Country abbreviations

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Variable Variable descriptionSource

qs unlistedShare of Equitie s unlisted as ape rcentage of

total asset s

Balance shee t

S.02.01.01.01

% Governme nt BondsShare of Go vernment Bon ds as apercent age

of total ass ets

Balance shee t

S.02.01.01.01

% Holdings in r elated under takingsShare of Ho ldings in related undertakings as

apercentage of total asse ts

Balance shee t

S.02.01.01.01

% Insurance with prof‌it par ticipation cont ractsShare of Insuran ce with prof‌it participatio n

contract s as apercentage of Total (Life o ther

than health insurance, incl. Unit-Linke d) gross

best es timate

Life and Healt h SLT

Technical Provisions

(similar to S .12.01.01)

% Loans and mortgagesShare of Loans and mortg ages as

apercentage of total asse ts

Balance shee t

S.02.01.01.01

ch_LAC_DT Relative change in LAC_DT co mputed as

LAC_DT (adve rse)/ LAC_DT(base)-1 .

SCR, S.25.01.04.

ch_LAC_TP Relat ive change in LAC_ DT computed as

LAC_TP (adver se)/ LAC_TP(base)-1.

SCR, S.25.01.04.

MA Matching adjustment (dummy variable)Basic information,

S.01.02.04

VA Volatility adjustme nt (dummy variable)Basic information,

S.01.02.04

COUNTRY ABBREVIATIONS

AT Austria IT Italy

BE Belgium LI Liechtenstein

BG Bulgaria LT Lithuania

CY Cyprus LU Luxembourg

CZ Czech RepublicLV Latvia

DE Germany MT Malta

DK Denmark NL Netherlands

EE Estonia NO Norway

ES Spain PL Poland

FI Finland PT Portugal

FR France RO Romania

GR Greece SE Sweden

HR Croatia SI Slovenia

HU Hungary SK Slovakia

IE Ireland UK United Kingdom

IS Iceland CH Switzerland

AN INSURANCE AND OCCUPATIONAL PENSIONS AUTHORITY

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