
B.4 Internt kontrolsystem ..............................................................................................................11
B.5 Intern auditfunktion ................................................................................................................12
B.6 Aktuarfunktion ........................................................................................................................12
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........................................................................................................................20
C.5 Operationelle risici .................................................................................................................20
C.6 Andre væsentlige risici ...........................................................................................................21
C.7 Andre oplysninger ..................................................................................................................21
Værdiansættelse til solvensformål ................................................................................................22
E.
D.1 Aktiver ...................................................................................................................................22
D.2 Forsikringsmæssige hensættelser ..........................................................................................24
D.3 Andre forpligtelser..................................................................................................................26
D.4 Alternative værdiansættelses- metoder .................................................................................27
D.5 Andre oplysninger ..................................................................................................................27
Kapitalforvaltning .........................................................................................................................28
E.1 Kapitalgrundlag ......................................................................................................................28
E.2 Solvenskapitalkrav og minimumskapitalkrav ...........................................................................32
E.3 Anvendelse af delmodulet for løbetidsbaserede aktierisici til beregningen af
solvenskapitalkravet .....................................................................................................................35
E.4 Forskelle mellem standardformlen og en intern model ............................................................35
E.5 Manglende overholdelse af minimumskapitalkravet og manglende overholdese af
solvenskapitalkravet .....................................................................................................................35
E.6 Andre oplysninger ..................................................................................................................35
Bilag ......................................................................................................................................................36
Bilag I: Juridiske referencer ..........................................................................................................36
Bilag II: Oversigt over offentliggørelse af indberetningsskemaer ...................................................37